# EDGAR Filing Document

**Accession Number:** 0001314966
**File Stem:** 0001752724-25-204457
**Filing Date:** 2025-8
**Character Count:** 96597
**Document Hash:** cf85e31136ad5381411c6683f71e68b1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204457.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204457

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Health Sciences Trust
- **CENTRAL INDEX KEY:** 0001314966

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21702
- **FILM NUMBER:** 251254605

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $520711944.57

**Total Liabilities:** $12612973.94

**Net Assets:** $508098970.63

**Delayed Delivery Securities:** $167000.00

**Cash Not Reported:** $39280.33

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.20%               | -3.93%               | 2.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3582006.20             | $-8712684.50                               |
| Month 2  | $-1059040.71             | $-23083751.66                              |
| Month 3  | $-37187.71               | $11022647.01                               |

**Designated Index Information**

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

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS INTERNATIONAL         | JUL25 GALD SW C @ 111.1867                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -2200 | NC      | $-13791.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -6 | NC      | $-3090.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc           | Ionis Pharmaceuticals Inc                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     14905 | NS      | $588896.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TScan Therapeutics Inc              | TScan Therapeutics Inc                                  | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49480 | NS      | $71746.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | QUEST DIAGNOSTICS INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -58 | NC      | $-21460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -95 | NC      | $-178600.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | NOVOCURE LTD                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | JE        |       -92 | NC      | $-3680.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                   | Galderma Group AG                                       | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      8953 | NS      | $1301369.41   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-12320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS THERAPEUTICS INC            | GENESIS THERAPEUTICS INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57170 | NS      | $312148.20    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.              | BRISTOL-MYERS SQUIBB CO                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -321 | NC      | $-21186.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc        | Protagonist Therapeutics Inc                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19831 | NS      | $1096059.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ASCENDIS PHARMA A/S                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | DK        |       -33 | NC      | $-25905.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -60 | NC      | $-12450.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc          | Rhythm Pharmaceuticals Inc                              | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |     49466 | NS      | $3125756.54   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc         | Alnylam Pharmaceuticals Inc                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |     38276 | NS      | $12481420.84  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -65 | NC      | $-6662.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BioNTech SE                         | BioNTech SE                                             | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |      3648 | NS      | $388402.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Options Clearing Corp.              | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -105 | NC      | $-2152.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -154 | NC      | $-36729.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc          | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     17374 | NS      | $7734904.80   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | MERUS NV                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |       -66 | NC      | $-54780.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                   | Johnson & Johnson                                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    131833 | NS      | $20137490.75  | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | CIGNA GROUP/THE                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -19 | NC      | $-22515.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | THERMO FISHER SCIENTIFIC INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -33 | NC      | $-15840.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | WATERS CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -27 | NC      | $-6615.00     | -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        |  21098844 | NS      | $21098844.02  | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc              | UnitedHealth Group Inc                                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     71708 | NS      | $22370744.76  | 4.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                 | Exact Sciences Corp                                     | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     47416 | NS      | $2519686.24   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | DENALI THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -39 | NC      | $-1365.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -192 | NC      | $-75840.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | IONIS PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -56 | NC      | $-28000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                       | Repligen Corp                                           | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     12836 | NS      | $1596541.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA MIRATI THERAPEU              | CONTRA MIRATI THERAPEU                                  | CUSIP: 604CVR027<br>LEI: 529900GYRW59IDQV6N54 | Long             |  | CORP              | US        |     15747 | NS      | $11810.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.              | STERIS PLC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |        -3 | NC      | $-525.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LARONDE INC                         | LARONDE INC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21100 | NS      | $482346.00    | 0.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CONTRA FREQUENCY THERA              | CONTRA FREQUENCY THERA                                  | CUSIP: 358CVR025<br>LEI: N/A                  | Long             |  | CORP              | US        |     28060 | NS      | $0.28         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Options Clearing Corp.              | NUVALENT INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -105 | NC      | $-21262.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | DENALI THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-5035.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXO IMAGING INC                     | EXO IMAGING INC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1017 | NS      | $366.27       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.              | REGENERON PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        10 | NC      | $2525.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merus NV                            | Merus NV                                                | CUSIP: 000000000<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |     17480 | NS      | $919448.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                          | AbbVie Inc                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    132996 | NS      | $24686717.52  | 4.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc        | Thermo Fisher Scientific Inc                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     20309 | NS      | $8234487.14   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc               | Dyne Therapeutics Inc                                   | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24506 | NS      | $233297.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BIONTECH SE                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | DE        |        -6 | NC      | $-1740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP    | WVE US FLEX                                             | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |       -36 | NC      | $-4177.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nyxoah SA                           | Nyxoah SA                                               | CUSIP: 000000000<br>LEI: 5493002O1ESKZ18OXR80 | Long             | EC               | CORP              | BE        |     29870 | NS      | $223427.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -92 | NC      | $-96600.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc            | Agilent Technologies Inc                                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     36140 | NS      | $4264881.40   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLARITY INC                       | CELLARITY INC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44167 | NS      | $94075.71     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BioMarin Pharmaceutical Inc         | BioMarin Pharmaceutical Inc                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     21076 | NS      | $1158547.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-6380.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NUCLEIX LTD                         | NUCLEIX LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    367395 | NS      | $224110.95    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.              | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-19950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SWIFT HEALTH SYSTEMS INC            | SWIFT HEALTH SYSTEMS INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        93 | NS      | $206.45       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KARTOS THERAPEUTICS INC             | KARTOS THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     23610 | NS      | $133868.70    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Cooper Cos Inc/The                  | Cooper Cos Inc/The                                      | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     26088 | NS      | $1856422.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -800 | NC      | $-36000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc               | Beam Therapeutics Inc                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14124 | NS      | $240249.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCLEIX LTD                         | NUCLEIX LTD                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $143920.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.              | WEST PHARMACEUTICAL SERVICES I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -18 | NC      | $-9630.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | VIKING THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -34 | NC      | $-1479.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                         | Bruker Corp                                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     30830 | NS      | $1270196.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                            | Alcon AG                                                | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     32610 | NS      | $2878810.80   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Novocure Ltd                        | Novocure Ltd                                            | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     48448 | NS      | $862374.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                       | Medtronic PLC                                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    176131 | NS      | $15353339.27  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -220 | NC      | $-111650.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | UNITEDHEALTH GROUP INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -272 | NC      | $-41888.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                        | Centene Corp                                            | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     20030 | NS      | $1087228.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zealand Pharma A/S                  | Zealand Pharma A/S                                      | CUSIP: 000000000<br>LEI: 549300ITBB1ULBL4CZ12 | Long             | EC               | CORP              | DK        |      6909 | NS      | $387471.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | GLAUKOS CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -32 | NC      | $-20960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | METTLER-TOLEDO INTERNATIONAL I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-8200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | REGENERON PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -20 | NC      | $-6400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | KYMERA THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-3612.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                 | Ascendis Pharma A/S                                     | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |      8859 | NS      | $1529063.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -281 | NC      | $-70250.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                          | Zoetis Inc                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     31654 | NS      | $4936441.30   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp              | Boston Scientific Corp                                  | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    294384 | NS      | $31619785.44  | 6.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -103 | NC      | $-70040.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | CIGNA GROUP/THE                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-34540.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC | BEAM US FLEX                                            | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -26 | NC      | $-343.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | IDEXX LABORATORIES INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -25 | NC      | $-74875.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                 | Elevance Health Inc                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     21193 | NS      | $8243229.28   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BRISTOL-MYERS SQUIBB CO                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -321 | NC      | $-321.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ALCON AG                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |       -61 | NC      | $-13725.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc         | Inspire Medical Systems Inc                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      4482 | NS      | $581629.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | SCHOLAR ROCK HOLDING CORP                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -29 | NC      | $-6162.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | INSPIRE MEDICAL SYSTEMS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-9350.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | STERIS PLC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -18 | NC      | $-8280.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ABIOMED INC                  | CONTRA ABIOMED INC                                      | CUSIP: 003CVR016<br>LEI: N/A                  | Long             |  | CORP              | US        |     14359 | NS      | $31733.39     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Daiichi Sankyo Co Ltd               | Daiichi Sankyo Co Ltd                                   | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     57800 | NS      | $1339115.32   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | EXELIXIS INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -49 | NC      | $-10045.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                 | BlackRock Cash Funds: Institutional, SL Agency Shares   | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   1404137 | NS      | $1404698.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | CENCORA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -34 | NC      | $-42330.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL  | JUL25 LH US C @ 251.712                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     -1300 | NC      | $-17244.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuvation Bio Inc                    | Nuvation Bio Inc                                        | CUSIP: 67080N119<br>LEI: N/A                  | N/A              | DE               |  | US        |      4050 | NS      | $1093.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                        | Insulet Corp                                            | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      5040 | NS      | $1583467.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Therapeutics Inc             | Viking Therapeutics Inc                                 | CUSIP: 92686J106<br>LEI: 529900IVC72YPFA25M37 | Long             | EC               | CORP              | US        |      9142 | NS      | $242263.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co               | Becton Dickinson & Co                                   | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     37601 | NS      | $6476772.25   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | WEST PHARMACEUTICAL SERVICES I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -20 | NC      | $-19500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | VERTEX PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -66 | NC      | $-35970.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                        | Penumbra Inc                                            | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     11445 | NS      | $2937130.35   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                   | JUL25 AZN LN C @ 113.609                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     -6200 | NC      | $-469.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                  | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      6738 | NS      | $1061841.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                         | Moderna Inc                                             | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     30635 | NS      | $845219.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | INCYTE CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-5830.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                        | Biohaven Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     17625 | NS      | $248688.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                        | Stryker Corp                                            | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     48820 | NS      | $19314656.60  | 3.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BIOMARIN PHARMACEUTICAL INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -80 | NC      | $-1200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | REGENERON PHARMACEUTICALS INC                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -21 | NC      | $-20895.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BRISTOL-MYERS SQUIBB CO                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -332 | NC      | $-1328.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                     | Cigna Group/The                                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     16686 | NS      | $5516057.88   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -63 | NC      | $-14553.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | REPLIGEN CORP                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -24 | NC      | $-15240.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc                   | Disc Medicine Inc                                       | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7440 | NS      | $394022.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                     | CVS Health Corp                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     73280 | NS      | $5054854.40   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc             | Denali Therapeutics Inc                                 | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     20283 | NS      | $283759.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ALCON AG                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |       -61 | NC      | $-20740.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                        | Illumina Inc                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     13430 | NS      | $1281356.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-10203.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Orchestra BioMed Holdings Inc       | Orchestra BioMed Holdings Inc                           | CUSIP: 68572M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18076 | NS      | $48443.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -279 | NC      | $-5859.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MoonLake Immunotherapeutics         | MoonLake Immunotherapeutics                             | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9752 | NS      | $460294.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | JOHNSON + JOHNSON                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -157 | NC      | $-8321.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFINIVAX INC                       | AFFINIVAX INC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6331 | NS      | $61157.46     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Guardant Health Inc                 | Guardant Health Inc                                     | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     30790 | NS      | $1602311.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC | WVE US FLEX                                             | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |       -55 | NC      | $-2648.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WaVe Life Sciences Ltd              | WaVe Life Sciences Ltd                                  | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |     23979 | NS      | $155863.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | PTC THERAPEUTICS INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -37 | NC      | $-5735.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BIONTECH SE                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | DE        |        -7 | NC      | $-1067.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                         | Incyte Corp                                             | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     12036 | NS      | $819651.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Acquisition Corp II           | Helix Acquisition Corp II                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     61530 | NS      | $655294.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -224 | NC      | $-39088.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | REPLIGEN CORP                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -24 | NC      | $-7200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | HCA HEALTHCARE INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-14440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                         | JUL25 DGX US C @ 177.398                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     -2900 | NC      | $-11000.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | JOHNSON + JOHNSON                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -343 | NC      | $-1886.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                     | AstraZeneca PLC                                         | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     24744 | NS      | $3443601.08   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | ARGENX SE                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | NL        |       -31 | NC      | $-45105.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc              | Intuitive Surgical Inc                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     28930 | NS      | $15720851.30  | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | GE HEALTHCARE TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-12350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -102 | NC      | $-211650.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -385 | NC      | $-138600.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | NOVOCURE LTD                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | JE        |       -92 | NC      | $-2070.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                           | Amgen Inc                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     57391 | NS      | $16024141.11  | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ALKERMES PLC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -48 | NC      | $-10200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | HCA HEALTHCARE INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -37 | NC      | $-38665.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BIO-TECHNE CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -63 | NC      | $-18112.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -67 | NC      | $-19095.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -68 | NC      | $-17850.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | NATERA INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -43 | NC      | $-39130.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | AMGEN INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -119 | NC      | $-13804.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                | Labcorp Holdings Inc                                    | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19890 | NS      | $5221323.90   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARBON HEALTH TECHNOLOGIES INC      | CARBON HEALTH TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146332 | NS      | $1463.32      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.              | INSULET CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -19 | NC      | $-8740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDFINCH BIO INC                   | GOLDFINCH BIO INC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190000 | NS      | $53200.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BANK OF AMERICA NA                  | JUL25 ZEAL DC C @ 444.99                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     -2400 | NC      | $-163.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | INSMED INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -100 | NC      | $-234500.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Autolus Therapeutics PLC            | Autolus Therapeutics PLC                                | CUSIP: 05280R100<br>LEI: 549300C0KZP8EYROLL02 | Long             | EC               | CORP              | GB        |     64258 | NS      | $146508.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | PFIZER INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -105 | NC      | $-4147.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Dialysis Technologies Ltd    | Quanta Dialysis Technologies Ltd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |   4243029 | NS      | $361099.93    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Abbott Laboratories                 | Abbott Laboratories                                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    206664 | NS      | $28108370.64  | 5.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | DANAHER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -101 | NC      | $-13382.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                         | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      7730 | NS      | $251302.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-11440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | EDWARDS LIFESCIENCES CORP                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -346 | NC      | $-75255.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp            | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     15552 | NS      | $1993455.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HealthCare Technologies Inc      | GE HealthCare Technologies Inc                          | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     20378 | NS      | $1509398.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |       -69 | NC      | $-20389.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | TEVA PHARMACEUTICAL INDUSTRIES                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IL        |      -864 | NC      | $-10368.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     16735 | NS      | $722617.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                        | Nuvalent Inc                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28266 | NS      | $2156695.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | STRYKER CORP                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -92 | NC      | $-154100.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc           | Xenon Pharmaceuticals Inc                               | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |     24916 | NS      | $779870.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc             | Kymera Therapeutics Inc                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4580 | NS      | $199871.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | METTLER-TOLEDO INTERNATIONAL I                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-1035.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                      | AUG25 4568 JP C @ 3463.95                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    -21900 | NC      | $-19181.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stoke Therapeutics Inc              | Stoke Therapeutics Inc                                  | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     70495 | NS      | $800118.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | MOONLAKE IMMUNOTHERAPEUTICS                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       -18 | NC      | $-7920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                          | Dexcom Inc                                              | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     37483 | NS      | $3271891.07   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ADARX PHARMACEUTICALS INC           | ADARX PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52885 | NS      | $600773.60    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Arcellx Inc                         | Arcellx Inc                                             | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15514 | NS      | $1021596.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC | COO US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -99 | NC      | $-6667.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | ABBVIE INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -248 | NC      | $-23560.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | XENON PHARMACEUTICALS INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CA        |       -94 | NC      | $-23970.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                          | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    265875 | NS      | $6444810.00   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                     | Bio-Techne Corp                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     16718 | NS      | $860141.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -42 | NC      | $-8715.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc           | Edgewise Therapeutics Inc                               | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21650 | NS      | $283831.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | DISC MEDICINE INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-3395.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                              | UCB SA                                                  | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      9770 | NS      | $1922323.51   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp           | Edwards Lifesciences Corp                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    192505 | NS      | $15055816.05  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | PENUMBRA INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -45 | NC      | $-11475.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc                         | CareMax Inc                                             | CUSIP: 14171W111<br>LEI: N/A                  | N/A              | DE               |  | US        |      4201 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Argenx SE                           | Argenx SE                                               | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      6773 | NS      | $3733413.06   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -50 | NC      | $-10750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | WATERS CORP                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -31 | NC      | $-42005.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Legend Biotech Corp                 | Legend Biotech Corp                                     | CUSIP: 52490G102<br>LEI: 254900EIUFZTW136H859 | Long             | EC               | CORP              | KY        |     10574 | NS      | $375271.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                         | Cencora Inc                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |     25508 | NS      | $7648573.80   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                         | JUL25 BSX US C @ 107.865                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -14000 | NC      | $-20336.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Insmed Inc                          | Insmed Inc                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     49150 | NS      | $4946456.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | PTC THERAPEUTICS INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-6270.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc            | Voyager Therapeutics Inc                                | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     32205 | NS      | $100157.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc               | Vir Biotechnology Inc                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20570 | NS      | $103672.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | EXELIXIS INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -49 | NC      | $-9310.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | INSMED INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -86 | NC      | $-50310.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ABBOTT LABORATORIES                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -373 | NC      | $-99591.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | CENCORA INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -62 | NC      | $-66650.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | SUMMIT THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -64 | NC      | $-320.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -394 | NC      | $-149720.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                          | Natera Inc                                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11360 | NS      | $1919158.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | NEUROCRINE BIOSCIENCES INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -35 | NC      | $-12775.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc          | Neurocrine Biosciences Inc                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     10973 | NS      | $1379196.37   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL         | JUL25 GALD SW C @ 115.7                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -1200 | NC      | $-4062.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis Inc                        | Exelixis Inc                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     25980 | NS      | $1145068.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ALNYLAM PHARMACEUTICALS INC                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -50 | NC      | $-101750.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                  | HCA Healthcare Inc                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     19758 | NS      | $7569289.80   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc            | Bio-Rad Laboratories Inc                                | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2185 | NS      | $527284.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ARCELLX INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -59 | NC      | $-33040.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -60 | NC      | $-23400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                       | McKesson Corp                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     11303 | NS      | $8282612.34   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                          | Humana Inc                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     11115 | NS      | $2717395.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | PROTAGONIST THERAPEUTICS INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -37 | NC      | $-24420.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                  | JUL25 UCB BB C @ 175.306                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     -3700 | NC      | $-12504.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.              | DEXCOM INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -50 | NC      | $-6875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology Inc                     | CG oncology Inc                                         | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5223 | NS      | $135798.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | GUARDANT HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -71 | NC      | $-29110.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                      | AUG25 AZN LN C @ 105.6969                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |     -3300 | NC      | $-6481.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                        | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     42606 | NS      | $8416389.24   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | EXACT SCIENCES CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -132 | NC      | $-64020.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc       | Regeneron Pharmaceuticals Inc                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     10842 | NS      | $5692050.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BIOHAVEN LTD                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | VG        |       -65 | NC      | $-650.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BECTON DICKINSON + CO                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -142 | NC      | $-15620.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Summit Therapeutics Inc             | Summit Therapeutics Inc                                 | CUSIP: 86627T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17225 | NS      | $366548.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Options Clearing Corp.              | MERCK + CO INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -180 | NC      | $-15120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXO IMAGING INC                     | EXO IMAGING INC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47496 | NS      | $35147.33     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| REGENXBIO Inc                       | REGENXBIO Inc                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     18875 | NS      | $154963.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -101 | NC      | $-16816.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                        | Glaukos Corp                                            | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      7815 | NS      | $807211.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | MEDTRONIC PLC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | IE        |      -154 | NC      | $-22792.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | HUMANA INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -1 | NC      | $-595.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | EXACT SCIENCES CORP                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-1800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc    | Mettler-Toledo International Inc                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |      1170 | NS      | $1374422.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | ZOETIS INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-1980.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | INTUITIVE SURGICAL INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -109 | NC      | $-149875.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFERENT PHARMACEUTICAL             | AFFERENT PHARMACEUTICAL                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    190160 | NS      | $1.90         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.              | ZOETIS INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -76 | NC      | $-20520.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd  | Teva Pharmaceutical Industries Ltd                      | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |    227585 | NS      | $3814324.60   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | GE HEALTHCARE TECHNOLOGIES INC                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-9120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | DISC MEDICINE INC                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -14 | NC      | $-5740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                        | Alkermes PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     12700 | NS      | $363347.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                      | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     32077 | NS      | $2539215.32   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BOSTON SCIENTIFIC CORP                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -281 | NC      | $-81490.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc               | Quest Diagnostics Inc                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     22909 | NS      | $4115143.67   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                          | STERIS PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5727 | NS      | $1375739.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp           | Scholar Rock Holding Corp                               | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      7855 | NS      | $278224.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc    | West Pharmaceutical Services Inc                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     10207 | NS      | $2233291.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     19817 | NS      | $967862.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KARTOS THERAPEUTICS INC             | KARTOS THERAPEUTICS INC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     85817 | NS      | $486582.39    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.              | BRIDGEBIO PHARMA INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -62 | NC      | $-36580.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                         | Waters Corp                                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     15270 | NS      | $5329840.80   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                      | Eli Lilly & Co                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     60114 | NS      | $46860666.42  | 9.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | GUARDANT HEALTH INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -46 | NC      | $-35420.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | PROTAGONIST THERAPEUTICS INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38 | NC      | $-12160.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | IQVIA HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -25 | NC      | $-21750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc       | 4D Molecular Therapeutics Inc                           | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11778 | NS      | $43696.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | RHYTHM PHARMACEUTICALS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -84 | NC      | $-35280.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | MCKESSON CORP                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -42 | NC      | $-85890.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                | Roivant Sciences Ltd                                    | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     57525 | NS      | $648306.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | AMGEN INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -99 | NC      | $-82417.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | BEAM THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -26 | NC      | $-1820.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc              | IDEXX Laboratories Inc                                  | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      6691 | NS      | $3588650.94   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                         | Hologic Inc                                             | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     11900 | NS      | $775404.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co             | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    172080 | NS      | $7965583.20   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | LABCORP HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -62 | NC      | $-35340.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INSITRO INC                         | INSITRO INC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30616 | NS      | $258092.88    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Allogene Therapeutics Inc           | Allogene Therapeutics Inc                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108101 | NS      | $122154.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Options Clearing Corp.              | ELI LILLY + CO                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -63 | NC      | $-23341.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | CVS HEALTH CORP                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -101 | NC      | $-27017.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                 | Gilead Sciences Inc                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     85405 | NS      | $9468852.35   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.              | GILEAD SCIENCES INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -264 | NC      | $-19800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer