# EDGAR Filing Document

**Accession Number:** 0001785971
**File Stem:** 0001752724-23-040655
**Filing Date:** 2023-2
**Character Count:** 133651
**Document Hash:** f7e103e736aa3db847ed4ca83b14efef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040655.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040655

**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 II
- **CENTRAL INDEX KEY:** 0001785971
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23466
- **FILM NUMBER:** 23668335

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800 882 0052

**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 II

- **b. Investment Company Act file number:** 811-23466

- **c. CIK number of Registrant:** 0001785971

- **d. LEI of Registrant:** 549300FGMK4EGHSK8N86

- **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 II

- **c. LEI of Series:** 549300FGMK4EGHSK8N86

**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:** $2108476513.89

**Total Liabilities:** $50510476.02

**Net Assets:** $2057966037.87

**Cash Not Reported:** $17953.78

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 4.33%                | 5.32%                | -1.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3355633.12             | $93560223.81                               |
| Month 2  | $-16346760.18            | $133741355.43                              |
| Month 3  | $-149358.06              | $-50196537.18                              |

**Designated Index Information**

- **Index Name:** MSCI Custom ACWI SMID Growth/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        |    468285 | NS      | $17687124.45  | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NEVRO CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -328 | NC      | $-22960.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TScan Therapeutics Inc                                   | TScan Therapeutics Inc                                  | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    855317 | NS      | $1394166.71   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALKERMES PLC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -976 | NC      | $-244000.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SEAGEN INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -127 | NC      | $-36512.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 10X Genomics Inc                                         | 10X Genomics Inc                                        | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |    231905 | NS      | $8450618.20   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | TWIST BIOSCIENCE CORP                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -654 | NC      | $-16350.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |      -799 | NC      | $-91885.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                            | Arrowhead Pharmaceuticals Inc                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     81025 | NS      | $3286374.00   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | RVMD US FLEX                                            | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -604 | NC      | $-67058.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -580 | NC      | $-131950.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                                             | Amedisys Inc                                            | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |    164226 | NS      | $13719440.04  | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Rhythm Pharmaceuticals Inc                               | Rhythm Pharmaceuticals Inc                              | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |    683675 | NS      | $19908616.00  | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | LEGEND BIOTECH CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -314 | NC      | $-34540.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                              | Alnylam Pharmaceuticals Inc                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |    177747 | NS      | $42241574.55  | 2.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | JAN23 BLCO US C @ 15.365                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -43300 | NC      | $-27165.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BioNTech SE                                              | BioNTech SE                                             | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |     61590 | NS      | $9252049.80   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| R1 RCM Inc                                               | R1 RCM Inc                                              | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    690615 | NS      | $7562234.25   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | KEROS THERAPEUTICS INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -320 | NC      | $-160000.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                               | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    235570 | NS      | $68027904.60  | 3.31%             |  |  |  | No            | 1                  | On Loan: No      |
| SI-BONE Inc                                              | SI-BONE Inc                                             | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |    204910 | NS      | $2786776.00   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -47 | NC      | $-7285.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | DXCM.FLEX                                               | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -580 | NC      | $-379035.80   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Exact Sciences Corp                                      | Exact Sciences Corp                                     | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |    239870 | NS      | $11875963.70  | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                             | Omnicell Inc                                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    140725 | NS      | $7095354.50   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PENUMBRA INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -450 | NC      | $-193500.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Keros Therapeutics Inc                                   | Keros Therapeutics Inc                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200607 | NS      | $9633148.14   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AVANTOR INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -897 | NC      | $-24667.50    | -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        |    482077 | NS      | $12148340.40  | 0.59%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | BIOGEN INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -120 | NC      | $-33300.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | OMNICELL INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -225 | NC      | $-21937.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | 10X GENOMICS INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -149 | NC      | $-19370.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SAGE THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -449 | NC      | $-31430.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                                                | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |    645525 | NS      | $32192331.75  | 1.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenaya Therapeutics Inc                                  | Tenaya Therapeutics Inc                                 | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    165729 | NS      | $333115.29    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALKERMES PLC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -976 | NC      | $-195200.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                               | Genmab A/S                                              | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |    114086 | NS      | $4834964.68   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | TANDEM DIABETES CARE INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -132 | NC      | $-31680.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Prometheus Biosciences Inc                               | Prometheus Biosciences Inc                              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83554 | NS      | $9190940.00   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CEREVEL THERAPEUTICS HOLDINGS                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -455 | NC      | $-32987.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                      | HALO US FLEX                                            | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -452 | NC      | $-210195.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -463 | NC      | $-1032490.00  | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | HALOZYME THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -377 | NC      | $-128180.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sophia Genetics SA                                       | Sophia Genetics SA                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    291485 | NS      | $600459.10    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SHOCKWAVE MEDICAL INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -80 | NC      | $-8000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | IRTC US FLEX                                            | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -95 | NC      | $-2238.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | STERIS PLC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -135 | NC      | $-45900.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | HOLX.FLEX                                               | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -374 | NC      | $-98918.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SAGE THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -424 | NC      | $-15900.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MASIMO CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -170 | NC      | $-70550.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                             | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     29690 | NS      | $16349986.10  | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| PMV Pharmaceuticals Inc                                  | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    305830 | NS      | $2660721.00   | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -408 | NC      | $-16320.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GLAUKOS CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -88 | NC      | $-6600.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Nyxoah SA                                                | Nyxoah SA                                               | CUSIP: 000000000<br>LEI: 5493002O1ESKZ18OXR80 | Long             | EC               | CORP              | BE        |    648041 | NS      | $3084675.16   | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Options Clearing Corp.                                   | AGILENT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -208 | NC      | $-37440.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | REVOLUTION MEDICINES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -302 | NC      | $-66440.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                                 | Agilent Technologies Inc                                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    209600 | NS      | $31366640.00  | 1.52%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | LKS US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -884 | NC      | $-196904.81   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EXACT SCIENCES CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -265 | NC      | $-115275.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cellarity, Inc. series B                                 | Cellarity, Inc. series B                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2430833 | NS      | $9626098.68   | 0.47%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Goldman Sachs International                              | JAN23 GMAB DC C @ 3136.2925                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -1900 | NC      | $-8913.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -106 | NC      | $-42400.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                              | BioMarin Pharmaceutical Inc                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |    365103 | NS      | $37784509.47  | 1.84%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DAY ONE BIOPHARMACEUTICALS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -300 | NC      | $-78000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BRUKER CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -332 | NC      | $-97940.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 908 Devices Inc                                          | 908 Devices Inc                                         | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    274084 | NS      | $2088520.08   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | IQV US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -232 | NC      | $-153771.46   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | VAXCYTE INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -192 | NC      | $-49440.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | FEB23 ALC US C @ 67.45                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -46600 | NC      | $-152075.84   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sigilon Therapeutics Inc                                 | Sigilon Therapeutics Inc                                | CUSIP: 82657L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    564538 | NS      | $197588.30    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucleix Limited, SERIES AA                               | Nucleix Limited, SERIES AA                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2379480 | NS      | $6733928.40   | 0.33%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Viridian Therapeutics Inc                                | Viridian Therapeutics Inc                               | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |    120615 | NS      | $3523164.15   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Antengene Corporation Limited                            | Antengene Corporation Limited                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   5019274 | NS      | $3304265.41   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | 10X GENOMICS INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -144 | NC      | $-7920.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sage Therapeutics Inc                                    | Sage Therapeutics Inc                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |    272895 | NS      | $10408215.30  | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Peak Therapeutics AG                              | Bright Peak Therapeutics AG                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2048132 | NS      | $4260114.56   | 0.21%             |  |  |  | Yes           | 3                  | 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        |   2078042 | NS      | $3678134.34   | 0.18%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | SAREPTA THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -404 | NC      | $-315120.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INSULET CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -175 | NC      | $-87062.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NEVRO CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -713 | NC      | $-249550.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| iRhythm Technologies Inc                                 | iRhythm Technologies Inc                                | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     59920 | NS      | $5612706.40   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Tandem Diabetes Care Inc                                 | Tandem Diabetes Care Inc                                | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    238345 | NS      | $10713607.75  | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | KEROS THERAPEUTICS INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -321 | NC      | $-88275.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED GBP / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |         1 | NC      | $185224.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | GALAPAGOS NV                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | BE        |      -238 | NC      | $-108290.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITED THERAPEUTICS CORP                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -84 | NC      | $-95340.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALCON INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |     -1175 | NC      | $-129250.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bruker Corp                                              | Bruker Corp                                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    207802 | NS      | $14203266.70  | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC                                        | FEB23 GMED US C @ 72                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    -16700 | NC      | $-96937.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alcon Inc                                                | Alcon Inc                                               | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |    736189 | NS      | $50465755.95  | 2.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Therapeutics Plc                                 | Horizon Therapeutics Plc                                | CUSIP: 000000000<br>LEI: 529900P0GSQ79OOZEV53 | Long             | EC               | CORP              | IE        |     75466 | NS      | $8588030.80   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagen Inc                                               | Seagen Inc                                              | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79130 | NS      | $10168996.30  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Novocure Ltd                                             | Novocure Ltd                                            | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |    127530 | NS      | $9354325.50   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARGENX SE                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |      -182 | NC      | $-104650.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Monte Rosa Therapeutics Inc                              | Monte Rosa Therapeutics Inc                             | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    764573 | NS      | $5818400.53   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PROMETHEUS BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -92 | NC      | $-234600.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SEAGEN INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -126 | NC      | $-29925.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | PODD US FLEX                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -117 | NC      | $-122122.49   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -931 | NC      | $-297920.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                               | Genmab A/S                                              | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |     34827 | NS      | $14724674.04  | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | OMNICELL INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -225 | NC      | $-121500.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Zoetis Inc                                               | Zoetis Inc                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    101710 | NS      | $14905600.50  | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMEDISYS INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -263 | NC      | $-28930.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Halozyme Therapeutics Inc                                | Halozyme Therapeutics Inc                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    502750 | NS      | $28606475.00  | 1.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp                                   | Boston Scientific Corp                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    455830 | NS      | $21091254.10  | 1.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ResMed Inc                                               | ResMed Inc                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |    167296 | NS      | $34819316.48  | 1.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -520 | NC      | $-61100.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                              | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     80955 | NS      | $4186183.05   | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                               | Biogen Inc                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     36740 | NS      | $10174040.80  | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Gerresheimer AG                                          | Gerresheimer AG                                         | CUSIP: 000000000<br>LEI: 5299006GD4UWSYZOKC28 | Long             | EC               | CORP              | DE        |    243305 | NS      | $16275977.21  | 0.79%             |  |  |  | No            | 2                  | On Loan: No      |
| CONTRA ABIOMED INC                                       | CONTRA ABIOMED INC                                      | CUSIP: 003CVR016<br>LEI: N/A                  | Long             |  | CORP              | US        |     98636 | NS      | $100608.72    | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | MASIMO CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -170 | NC      | $-106250.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                    | Daiichi Sankyo Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |   1462400 | NS      | $47069816.06  | 2.29%             |  |  |  | No            | 2                  | On Loan: No      |
| United Therapeutics Corp                                 | United Therapeutics Corp                                | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     55704 | NS      | $15490725.36  | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -98 | NC      | $-13965.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INSULET CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -117 | NC      | $-16380.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -222 | NC      | $-2220.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -100 | NC      | $-8000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ENCOMPASS HEALTH CORP                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -585 | NC      | $-156487.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nuvation Bio Inc                                         | Nuvation Bio Inc                                        | CUSIP: 67080N119<br>LEI: N/A                  | N/A              | DE               |  | US        |     68880 | NS      | $9953.16      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PENUMBRA INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -110 | NC      | $-199100.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | IRHYTHM TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -96 | NC      | $-33120.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -520 | NC      | $-19500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                             | Insulet Corp                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |    127880 | NS      | $37646593.20  | 1.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Align Technology Inc                                     | Align Technology Inc                                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     36710 | NS      | $7742139.00   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARVINAS INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -126 | NC      | $-37800.00    | -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        |    -23000 | NC      | $-134085.63   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JAN23 GXI GY C @ 71.43                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -27800 | NC      | $-641.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ARCUTIS BIOTHERAPEUTICS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -545 | NC      | $-8175.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | EXELIXIS INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1439 | NC      | $-35975.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Penumbra Inc                                             | Penumbra Inc                                            | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |    175178 | NS      | $38970097.88  | 1.89%             |  |  |  | No            | 1                  | On Loan: No      |
| REVOLUTION Medicines Inc                                 | REVOLUTION Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |    377632 | NS      | $8995194.24   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | KRYSTAL BIOTECH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -50 | NC      | $-11250.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| IQVIA Holdings Inc                                       | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    127062 | NS      | $26033733.18  | 1.27%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JAN23 IONS US C @ 48.298                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -74800 | NC      | $-11027.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Everly Well, Inc. Series D                               | Everly Well, Inc. Series D                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    382775 | NS      | $11280379.25  | 0.55%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Moderna Inc                                              | Moderna Inc                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |    108100 | NS      | $19416922.00  | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| Biohaven Ltd                                             | Biohaven Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     99155 | NS      | $1376271.40   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                             | Stryker Corp                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |    127940 | NS      | $31280050.60  | 1.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | WEST PHARMACEUTICAL SERVICES I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -62 | NC      | $-36270.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -646 | NC      | $-132430.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Nevro Corp                                               | Nevro Corp                                              | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    376430 | NS      | $14906628.00  | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DESIGN THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -627 | NC      | $-25080.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JAN23 UCB BB C @ 79.069                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -55200 | NC      | $-4520.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | VIRIDIAN THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -342 | NC      | $-152190.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| STAAR Surgical Co                                        | STAAR Surgical Co                                       | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     73525 | NS      | $3568903.50   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ImmunoGen Inc                                            | ImmunoGen Inc                                           | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |    497785 | NS      | $2469013.60   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PTC THERAPEUTICS INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -253 | NC      | $-35420.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | HOLOGIC INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -374 | NC      | $-19635.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                          | AstraZeneca PLC                                         | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    245200 | NS      | $16624560.00  | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARROWHEAD PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -129 | NC      | $-79980.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CEREVEL THERAPEUTICS HOLDINGS                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -398 | NC      | $-151240.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BAUSCH + LOMB CORP                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |      -458 | NC      | $-56105.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -92 | NC      | $-9338.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | 908 DEVICES INC                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -400 | NC      | $-4000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Twist Bioscience Corp                                    | Twist Bioscience Corp                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |    204550 | NS      | $4870335.50   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| CRISPR Therapeutics AG                                   | CRISPR Therapeutics AG                                  | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     94915 | NS      | $3858294.75   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Enanta Pharmaceuticals Inc                               | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     20508 | NS      | $954032.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Wuxi Biologics Cayman Inc                                | Wuxi Biologics Cayman Inc                               | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |   1233303 | NS      | $9340919.48   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| VIVIDION THERAPEUTICS INC                                | VIVIDION THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3809524 | NS      | $4076190.68   | 0.20%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | JAN23 CTEC LN C @ 2.365                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -411500 | NC      | $-23605.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cytek Biosciences Inc                                    | Cytek Biosciences Inc                                   | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    840842 | NS      | $8584996.82   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirati Therapeutics Inc                                  | Mirati Therapeutics Inc                                 | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     46905 | NS      | $2125265.55   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -76 | NC      | $-17100.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | EXELIXIS INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -479 | NC      | $-32332.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ASTRAZENECA PLC                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |      -164 | NC      | $-9840.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Amunix Pharmaceuticals, Inc.                             | Amunix Pharmaceuticals, Inc.                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   5657068 | NS      | $3620523.52   | 0.18%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -581 | NC      | $-145250.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ZOETIS INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -306 | NC      | $-33660.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MoonLake Immunotherapeutics                              | MoonLake Immunotherapeutics                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    216150 | NS      | $2269575.00   | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| CITIBANK NA                                              | FEB23 HALO US C @ 57.65                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -37700 | NC      | $-118413.82   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                        | Cerevel Therapeutics Holdings Inc                       | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |    266656 | NS      | $8410330.24   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Affinivax Inc.,                                          | Affinivax Inc.,                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183164 | NS      | $2366478.88   | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Guardant Health Inc                                      | Guardant Health Inc                                     | CUSIP: 40131M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181915 | NS      | $4948088.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| LianBio                                                  | LianBio                                                 | CUSIP: 53000N108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    615188 | NS      | $1008908.32   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | STERIS PLC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -166 | NC      | $-29880.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BRUKER CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -332 | NC      | $-151060.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PROTHENA CORP PLC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -405 | NC      | $-29362.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Pulmonx Corp                                             | Pulmonx Corp                                            | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |    335566 | NS      | $2828821.38   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-935.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMERISOURCEBERGEN CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-23085.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Incyte Corp                                              | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |    331720 | NS      | $26643750.40  | 1.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Nuvation Bio Inc                                         | Nuvation Bio Inc                                        | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200496 | NS      | $384952.32    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Krystal Biotech Inc                                      | Krystal Biotech Inc                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     26937 | NS      | $2133949.14   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | JAN23 4568 JP C @ 4717.44                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    -62000 | NC      | $-8379.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Reata Pharmaceuticals Inc                                | Reata Pharmaceuticals Inc                               | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |     40405 | NS      | $1534985.95   | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Globus Medical Inc                                       | Globus Medical Inc                                      | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    104070 | NS      | $7729278.90   | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | JAN23 LUNG US C @ 6.313                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -78000 | NC      | $-165675.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SILK ROAD MEDICAL INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -355 | NC      | $-84312.50    | -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        |     17100 | NS      | $17153523.00  | 0.83%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | HORIZON THERAPEUTICS PLC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -290 | NC      | $-996150.00   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| MIRVIE INC                                               | MIRVIE INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2793833 | NS      | $5894987.63   | 0.29%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -80 | NC      | $-1040.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED JPY / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |         1 | NC      | $1074936.29   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CRISPR THERAPEUTICS AG                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |      -300 | NC      | $-22500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                   | Intuitive Surgical Inc                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |    116128 | NS      | $30814564.80  | 1.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BLUEPRINT MEDICINES CORP                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -334 | NC      | $-100200.00   | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Galapagos NV                                             | Galapagos NV                                            | CUSIP: 36315X101<br>LEI: 549300QKJ78IY0IOV655 | Long             | EC               | CORP              | BE        |     74410 | NS      | $3302315.80   | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Connect Biopharma Holdings Ltd                           | Connect Biopharma Holdings Ltd                          | CUSIP: 207523101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1125262 | NS      | $976502.36    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | JAN23 UCB BB C @ 76.488                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -55000 | NC      | $-64319.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | COOPER COS INC/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -90 | NC      | $-67050.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | METTLER-TOLEDO INTERNATIONAL I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -68 | NC      | $-59500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Karuna Therapeutics Inc                                  | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46950 | NS      | $9225675.00   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| OnKure, Inc, Series B                                    | OnKure, Inc, Series B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1628488 | NS      | $4852894.24   | 0.24%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Immuneering Corp                                         | Immuneering Corp                                        | CUSIP: 45254E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    696696 | NS      | $3378975.60   | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | SYK US FLEX                                             | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -106 | NC      | $-85443.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Immunocore Holdings PLC                                  | Immunocore Holdings PLC                                 | CUSIP: 45258D105<br>LEI: 213800IUE3DFS84BVN18 | Long             | EC               | CORP              | GB        |     59868 | NS      | $3416666.76   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | MASS US FLEX                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -477 | NC      | $-22634.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | TANDEM DIABETES CARE INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -165 | NC      | $-60225.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -180 | NC      | $-70200.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | HALOZYME THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -402 | NC      | $-147735.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldfinch Bio, Inc. SERIES B                             | Goldfinch Bio, Inc. SERIES B                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3850718 | NS      | $1232229.76   | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | UNITED THERAPEUTICS CORP                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -94 | NC      | $-195050.00   | -0.01%            |  |  |  | No            | 1                  | 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        | 115766240 | NS      | $9237070.09   | 0.45%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | AMERISOURCEBERGEN CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-62775.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vaxcyte Inc                                              | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     60290 | NS      | $2890905.50   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -407 | NC      | $-108669.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NOVOCURE LTD                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | JE        |      -204 | NC      | $-165240.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AVANTOR INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -896 | NC      | $-62720.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALCON INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |      -714 | NC      | $-103530.00   | -0.01%            |  |  |  | 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        |   2257597 | NS      | $6659911.15   | 0.32%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Blueprint Medicines Corp                                 | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |    210780 | NS      | $9234271.80   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Imago Biosciences Inc                                    | Imago Biosciences Inc                                   | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1120866 | NS      | $40295132.70  | 1.96%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ASTRAZENECA PLC                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |      -620 | NC      | $-215450.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Prothena Corp PLC                                        | Prothena Corp PLC                                       | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |    126646 | NS      | $7630421.50   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | A US FLEX                                               | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -207 | NC      | $-64983.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nuvalent Inc                                             | Nuvalent Inc                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158475 | NS      | $4719385.50   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinnate Biopharma Inc                                    | Kinnate Biopharma Inc                                   | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |    295538 | NS      | $1802781.80   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -151 | NC      | $-104190.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Abbisko Cayman Limited                                   | Abbisko Cayman Limited                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | CN        |  10378250 | NS      | $4236222.56   | 0.21%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | SILK ROAD MEDICAL INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -300 | NC      | $-54000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | CATALENT INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -388 | NC      | $-32980.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | TANDEM DIABETES CARE INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -165 | NC      | $-38362.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-35280.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -105 | NC      | $-134400.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                               | Dexcom Inc                                              | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |    361853 | NS      | $40976233.72  | 1.99%             |  |  |  | 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        |    233344 | NS      | $2331106.56   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SHOCKWAVE MEDICAL INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -91 | NC      | $-14560.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | IMMUNOCORE HOLDINGS PLC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |      -193 | NC      | $-105185.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| DA32 Life Science Tech Acquisition Corp                  | DA32 Life Science Tech Acquisition Corp                 | CUSIP: 23312M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1496819 | NS      | $14818508.10  | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Techne Corp                                          | Bio-Techne Corp                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |    136220 | NS      | $11289913.60  | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Shockwave Medical Inc                                    | Shockwave Medical Inc                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     53670 | NS      | $11035088.70  | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | RESMED INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -220 | NC      | $-125400.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | JAN23 GXI GY C @ 68.8275                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -20000 | NC      | $-7279.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chemed Corp                                              | Chemed Corp                                             | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     10662 | NS      | $5442204.66   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                                 | Sarepta Therapeutics Inc                                | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |    282889 | NS      | $36656756.62  | 1.78%             |  |  |  | No            | 1                  | On Loan: No      |
| UCB SA                                                   | UCB SA                                                  | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |    344377 | NS      | $27134650.94  | 1.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | WATERS CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -194 | NC      | $-270630.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | 10X GENOMICS INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -448 | NC      | $-135520.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CareMax Inc                                              | CareMax Inc                                             | CUSIP: 14171W111<br>LEI: N/A                  | N/A              | DE               |  | US        |     63808 | NS      | $27118.40     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Biomea Fusion Inc                                        | Biomea Fusion Inc                                       | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95454 | NS      | $804677.22    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | EHC US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -307 | NC      | $-116243.71   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Immunocore Limited                                       | Immunocore Limited                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321900 | NS      | $18370833.00  | 0.89%             |  |  |  | No            | 1                  | On Loan: No      |
| Argenx SE                                                | Argenx SE                                               | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |     54934 | NS      | $20810647.22  | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -144 | NC      | $-195120.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | STERIS PLC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -135 | NC      | $-36450.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ALIGN TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -60 | NC      | $-10350.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kindstar Globalgene Technology Inc                       | Kindstar Globalgene Technology Inc                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   4092500 | NS      | $1496119.16   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                   | JAN23 4568 JP C @ 4912.95                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -344000 | NC      | $-4168.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ALIGN TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -57 | NC      | $-51870.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| FibroGen Inc                                             | FibroGen Inc                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |    136080 | NS      | $2180001.60   | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Legend Biotech Corp                                      | Legend Biotech Corp                                     | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |    195632 | NS      | $9765949.44   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ZOETIS INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -19 | NC      | $-3610.00     | -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        |   1729894 | NS      | $1729721.48   | 0.08%             |  |  |  | No            | N/A                | On Loan: No      |
| AmerisourceBergen Corp                                   | AmerisourceBergen Corp                                  | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    193455 | NS      | $32057428.05  | 1.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid Micro Biosystems Inc                               | Rapid Micro Biosystems Inc                              | CUSIP: 75340L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    549778 | NS      | $621249.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | PROMETHEUS BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -175 | NC      | $-73500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SAREPTA THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -103 | NC      | $-44290.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DAY ONE BIOPHARMACEUTICALS INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -340 | NC      | $-96900.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GLOBUS MEDICAL INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -166 | NC      | $-94620.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -469 | NC      | $-148907.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Prime Medicine Inc                                       | Prime Medicine Inc                                      | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    412139 | NS      | $7657542.62   | 0.37%             |  |  |  | No            | 1                  | On Loan: —       |
| LHC Group Inc                                            | LHC Group Inc                                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |    138534 | NS      | $22399562.46  | 1.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | ALKS.FLEX                                               | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -885 | NC      | $-101244.00   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                            | Ultragenyx Pharmaceutical Inc                           | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     99375 | NS      | $4604043.75   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | JAN23 GMAB US C @ 43.15                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -36500 | NC      | $-74510.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Arcus Biosciences Inc                                    | Arcus Biosciences Inc                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84495 | NS      | $1747356.60   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SAREPTA THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -199 | NC      | $-63182.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Kronos Bio Inc                                           | Kronos Bio Inc                                          | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    284272 | NS      | $460520.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ARCUTIS BIOTHERAPEUTICS, INC                             | ARCUTIS BIOTHERAPEUTICS, INC                            | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    511332 | NS      | $7567713.60   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC                      | WST US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -62 | NC      | $-6120.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Design Therapeutics Inc                                  | Design Therapeutics Inc                                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    446731 | NS      | $4583460.06   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Silk Road Medical Inc                                    | Silk Road Medical Inc                                   | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |    204932 | NS      | $10830656.20  | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                      | SYK.FLEX                                                | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |       -98 | NC      | $-79770.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | FEB23 CTEC LN C @ 2.4864                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   -510000 | NC      | $-24095.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | AGILENT TECHNOLOGIES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -284 | NC      | $-313820.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Arvinas Inc                                              | Arvinas Inc                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193095 | NS      | $6605779.95   | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Everest Medicines Limited.                               | Everest Medicines Limited.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |   3113667 | NS      | $6884950.03   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | ARROWHEAD PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -129 | NC      | $-105780.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                               | Neurocrine Biosciences Inc                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |    268575 | NS      | $32078598.00  | 1.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                             | Exelixis Inc                                            | CUSIP: 30161Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    599520 | NS      | $9616300.80   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Masimo Corp                                              | Masimo Corp                                             | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |    106515 | NS      | $15758894.25  | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                              | Avantor Inc                                             | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    560319 | NS      | $11817127.71  | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -83 | NC      | $-44820.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -587 | NC      | $-786580.00   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | LEGEND BIOTECH CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -313 | NC      | $-13302.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JAN23 CTEC LN C @ 2.38                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   -490000 | NC      | $-17736.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | EXACT SCIENCES CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -502 | NC      | $-26355.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -176 | NC      | $-110000.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Bausch + Lomb Corp                                       | Bausch + Lomb Corp                                      | CUSIP: 071705107<br>LEI: 549300NY6OZM39SO6475 | Long             | EC               | CORP              | CA        |    523547 | NS      | $8120213.97   | 0.39%             |  |  |  | No            | 1                  | On Loan: —       |
| NUMAB THERAPEUTICS AG SERIES C                           | NUMAB THERAPEUTICS AG SERIES C                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |    815851 | NS      | $7173383.04   | 0.35%             |  |  |  | Yes           | 3                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                       | JAN23 BLCO US C @ 15.798                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -32500 | NC      | $-21665.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Danaher Corp                                             | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     57370 | NS      | $15227145.40  | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | PURCHASED AUD / SOLD USD                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |         1 | NC      | $734423.73    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | BIOGEN INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -100 | NC      | $-48000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ARVINAS INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -491 | NC      | $-41735.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMERISOURCEBERGEN CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -162 | NC      | $-19440.00    | -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        |    -62000 | NC      | $-18530.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | R1 RCM INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1104 | NC      | $-27600.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Liquidity Funds                                | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  83001707 | NS      | $83001706.70  | 4.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ConvaTec Group PLC                                       | ConvaTec Group PLC                                      | CUSIP: 000000000<br>LEI: 213800LS272L4FIDOH92 | Long             | EC               | CORP              | GB        |   4411215 | NS      | $12354350.04  | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -583 | NC      | $-27692.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Glaukos Corp                                             | Glaukos Corp                                            | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     55300 | NS      | $2415504.00   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP                         | INCY US C 83                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -415 | NC      | $-74586.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Insitro, Inc.SERIES B                                    | Insitro, Inc.SERIES B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    802478 | NS      | $9541463.42   | 0.46%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Day One Biopharmaceuticals Inc                           | Day One Biopharmaceuticals Inc                          | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200635 | NS      | $4317665.20   | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Omega Therapeutics Inc                                   | Omega Therapeutics Inc                                  | CUSIP: 68217N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161767 | NS      | $923689.57    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Decibel Therapeutics Inc                                 | Decibel Therapeutics Inc                                | CUSIP: 24343R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    793527 | NS      | $1626730.35   | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Options Clearing Corp.                                   | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -390 | NC      | $-267150.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | GLAUKOS CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -88 | NC      | $-28380.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | AMERISOURCEBERGEN CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -295 | NC      | $-2950.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ADICON HOLDINGS LIMITED                                  | ADICON HOLDINGS LIMITED                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |  10696226 | NS      | $22889923.60  | 1.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rocket Pharmaceuticals Inc                               | Rocket Pharmaceuticals Inc                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |    177632 | NS      | $3476258.24   | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                         | Mettler-Toledo International Inc                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |     21545 | NS      | $31142220.25  | 1.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | ULTRAGENYX PHARMACEUTICAL INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -317 | NC      | $-168010.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| EQRx Inc                                                 | EQRx Inc                                                | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220265 | NS      | $541851.90    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Encompass Health Corp                                    | Encompass Health Corp                                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    279008 | NS      | $16687468.48  | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs International                              | FEB23 GXI GY C @ 65.2971                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -28000 | NC      | $-45262.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED DKK / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | DK        |         1 | NC      | $1458878.75   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | NEVRO CORP                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -163 | NC      | $-4890.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes PLC                                             | Alkermes PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |   1163110 | NS      | $30392064.30  | 1.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -92 | NC      | $-7360.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | IQVIA HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -174 | NC      | $-7395.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| PsiQuantum Corp                                          | PsiQuantum Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    571947 | NS      | $14533173.27  | 0.71%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BNP Paribas SA                                           | PURCHASED EUR / SOLD USD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |         1 | NC      | $1511091.92   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | REVOLUTION MEDICINES INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -302 | NC      | $-34730.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | STAAR SURGICAL CO                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -117 | NC      | $-8775.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cooper Cos Inc/The                                       | Cooper Cos Inc/The                                      | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |    101760 | NS      | $33648979.20  | 1.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -175 | NC      | $-31937.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | NOVOCURE LTD                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | JE        |      -204 | NC      | $-221340.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| STERIS PLC                                               | STERIS PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    136740 | NS      | $25254510.60  | 1.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurogene, Inc. Series B                                 | Neurogene, Inc. Series B                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3913900 | NS      | $9510777.00   | 0.46%             |  |  |  | Yes           | 3                  | On Loan: No      |
| West Pharmaceutical Services Inc                         | West Pharmaceutical Services Inc                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |    134085 | NS      | $31556904.75  | 1.53%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics Inc                                     | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     79210 | NS      | $3023445.70   | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Waters Corp                                              | Waters Corp                                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |    109980 | NS      | $37676948.40  | 1.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -673 | NC      | $-119457.50   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA NA                                       | JAN23 TECH US C @ 85.467                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -20400 | NC      | $-49095.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | WATERS CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -157 | NC      | $-274750.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NiKang Therapeutics Inc.                                 | NiKang Therapeutics Inc.                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1394189 | NS      | $6050780.26   | 0.29%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | MODERNA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-9031.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | R1 RCM INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1104 | NC      | $-69000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | IONIS PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -750 | NC      | $-37500.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | VIRIDIAN THERAPEUTICS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -43 | NC      | $-18060.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Catalent Inc                                             | Catalent Inc                                            | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    347125 | NS      | $15624096.25  | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -418 | NC      | $-79420.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Gracell Biotechnologies Inc                              | Gracell Biotechnologies Inc                             | CUSIP: 38406L103<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    340846 | NS      | $783945.80    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | RESMED INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -315 | NC      | $-126000.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | SAREPTA THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -199 | NC      | $-171140.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Annexon Inc                                              | Annexon Inc                                             | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237835 | NS      | $1229606.95   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic Inc                                              | Hologic Inc                                             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    233820 | NS      | $17492074.20  | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Insitro, Series C                                        | Insitro, Series C                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196818 | NS      | $2340166.02   | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Options Clearing Corp.                                   | KARUNA THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -150 | NC      | $-33000.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Acumen Pharmaceuticals Inc                               | Acumen Pharmaceuticals Inc                              | CUSIP: 00509G209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    833448 | NS      | $4500619.20   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                                      | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    254765 | NS      | $21871575.25  | 1.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | BIO-TECHNE CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -28 | NC      | $-5460.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | COOPER COS INC/THE                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -235 | NC      | $-406550.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK NA                                              | JAN23 2269 HK C @ 54.0184                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   -394000 | NC      | $-330324.08   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Options Clearing Corp.                                   | CHEMED CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -34 | NC      | $-37060.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Options Clearing Corp.                                   | QIAGEN NV                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |     -1266 | NC      | $-256365.00   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                     | JAN23 GMAB DC C @ 3275.4                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -9200 | NC      | $-1493.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer