The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential
Filer CIK
0001604522
Filer CCC
********
Filer Investment Company Type
Is this a LIVE or TEST Filing? LIVE TEST
Would you like a Return Copy?
Is this an electronic copy of an official filing submitted in paper format?

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?
Notification E-mail Address
Series ID
Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
Tekla Healthcare Opportunities Fund
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-22955
c. CIK number of Registrant
0001604522
d. LEI of Registrant
549300WT8EMZSV1XVW72
e. Address and telephone number of Registrant:
i. Street Address 1
100 FEDERAL STREET,
ii. Street Address 2
19TH FLOOR
iii. City
BOSTON
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code
02110
vii. Telephone number
617-772-8500

Item A.2. Information about the Series.

a. Name of Series.
Tekla Healthcare Opportunities Fund
b. EDGAR series identifier (if any).
c. LEI of Series.
549300WT8EMZSV1XVW72

Item A.3. Reporting period.

a. Date of fiscal year-end.
2022-09-30
b. Date as of which information is reported.
2022-06-30

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT? Yes No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
1119573500.91
b. Total liabilities.
230278882.71
c. Net assets.
889294618.20

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

a. Assets attributable to miscellaneous securities reported in Part D.
0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
0.00000000
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.
225000000.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.00000000
(ii) On a standby commitment basis:
0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.
0.00000000
f. Cash and cash equivalents not reported in Parts C and D.
545.06000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Currency Metric Record ISO Currency code 3 month 1 year 5 years 10 years 30 years

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Credit Spread Risk 3 month 1 year 5 years 10 years 30 years

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

Borrower Information Record Name of borrower LEI (if any) of borrower Aggregate value of all securities on loan to the borrower
#1 J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 668930.00000000

b. Did any securities lending counterparty provide any non-cash collateral? Yes No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record Monthly total returns of the Fund for each of the preceding three months Class identification number(s) (if any) of the Class(es) for which returns are reported
Month 1 Month 2 Month 3
#1 -0.84000000 -4.18000000 -4.19000000

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category Instrument type Month 1 Month 2 Month 3
Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Commodity Contracts
Credit Contracts
Equity Contracts 712380.65000000 1133018.14000000 1198304.08000000 -725141.54000000 912375.96000000 -1146186.04000000
Forward
Future
Option 712380.65000000 1133018.14000000 1198304.08000000 -725141.54000000 912375.96000000 -1146186.04000000
Swaption
Swap
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Foreign Exchange Contracts
Interest Rate Contracts
Other Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward
Future
Option
Swaption
Swap
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Month Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Month 1 4787542.28000000 -64625484.22000000
Month 2 -1310302.64000000 9084176.21000000
Month 3 202174.69000000 -34534550.61000000

Item B.6. Flow information.

a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

Month Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) Total net asset value of shares sold in connection with reinvestments of dividends and distributions Total net asset value of shares redeemed or repurchased, including exchanges
Month 1 0.00000000 0.00000000 0.00000000
Month 2 0.00000000 0.00000000 0.00000000
Month 3 0.00000000 0.00000000 0.00000000

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? Yes No N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments.
Classification

Item B.9. Derivatives Exposure for limited derivatives users.

If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information:
a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period.

Item B.10. VaR information.

For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day:
a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.
ii. As applicable, the index identifier for the Fund’s Designated Index.
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period.

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.
Schedule of Portfolio Investments Record: 1

Item C.1. Identification of investment.

a. Name of issuer (if any).
Charles River Laboratories International Inc
b. LEI (if any) of issuer. (1)
549300BSQ0R4UZ5KX287
c. Title of the issue or description of the investment.
Charles River Laboratories International Inc
d. CUSIP (if any).
159864107
At least one of the following other identifiers:
- ISIN
US1598641074

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
20067.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4293735.99000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.482824915627

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 2

Item C.1. Identification of investment.

a. Name of issuer (if any).
Global Medical REIT Inc
b. LEI (if any) of issuer. (1)
549300HFRIPQDYU3GU60
c. Title of the issue or description of the investment.
Global Medical REIT Inc
d. CUSIP (if any).
37954A204
At least one of the following other identifiers:
- ISIN
US37954A2042

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
31668.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
355631.64000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.039990306105

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).
RAINIER THERAPEUTICS, INC.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
RAINIER THERAPEUTICS, INC.
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
943GSBII3
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3728.93000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
361445.18000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.040644030965

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).
Omega Healthcare Investors Inc
b. LEI (if any) of issuer. (1)
549300OJ7ENK42CZ8E73
c. Title of the issue or description of the investment.
Omega Healthcare Investors Inc
d. CUSIP (if any).
681936100
At least one of the following other identifiers:
- ISIN
US6819361006

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
235358.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6634742.02000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.746067937915

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).
ELEVANCE HEALTH INC
b. LEI (if any) of issuer. (1)
8MYN82XMYQH89CTMTH67
c. Title of the issue or description of the investment.
Elevance Health Inc
d. CUSIP (if any).
94973VBJ5
At least one of the following other identifiers:
- ISIN
US94973VBJ52

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10471678.04000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.177526302947

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-08-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 6

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
ASTRAZENECA PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG018B839L5
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-191.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-31324.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00352234224

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
AstraZeneca PLC
Title of issue.
AstraZeneca PLC
At least one of the following other identifiers:
- CUSIP.
046353108
- ISIN (if CUSIP is not available).
US0463531089
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
66.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-20232.89000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).
Welltower Inc
b. LEI (if any) of issuer. (1)
T6IZ0MBEG5ACZDTR7D06
c. Title of the issue or description of the investment.
Welltower Inc
d. CUSIP (if any).
95040Q104
At least one of the following other identifiers:
- ISIN
US95040Q1040

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
161599.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
13307677.65000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.496430696604

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).
R1 RCM Inc
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
R1 RCM Inc
d. CUSIP (if any).
77634L105
At least one of the following other identifiers:
- ISIN
US77634L1052

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
132254.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2772043.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.311712652170

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMN Healthcare Services Inc
b. LEI (if any) of issuer. (1)
529900W3ARRTCNFH2I39
c. Title of the issue or description of the investment.
AMN Healthcare Services Inc
d. CUSIP (if any).
001744101
At least one of the following other identifiers:
- ISIN
US0017441017

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
31719.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3479891.49000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.391309181319

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).
BRISTOL-MYERS SQUIBB CO
b. LEI (if any) of issuer. (1)
HLYYNH7UQUORYSJQCN42
c. Title of the issue or description of the investment.
Bristol-Myers Squibb Co
d. CUSIP (if any).
110122CN6
At least one of the following other identifiers:
- ISIN
US110122CN68

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
7500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7402407.68000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.832390922929

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.20000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).
Rallybio Corp
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Rallybio Corp
d. CUSIP (if any).
75120L100
At least one of the following other identifiers:
- ISIN
US75120L1008

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
665492.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5024464.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.564994378372

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
i. If Yes, provide the value of the securities on loan.
668930.00000000
Schedule of Portfolio Investments Record: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).
Vertex Pharmaceuticals Inc
b. LEI (if any) of issuer. (1)
54930015RAQRRZ5ZGJ91
c. Title of the issue or description of the investment.
Vertex Pharmaceuticals Inc
d. CUSIP (if any).
92532F100
At least one of the following other identifiers:
- ISIN
US92532F1003

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
44599.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12567552.21000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.413204572792

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).
Johnson & Johnson
b. LEI (if any) of issuer. (1)
549300G0CFPGEF6X2043
c. Title of the issue or description of the investment.
Johnson & Johnson
d. CUSIP (if any).
478160104
At least one of the following other identifiers:
- ISIN
US4781601046

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
361548.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
64178385.48000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
7.216774302525

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
MODERNA INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG013NL7WG5
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-97.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-64214.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00722077910

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Moderna Inc
Title of issue.
Moderna Inc
At least one of the following other identifiers:
- CUSIP.
60770K107
- ISIN (if CUSIP is not available).
US60770K1079
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
145.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-14551.15000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).
UnitedHealth Group Inc
b. LEI (if any) of issuer. (1)
549300GHBMY8T5GXDE41
c. Title of the issue or description of the investment.
UnitedHealth Group Inc
d. CUSIP (if any).
91324P102
At least one of the following other identifiers:
- ISIN
US91324P1021

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
194722.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
100015060.86000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
11.24656090491

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pfizer Inc
b. LEI (if any) of issuer. (1)
765LHXWGK1KXCLTFYQ30
c. Title of the issue or description of the investment.
Pfizer Inc
d. CUSIP (if any).
717081EC3
At least one of the following other identifiers:
- ISIN
US717081EC37

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3200000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3121992.93000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.351063963067

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2036-12-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).
Merck & Co Inc
b. LEI (if any) of issuer. (1)
4YV9Y5M8S0BRK1RP0397
c. Title of the issue or description of the investment.
Merck & Co Inc
d. CUSIP (if any).
58933YAX3
At least one of the following other identifiers:
- ISIN
US58933YAX31

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3871794.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.435378143616

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2029-03-07
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.40000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 18

Item C.1. Identification of investment.

a. Name of issuer (if any).
AbbVie Inc
b. LEI (if any) of issuer. (1)
FR5LCKFTG8054YNNRU85
c. Title of the issue or description of the investment.
AbbVie Inc
d. CUSIP (if any).
00287YAW9
At least one of the following other identifiers:
- ISIN
US00287YAW93

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3080000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2811860.71000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.316190006377

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2046-05-14
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.45000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 19

Item C.1. Identification of investment.

a. Name of issuer (if any).
OCULIS SA SERIES B2 PREFERRED
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
OCULIS SA SERIES B2 PREFERRED
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
942PWUII7
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
294259.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3130915.76000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.352067323463

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).
CIGNA CORP
b. LEI (if any) of issuer. (1)
549300VIWYMSIGT1U456
c. Title of the issue or description of the investment.
Cigna Corp
d. CUSIP (if any).
125523AH3
At least one of the following other identifiers:
- ISIN
US125523AH38

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1504000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1492197.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.167795640439

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-10-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.38000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).
AbbVie Inc
b. LEI (if any) of issuer. (1)
FR5LCKFTG8054YNNRU85
c. Title of the issue or description of the investment.
AbbVie Inc
d. CUSIP (if any).
00287Y109
At least one of the following other identifiers:
- ISIN
US00287Y1091

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
314078.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
48104186.48000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
5.409251950424

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).
Universal Health Services Inc
b. LEI (if any) of issuer. (1)
549300YGMGQDO0NMJD09
c. Title of the issue or description of the investment.
Universal Health Services Inc
d. CUSIP (if any).
913903100
At least one of the following other identifiers:
- ISIN
US9139031002

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
402840.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.045298823556

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ventas Inc
b. LEI (if any) of issuer. (1)
ORQTRC074CWLT3DKHT41
c. Title of the issue or description of the investment.
Ventas Inc
d. CUSIP (if any).
92276F100
At least one of the following other identifiers:
- ISIN
US92276F1003

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
181450.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9331973.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.049368039456

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
RESMED INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG013MFT342
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-69.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-37605.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00422863235

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
ResMed Inc
Title of issue.
ResMed Inc
At least one of the following other identifiers:
- CUSIP.
761152107
- ISIN (if CUSIP is not available).
US7611521078
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
210.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-12945.66000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
UNITEDHEALTH GROUP INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG017MPYJ77
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-190.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-712975.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.08017309285

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
UnitedHealth Group Inc
Title of issue.
UnitedHealth Group Inc
At least one of the following other identifiers:
- CUSIP.
91324P102
- ISIN (if CUSIP is not available).
US91324P1021
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
480.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-521909.69000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).
Thermo Fisher Scientific Inc
b. LEI (if any) of issuer. (1)
HCHV7422L5HDJZCRFL38
c. Title of the issue or description of the investment.
Thermo Fisher Scientific Inc
d. CUSIP (if any).
883556102
At least one of the following other identifiers:
- ISIN
US8835561023

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
59462.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
32304515.36000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.632599894215

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).
Agilent Technologies Inc
b. LEI (if any) of issuer. (1)
QUIX8Y7A2WP0XRMW7G29
c. Title of the issue or description of the investment.
Agilent Technologies Inc
d. CUSIP (if any).
00846U101
At least one of the following other identifiers:
- ISIN
US00846U1016

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
43191.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5129795.07000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.576838649983

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMGEN INC
b. LEI (if any) of issuer. (1)
62QBXGPJ34PQ72Z12S66
c. Title of the issue or description of the investment.
Amgen Inc
d. CUSIP (if any).
031162CZ1
At least one of the following other identifiers:
- ISIN
US031162CZ14

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2795000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2281858.26000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.256591934022

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2032-01-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).
IO LIGHT HOLDINIGS, INC.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
IO LIGHT HOLDINIGS, INC.
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
966MVK907
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
189858.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
640770.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.072053820734

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).
Fixed Income Clearing Corp
b. LEI (if any) of issuer. (1)
549300H47WTHXPU08X20
c. Title of the issue or description of the investment.
FIXED INC CLEARING CORP.REPO
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
85748R009
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
20642000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
20642000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.321165514504

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Repurchase agreement
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

a. Transaction category. (18) Repurchase Reverse repurchase
b. Counterparty.
i. Cleared by central counterparty? If Yes, provide the name of the central counterparty. Yes No
ii. Value
Fixed Income Clearing Corp
c. Tri-party? Yes No
d. Repurchase rate.
0.24000000
e. Maturity date.
2022-07-01
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). (19)
Repurchase Collateral Record Principal amount Principal ISO currency code Value of collateral Collateral ISO currency code Category of investments (20)
#1 23103600.00000000 United States Dollar 21054878.57000000 United States Dollar U.S. Treasuries (including strips)

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

a. Name of issuer (if any).
ELEVANCE HEALTH INC
b. LEI (if any) of issuer. (1)
8MYN82XMYQH89CTMTH67
c. Title of the issue or description of the investment.
Elevance Health Inc
d. CUSIP (if any).
036752AG8
At least one of the following other identifiers:
- ISIN
US036752AG89

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2975000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2949002.46000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.331611414220

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-03-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.10000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).
ARISTEA THERAPEUTICS, INC.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
ARISTEA THERAPEUTICS, INC.
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
943BFM002
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
616645.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3399995.54000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.382324987739

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).
Universal Health Realty Income Trust
b. LEI (if any) of issuer. (1)
549300L4MWZL4IH6H172
c. Title of the issue or description of the investment.
Universal Health Realty Income Trust
d. CUSIP (if any).
91359E105
At least one of the following other identifiers:
- ISIN
US91359E1055

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3075.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
163620.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.018398936263

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).
AbbVie Inc
b. LEI (if any) of issuer. (1)
FR5LCKFTG8054YNNRU85
c. Title of the issue or description of the investment.
AbbVie Inc
d. CUSIP (if any).
00287YBF5
At least one of the following other identifiers:
- ISIN
US00287YBF51

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5303000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5261642.86000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.591664759048

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-11-14
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.25000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).
AstraZeneca PLC
b. LEI (if any) of issuer. (1)
PY6ZZQWO2IZFZC3IOL08
c. Title of the issue or description of the investment.
AstraZeneca PLC
d. CUSIP (if any).
046353AD0
At least one of the following other identifiers:
- ISIN
US046353AD01

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4750000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5711153.14000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.642211593674

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2037-09-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.45000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).
Horizon Therapeutics Plc
b. LEI (if any) of issuer. (1)
529900P0GSQ79OOZEV53
c. Title of the issue or description of the investment.
Horizon Therapeutics Plc
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE00BQPVQZ61

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
183670.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
14649519.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.647318998697

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).
Medtronic PLC
b. LEI (if any) of issuer. (1)
549300GX3ZBSQWUXY261
c. Title of the issue or description of the investment.
Medtronic PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE00BTN1Y115

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
211627.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
18993523.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.135796490981

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).
Zoetis Inc
b. LEI (if any) of issuer. (1)
549300HD9Q1LOC9KLJ48
c. Title of the issue or description of the investment.
Zoetis Inc
d. CUSIP (if any).
98978V103
At least one of the following other identifiers:
- ISIN
US98978V1035

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
99482.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
17099960.98000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.922867925886

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).
LABORATORY CORP OF AMER
b. LEI (if any) of issuer. (1)
OZ7UA8IXAIFILY2VZH07
c. Title of the issue or description of the investment.
Laboratory Corp of America Holdings
d. CUSIP (if any).
50540RAQ5
At least one of the following other identifiers:
- ISIN
US50540RAQ56

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2070628.64000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.232839443489

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-02-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.60000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).
Boston Scientific Corp
b. LEI (if any) of issuer. (1)
Y6ZDD9FP4P8JSSJMW954
c. Title of the issue or description of the investment.
Boston Scientific Corp
d. CUSIP (if any).
101137107
At least one of the following other identifiers:
- ISIN
US1011371077

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
449570.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16755473.90000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.884130810767

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).
Zimmer Biomet Holdings Inc
b. LEI (if any) of issuer. (1)
2P2YLDVPES3BXQ1FRB91
c. Title of the issue or description of the investment.
Zimmer Biomet Holdings Inc
d. CUSIP (if any).
98956P102
At least one of the following other identifiers:
- ISIN
US98956P1021

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
66369.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6972727.14000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.784073916258

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
STRYKER CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG017MLSWX5
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-100.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-11800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00132689434

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Stryker Corp
Title of issue.
Stryker Corp
At least one of the following other identifiers:
- CUSIP.
863667101
- ISIN (if CUSIP is not available).
US8636671013
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
210.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
2751.65000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).
ResMed Inc
b. LEI (if any) of issuer. (1)
529900T3QE5253CCXF22
c. Title of the issue or description of the investment.
ResMed Inc
d. CUSIP (if any).
761152107
At least one of the following other identifiers:
- ISIN
US7611521078

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
47510.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9959521.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.119934957006

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).
Elevance Health Inc
b. LEI (if any) of issuer. (1)
8MYN82XMYQH89CTMTH67
c. Title of the issue or description of the investment.
Elevance Health Inc
d. CUSIP (if any).
036752103
At least one of the following other identifiers:
- ISIN
US0367521038

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8200.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3957156.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.444976942288

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).
Biogen Inc
b. LEI (if any) of issuer. (1)
W8J5WZB5IY3K0NDQT671
c. Title of the issue or description of the investment.
Biogen Inc
d. CUSIP (if any).
09062X103
At least one of the following other identifiers:
- ISIN
US09062X1037

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
26568.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5418277.92000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.609278163739

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).
United Therapeutics Corp
b. LEI (if any) of issuer. (1)
5299005C4HZL4UWROC14
c. Title of the issue or description of the investment.
United Therapeutics Corp
d. CUSIP (if any).
91307C102
At least one of the following other identifiers:
- ISIN
US91307C1027

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8856.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2086827.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.234661022038

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).
ZIMMER BIOMET HOLDINGS
b. LEI (if any) of issuer. (1)
2P2YLDVPES3BXQ1FRB91
c. Title of the issue or description of the investment.
Zimmer Biomet Holdings Inc
d. CUSIP (if any).
98956PAG7
At least one of the following other identifiers:
- ISIN
US98956PAG72

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5501072.52000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.618588306666

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2035-08-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.25000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 48

Item C.1. Identification of investment.

a. Name of issuer (if any).
Stryker Corp
b. LEI (if any) of issuer. (1)
5493002F0SC4JTBU5137
c. Title of the issue or description of the investment.
Stryker Corp
d. CUSIP (if any).
863667AQ4
At least one of the following other identifiers:
- ISIN
US863667AQ47

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3414375.62000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.383942008657

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-03-07
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.65000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 49

Item C.1. Identification of investment.

a. Name of issuer (if any).
Physicians Realty Trust
b. LEI (if any) of issuer. (1)
549300ITOVH0OY7PZC34
c. Title of the issue or description of the investment.
Physicians Realty Trust
d. CUSIP (if any).
71943U104
At least one of the following other identifiers:
- ISIN
US71943U1043

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
326992.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5706010.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.641633299383

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).
Addus HomeCare Corp
b. LEI (if any) of issuer. (1)
52990090ZT33AKPDBX62
c. Title of the issue or description of the investment.
Addus HomeCare Corp
d. CUSIP (if any).
006739106
At least one of the following other identifiers:
- ISIN
US0067391062

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
65800.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5479824.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.616198938782

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).
Health Care Select Sector SPDR Fund
b. LEI (if any) of issuer. (1)
549300EJNY3KKJHPOY44
c. Title of the issue or description of the investment.
Health Care Select Sector SPDR Fund
d. CUSIP (if any).
81369Y209
At least one of the following other identifiers:
- ISIN
US81369Y2090

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
55181.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7076411.44000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.795733078237

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Registered fund

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).
Align Technology Inc
b. LEI (if any) of issuer. (1)
549300N5YSE0U3LCP840
c. Title of the issue or description of the investment.
Align Technology Inc
d. CUSIP (if any).
016255101
At least one of the following other identifiers:
- ISIN
US0162551016

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
11617.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2749395.39000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.309165864015

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 53

Item C.1. Identification of investment.

a. Name of issuer (if any).
Becton Dickinson and Co
b. LEI (if any) of issuer. (1)
ICE2EP6D98PQUILVRZ91
c. Title of the issue or description of the investment.
Becton Dickinson and Co
d. CUSIP (if any).
075887109
At least one of the following other identifiers:
- ISIN
US0758871091

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
68830.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16968659.90000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.908103293635

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).
Syneos Health Inc
b. LEI (if any) of issuer. (1)
549300F1ZGKDS8P6GU13
c. Title of the issue or description of the investment.
Syneos Health Inc
d. CUSIP (if any).
87166B102
At least one of the following other identifiers:
- ISIN
US87166B1026

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
109364.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7839211.52000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.881508935235

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).
IQVIA Holdings Inc
b. LEI (if any) of issuer. (1)
549300W3R20NM4KQPH86
c. Title of the issue or description of the investment.
IQVIA Holdings Inc
d. CUSIP (if any).
46266C105
At least one of the following other identifiers:
- ISIN
US46266C1053

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
43166.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9366590.34000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.053260657189

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).
Moderna Inc
b. LEI (if any) of issuer. (1)
549300EI6OKH5K5Q2G38
c. Title of the issue or description of the investment.
Moderna Inc
d. CUSIP (if any).
60770K107
At least one of the following other identifiers:
- ISIN
US60770K1079

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
66151.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9449670.35000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.062602894092

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 57

Item C.1. Identification of investment.

a. Name of issuer (if any).
Stryker Corp
b. LEI (if any) of issuer. (1)
5493002F0SC4JTBU5137
c. Title of the issue or description of the investment.
Stryker Corp
d. CUSIP (if any).
863667101
At least one of the following other identifiers:
- ISIN
US8636671013

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
101434.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
20178265.62000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.269019198704

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 58

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
MOLINA HEALTHCARE INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG017M57HW7
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-59.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-89680.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01008439702

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Molina Healthcare Inc
Title of issue.
Molina Healthcare Inc
At least one of the following other identifiers:
- CUSIP.
60855R100
- ISIN (if CUSIP is not available).
US60855R1005
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
270.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-63307.61000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).
ELEVANCE HEALTH INC
b. LEI (if any) of issuer. (1)
8MYN82XMYQH89CTMTH67
c. Title of the issue or description of the investment.
Elevance Health Inc
d. CUSIP (if any).
036752AP8
At least one of the following other identifiers:
- ISIN
US036752AP88

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5800000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5021610.42000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.564673429618

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2031-03-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.55000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).
Merck & Co Inc
b. LEI (if any) of issuer. (1)
4YV9Y5M8S0BRK1RP0397
c. Title of the issue or description of the investment.
Merck & Co Inc
d. CUSIP (if any).
58933YAR6
At least one of the following other identifiers:
- ISIN
US58933YAR62

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2074523.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.233277422076

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-02-10
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.75000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).
Diversified Healthcare Trust
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Diversified Healthcare Trust
d. CUSIP (if any).
25525P107
At least one of the following other identifiers:
- ISIN
US25525P1075

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
293879.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
534859.78000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.060144272668

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).
AstraZeneca PLC
b. LEI (if any) of issuer. (1)
PY6ZZQWO2IZFZC3IOL08
c. Title of the issue or description of the investment.
AstraZeneca PLC
d. CUSIP (if any).
046353108
At least one of the following other identifiers:
- ISIN
US0463531089

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
130916.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8649620.12000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.972638307145

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).
Cigna Corp
b. LEI (if any) of issuer. (1)
45RS2W538ZOGNWLVIX82
c. Title of the issue or description of the investment.
Cigna Corp
d. CUSIP (if any).
125523100
At least one of the following other identifiers:
- ISIN
US1255231003

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
93543.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
24650451.36000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.771910551971

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 64

Item C.1. Identification of investment.

a. Name of issuer (if any).
CIGNA CORP
b. LEI (if any) of issuer. (1)
549300VIWYMSIGT1U456
c. Title of the issue or description of the investment.
Cigna Corp
d. CUSIP (if any).
125523CD0
At least one of the following other identifiers:
- ISIN
US125523CD06

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8250000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9184316.63000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.032764220319

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2041-11-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
6.13000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).
CVS Health Corp
b. LEI (if any) of issuer. (1)
549300EJG376EN5NQE29
c. Title of the issue or description of the investment.
CVS Health Corp
d. CUSIP (if any).
126650100
At least one of the following other identifiers:
- ISIN
US1266501006

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
93621.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8674921.86000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.975483454241

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).
Illumina Inc
b. LEI (if any) of issuer. (1)
SQ95QG8SR5Q56LSNF682
c. Title of the issue or description of the investment.
Illumina Inc
d. CUSIP (if any).
452327109
At least one of the following other identifiers:
- ISIN
US4523271090

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
26088.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4809583.68000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.540831303998

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).
ELEVANCE HEALTH INC
b. LEI (if any) of issuer. (1)
8MYN82XMYQH89CTMTH67
c. Title of the issue or description of the investment.
Elevance Health Inc
d. CUSIP (if any).
94973VBK2
At least one of the following other identifiers:
- ISIN
US94973VBK26

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2325000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2219755.04000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.249608509325

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2044-08-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.65000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).
LTC Properties Inc
b. LEI (if any) of issuer. (1)
549300NRZP8IJG2KY677
c. Title of the issue or description of the investment.
LTC Properties Inc
d. CUSIP (if any).
502175102
At least one of the following other identifiers:
- ISIN
US5021751020

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
135390.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5197622.10000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.584465709521

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
THERMO FISHER SCIENTIFIC INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG017MN3DR7
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-39.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-81900.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00920954634

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Thermo Fisher Scientific Inc
Title of issue.
Thermo Fisher Scientific Inc
At least one of the following other identifiers:
- CUSIP.
883556102
- ISIN (if CUSIP is not available).
US8835561023
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
530.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-46527.82000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).
CVS Health Corp
b. LEI (if any) of issuer. (1)
549300EJG376EN5NQE29
c. Title of the issue or description of the investment.
CVS Health Corp
d. CUSIP (if any).
126650CZ1
At least one of the following other identifiers:
- ISIN
US126650CZ11

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3700000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3564184.99000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.400787873563

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2048-03-25
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.05000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).
Guardant Health Inc
b. LEI (if any) of issuer. (1)
254900M8C3E5VC8BR186
c. Title of the issue or description of the investment.
Guardant Health Inc
d. CUSIP (if any).
40131M109
At least one of the following other identifiers:
- ISIN
US40131M1099

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
74536.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3006782.24000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.338108673825

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
BRISTOL-MYERS SQUIBB CO
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG018B8R5H2
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-354.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-49914.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00561276307

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Bristol-Myers Squibb Co
Title of issue.
Bristol-Myers Squibb Co
At least one of the following other identifiers:
- CUSIP.
110122108
- ISIN (if CUSIP is not available).
US1101221083
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
77.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-15222.82000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).
Merck & Co Inc
b. LEI (if any) of issuer. (1)
4YV9Y5M8S0BRK1RP0397
c. Title of the issue or description of the investment.
Merck & Co Inc
d. CUSIP (if any).
58933YAF2
At least one of the following other identifiers:
- ISIN
US58933YAF25

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4200000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4185376.94000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.470640084213

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-05-18
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.80000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).
SYNEOS HEALTH INC
b. LEI (if any) of issuer. (1)
549300F1ZGKDS8P6GU13
c. Title of the issue or description of the investment.
Syneos Health Inc
d. CUSIP (if any).
87166BAA0
At least one of the following other identifiers:
- ISIN
US87166BAA08

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3471481.52000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.390363491350

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2029-01-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.63000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
MEDTRONIC PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG018BGSLZ8
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-220.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-25740.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00289442885

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Medtronic PLC
Title of issue.
Medtronic PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
IE00BTN1Y115
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
92.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-10120.37000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).
Perrigo Co PLC
b. LEI (if any) of issuer. (1)
549300IFOQS6R1QLY196
c. Title of the issue or description of the investment.
Perrigo Co PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE00BGH1M568

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
28292.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1147806.44000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.129069311396

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 77

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
CIGNA CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG013LG0D13
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-91.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-91000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01023282927

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Cigna Corp
Title of issue.
Cigna Corp
At least one of the following other identifiers:
- CUSIP.
125523100
- ISIN (if CUSIP is not available).
US1255231003
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
260.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-61243.69000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).
Sabra Health Care REIT Inc
b. LEI (if any) of issuer. (1)
549300E3BC7GU7TAZ621
c. Title of the issue or description of the investment.
Sabra Health Care REIT Inc
d. CUSIP (if any).
78573L106
At least one of the following other identifiers:
- ISIN
US78573L1061

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
419879.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5865709.63000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.659591265926

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).
Intuitive Surgical Inc
b. LEI (if any) of issuer. (1)
54930052SRG011710797
c. Title of the issue or description of the investment.
Intuitive Surgical Inc
d. CUSIP (if any).
46120E602
At least one of the following other identifiers:
- ISIN
US46120E6023

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
63459.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
12736855.89000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.432242546995

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 80

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
VERTEX PHARMACEUTICALS INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG013MSN590
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-43.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-37281.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00419219898

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Vertex Pharmaceuticals Inc
Title of issue.
Vertex Pharmaceuticals Inc
At least one of the following other identifiers:
- CUSIP.
92532F100
- ISIN (if CUSIP is not available).
US92532F1003
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
280.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-15910.50000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 81

Item C.1. Identification of investment.

a. Name of issuer (if any).
National Health Investors Inc
b. LEI (if any) of issuer. (1)
549300ZPKZIG6DKDEC02
c. Title of the issue or description of the investment.
National Health Investors Inc
d. CUSIP (if any).
63633D104
At least one of the following other identifiers:
- ISIN
US63633D1046

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5596.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
339173.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.038139616844

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 82

Item C.1. Identification of investment.

a. Name of issuer (if any).
ICON PLC
b. LEI (if any) of issuer. (1)
6354008SRQGEMC4XFI67
c. Title of the issue or description of the investment.
ICON PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE0005711209

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
29080.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
6301636.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.708610607894

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 83

Item C.1. Identification of investment.

a. Name of issuer (if any).
Amgen Inc
b. LEI (if any) of issuer. (1)
62QBXGPJ34PQ72Z12S66
c. Title of the issue or description of the investment.
Amgen Inc
d. CUSIP (if any).
031162100
At least one of the following other identifiers:
- ISIN
US0311621009

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
72998.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
17760413.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.997134924300

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 84

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
HORIZON THERAPEUTICS PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG017LWK2D8
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-89.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-6675.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00075059489

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Horizon Therapeutics Plc
Title of issue.
Horizon Therapeutics Plc
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
IE00BQPVQZ61
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
90.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
8421.71000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 85

Item C.1. Identification of investment.

a. Name of issuer (if any).
CIGNA CORP
b. LEI (if any) of issuer. (1)
549300VIWYMSIGT1U456
c. Title of the issue or description of the investment.
Cigna Corp
d. CUSIP (if any).
125523BX7
At least one of the following other identifiers:
- ISIN
US125523BX78

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2088538.94000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.234853432963

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.50000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 86

Item C.1. Identification of investment.

a. Name of issuer (if any).
ENDEAVOR BIOMEDICINES, INC.
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
ENDEAVOR BIOMEDICINES, INC.
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
944DTH003
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
742138.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3499997.02000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.393570021494

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 87

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pfizer Inc
b. LEI (if any) of issuer. (1)
765LHXWGK1KXCLTFYQ30
c. Title of the issue or description of the investment.
Pfizer Inc
d. CUSIP (if any).
717081ET6
At least one of the following other identifiers:
- ISIN
US717081ET61

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
7882640.06000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.886392416942

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2029-03-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.45000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 88

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
HUMANA INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG017LWBH09
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-18.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-28800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00323852179

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Humana Inc
Title of issue.
Humana Inc
At least one of the following other identifiers:
- CUSIP.
444859102
- ISIN (if CUSIP is not available).
US4448591028
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
460.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-17887.58000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 89

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
BECTON DICKINSON AND CO
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG017LBGJS6
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-100.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-39100.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00439674312

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Becton Dickinson and Co
Title of issue.
Becton Dickinson and Co
At least one of the following other identifiers:
- CUSIP.
075887109
- ISIN (if CUSIP is not available).
US0758871091
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
250.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-23400.37000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 90

Item C.1. Identification of investment.

a. Name of issuer (if any).
CVS Health Corp
b. LEI (if any) of issuer. (1)
549300EJG376EN5NQE29
c. Title of the issue or description of the investment.
CVS Health Corp
d. CUSIP (if any).
126650CY4
At least one of the following other identifiers:
- ISIN
US126650CY46

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1994087.11000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.224232449987

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2038-03-25
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.78000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 91

Item C.1. Identification of investment.

a. Name of issuer (if any).
Abbott Laboratories
b. LEI (if any) of issuer. (1)
HQD377W2YR662HK5JX27
c. Title of the issue or description of the investment.
Abbott Laboratories
d. CUSIP (if any).
002824100
At least one of the following other identifiers:
- ISIN
US0028241000

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
342800.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
37245220.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
4.188175576209

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 92

Item C.1. Identification of investment.

a. Name of issuer (if any).
Abbott Laboratories
b. LEI (if any) of issuer. (1)
HQD377W2YR662HK5JX27
c. Title of the issue or description of the investment.
Abbott Laboratories
d. CUSIP (if any).
002824BE9
At least one of the following other identifiers:
- ISIN
US002824BE94

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2105941.55000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.236810333369

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-11-30
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.40000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 93

Item C.1. Identification of investment.

a. Name of issuer (if any).
Gilead Sciences Inc
b. LEI (if any) of issuer. (1)
549300WTZWR07K8MNV44
c. Title of the issue or description of the investment.
Gilead Sciences Inc
d. CUSIP (if any).
375558BM4
At least one of the following other identifiers:
- ISIN
US375558BM47

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9487434.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.066849422658

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-03-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.95000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 94

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
CHARLES RIVER LABORATORIES INT
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG017LJ0HM6
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-29.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-15370.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00172833610

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 Options Clearing Corp. 549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Charles River Laboratories International Inc
Title of issue.
Charles River Laboratories International Inc
At least one of the following other identifiers:
- CUSIP.
159864107
- ISIN (if CUSIP is not available).
US1598641074
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
220.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-07-15
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-4437.26000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 95

Item C.1. Identification of investment.

a. Name of issuer (if any).
OCULIS SA SERIES C
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
OCULIS SA SERIES C
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
942PPC904
Description of other unique identifier.
Internal Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
79934.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
850497.76000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.095637344766

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 96

Item C.1. Identification of investment.

a. Name of issuer (if any).
Dexcom Inc
b. LEI (if any) of issuer. (1)
549300YSK3QDSFR5EU59
c. Title of the issue or description of the investment.
Dexcom Inc
d. CUSIP (if any).
252131107
At least one of the following other identifiers:
- ISIN
US2521311074

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
80316.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5985951.48000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.673112302435

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 97

Item C.1. Identification of investment.

a. Name of issuer (if any).
Zimvie Inc
b. LEI (if any) of issuer. (1)
549300GFKURT1J6XR665
c. Title of the issue or description of the investment.
Zimvie Inc
d. CUSIP (if any).
98888T107
At least one of the following other identifiers:
- ISIN
US98888T1079

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6636.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
106242.36000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.011946812431

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 98

Item C.1. Identification of investment.

a. Name of issuer (if any).
AbbVie Inc
b. LEI (if any) of issuer. (1)
FR5LCKFTG8054YNNRU85
c. Title of the issue or description of the investment.
AbbVie Inc
d. CUSIP (if any).
00287YAY5
At least one of the following other identifiers:
- ISIN
US00287YAY59

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3245000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3125704.29000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.351481300575

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-05-14
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.20000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 99

Item C.1. Identification of investment.

a. Name of issuer (if any).
Johnson & Johnson
b. LEI (if any) of issuer. (1)
549300G0CFPGEF6X2043
c. Title of the issue or description of the investment.
Johnson & Johnson
d. CUSIP (if any).
478160CK8
At least one of the following other identifiers:
- ISIN
US478160CK81

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2200000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2128993.70000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.239402517054

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-01-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.90000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 100

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pfizer Inc
b. LEI (if any) of issuer. (1)
765LHXWGK1KXCLTFYQ30
c. Title of the issue or description of the investment.
Pfizer Inc
d. CUSIP (if any).
717081103
At least one of the following other identifiers:
- ISIN
US7170811035

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
694625.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
36419188.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
4.095289458033

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 101

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
HCA HEALTHCARE INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BBG016XGKTT6
Description of other unique identifier.
Bloomberg Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-70.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-7210.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00081075493

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short