# EDGAR Filing Document

**Accession Number:** 0000320351
**File Stem:** 0001752724-23-014713
**Filing Date:** 2023-1
**Character Count:** 28041
**Document Hash:** 708615de10634424861f80a6487572bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014713.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014713

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230228

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03114
- **FILM NUMBER:** 23556572

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

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

## Series and Classes Contracts Data

### Health Care Services Portfolio (Series ID: S000007472)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000020446 | Health Care Services Portfolio | FSHCX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**Health Care Services Portfolio**

**November 30, 2022**

MED-NPRT3-0123

1.810676.118 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 95.6%** | &nbsp;&nbsp;**Common Stocks - 95.6%** | &nbsp;&nbsp;**Common Stocks - 95.6%** |
|  | Shares | Value ($)<br>|
| Food & Staples Retailing - 0.5%  |  |  |
| Drug Retail - 0.5% |  |  |
| Walgreens Boots Alliance, Inc.  | 224300 | 9308450 |
| Health Care Providers & Services - 93.9%  |  |  |
| Health Care Distributors & Services - 7.2% |  |  |
| AmerisourceBergen Corp.  | 420300 | 71741007 |
| McKesson Corp.  | 154700 | 59045896 |
|  |  | 130786903 |
| Health Care Facilities - 12.5% |  |  |
| Acadia Healthcare Co., Inc. (a) | 314500 | 28009370 |
| Brookdale Senior Living, Inc. (a) | 4079900 | 12851685 |
| Encompass Health Corp.  | 389700 | 22789656 |
| HCA Holdings, Inc.  | 325800 | 78263676 |
| Surgery Partners, Inc. (a)(b) | 1287588 | 36451616 |
| Tenet Healthcare Corp. (a) | 610800 | 28206744 |
| U.S. Physical Therapy, Inc. (b) | 180300 | 15579723 |
| Universal Health Services, Inc. Class B  | 34000 | 4448900 |
|  |  | 226601370 |
| Health Care Services - 24.1% |  |  |
| agilon health, Inc. (a)(b) | 1961600 | 34445696 |
| Amedisys, Inc. (a) | 24300 | 2213487 |
| Andlauer Healthcare Group, Inc.  | 184939 | 7149261 |
| Chemed Corp.  | 41900 | 21788000 |
| Cigna Corp.  | 475072 | 156246430 |
| CVS Health Corp.  | 839270 | 85504828 |
| DaVita HealthCare Partners, Inc. (a) | 75500 | 5566615 |
| Enhabit Home Health & Hospice (a) | 870550 | 12457571 |
| Guardant Health, Inc. (a) | 144600 | 7568364 |
| Laboratory Corp. of America Holdings  | 34700 | 8352290 |
| LHC Group, Inc. (a) | 71396 | 11666820 |
| LifeStance Health Group, Inc. (a)(b) | 3206550 | 16321340 |
| Oak Street Health, Inc. (a)(b) | 824627 | 17828436 |
| Option Care Health, Inc. (a)(b) | 1245132 | 37490925 |
| Privia Health Group, Inc. (a)(b) | 570500 | 13652065 |
|  |  | 438252128 |
| Managed Health Care - 50.1% |  |  |
| Alignment Healthcare, Inc. (a) | 738996 | 9828647 |
| Centene Corp. (a) | 1382684 | 120362642 |
| Elevance Health, Inc.  | 162802 | 86760442 |
| HealthEquity, Inc. (a) | 403100 | 25588788 |
| Humana, Inc.  | 258700 | 142259130 |
| Molina Healthcare, Inc. (a) | 256200 | 86280474 |
| UnitedHealth Group, Inc.  | 803350 | 440042994 |
|  |  | 911123117 |
| TOTAL HEALTH CARE PROVIDERS & SERVICES |  | 1706763518 |
| Health Care Technology - 1.2%  |  |  |
| Health Care Technology - 1.2% |  |  |
| Evolent Health, Inc. (a) | 368800 | 10617752 |
| Phreesia, Inc. (a) | 384835 | 10706110 |
|  |  | 21323862 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $974,373,092) |  | <br> **1737395830** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Stocks - 0.3%** | &nbsp;&nbsp;**Preferred Stocks - 0.3%** | &nbsp;&nbsp;**Preferred Stocks - 0.3%** |
|  | Shares | Value ($)<br>|
| Convertible Preferred Stocks - 0.2%  |  |  |
| Health Care Technology - 0.2% |  |  |
| Health Care Technology - 0.2% |  |  |
| Aledade, Inc.: |  |  |
|  Series B1(a)(c)(d) | 52232 | 2508703 |
|  Series E1(c)(d) | 40149 | 1928356 |
|  |  | 4437059 |
| Nonconvertible Preferred Stocks - 0.1%  |  |  |
| Diversified Financial Services - 0.1% |  |  |
| Other Diversified Financial Services - 0.1% |  |  |
| Thriveworks TopCo LLC Series B (a)(c)(d)(e) | 69639 | 1210326 |
| <br> **TOTAL PREFERRED STOCKS**<br> (Cost $6,021,044) |  | <br> **5647385** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 6.3%** | &nbsp;&nbsp;**Money Market Funds - 6.3%** | &nbsp;&nbsp;**Money Market Funds - 6.3%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (f) | 65931297 | 65944483 |
| Fidelity Securities Lending Cash Central Fund 3.86% (f)(g) | 48459498 | 48464344 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $114,408,827) |  | **114408827** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.2%**<br> (Cost $1,094,802,963)<br>| <br>**1857452042** |
| **NET OTHER ASSETS (LIABILITIES) - (2.2)%**  | **(39507403)** |
| **NET ASSETS - 100.0%** | **1817944639** |

---

**Legend**

(a) Non-income producing

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

(c) Restricted securities (including private placements) - Investment in securities not registered under the Securities Act of 1933 (excluding 144A issues). At the end of the period, the value of restricted securities (excluding 144A issues) amounted to $5,647,385 or 0.3% of net assets.

(d) Level 3 security

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

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

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

---

| | | |
|:---|:---|:---|
| Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: | Additional information on each restricted holding is as follows: |
| Security | Acquisition Date | Acquisition Cost ($)<br>|
| Aledade, Inc. Series B1 | 5/07/21 | 2000000 |
| Aledade, Inc. Series E1 | 5/20/22 | 1999998 |
| Thriveworks TopCo LLC Series B | 7/23/21 - 2/25/22 | 2021046 |

---

**Affiliated Central Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 1067186 | 430689651 | 365812354 | 583745 | - | - | 65944483 | 0.1% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 47754630 | 363347580 | 362637866 | 209179 | - | - | 48464344 | 0.1% |
| Total | 48821816 | 794037231 | 728450220 | 792924 | - | - | 114408827 |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000007472

- **c. LEI of Series:** JBS44PZGNYQBNKV7ZF86

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1867316738.04

**Total Liabilities:** $51384152.24

**Net Assets:** $1815932585.80

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000020446 | -3.26%               | 7.81%                | -0.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1692975.47              | $-56692249.04                              |
| Month 2  | $9744849.62              | $113969973.02                              |
| Month 3  | $-29136999.87            | $16176820.62                               |

### Schedule of Portfolio Investments

| Name                                | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SURGERY PARTNERS INC                | SURGERY PARTNERS INC                          | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |   1287588 | NS      | $36451616.28  | 2.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CHEMED CORP                         | CHEMED CORP                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     41900 | NS      | $21788000.00  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC              | OPTION CARE HEALTH INC                        | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |   1245132 | NS      | $37490924.52  | 2.06%             |  |  |  | No            |                  1 | On Loan: —       |
| OAK STREET HEALTH INC               | OAK STREET HEALTH INC                         | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |    824627 | NS      | $17828435.74  | 0.98%             |  |  |  | No            |                  1 | On Loan: —       |
| AMEDISYS INC                        | AMEDISYS INC                                  | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     24300 | NS      | $2213487.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIVIA HEALTH GROUP INC             | PRIVIA HEALTH GROUP INC                       | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    570500 | NS      | $13652065.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| DAVITA INC                          | DAVITA INC                                    | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     75500 | NS      | $5566615.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PHREESIA INC                        | PHREESIA INC                                  | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |    384835 | NS      | $10706109.70  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                  | HCA HEALTHCARE INC                            | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |    325800 | NS      | $78263676.00  | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC            | ALIGNMENT HEALTHCARE INC                      | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    738996 | NS      | $9828646.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                    | HEALTHEQUITY INC                              | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |    403100 | NS      | $25588788.00  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                          | CIGNA CORP                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    475072 | NS      | $156246430.08 | 8.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDLAUER HEALTHCARE GROUP INC       | ANDLAUER HEALTHCARE GROUP INC                 | CUSIP: 034223107<br>LEI: 549300FEFF2VDKFOGG32 | Long             | EC               | CORP              | CA        |    184939 | NS      | $7149260.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFESTANCE HEALTH GROUP INC         | LIFESTANCE HEALTH GROUP INC                   | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3206550 | NS      | $16321339.50  | 0.90%             |  |  |  | No            |                  1 | On Loan: —       |
| US PHYSICAL THERAPY INC             | US PHYSICAL THERAPY INC                       | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |    180300 | NS      | $15579723.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: —       |
| ALEDADE INC                         | ALEDADE INC SER B1 PC PP                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     52232 | NS      | $2508702.96   | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GUARDANT HEALTH INC                 | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    144600 | NS      | $7568364.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENHABIT HOME HEALTH and HOSPICE     | ENHABIT HOME HEALTH and HOSPICE               | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    870550 | NS      | $12457570.50  | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| ELEVANCE HEALTH INC                 | ELEVANCE HEALTH INC                           | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    166202 | NS      | $88572369.84  | 4.88%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                  | EVOLENT HEALTH INC A                          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    368800 | NS      | $10617752.00  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP INC                       | LHC GROUP INC                                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     71396 | NS      | $11666820.36  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS | LABORATORY CORP OF AMER HLDGS                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     34700 | NS      | $8352290.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEDADE INC                         | ALEDADE INC SER E1 PC PP                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |     40149 | NS      | $1928356.47   | 0.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AGILON HEALTH INC                   | AGILON HEALTH INC                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1961600 | NS      | $34445696.00  | 1.90%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP               | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    610800 | NS      | $28206744.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  65931297 | NS      | $65944482.82  | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORP                       | MCKESSON CORP                                 | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |    154700 | NS      | $59045896.00  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC               | MOLINA HEALTHCARE INC                         | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |    256200 | NS      | $86280474.00  | 4.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP               | ENCOMPASS HEALTH CORP                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    389700 | NS      | $22789656.00  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC         | BROOKDALE SENIOR LIVING INC                   | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |   4079900 | NS      | $12851685.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC        | WALGREENS BOOTS ALLIANCE INC                  | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |    224300 | NS      | $9308450.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC            | ACADIA HEALTHCARE CO INC                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    314500 | NS      | $28009370.00  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HIDEL THRIVE HOLDINGS LLC           | HIDEL THRIVE HOLDINGS LLC PP                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     69639 | NS      | $1210325.82   | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CVS HEALTH CORP                     | CVS HEALTH CORP                               | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    856870 | NS      | $87297915.60  | 4.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust        | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  50258574 | NS      | $50263599.64  | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC       | UNIVERSAL HEALTH SVCS INC CL B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     34000 | NS      | $4448900.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP DEL                    | CENTENE CORP                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |   1382684 | NS      | $120362642.20 | 6.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                          | HUMANA INC                                    | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |    258700 | NS      | $142259130.00 | 7.83%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC              | UNITEDHEALTH GROUP INC                        | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    806650 | NS      | $441850604.00 | 24.33%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORP              | AMERISOURCEBERGEN CORP                        | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    420300 | NS      | $71741007.00  | 3.95%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Stacie M. Smith

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

**Title:** President and Treasurer