X0505
N-CEN
LIVE
0000320351
XXXXXXXX
811-03114
false
false
N-1A
S000007454
true
S000007455
true
S000007456
true
S000007458
true
S000007459
true
S000007461
true
S000007462
true
S000007463
true
S000007464
true
S000007465
true
S000007466
true
S000007467
true
S000007469
true
S000007470
true
S000007471
true
S000007472
true
S000007473
true
S000007475
true
S000007476
true
S000007478
true
S000007481
true
S000007482
true
S000007483
true
S000007484
true
S000007485
true
S000007486
true
S000007487
true
S000007488
true
S000007489
true
S000007490
true
S000007491
true
S000007492
true
S000007493
true
S000007494
true
Fidelity Select Portfolios
811-03114
0000320351
Z57125JG1LHEQKDYS630
245 Summer Street
Boston
02210
US-MA
US
1-800-FIDELITY
Fidelity Service Company
245 Summer Street
BOST
02210
1-800-FIDELITY
Books and Records of the Fund as required to be maintained by the Investment Company Act
N
N
N-1A
36
Y
Bettina Doulton
N/A
Y
Donald F Donahue
N/A
N
Karen Peetz
N/A
N
Oscar Munoz
N/A
N
Patricia L Kampling
N/A
N
Robert A Lawrence
N/A
Y
Sabra Purtill
N/A
N
Susan Tomasky
N/A
N
Thomas A Kennedy
N/A
N
Thomas P Bostick
N/A
N
Vicki L Fuller
N/A
N
Vijay Advani
N/A
N
Jason Pogorelec
007269504
245 SUMMER STREET
BOSTON
02210-1129
XXXXXX
N
N
N
N
N
N
Fidelity Distributors Company LLC
8-35097
000017507
2549002Y53BVDC91U856
N/A
Y
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N/A
N
N
N
N
N
N
N
Fidelity Environment and Alternative Energy Fund
S000007461
1N6VIPFDXC4HQGU3C298
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
5592415.41000000
20976.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANCO DE CHILE
8B4EZFY8IHJC44TT2K84
N/A
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD
549300JTJBG2QBI8KD48
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
94.50000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
7595.70000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
5487.56000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
7000.28000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
5050.53000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
4027.26000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
3920.44000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
11541.87000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
5800.10000000
TP ICAP GROUP PLC
N/A
N/A
2138006YAA7IRVKKGE63
N/A
JE
2937.72000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
12666.75000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
6917.11000000
84144.50000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
197400.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
112000.00000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
112000.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
2959240.00000000
3380640.00000000
Y
564539087.00000000
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
400000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
Equity-preferred
N
Fidelity Natural Resources Fund
S000007478
F20N7QB58Y5BSKOBIF93
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
39333718.18000000
126705.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA
XLEZHWWOI4HFQDGL4793
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK MIDDLE EAST LIMITED KUWAIT BRANCH
549300F99IL9YJDWH369
N/A
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC SAUDI ARABIA AND SAUDI AWWAL BANK(SAB)
558600MV09XWUB38H245
N/A
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD
549300JTJBG2QBI8KD48
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
321.57000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
19797.15000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
83866.68000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
19906.25000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
43234.77000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
32627.32000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
29018.71000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
43699.58000000
PETERS and CO. LIMITED
N/A
N/A
549300JR32EO2KGZQM55
N/A
CA
20324.06000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
1231333
CA
33705.40000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
25334.28000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
21631.71000000
481139.05000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
1042705.97000000
1042705.97000000
Y
653898745.00000000
Uncommitted
500000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
300000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Automotive Portfolio
S000007464
DJFGYJUADI1Y9MNQVT11
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
12043880.58000000
68853.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
3980.59000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
1.00000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
3575.09000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
5896.55000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
8009.36000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
9339.01000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
2201.04000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
4334.19000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
3157.28000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
6330.76000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
2117.71000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
N/A
JP
1587.21000000
57492.84000000
0.00000000
Y
69077355.00000000
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
1500000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
Equity-preferred
N
Select Banking Portfolio
S000007475
FS8LFFVCCRDRE4GVWH41
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
10137710.84000000
6944.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
2936.00000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
37.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
9885.96000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
14822.72000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
1238565
CA
3367.28000000
STEPHENS INC.
N/A
N/A
213800LH6T9XDYZCA534
N/A
3069.01000000
GUGGENHEIM CAPITAL LLC
N/A
N/A
549300GOPVLTY8C8IN16
N/A
4432.35000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
7245.40000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
12211.44000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
25547.12000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
17771.07000000
KEYCORP
N/A
N/A
RKPI3RZGV1V1FJTH5T61
1068025
3646.50000000
122175.86000000
0.00000000
Y
438830394.00000000
Uncommitted
25000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Biotechnology Portfolio
S000007486
FQDPG178WXRZSXLIRG32
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
203953693.94000000
3562567.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-6 (17 CFR 270.17a-6)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
133504.12000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
5715.62000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
94663.56000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
115402.61000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
132399.52000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
54172.95000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
147055.28000000
TP ICAP GROUP PLC
N/A
N/A
2138006YAA7IRVKKGE63
N/A
JE
43551.04000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
99982.85000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
1238565
CA
89448.96000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
138522.85000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
70911.22000000
1459928.13000000
GUGGENHEIM CAPITAL LLC
N/A
N/A
549300GOPVLTY8C8IN16
N/A
1500473.00000000
PIPER SANDLER COS
N/A
N/A
QUQDBTUSOAKFEVMRMF78
N/A
17903500.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
26821610.00000000
LEERINK PARTNERS LLC
N/A
N/A
549300AAH7U76CEUBI94
N/A
33947518.06000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
49712888.23000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
1238565
CA
8116900.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
13463998.70000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
1999997.40000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
1273048.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
48513348.00000000
203253281.39000000
Y
4435232638.00000000
Uncommitted
25000000.00000000
N
Uncommitted
300000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
1500000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
Equity-preferred
N
Select Brokerage and Investment Management Portfolio
S000007490
UZLGX11Z4I4N5F2Q5103
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
78492144.66000000
59227.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD
549300JTJBG2QBI8KD48
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
500.50000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
2281.69000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
2684.00000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
5499.32000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
16169.57000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
3470.04000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
14737.71000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
3239.77000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
7405.58000000
RAYMOND JAMES FINANCIAL INC.
N/A
N/A
RGUZHJ05YTITL6D76949
3815157
4504.74000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
18545.44000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
7779.08000000
93923.55000000
0.00000000
Y
1299971955.00000000
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
25000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Chemicals Portfolio
S000007492
LDRW7W4F0NZUXYTR2K29
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
9096307.13000000
4520.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO DE CHILE
8B4EZFY8IHJC44TT2K84
N/A
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK MIDDLE EAST LIMITED KUWAIT BRANCH
549300F99IL9YJDWH369
N/A
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
5546.86000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
34.00000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
7990.16000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
6438.81000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
6209.55000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
11161.02000000
WELLS FARGO and CO
N/A
N/A
PBLD0EJDB5FWOLXP3B76
1120754
7807.46000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
4194.70000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
22265.57000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
1231333
CA
14008.20000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
5447.33000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
4999.05000000
111772.62000000
0.00000000
Y
430567908.00000000
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
150000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Communication Services Portfolio
S000007476
44KBBAF2LT4ICWWBRP25
N
6
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
89224148.27000000
181419.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANK HANDLOWY W WARSZAWIE SA
XLEZHWWOI4HFQDGL4793
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
81622.52000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
1234.58000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
58638.79000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
185858.77000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
157576.51000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
166913.88000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
71345.17000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
195776.54000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
99868.01000000
BNP PARIBAS
N/A
N/A
R0MUWSFPU8MPRO8K5P83
1231968
FR
48599.65000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
1231333
CA
69319.62000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
112802.53000000
1465183.91000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
901800.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
799000.00000000
1700800.00000000
Y
2235713264.00000000
Committed
4250000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
Equity-preferred
N
Select Construction and Housing Portfolio
S000007494
2Q6WCC8M8RGTBPEOTM44
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
12056645.65000000
21390.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
5.90000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
1811.63000000
KEYCORP
N/A
N/A
RKPI3RZGV1V1FJTH5T61
1068025
4461.60000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
3766.63000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
2988.35000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
2452.38000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
5197.16000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
5289.11000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
2502.35000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
3046.28000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
6953.70000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
1231333
CA
2760.89000000
51964.04000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
156800.00000000
STIFEL FINANCIAL CORP
N/A
N/A
549300E5F07FE5GHJX84
3063622
457800.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
42500.00000000
657100.00000000
Y
733654803.00000000
Uncommitted
400000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Consumer Discretionary Portfolio
S000007454
XMMUMOX3ZGNS6KKXP548
N
6
5
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
12874390.21000000
15632.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
16.46000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
2331.62000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
2272.59000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
3156.08000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
4272.46000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
3191.06000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
1605.20000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
1598.49000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
4121.52000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
4922.63000000
BNP PARIBAS
N/A
N/A
R0MUWSFPU8MPRO8K5P83
1231968
FR
1888.16000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
7037.14000000
45923.86000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
16000.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
57800.00000000
73800.00000000
Y
634955346.00000000
Uncommitted
150000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Consumer Staples Portfolio
S000007463
R012TZ6N4R2K8LIOS027
N
6
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
10130746.25000000
9414.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
1276.96000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
16078.33000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
22213.62000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
51821.37000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
30361.89000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
38097.11000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
32162.76000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
38969.06000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
11912.27000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
27283.76000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
14512.40000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
14462.95000000
348537.83000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
92400.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
2109900.00000000
2202300.00000000
Y
1147942477.00000000
Committed
4250000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Defense and Aerospace Portfolio
S000007456
8QLV2PU5XJFVPSG5HD13
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
34946884.47000000
28469.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
967.22000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
14262.97000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
21943.27000000
BAIRD FINANCIAL GROUP INC/WISCONSIN
N/A
N/A
254900ABN3GRB2OOUA25
N/A
11875.11000000
TP ICAP GROUP PLC
N/A
N/A
2138006YAA7IRVKKGE63
N/A
JE
10647.74000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
19321.35000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
10315.75000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
19384.36000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
13713.94000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
12289.87000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
23387.54000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
19249.34000000
217500.67000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
4200000.00000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
12740000.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
591600.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
418500.00000000
17950100.00000000
Y
2888902203.00000000
Uncommitted
300000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
1500000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Energy Portfolio
S000007459
LCWPDYLM5BN9NB57VU08
N
6
5
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
22771029.15000000
141687.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA
XLEZHWWOI4HFQDGL4793
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK MIDDLE EAST LIMITED KUWAIT BRANCH
549300F99IL9YJDWH369
N/A
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC SAUDI ARABIA AND SAUDI AWWAL BANK(SAB)
558600MV09XWUB38H245
N/A
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
262.50000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
9603.23000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
7259.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
20710.87000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
16587.80000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
6369.51000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
1238565
CA
7609.57000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
8334.57000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
6109.43000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
1231333
CA
7003.41000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
12203.25000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
6833.62000000
136941.14000000
0.00000000
Y
2102692316.00000000
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Enterprise Technology Services Portfolio
S000007491
WFANF0E0U477GSKNUU20
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
29274747.87000000
27130.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
17879.75000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
1085.80000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
21857.54000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
18411.35000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
11762.65000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
10427.96000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
12968.65000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
30334.81000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
17508.83000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
8584.47000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
19315.66000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
14591.28000000
216298.29000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
120400.00000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
92500.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
371500.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
140400.00000000
724800.00000000
Y
1464276541.00000000
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
Uncommitted
1500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select FinTech Portfolio
S000007467
GGQ62C5JUS8E2R863V77
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
778273.31000000
2708.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
8371.34000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
42.00000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
5157.97000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
2414.97000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
12654.19000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
N/A
JP
3036.71000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
2596.48000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
12099.09000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
18699.07000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
7008.02000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
5003.26000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
7023.99000000
94523.33000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
8100.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
8000.00000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
96704.00000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
6200.00000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
12400.00000000
131404.00000000
Y
100245480.00000000
Uncommitted
25000000.00000000
N
Uncommitted
1500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Financials Portfolio
S000007462
VX6P37DFEQ4YJFO2T487
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
42811249.16000000
225370.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA
XLEZHWWOI4HFQDGL4793
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK EUROPE PLC ORGANIZACNI SLOZKA
N1FBEDJ5J41VKZLO2475
N/A
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD
549300JTJBG2QBI8KD48
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
257.50000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
6003.81000000
MACQUARIE GROUP LTD
N/A
N/A
ACMHD8HWFMFUIQQ8Y590
N/A
AU
10498.14000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
13204.54000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
12431.76000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
10617.32000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
14317.77000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
21422.76000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
22235.09000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
40744.30000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
38747.77000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
5940.15000000
233177.42000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
52700.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
103600.00000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
40000.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
11354400.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
3904000.00000000
15454700.00000000
Y
1042173759.00000000
Committed
4250000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
Uncommitted
1500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Gold Portfolio
S000007465
AC00SNU2ANI7HPORJE59
N
6
0
0
N/A
Y
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
99308754.69000000
325220.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
AO CITIBANK
CHSQDSVI1UI96Y2SW097
N/A
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK DEL PERU S.A.
MYTK5NHHP1G8TVFGT193
N/A
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
10594.70000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
528.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
200204.79000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
132147.54000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
272735.92000000
CANACCORD GENUITY GROUP INC
N/A
N/A
5493002DR5KW4JP7YS87
N/A
CA
109874.24000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
255936.57000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
349731.87000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
1238565
CA
119497.33000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
1231333
CA
433218.32000000
THE BANK OF NOVA SCOTIA
N/A
N/A
L3I9ZG2KFGXZ61BMYR72
1238967
CA
600521.43000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
849778.71000000
3875246.19000000
RAYMOND JAMES FINANCIAL INC.
N/A
N/A
RGUZHJ05YTITL6D76949
3815157
18120600.15000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
1231333
CA
50120145.30000000
STIFEL FINANCIAL CORP
N/A
N/A
549300E5F07FE5GHJX84
3063622
10961313.16000000
79202058.61000000
Y
3180090647.00000000
Uncommitted
150000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Health Care Portfolio
S000007466
I3SBCDEPIC5NBQILUV22
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
157478651.28000000
948157.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-6 (17 CFR 270.17a-6)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD
549300JTJBG2QBI8KD48
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
11936.31000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
140654.73000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
94529.04000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
188830.07000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
214547.48000000
CONDOR TRADING LLC
N/A
N/A
N/A
N/A
92076.71000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
189765.76000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
185788.87000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
231394.40000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
142852.39000000
TP ICAP GROUP PLC
N/A
N/A
2138006YAA7IRVKKGE63
N/A
JE
62365.44000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
1238565
CA
71644.23000000
2037927.93000000
LEERINK PARTNERS LLC
N/A
N/A
549300AAH7U76CEUBI94
N/A
10497800.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
35618265.70000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
10414383.40000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
30956144.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
6778118.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
14268637.00000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
1238565
CA
10519000.00000000
GUGGENHEIM CAPITAL LLC
N/A
N/A
549300GOPVLTY8C8IN16
N/A
3884400.00000000
PIPER SANDLER COS
N/A
N/A
QUQDBTUSOAKFEVMRMF78
N/A
2860000.00000000
125796748.10000000
Y
6129904360.00000000
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
1500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Debt
Equity-common
Equity-preferred
N
Select Health Care Services Portfolio
S000007472
JBS44PZGNYQBNKV7ZF86
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
29415119.57000000
37860.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
26047.27000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
387.15000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
31856.73000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
28950.23000000
CONDOR TRADING LLC
N/A
N/A
N/A
N/A
22438.84000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
15369.76000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
20744.52000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
16130.70000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
18828.31000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
N/A
JP
28676.20000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
20552.72000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
24401.35000000
305145.02000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
1014625.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
3073883.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
44100.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
423400.00000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
13723900.00000000
18279908.00000000
Y
932816901.00000000
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
300000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
Equity-preferred
N
Select Insurance Portfolio
S000007470
961ZGQ4OWGNNG7UDAN41
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
892742.46000000
6168.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
N/A
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
4094.69000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
489.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
25979.75000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
7012.99000000
ALLIANCEBERNSTEIN HOLDING LP
N/A
N/A
N/A
N/A
5942.91000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
7345.31000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
5085.53000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
7304.02000000
WELLS FARGO and CO
N/A
N/A
PBLD0EJDB5FWOLXP3B76
1120754
6085.74000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
13984.06000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
16493.36000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
20507.33000000
141185.87000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
1944000.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
11107800.00000000
13051800.00000000
Y
875422915.00000000
Uncommitted
300000000.00000000
N
Uncommitted
150000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
1500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Leisure Portfolio
S000007471
SBRZJ5ON4RK8DWEVDP44
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
16030673.74000000
16213.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
69.50000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
9721.39000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
10047.95000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
6401.22000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
9371.08000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
26495.46000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
19717.87000000
NEEDHAM GROUP INC
N/A
N/A
N/A
N/A
4789.20000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
15869.33000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
10098.65000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
5357.91000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
12955.98000000
161771.15000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
677430.00000000
677430.00000000
Y
633145131.00000000
Committed
4250000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
300000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Materials Portfolio
S000007469
EDXMUEPB66T77Y8C2J98
N
6
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
15759243.16000000
11007.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
AO CITIBANK
CHSQDSVI1UI96Y2SW097
N/A
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK EUROPE PLC ORGANIZACNI SLOZKA
N1FBEDJ5J41VKZLO2475
N/A
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD
549300JTJBG2QBI8KD48
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
11284.24000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
396.57000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
20143.77000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
24523.64000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
41489.97000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
20815.95000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
23181.97000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
19748.55000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
1231333
CA
11197.43000000
THE BANK OF NOVA SCOTIA
N/A
N/A
L3I9ZG2KFGXZ61BMYR72
1238967
CA
11237.79000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
65832.68000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
10916.74000000
312829.39000000
0.00000000
Y
726004370.00000000
Uncommitted
400000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
1500000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Medical Technology and Devices Portfolio
S000007473
Y7COW23MC3TDILXWQ777
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
40127453.70000000
116723.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-6 (17 CFR 270.17a-6)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD
549300JTJBG2QBI8KD48
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
68525.65000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
4984.46000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
38194.56000000
CONDOR TRADING LLC
N/A
N/A
N/A
N/A
27856.49000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
38589.69000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
132344.73000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
84193.63000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
98753.77000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
98983.29000000
TP ICAP GROUP PLC
N/A
N/A
2138006YAA7IRVKKGE63
N/A
JE
28249.43000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
82293.51000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
60039.11000000
935426.31000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
21341535.95000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
3527800.00000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
6566400.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
6125759.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
5446800.00000000
43008294.95000000
Y
4260605086.00000000
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Debt
Equity-common
Equity-preferred
N
Select Pharmaceuticals Portfolio
S000007481
MN21BN6DBQP38HPMPO32
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
82159468.47000000
173580.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-6 (17 CFR 270.17a-6)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
26982.87000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
1018.04000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
57219.87000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
25104.61000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
44613.84000000
CONDOR TRADING LLC
N/A
N/A
N/A
N/A
23839.77000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
67639.47000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
88278.40000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
55460.56000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
59474.57000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
49528.36000000
BNP PARIBAS
N/A
N/A
R0MUWSFPU8MPRO8K5P83
1231968
FR
24496.20000000
632689.64000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
4627200.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
1774656.00000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
7886256.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
310744.00000000
LEERINK PARTNERS LLC
N/A
N/A
549300AAH7U76CEUBI94
N/A
492000.00000000
PIPER SANDLER COS
N/A
N/A
QUQDBTUSOAKFEVMRMF78
N/A
5415000.00000000
20505856.00000000
Y
1207191323.00000000
Uncommitted
500000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
300000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Debt
Equity-common
Equity-preferred
N
Select Retailing Portfolio
S000007482
5E7MJUPBJ6BTCLV7YB57
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
73666099.85000000
56402.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
34436.83000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
1132.87000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
45847.89000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
23337.79000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
16345.62000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
50247.01000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
43422.88000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
32687.01000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
69095.27000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
1238565
CA
14554.39000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
26039.04000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
60955.45000000
480240.18000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
8031480.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
6562500.00000000
14593980.00000000
Y
2635371405.00000000
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
150000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Semiconductors Portfolio
S000007458
CUZHCFYWG6U5J50VJI55
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
229093959.42000000
1203796.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-6 (17 CFR 270.17a-6)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
22044.95000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
249294.53000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
535881.89000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
181696.20000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
367176.66000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
297165.07000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
190680.42000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
101404.80000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
N/A
JP
114787.00000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
478982.02000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
499806.95000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
116537.51000000
3732157.92000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
65906250.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
180505980.00000000
246412230.00000000
Y
24223856999.00000000
Uncommitted
500000000.00000000
Uncommitted
300000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
400000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Debt
Equity-common
Equity-preferred
N
Select Software and IT Services Portfolio
S000007483
DC613MKADOBKPOOMNQ42
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
15087752.65000000
7342.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
146685.18000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
5221.23000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
93637.55000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
94852.76000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
122250.23000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
123359.15000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
136594.56000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
62033.55000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
94700.53000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
53340.61000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
142539.19000000
TP ICAP GROUP PLC
N/A
N/A
2138006YAA7IRVKKGE63
N/A
JE
48643.20000000
1319178.53000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
1420400.00000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
24333978.00000000
25754378.00000000
Y
9604256948.00000000
Uncommitted
1500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
Equity-preferred
N
Select Tech Hardware Portfolio
S000007493
1P3CTNNPOO0WY5C7OU89
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
6514890.03000000
9723.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
6887.89000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
525.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
63978.69000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
46599.17000000
NEEDHAM GROUP INC
N/A
N/A
N/A
N/A
13441.89000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
41653.71000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
67308.14000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
29450.62000000
MACQUARIE GROUP LTD
N/A
N/A
ACMHD8HWFMFUIQQ8Y590
N/A
AU
53552.40000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
17377.05000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
32721.66000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
42973.32000000
459955.29000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
159400.00000000
159400.00000000
Y
1252993366.00000000
Uncommitted
1500000000.00000000
N
Uncommitted
300000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
400000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
Equity-preferred
N
Select Technology Portfolio
S000007484
Z1OCYD68OWOD3CJMEJ26
N
6
5
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
48582868.17000000
441987.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-6 (17 CFR 270.17a-6)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
VALUATION RESEARCH CORPORATION
N/A
N/A
39-1214928
FEIN
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
5998.90000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
93696.78000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
90925.11000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
146704.37000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
N/A
JP
101849.96000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
343962.44000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
91569.13000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
181076.08000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
63999.74000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
361124.46000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
164980.36000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
68851.78000000
1967059.09000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
6142000.00000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
1184000.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
6232000.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
83885000.00000000
97443000.00000000
Y
20218141447.00000000
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Debt
Equity-common
Equity-preferred
N
Select Telecommunications Portfolio
S000007485
1HEB0K54PXJOB1DB9N04
N
6
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
20756094.72000000
89531.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA
XLEZHWWOI4HFQDGL4793
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK KENYA LIMITED
549300RBHWW5EJIRG629
N/A
KE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD
549300JTJBG2QBI8KD48
N/A
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
27.50000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
12820.95000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
12826.01000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
10201.49000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
20722.71000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
20181.98000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
8097.78000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
8042.46000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
10601.75000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
6795.67000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
12789.45000000
GUGGENHEIM CAPITAL LLC
N/A
N/A
549300GOPVLTY8C8IN16
N/A
5003.70000000
151221.88000000
0.00000000
Y
239471661.00000000
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Transportation Portfolio
S000007487
DAALOIQFCM0FUGVSOE31
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
12064369.80000000
15821.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
N/A
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
9700.36000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
368.00000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
6771.52000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
4742.66000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
4165.81000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
2852.62000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
2647.41000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
10527.27000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
9572.25000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
5286.47000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
8977.93000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
4244.91000000
82250.16000000
0.00000000
Y
474211440.00000000
Uncommitted
500000000.00000000
N
Uncommitted
25000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Utilities Portfolio
S000007488
1VW3Z7R70SXNQ7CJXS28
N
6
5
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
55741278.21000000
51972.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BANCO CITI MEXICO S.A. INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO CITI MEXICO
2SFFM4FUIE05S37WFU55
N/A
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA
XLEZHWWOI4HFQDGL4793
N/A
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
N/A
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A.
549300WCGB70D06XZS54
N/A
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. ATHENS BRANCH
R0MUWSFPU8MPRO8K5P83
N/A
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCCURSALE ITALIA
549300WCGB70D06XZS54
N/A
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS S.A. SUCURSAL EN ESPANA
R0MUWSFPU8MPRO8K5P83
N/A
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI
CWZ8NZDH5SKY12Q4US31
N/A
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK EUROPE PLC ORGANIZACNI SLOZKA
N1FBEDJ5J41VKZLO2475
N/A
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC
745P3MMS7E8CUVXDRJ82
N/A
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
N/A
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. SAO PAULO
E57ODZWZ7FF32TWEFA76
N/A
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
N/A
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
N/A
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED
DY9DBNI4W8J63Z298033
N/A
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
N/A
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
RBC INVESTOR SERVICES TRUST
5493002MUOV04NSPT571
N/A
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
N/A
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
N/A
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED
QFC8ZCW3Q5PRXU1XTM60
N/A
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED
549300VGE7QN15BPTZ72
N/A
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
549300MDYVVHJ8D1DW28
N/A
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
2HI3YI5320L3RW6NJ957
N/A
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
N/A
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED THAILAND BRANCH
2HI3YI5320L3RW6NJ957
N/A
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS SWITZERLAND AG
549300WOIFUSNYH0FL22
N/A
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UNICREDIT BANK HUNGARY ZRT FOR UNICREDIT BANK HUNGARY ZRT AND UNICREDIT S.P.A.
Y28RT6GGYJ696PMW8T44
N/A
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
36794.99000000
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
2633.46000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
66819.20000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
103603.87000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
75799.90000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
137835.85000000
BARCLAYS PLC
N/A
N/A
213800LBQA1Y9L22JB70
1231418
GB
55060.11000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
71200.10000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
51117.44000000
BNP PARIBAS
N/A
N/A
R0MUWSFPU8MPRO8K5P83
1231968
FR
32913.82000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
44104.65000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
73681.42000000
1009194.56000000
0.00000000
Y
2669054595.00000000
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
1500000000.00000000
N
Committed
4250000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
Select Wireless Portfolio
S000007489
RHMGNRPPBBGXS1N04Y17
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
N/A
Y
N
Non-revenue sharing split (other than administrative fee)
19051550.26000000
66799.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 18f-4 (17 CFR 270.18f-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N/A
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
N/A
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
N/A
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
N/A
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
N/A
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N/A
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N/A
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N/A
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N/A
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
N/A
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
N/A
Y
N
N
LEVEL MARKETS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
N/A
34.50000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
N/A
8689.57000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
7407.16000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
1073757
19597.69000000
JEFFERIES FINANCIAL GROUP INC
N/A
N/A
549300HOF34RGOJ5YL07
N/A
5705.23000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1951350
4315.96000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2380443
23288.02000000
CITADEL SECURITIES GLOBAL HOLDINGS LLC
N/A
N/A
549300NV5RXBUS3X7L47
N/A
4450.08000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
1232497
CA
5466.67000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
N/A
CH
9987.05000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
N/A
5690.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2162966
23541.23000000
136770.01000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1039502
163500.00000000
163500.00000000
Y
303745997.00000000
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
1500000000.00000000
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
N/A
N
Equity-common
N
true