X0404
N-CEN
LIVE
0000320351
XXXXXXXX
811-03114
true
false
false
N-1A
S000007475
true
S000007467
true
S000007469
true
S000007487
true
S000007473
true
S000007458
true
S000007483
true
S000007481
true
S000007485
true
S000007470
true
S000007461
true
S000007491
true
S000007486
true
S000007459
true
S000007484
true
S000007494
true
S000007471
true
S000007478
true
S000007489
true
S000007453
true
S000007460
true
S000007482
true
S000007464
true
S000007455
true
S000007490
true
S000007466
true
S000007457
true
S000007476
true
S000007472
true
S000007493
true
S000007488
true
S000007465
true
S000007456
true
S000007462
true
S000007454
true
S000007477
true
S000007463
true
S000007492
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
38
Y
OSCAR MUNOZ
N/A
N
ROBERT LAWRENCE
N/A
Y
THOMAS KENNEDY
N/A
N
BETTINA DOULTON
N/A
Y
VICKI FULLER
N/A
N
THOMAS BOSTICK
N/A
N
GARNETT SMITH
N/A
N
PATRICIA KAMPLING
N/A
N
DENNIS DIRKS
N/A
N
DONALD DONAHUE
N/A
N
MICHAEL WILEY
N/A
N
SUSAN TOMASKY
N/A
N
DAVID THOMAS
N/A
N
JASON POGORELEC
007269504
245 SUMMER STREET
BOSTON
02210
XXXXXX
N
N
N
N
N
Fidelity Distributors Company LLC
8-35097
000017507
N/A
Y
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
N
Select Banking Portfolio
S000007475
FS8LFFVCCRDRE4GVWH41
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
8672666.85000000
5746.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1101.53000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
3659.35000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
6336.12000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
11814.64000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
17180.82000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
24101.65000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
20992.75000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
17737.69000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
6640.77000000
KEYCORP
N/A
N/A
RKPI3RZGV1V1FJTH5T61
5207.35000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
25481.89000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
7148.41000000
179792.55000000
RAYMOND JAMES FINANCIAL INC.
N/A
N/A
RGUZHJ05YTITL6D76949
550000.00000000
550000.00000000
Y
652149411.00000000
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
Select FinTech Portfolio
S000007467
GGQ62C5JUS8E2R863V77
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
5234795.69000000
10501.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
14593.24000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
2985.58000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
7257.77000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
27578.36000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
28243.47000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
JP
9009.31000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
8546.74000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
27041.62000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
30177.47000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
22068.26000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
15625.09000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
11022.87000000
228091.47000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
299325.00000000
DEUTSCHE BANK AG
N/A
N/A
7LTWFZYICNSX8D621K86
DE
326400.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
138653.17000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
461008.00000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
186703.90000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
560371.00000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
CA
234858.00000000
2207319.07000000
Y
251654053.00000000
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
Select Materials Portfolio
S000007469
EDXMUEPB66T77Y8C2J98
N
6
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
10182753.77000000
12029.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK EUROPE PLC ORGANIZACNI SLOZKA FOR CITIBANK N.A.
N1FBEDJ5J41VKZLO2475
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AO CITIBANK FOR CITIBANK N.A.
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
811.64000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
12501.62000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
26286.83000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
12263.95000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
40554.19000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
6999.51000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
10974.64000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
19653.69000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
10042.50000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
17283.54000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
14388.95000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
22401.32000000
237840.49000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
4009500.00000000
4009500.00000000
Y
1244196931.00000000
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
Select Transportation Portfolio
S000007487
DAALOIQFCM0FUGVSOE31
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
14196262.85000000
42665.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17a-8 (17 CFR 270.17a-8)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
7518.33000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
243.39000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
13184.90000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
11708.82000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
12554.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
9649.51000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
16362.58000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
9900.51000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
14813.62000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
14788.55000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
JP
6111.54000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
7630.20000000
138575.27000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
1040280.00000000
1040280.00000000
Y
482876863.00000000
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
Select Medical Technology and Devices Portfolio
S000007473
Y7COW23MC3TDILXWQ777
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
96382632.25000000
219893.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
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
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
45636.88000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
11922.80000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
113422.46000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
168072.93000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
284662.81000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
196117.04000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
77252.57000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
82432.20000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
51738.97000000
WELLS FARGO and CO
N/A
N/A
PBLD0EJDB5FWOLXP3B76
50039.28000000
MACQUARIE GROUP LTD
N/A
N/A
ACMHD8HWFMFUIQQ8Y590
AU
52115.41000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
207884.87000000
1612106.47000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
27733400.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
29602500.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
6876750.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
620000.00000000
64832650.00000000
Y
9765354502.00000000
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
Select Semiconductors Portfolio
S000007458
CUZHCFYWG6U5J50VJI55
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
29363911.19000000
73338.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
8952.53000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
45572.31000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
36250.87000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
46598.62000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
92330.45000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
63004.23000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
107263.17000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
JP
37136.46000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
138402.93000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
84325.72000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
133602.56000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
78166.69000000
1019486.61000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
3054800.00000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
35809379.90000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
94930271.00000000
133794450.90000000
Y
7313537516.00000000
Uncommitted
500000000.00000000
N
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
Select Software and IT Services Portfolio
S000007483
DC613MKADOBKPOOMNQ42
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
137007962.02000000
128692.00000000
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 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
10220.77000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1257.60000000
EXANE SA
N/A
N/A
969500UP76J52A9OXU27
FR
13137.19000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
16194.62000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
25402.00000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
11853.85000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
21357.68000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
20286.45000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
13679.20000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
JP
20546.21000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
21950.62000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
15296.72000000
234639.02000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
6327200.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
968100.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
5759200.00000000
13054500.00000000
Y
12770405704.00000000
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
Select Pharmaceuticals Portfolio
S000007481
MN21BN6DBQP38HPMPO32
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
56682762.54000000
119941.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
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
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
3880.63000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
719.60000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
9290.14000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
8003.42000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
7921.21000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
11630.60000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
5883.26000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
7727.68000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
30506.66000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
22770.10000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
10647.83000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
16571.07000000
169166.22000000
CITIZENS FINANCIAL GRP INC
N/A
N/A
2138004JDDA4ZQUPFW65
2044588.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
957000.00000000
SVB FINANCIAL GROUP
N/A
N/A
549300D2KJ20JMXE7542
1562400.00000000
4563988.00000000
Y
850288801.00000000
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
N
Select Telecommunications Portfolio
S000007485
1HEB0K54PXJOB1DB9N04
N
6
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
11555353.03000000
12309.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
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
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK KENYA LIMITED FOR STANDARD CHARTERED BANK
549300RBHWW5EJIRG629
KE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1656.54000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
6324.24000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
8335.62000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
CA
11275.43000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
12018.02000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
3972.12000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
25580.74000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
12385.92000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
3956.91000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
12734.20000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
3010.59000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
8398.56000000
120874.76000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
513975.00000000
513975.00000000
Y
313662608.00000000
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
Select Insurance Portfolio
S000007470
961ZGQ4OWGNNG7UDAN41
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
160963.69000000
555.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
198.07000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1.00000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
957.20000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
3527.59000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
1168.26000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
732.32000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
608.68000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
1171.37000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
529.10000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
592.62000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
774.34000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
912.73000000
12249.65000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
184600.00000000
184600.00000000
Y
213454224.00000000
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
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
Y
N
Non-revenue sharing split (other than administrative fee)
1605246.77000000
14089.00000000
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO DE CHILE FOR CITIBANK N.A.
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
6974.85000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
748.87000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
10801.98000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
30478.50000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
36587.47000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
39553.08000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
22042.33000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
30345.99000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
7990.23000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
11855.12000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
22587.06000000
ITAU UNIBANCO HOLDING SA
N/A
N/A
5493002W2IVG62O3ZJ94
BR
14484.96000000
276364.29000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
181975.00000000
181975.00000000
Y
622554981.00000000
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
Select IT Services Portfolio
S000007491
WFANF0E0U477GSKNUU20
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
102765820.74000000
213816.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
24881.26000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
6351.13000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
18761.29000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
20841.41000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
48301.46000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
53883.03000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
89391.10000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
22970.16000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
34960.59000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
28116.16000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
41694.68000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
23138.52000000
545956.71000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
1018500.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
847800.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
7775818.50000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
61914861.00000000
71556979.50000000
Y
3976642286.00000000
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
Select Biotechnology Portfolio
S000007486
FQDPG178WXRZSXLIRG32
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
509192100.18000000
3110524.00000000
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-6 (17 CFR 270.17a-6)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
15417.82000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
161193.15000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
143703.56000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
173809.79000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
115936.19000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
90842.24000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
115267.69000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
121484.19000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
116675.82000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
85094.24000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
304007.35000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
257427.82000000
2246940.43000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
4471700.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
56274600.00000000
PIPER SANDLER COS
N/A
N/A
QUQDBTUSOAKFEVMRMF78
1217126.40000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
16828401.00000000
FORDHAM FINANCIAL MANAGEMENT INC
N/A
N/A
254900WWSYG7CTOR0R32
999900.00000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
107063285.00000000
COWEN INC
N/A
N/A
5493008QI0EFC5WBED75
22023575.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
114974666.00000000
SVB FINANCIAL GROUP
N/A
N/A
549300D2KJ20JMXE7542
25348400.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
80116643.00000000
429318296.40000000
Y
7447267237.00000000
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
Select Energy Portfolio
S000007459
LCWPDYLM5BN9NB57VU08
N
1
0
0
N/A
Y
N
Y
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
Revenue sharing split
11941065.54000000
20950.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-8 (17 CFR 270.17a-8)
Rule 17e-1 (17 CFR 270.17e-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC SAUDI ARABIA FOR THE SAUDI BRITISH BANK (SABB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
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
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK MIDDLE EAST LIMITED - KUWAIT BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
2492.28000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
34100.96000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
50251.86000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
43794.32000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
88559.17000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
93937.98000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
41438.13000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
32056.73000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
50451.16000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
80335.89000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
47278.70000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
63164.41000000
758161.53000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
605150.00000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
6295950.00000000
6901100.00000000
Y
1352021793.00000000
Uncommitted
500000000.00000000
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
Select Technology Portfolio
S000007484
Z1OCYD68OWOD3CJMEJ26
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
238449633.13000000
576673.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
41165.30000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
188461.01000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
547864.77000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
547921.10000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
438098.21000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
266093.24000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
671374.94000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
356590.44000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
584959.25000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
247632.56000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
417218.65000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
297157.21000000
5820748.59000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
7743900.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
48546500.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
35314600.00000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
8478795.60000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
2822400.00000000
B RILEY FINANCIAL INC
N/A
N/A
N/A
495900.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
15381500.00000000
118783595.60000000
Y
12327659382.00000000
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
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
Select Construction and Housing Portfolio
S000007494
2Q6WCC8M8RGTBPEOTM44
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
3940484.62000000
216885.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
5968.70000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
995.52000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
8638.18000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
18922.13000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
17853.05000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
11706.60000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
20072.48000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
13115.89000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
25546.27000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
13934.70000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
14551.50000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
JP
7809.91000000
199959.42000000
0.00000000
Y
622626671.00000000
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
Select Leisure Portfolio
S000007471
SBRZJ5ON4RK8DWEVDP44
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
7911745.36000000
165177.00000000
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
6276.09000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1344.90000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
11532.53000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
18834.38000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
11995.45000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
19390.04000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
7452.46000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
14294.14000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
9641.32000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
8310.98000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
29242.92000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
24286.06000000
199325.04000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
4388200.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
2884990.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
125300.00000000
DEUTSCHE BANK AG
N/A
N/A
7LTWFZYICNSX8D621K86
DE
2293500.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
906000.00000000
10597990.00000000
Y
712367789.00000000
Committed
4250000000.00000000
N
Uncommitted
500000000.00000000
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
Fidelity Natural Resources Fund
S000007478
F20N7QB58Y5BSKOBIF93
N
1
0
0
N/A
Y
N
Y
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
Revenue sharing split
14042877.85000000
41973.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-6 (17 CFR 270.17a-6)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
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
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC SAUDI ARABIA FOR THE SAUDI BRITISH BANK (SABB) FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
558600MV09XWUB38H245
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC BANK MIDDLE EAST LIMITED - KUWAIT BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
14174.16000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
946.84000000
CORMARK SECURITIES, INC.
N/A
N/A
549300SUH8XF18ZB7M51
CA
26256.52000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
33564.97000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
33034.33000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
39766.16000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
66018.78000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
47015.33000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
26121.52000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
36911.66000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
CA
44675.65000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
52406.52000000
606866.31000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
252484.14000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
2065540.00000000
2318024.14000000
Y
389365722.00000000
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
Select Wireless Portfolio
S000007489
RHMGNRPPBBGXS1N04Y17
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
12633707.17000000
63060.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
2965.49000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
100.87000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
17049.87000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
6412.67000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
CA
4702.60000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
29329.85000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
14874.90000000
WELLS FARGO and CO
N/A
N/A
PBLD0EJDB5FWOLXP3B76
6937.45000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
4171.66000000
WEDBUSH SECURITIES INC
N/A
N/A
549300CSX55MXZ47EI78
5943.60000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
5673.29000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
6906.81000000
120562.42000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
129500.00000000
129500.00000000
Y
460629410.00000000
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
Select Retailing Portfolio
S000007482
5E7MJUPBJ6BTCLV7YB57
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
N
N
Revenue sharing split
Non-revenue sharing split (other than administrative fee)
273733488.02000000
240845.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
6709.66000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
9740.06000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
56142.26000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
33554.81000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
60946.39000000
COWEN INC
N/A
N/A
5493008QI0EFC5WBED75
15047.67000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
100206.16000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
46535.76000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
45995.38000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
30168.17000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
42529.51000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
91122.51000000
613037.48000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
200100.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
26091900.00000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
25089600.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
7521250.00000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
2646000.00000000
61548850.00000000
Y
4403630460.00000000
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
Select Automotive Portfolio
S000007464
DJFGYJUADI1Y9MNQVT11
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
18645278.33000000
34167.00000000
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1.50000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
2519.21000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
5472.04000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
2489.08000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
4245.80000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
3384.39000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
11754.50000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
8496.48000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
8415.51000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
2711.37000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
5850.29000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
3657.97000000
71547.22000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
87200.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
195000.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
64400.00000000
STIFEL FINANCIAL CORP
N/A
N/A
549300E5F07FE5GHJX84
20119.76000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
495700.00000000
862419.76000000
Y
202754185.00000000
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
Select Industrials Portfolio
S000007455
GDEDTBH56H8Z88UZKN34
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
3802397.59000000
3402.00000000
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
BANCO DE CHILE FOR CITIBANK N.A.
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK EUROPE PLC ORGANIZACNI SLOZKA FOR CITIBANK N.A.
N1FBEDJ5J41VKZLO2475
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK MIDDLE EAST LIMITED - KUWAIT BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1714.63000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
10977.40000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
21759.69000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
13094.11000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
24019.79000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
14393.88000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
12581.65000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
39540.41000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
38456.60000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
14604.16000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
17430.28000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
22169.03000000
280881.09000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
391160.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
370500.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
187150.00000000
948810.00000000
Y
449479262.00000000
Uncommitted
400000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
25000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
150000000.00000000
N
N
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
Y
N
Non-revenue sharing split (other than administrative fee)
14848115.38000000
61496.00000000
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
3269.86000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
277.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
14939.23000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
7922.47000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
5265.89000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
14538.89000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
9687.70000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
12201.09000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
6449.01000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
10796.11000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
8264.74000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
JP
5192.75000000
116185.25000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
1957225.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
6887700.00000000
WELLS FARGO and CO
N/A
N/A
PBLD0EJDB5FWOLXP3B76
3689765.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
6378000.00000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
677970.00000000
DEUTSCHE BANK AG
N/A
N/A
7LTWFZYICNSX8D621K86
DE
455600.00000000
20046260.00000000
Y
799751412.00000000
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
N
Select Health Care Portfolio
S000007466
I3SBCDEPIC5NBQILUV22
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
146726639.90000000
407469.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
17681.34000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
58813.38000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
152668.13000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
113309.65000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
178586.07000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
90649.67000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
226827.29000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
171115.07000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
88692.83000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
120488.97000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
165336.46000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
218905.39000000
2072170.21000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
19736450.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
33398300.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
26202900.00000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
11205100.00000000
SVB FINANCIAL GROUP
N/A
N/A
549300D2KJ20JMXE7542
348000.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
50729250.00000000
141620000.00000000
Y
10452673672.00000000
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
Select Communication Services Portfolio
S000007476
44KBBAF2LT4ICWWBRP25
N
6
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
26912678.93000000
41206.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1447.55000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
11644.44000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
20434.04000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
14765.14000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
24111.50000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
56596.74000000
WELLS FARGO and CO
N/A
N/A
PBLD0EJDB5FWOLXP3B76
17480.58000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
76884.12000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
74905.97000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
62671.99000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
21006.91000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
115302.09000000
574454.58000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
201600.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
287000.00000000
488600.00000000
Y
1258498933.00000000
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
Select Health Care Services Portfolio
S000007472
JBS44PZGNYQBNKV7ZF86
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
41203791.77000000
106992.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
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
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1992.54000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
9778.43000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
17240.64000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
22505.34000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
7230.16000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
7763.10000000
JONESTRADING INSTITUTIONAL SERVICES LLC
N/A
N/A
2138008JJ5PA8H5UIL69
18628.00000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
13804.54000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
19052.96000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
42094.75000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
6333.78000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
11853.31000000
214743.12000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
2161500.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
6603700.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
2506350.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
1935675.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
185400.00000000
13392625.00000000
Y
1220698824.00000000
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
Select Tech Hardware Portfolio
S000007493
1P3CTNNPOO0WY5C7OU89
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
8788221.31000000
31779.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-8 (17 CFR 270.17a-8)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
16971.25000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1680.25000000
EXANE SA
N/A
N/A
969500UP76J52A9OXU27
FR
48644.00000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
61879.53000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
31250.06000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
26294.36000000
SOCIETE GENERALE
N/A
N/A
O2RNE8IBXP4R0TD8PU41
FR
29369.02000000
MACQUARIE GROUP LTD
N/A
N/A
ACMHD8HWFMFUIQQ8Y590
AU
81949.67000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
67024.70000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
106149.68000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
62556.15000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
84759.64000000
734862.32000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
3926000.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
1129500.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
3087435.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
2305842.00000000
10448777.00000000
Y
843976077.00000000
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
Select Utilities Portfolio
S000007488
1VW3Z7R70SXNQ7CJXS28
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
17619419.99000000
11739.00000000
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 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK EUROPE PLC ORGANIZACNI SLOZKA FOR CITIBANK N.A.
N1FBEDJ5J41VKZLO2475
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
3150.17000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
3648.34000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
21149.59000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
10153.50000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
19151.53000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
43923.44000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
10987.47000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
18787.44000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
16621.55000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
39125.27000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
29852.88000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
73584.52000000
323086.91000000
0.00000000
Y
1005348475.00000000
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
Select Gold Portfolio
S000007465
AC00SNU2ANI7HPORJE59
N
6
0
0
N/A
Y
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
N
N
Revenue sharing split
Non-revenue sharing split (other than administrative fee)
35058008.35000000
396154.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-6 (17 CFR 270.17a-6)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AO CITIBANK FOR CITIBANK N.A.
CHSQDSVI1UI96Y2SW097
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK DEL PERU S.A. FOR CITIBANK N.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
298.25000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
6455.04000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
391987.04000000
THE TORONTO DOMINION BANK
N/A
N/A
PT3QB789TSUIDF371261
CA
125937.03000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
189420.65000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
112629.35000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
64022.31000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
66681.67000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
81155.13000000
MACQUARIE GROUP LTD
N/A
N/A
ACMHD8HWFMFUIQQ8Y590
AU
51541.74000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
CA
140397.37000000
THE BANK OF NOVA SCOTIA
N/A
N/A
L3I9ZG2KFGXZ61BMYR72
CA
310587.02000000
1814772.26000000
NATIONAL BANK OF CANADA
N/A
N/A
BSGEFEIOM18Y80CKCV46
CA
7012306.72000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
885909.25000000
RAYMOND JAMES FINANCIAL INC.
N/A
N/A
RGUZHJ05YTITL6D76949
2820162.92000000
CORMARK SECURITIES, INC.
N/A
N/A
549300SUH8XF18ZB7M51
CA
13918191.88000000
CANACCORD GENUITY GROUP INC
N/A
N/A
5493002DR5KW4JP7YS87
CA
651624.99000000
MOUVEMENT DES CAISSES DESJARDI
N/A
N/A
N/A
CA
4005497.74000000
BANK OF MONTREAL QUE
N/A
N/A
NQQ6HPCNCCU6TUTQYE16
CA
25972107.57000000
THE BANK OF NOVA SCOTIA
N/A
N/A
L3I9ZG2KFGXZ61BMYR72
CA
10725000.00000000
CANADIAN IMPERIAL BANK OF COMMERCE
N/A
N/A
2IGI19DL77OX0HC3ZE78
CA
5223820.62000000
71214621.69000000
Y
1803172283.00000000
Uncommitted
150000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
500000000.00000000
Uncommitted
400000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
Select Defense and Aerospace Portfolio
S000007456
8QLV2PU5XJFVPSG5HD13
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
21442894.68000000
233064.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
2148.93000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
20497.60000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
21635.18000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
32302.84000000
LIQUIDNET HOLDINGS INC
N/A
N/A
N/A
16910.21000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
30191.31000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
14815.97000000
NOMURA HOLDINGS INC
N/A
N/A
549300B3CEAHYG7K8164
JP
15310.96000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
19050.18000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
46016.77000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
20836.28000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
29825.17000000
333304.43000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
3027750.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
4000000.00000000
7027750.00000000
Y
1625230800.00000000
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
Select Financial Services Portfolio
S000007462
VX6P37DFEQ4YJFO2T487
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
7021524.38000000
5745.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
N
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK EUROPE PLC ORGANIZACNI SLOZKA FOR CITIBANK N.A.
N1FBEDJ5J41VKZLO2475
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
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
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HANDLOWY W WARSZAWIE SA (BHW) FOR CITIBANK NA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
STANDARD CHARTERED BANK MALAYSIA BERHAD FOR STANDARD CHARTERED BANK
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
4833.35000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
1509.90000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
29492.05000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
21849.78000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
12353.86000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
27031.81000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
38122.78000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
9796.47000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
27314.27000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
21897.28000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
8044.43000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
7177.06000000
250356.10000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
738400.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
856375.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
1296480.00000000
2891255.00000000
Y
831992270.00000000
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
N
Uncommitted
1500000000.00000000
N
N
N
Select Consumer Discretionary Portfolio
S000007454
XMMUMOX3ZGNS6KKXP548
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
8762203.38000000
10897.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
360.16000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
1906.75000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
5334.15000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
5310.72000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
8981.51000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
9971.96000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
4547.35000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
9034.89000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
5278.45000000
ROYAL BANK OF CANADA
N/A
N/A
ES7IP3U3RHIGC71XBU11
CA
6383.27000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
9837.65000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
9403.36000000
92096.59000000
CANADIAN IMPERIAL BANK OF COMMERCE
N/A
N/A
2IGI19DL77OX0HC3ZE78
CA
182550.78000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
306000.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
413250.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
789300.00000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
620800.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
1845435.00000000
WELLS FARGO and CO
N/A
N/A
PBLD0EJDB5FWOLXP3B76
117500.00000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
1122300.00000000
5397135.78000000
Y
625108058.00000000
Uncommitted
150000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
500000000.00000000
Uncommitted
400000000.00000000
N
Uncommitted
500000000.00000000
N
Committed
4250000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
Select Consumer Staples Portfolio
S000007463
R012TZ6N4R2K8LIOS027
N
6
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
N
N
Non-revenue sharing split (other than administrative fee)
Revenue sharing split
17524327.04000000
37193.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SOCIETE GENERALE SUCURSAL EN ESPANA
O2RNE8IBXP4R0TD8PU41
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK ANONIM SIRKETI FOR CITIBANK N.A.
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- LONDON BRANCH
E57ODZWZ7FF32TWEFA76
IE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - PHILIPPINE BRANCH
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
17956.69000000
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
3178.31000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
45181.58000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
22813.26000000
CITIGROUP INC
N/A
N/A
6SHGI4ZSSLCXXQSBB395
33483.07000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
47390.28000000
CREDIT SUISSE GRP AG
N/A
N/A
549300506SI9CRFV9Z86
CH
24410.26000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
62686.39000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
22584.54000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
36194.75000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
55303.48000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
37808.92000000
491055.61000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
3138600.00000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
184500.00000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
66700.00000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
7344230.00000000
10734030.00000000
Y
1496147853.00000000
Committed
4250000000.00000000
N
Uncommitted
150000000.00000000
N
Uncommitted
500000000.00000000
Uncommitted
500000000.00000000
N
Uncommitted
300000000.00000000
N
Uncommitted
400000000.00000000
N
Uncommitted
1500000000.00000000
N
Uncommitted
25000000.00000000
N
N
N
Select Chemicals Portfolio
S000007492
LDRW7W4F0NZUXYTR2K29
N
1
0
0
N/A
Y
N
Y
N
N
NATIONAL FINANCIAL SERVICES, LLC
549300JRHF1MHHWUAW04
Y
N
Non-revenue sharing split (other than administrative fee)
10161354.46000000
38315.00000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 17e-1 (17 CFR 270.17e-1)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
N
N
Fidelity Management & Research Company LLC
801-7884
000108281
5493001Z012YSB2A0K51
N
Fidelity Management & Research (Japan) Limited
801-69571
000148239
549300FF7J6H5TZ22Y05
Y
JP
N
FMR Investment Management (UK) Limited
801-28773
000108273
549300DJ0TLKPO1HIS84
Y
GB
N
Fidelity Management & Research (Hong Kong) Limited
801-69507
000148045
549300VLVPR60I312N68
Y
HK
N
Fidelity Investments Institutional Operations Company LLC
084-01839
549300XVSM8LN3LQOK63
Y
N
N
REFINITIV US HOLDINGS INC
549300NF240HXJO7N016
N
BLOOMBERG LP
549300B56MD0ZC402L06
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
N
N
EUROCLEAR BANK SA NV
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
CREDIT SUISSE (SWITZERLAND) LTD.
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO NACIONAL DE MEXICO SA (BANAMEX) FOR CITIBANK N.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - THAILAND BRANCH
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
NORDEA BANK ABP FILIAL I NORGE
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC CONTINENTAL EUROPE GREECE FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
F0HUI1NY1AZMJMD8LP67
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BANCO DE CHILE FOR CITIBANK N.A.
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK KOREA INC. FOR CITIBANK N.A.
745P3MMS7E8CUVXDRJ82
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD BANK OF SOUTH AFRICA LIMITED (SBSA)
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY FOR CIBC MELLON TRUST COMPANY CANADIAN IMPERIAL BANK OF COMMERCE AND BANK OF NEW YORK MELLON
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- JAKARTA BRANCH
E57ODZWZ7FF32TWEFA76
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
2HI3YI5320L3RW6NJ957
HK
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
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MUFG BANK LTD.
C3GTMMZIHMY46P4OIX74
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (CHINA) LIMITED FOR STANDARD CHARTERED BANK
549300VGE7QN15BPTZ72
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (TAIWAN) LTD FOR STANDARD CHARTERED BANK
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK MIDDLE EAST LIMITED - KUWAIT BRANCH FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A. - SAO PAULO
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC)
DY9DBNI4W8J63Z298033
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CITIBANK N.A.- MUMBAI BRANCH
E57ODZWZ7FF32TWEFA76
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED FOR STANDARD CHARTERED BANK
549300MDYVVHJ8D1DW28
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP PARIBAS SECURITIES SERVICES
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
Fidelity Investments Institutional Operations Company LLC
549300XVSM8LN3LQOK63
Y
N
N
Fidelity Service Company
549300LT256P1KNTYF28
Y
N
N
LUMINEX TRADING and ANALYTICS LLC
N/A
N/A
254900ZBK50B4Y36MJ33
426.51000000
FMR LLC
N/A
N/A
6X064LF7Y6B4DKF2GZ26
3799.77000000
GOLDMAN SACHS GROUP INC (THE)
N/A
N/A
784F5XWPLTWKTBV3E584
6343.33000000
UBS GROUP AG
N/A
N/A
549300SZJ9VS8SGXAN81
CH
6013.42000000
MORGAN STANLEY
N/A
N/A
IGJSJL3JD5P30I6NJZ34
7391.59000000
JEFFERIES GROUP LLC
N/A
N/A
NY9Q8VBNB6D1L6YV0J84
4901.32000000
BANK OF AMERICA CORPORATION
N/A
N/A
9DJT3UXIJIZJI4WXO774
2737.24000000
VIRTU FINANCIAL INC
N/A
N/A
5493001OPW2K42CH3884
6989.76000000
COWEN INC
N/A
N/A
5493008QI0EFC5WBED75
2197.88000000
BARCLAYS PLC (UNGTD)
N/A
N/A
213800LBQA1Y9L22JB70
GB
4326.32000000
RAYMOND JAMES FINANCIAL INC.
N/A
N/A
RGUZHJ05YTITL6D76949
4387.50000000
JPMORGAN CHASE and CO
N/A
N/A
8I5DZWZKVSZI1NUHU748
15436.27000000
74941.38000000
0.00000000
Y
793737577.00000000
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
true