# EDGAR Filing Document

**Accession Number:** 0001033669
**File Stem:** 0001410368-26-054028
**Filing Date:** 2026-5
**Character Count:** 257355
**Document Hash:** 0c230a66e947c75fc6e26b30d4843110
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054028.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054028

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LAZARD RETIREMENT SERIES INC
- **CENTRAL INDEX KEY:** 0001033669

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08071
- **FILM NUMBER:** 261029422

**BUSINESS ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10020
- **BUSINESS PHONE:** 212-632-6000

**MAIL ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10020

## Series and Classes Contracts Data

### Lazard Retirement Global Dynamic Multi-Asset Portfolio (Series ID: S000037000)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000113248 | Investor Shares |  |
| C000113249 | Service Shares  |  |

## Nport-Ex

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number 811-08071

Lazard Retirement Series, Inc.<br> (Exact name of Registrant as specified in charter)

30 Rockefeller Plaza<br> New York, New York 10112<br> (Address of principal executive offices) (Zip code)

Mark R. Anderson, Esq.<br> Lazard Asset Management LLC<br> 30 Rockefeller Plaza<br> New York, New York 10112<br> (Name and address of agent for service)

Registrant's telephone number, including area code: (212) 632-6000

Date of fiscal year end: 12/31

Date of reporting period: 3/31/2026

&nbsp;&nbsp;**Item 1: Schedule of Investments.**

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Lazard Retirement Emerging Markets Equity Portfolio** | **Lazard Retirement Emerging Markets Equity Portfolio** | **Lazard Retirement Emerging Markets Equity Portfolio** |
| **Common Stocks \| 99.0%** |  |  |
| **Argentina \| 0.6%** |  |  |
| Vista Energy SAB de CV ADR (\*) | 36350 | $2743334 |
| **Brazil \| 13.3%** |  |  |
| Arcos Dorados Holdings, Inc., Class A | 305822 | 2523032 |
| Banco do Brasil SA | 1501304 | 6666215 |
| BB Seguridade Participacoes SA | 1043700 | 7013948 |
| Engie Brasil Energia SA | 518377 | 3285485 |
| Motiva Infraestrutura de Mobilidade SA | 1330950 | 4062341 |
| Petroleo Brasileiro SA - Petrobras ADR | 335232 | 6956064 |
| PRIO SA (\*) | 534700 | 6834655 |
| Rede D'Or Sao Luiz SA (#) | 444600 | 3344896 |
| Suzano SA | 344800 | 3454756 |
| Vale SA ADR | 419341 | 6671715 |
| Vibra Energia SA | 1279448 | 7810293 |
|  |  | 58623400 |
| **China \| 20.9%** |  |  |
| Alibaba Group Holding Ltd. | 178700 | 2813188 |
| Anhui Conch Cement Co. Ltd., Class H | 568325 | 1544017 |
| ANTA Sports Products Ltd. | 334200 | 3257808 |
| Bosideng International Holdings Ltd. | 8048000 | 4154768 |
| China Construction Bank Corp., Class H | 9376038 | 10183286 |
| China Medical System Holdings Ltd. | 1861000 | 3181422 |
| China Merchants Bank Co. Ltd., Class H | 1154237 | 7328260 |
| DaShenLin Pharmaceutical Group Co. Ltd., Class A | 1303298 | 3375265 |
| ENN Natural Gas Co. Ltd., Class A | 1519620 | 4805570 |
| Hengan International Group Co. Ltd. | 596182 | 2092331 |
| Huayu Automotive Systems Co. Ltd., Class A | 1079296 | 3016838 |
| Lenovo Group Ltd. | 5978000 | 7103981 |
| Midea Group Co. Ltd., Class A | 630700 | 7006433 |
| NetEase, Inc. | 264700 | 5889448 |
| Ping An Insurance Group Co. of China Ltd., Class H | 767500 | 5985257 |
| Sinopharm Group Co. Ltd., Class H | 2586797 | 6671065 |
| Tencent Holdings Ltd. | 33000 | 2083353 |
| Tingyi Cayman Islands Holding Corp. | 2758000 | 4565813 |
| Want Want China Holdings Ltd. | 5832000 | 3469920 |
| Weichai Power Co. Ltd., Class H | 890958 | 3176001 |
|  |  | 91704024 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Egypt \| 0.9%** |  |  |
| Commercial International Bank - Egypt (CIB) GDR | 1778163 | $3942759 |
| **France \| 1.1%** |  |  |
| Gaztransport Et Technigaz SA | 21466 | 5002650 |
| **Greece \| 2.1%** |  |  |
| Allwyn AG | 205628 | 3127579 |
| National Bank of Greece SA | 383210 | 5939417 |
|  |  | 9066996 |
| **Hong Kong \| 0.1%** |  |  |
| ASMPT Ltd. | 39354 | 513291 |
| **Hungary \| 3.0%** |  |  |
| MOL Hungarian Oil & Gas PLC | 543647 | 6465949 |
| OTP Bank Nyrt | 62184 | 6705177 |
|  |  | 13171126 |
| **India \| 6.2%** |  |  |
| Axis Bank Ltd. | 318297 | 4041690 |
| Indus Towers Ltd. (\*) | 1533639 | 6801231 |
| Infosys Ltd. ADR | 350864 | 4740173 |
| State Bank of India | 254455 | 2711815 |
| Tata Consultancy Services Ltd. | 214510 | 5430555 |
| UPL Ltd. | 548932 | 3315185 |
|  |  | 27040649 |
| **Indonesia \| 5.0%** |  |  |
| Alamtri Resources Indonesia Tbk. PT | 3088600 | 468979 |
| Astra International Tbk. PT | 15301804 | 5704873 |
| Bank Mandiri Persero Tbk. PT | 21267260 | 5963555 |
| Telkom Indonesia Persero Tbk. PT ADR | 341969 | 6387981 |
| United Tractors Tbk. PT | 1832900 | 3361199 |
|  |  | 21886587 |
| **Mexico \| 6.3%** |  |  |
| America Movil SAB de CV ADR | 285757 | 7281089 |
| Grupo Aeroportuario del Pacifico SAB de CV ADR | 24146 | 5960923 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Lazard Retirement Emerging Markets Equity Portfolio (continued)** | **Lazard Retirement Emerging Markets Equity Portfolio (continued)** | **Lazard Retirement Emerging Markets Equity Portfolio (continued)** |
| Grupo Financiero Banorte SAB de CV, Class O | 665765 | $7383851 |
| Kimberly-Clark de Mexico SAB de CV, Class A | 1650389 | 3907047 |
| Ternium SA ADR | 81062 | 3254639 |
|  |  | 27787549 |
| **Peru \| 0.8%** |  |  |
| Credicorp Ltd. | 10334 | 3505086 |
| **Philippines \| 1.1%** |  |  |
| International Container Terminal Services, Inc. | 400210 | 4589609 |
| **Poland \| 0.8%** |  |  |
| InPost SA (\*) | 194632 | 3416823 |
| **Russia \| 0.0%** |  |  |
| Mobile TeleSystems PJSC ADR (\*), (¢) | 545705 | 1 |
| Sberbank of Russia PJSC (\*), (¢) | 1580119 | 1 |
|  |  | 2 |
| **South Africa \| 7.4%** |  |  |
| Bidvest Group Ltd. | 468249 | 6319054 |
| Kumba Iron Ore Ltd. | 111834 | 2137632 |
| Life Healthcare Group Holdings Ltd. | 3609700 | 2468905 |
| Nedbank Group Ltd. | 399428 | 6318593 |
| Sanlam Ltd. | 893961 | 4710016 |
| Standard Bank Group Ltd. | 299278 | 5424798 |
| Vodacom Group Ltd. | 613784 | 5248264 |
|  |  | 32627262 |
| **South Korea \| 11.5%** |  |  |
| Coway Co. Ltd. (\*) | 21521 | 1026007 |
| Hyundai Mobis Co. Ltd. | 15169 | 3901024 |
| KB Financial Group, Inc. | 79216 | 7411064 |
| Kia Corp. | 59597 | 5736362 |
| KT Corp. | 119081 | 4790886 |
| KT&G Corp. | 57392 | 6002941 |
| Shinhan Financial Group Co. Ltd. | 134901 | 7778957 |
| SK Hynix, Inc. | 25634 | 13942144 |
|  |  | 50589385 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Taiwan \| 13.8%** |  |  |
| ASE Technology Holding Co. Ltd. | 600000 | $6581932 |
| Globalwafers Co. Ltd. | 294000 | 3963458 |
| MediaTek, Inc. | 154000 | 7456847 |
| Novatek Microelectronics Corp. | 393000 | 4726477 |
| Quanta Computer, Inc. | 772000 | 6821885 |
| Realtek Semiconductor Corp. | 121000 | 1838114 |
| Taiwan Semiconductor Manufacturing Co. Ltd. | 389989 | 21985800 |
| Wiwynn Corp. | 68000 | 7173676 |
|  |  | 60548189 |
| **Thailand \| 1.3%** |  |  |
| Kasikornbank PCL | 640569 | 3709784 |
| PTT Exploration & Production PCL | 442700 | 2174573 |
|  |  | 5884357 |
| **Turkey \| 1.0%** |  |  |
| BIM Birlesik Magazalar AS | 291442 | 4539023 |
| **United Kingdom \| 0.7%** |  |  |
| Unilever PLC | 53212 | 2998841 |
| **United States \| 1.1%** |  |  |
| SLB Ltd. | 92558 | 4756556 |
| **Total Common Stocks** <br> (Cost $310,970,856) |  | 434937498 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Lazard Retirement Emerging Markets Equity Portfolio (concluded)** | **Lazard Retirement Emerging Markets Equity Portfolio (concluded)** | **Lazard Retirement Emerging Markets Equity Portfolio (concluded)** |
| **Short-Term Investments \| 0.9%** |  |  |
| Lazard Government Money Market Portfolio, 3.50% (7 day yield) (a) <br> (Cost $4,152,023) | 4152023 | $4152023 |
| **Total Investments \| 99.9%** <br> (Cost $315,122,879) |  | $**439089521** |
| **Cash and Other Assets in Excess of Liabilities \| 0.1%** | **Cash and Other Assets in Excess of Liabilities \| 0.1%** | **399227** |
| **Net Assets \| 100.0%** |  | $**439488748** |

---

---

| | |
|:---|:---|
| *(\*)* | *Non-income producing security.* |
| *(#)* | *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may only be resold to qualified institutional buyers. At March 31, 2026, these securities amounted to 0.8% of net assets of the Portfolio.* |
| *(¢)* | *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* |
| *(a)* | *Affiliated investment.* |

---

**Affiliated Investment for the period ended March 31, 2026 were as follows:** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| Issuer | Value at <br> December 31,<br> 2025 | Purchase <br> cost | Sales <br> proceeds | Realized <br> gain (loss) |
| Lazard Government Money Market Portfolio | $19021474 | $32339219 | $(47208670) | $— |
| Issuer | Change in <br> unrealized <br> appreciation <br> (depreciation) | Dividend <br> Income | Shares at <br> March 31, 2026 | Value at <br> March 31, 2026 |
| Lazard Government Money Market Portfolio | $— | $168912 | 4152023 | $4152023 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio** |
| **Common Stocks \| 63.0%** |  |  |
| **Australia \| 0.8%** |  |  |
| Beach Energy Ltd. | 15056 | $13316 |
| Brambles Ltd. | 1761 | 27517 |
| Catalyst Metals Ltd. (\*) | 2657 | 12037 |
| Computershare Ltd. | 189 | 3733 |
| Evolution Mining Ltd. | 1293 | 11718 |
| Fortescue Ltd. | 1586 | 22404 |
| Perseus Mining Ltd. | 4487 | 16600 |
| Qantas Airways Ltd. | 3858 | 22659 |
| Regis Resources Ltd. | 3430 | 16419 |
|  |  | 146403 |
| **Belgium \| 0.0%** |  |  |
| UCB SA | 10 | 3012 |
| **Bermuda \| 0.1%** |  |  |
| Bank of NT Butterfield & Son Ltd. | 80 | 4198 |
| Hamilton Insurance Group Ltd., Class B | 143 | 4266 |
| RenaissanceRe Holdings Ltd. | 34 | 10106 |
|  |  | 18570 |
| **Canada \| 2.3%** |  |  |
| Agnico Eagle Mines Ltd. | 266 | 53994 |
| Aritzia, Inc. (\*) | 23 | 1877 |
| Barrick Mining Corp. | 1637 | 66899 |
| CCL Industries, Inc., Class B | 51 | 3195 |
| Dollarama, Inc. | 59 | 7241 |
| Fairfax Financial Holdings Ltd. | 2 | 3408 |
| George Weston Ltd. | 92 | 6500 |
| Hydro One Ltd. (#) | 587 | 24242 |
| Intact Financial Corp. | 15 | 2718 |
| K92 Mining, Inc. (\*) | 156 | 2648 |
| Kinross Gold Corp. | 1072 | 32774 |
| Loblaw Cos. Ltd. | 960 | 43766 |
| Magna International, Inc. | 457 | 25522 |
| Manulife Financial Corp. | 340 | 11712 |
| Quebecor, Inc., Class B | 211 | 8960 |
| Shopify, Inc., Class A (\*) | 156 | 18510 |
| Suncor Energy, Inc. | 893 | 59065 |
| Torex Gold Resources, Inc. | 336 | 15422 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| Vermilion Energy, Inc. | 1035 | $14263 |
|  |  | 402716 |
| **China \| 0.4%** |  |  |
| BOC Hong Kong Holdings Ltd. | 10500 | 57856 |
| Yangzijiang Shipbuilding Holdings Ltd. | 5700 | 16937 |
|  |  | 74793 |
| **Denmark \| 0.1%** |  |  |
| Vestas Wind Systems AS | 842 | 25210 |
| **France \| 2.6%** |  |  |
| BNP Paribas SA | 1209 | 115171 |
| Gaztransport Et Technigaz SA | 380 | 88559 |
| Orange SA | 612 | 12505 |
| Societe Generale SA | 654 | 47752 |
| Technip Energies NV | 405 | 17022 |
| TotalEnergies SE | 1119 | 103321 |
| Vinci SA | 542 | 81174 |
|  |  | 465504 |
| **Germany \| 0.4%** |  |  |
| Deutsche Bank AG | 560 | 16387 |
| Friedrich Vorwerk Group SE | 120 | 9760 |
| GEA Group AG | 45 | 3180 |
| Siemens Energy AG | 113 | 18597 |
| TUI AG | 2462 | 18672 |
|  |  | 66596 |
| **Hong Kong \| 0.7%** |  |  |
| CLP Holdings Ltd. | 3500 | 32954 |
| Prudential PLC | 2454 | 34222 |
| Sun Hung Kai Properties Ltd. | 3000 | 50847 |
| WH Group Ltd. (#) | 11000 | 14494 |
|  |  | 132517 |
| **Ireland \| 0.1%** |  |  |
| AIB Group PLC | 1362 | 14486 |
| **Israel \| 0.3%** |  |  |
| Bank Leumi Le-Israel BM | 1038 | 23132 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| El Al Israel Airlines | 3592 | $15691 |
| Israel Discount Bank Ltd., Class A | 2035 | 20404 |
|  |  | 59227 |
| **Italy \| 0.5%** |  |  |
| Intesa Sanpaolo SpA | 2004 | 11955 |
| Leonardo SpA | 441 | 29621 |
| Telecom Italia SpA (\*) | 16394 | 11483 |
| UniCredit SpA | 466 | 33578 |
|  |  | 86637 |
| **Japan \| 3.5%** |  |  |
| Advantest Corp. | 100 | 13530 |
| Alps Alpine Co. Ltd. | 1000 | 13530 |
| Bandai Namco Holdings, Inc. | 700 | 17290 |
| Canon, Inc. | 1200 | 33420 |
| Chugai Pharmaceutical Co. Ltd. | 300 | 16598 |
| Chugoku Electric Power Co., Inc. | 1900 | 12053 |
| Daiwa House Industry Co. Ltd. | 400 | 12504 |
| Denso Corp. | 900 | 11174 |
| Hachijuni Nagano Bank Ltd. | 300 | 3768 |
| Hitachi Ltd. | 700 | 20458 |
| Japan Airlines Co. Ltd. | 4400 | 71588 |
| Japan Post Holdings Co. Ltd. | 5600 | 64247 |
| Kao Corp. | 200 | 7815 |
| Kirin Holdings Co. Ltd. | 300 | 4773 |
| Kyoto Financial Group, Inc. | 200 | 5216 |
| Leopalace21 Corp. | 3000 | 12204 |
| Mabuchi Motor Co. Ltd. | 500 | 5019 |
| Mitsubishi Electric Corp. | 700 | 22860 |
| Mitsui Fudosan Co. Ltd. | 3500 | 37046 |
| Mizuho Financial Group, Inc. | 300 | 11974 |
| MS&AD Insurance Group Holdings, Inc. | 400 | 10468 |
| NGK Insulators Ltd. | 400 | 10372 |
| Nitto Denko Corp. | 100 | 2001 |
| NTT, Inc. | 37900 | 37628 |
| Ono Pharmaceutical Co. Ltd. | 200 | 3196 |
| Sanki Engineering Co. Ltd. | 500 | 21668 |
| Sankyo Co. Ltd. | 200 | 2464 |
| SHO-BOND Holdings Co. Ltd. | 400 | 3567 |
| SoftBank Corp. | 11800 | 15748 |
| Sony Group Corp. | 1700 | 35065 |
| SUMCO Corp. | 1300 | 14182 |
| Sumitomo Mitsui Financial Group, Inc. | 800 | 26371 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| Sumitomo Mitsui Trust Group, Inc. | 600 | $19094 |
| Tokyo Electron Ltd. | 100 | 24455 |
| Toyoda Gosei Co. Ltd. | 100 | 2603 |
|  |  | 625949 |
| **Netherlands \| 1.2%** |  |  |
| ASM International NV | 36 | 27422 |
| ASML Holding NV | 83 | 109629 |
| EXOR NV | 376 | 28817 |
| Koninklijke Ahold Delhaize NV | 631 | 29458 |
| NXP Semiconductors NV | 80 | 15749 |
| Wolters Kluwer NV | 146 | 10922 |
|  |  | 221997 |
| **Norway \| 0.0%** |  |  |
| Orkla ASA | 268 | 3371 |
| **Portugal \| 0.1%** |  |  |
| Banco Comercial Portugues SA, Class R | 12953 | 12698 |
| Jeronimo Martins SGPS SA | 121 | 2875 |
|  |  | 15573 |
| **Singapore \| 0.3%** |  |  |
| Jardine Cycle & Carriage Ltd. | 100 | 2702 |
| Singapore Exchange Ltd. | 400 | 6137 |
| Singapore Technologies Engineering Ltd. | 600 | 5114 |
| UOL Group Ltd. | 5500 | 41894 |
|  |  | 55847 |
| **Spain \| 0.4%** |  |  |
| Banco Bilbao Vizcaya Argentaria SA | 495 | 10804 |
| Banco Santander SA | 4457 | 50432 |
|  |  | 61236 |
| **Sweden \| 0.2%** |  |  |
| Betsson AB, Class B | 316 | 3386 |
| Boliden AB (\*) | 183 | 9714 |
| Telefonaktiebolaget LM Ericsson ADR | 2056 | 23171 |
| Telefonaktiebolaget LM Ericsson, Class B | 323 | 3659 |
|  |  | 39930 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| **Switzerland \| 0.4%** |  |  |
| ABB Ltd. | 209 | $16999 |
| Partners Group Holding AG | 3 | 3223 |
| TE Connectivity PLC | 225 | 47029 |
|  |  | 67251 |
| **United Kingdom \| 2.6%** |  |  |
| AstraZeneca PLC | 473 | 92385 |
| Barclays PLC | 9087 | 47884 |
| Chemring Group PLC | 1593 | 10789 |
| HSBC Holdings PLC | 1608 | 26312 |
| Imperial Brands PLC | 1656 | 67398 |
| International Consolidated Airlines Group SA, Class DI | 5554 | 26544 |
| Legal & General Group PLC | 11649 | 38394 |
| NatWest Group PLC | 4671 | 34659 |
| RELX PLC | 311 | 10253 |
| Rolls-Royce Holdings PLC | 2579 | 39384 |
| Sage Group PLC | 336 | 3753 |
| Standard Chartered PLC | 1375 | 28556 |
| TechnipFMC PLC | 527 | 36432 |
|  |  | 462743 |
| **United States \| 46.0%** |  |  |
| 3M Co. | 235 | 34129 |
| AbbVie, Inc. | 56 | 12179 |
| Accenture PLC, Class A | 116 | 23002 |
| AdaptHealth Corp. (\*) | 1280 | 15232 |
| Adobe, Inc. (\*) | 180 | 43754 |
| Advanced Micro Devices, Inc. (\*) | 113 | 22988 |
| AECOM | 577 | 48941 |
| Aegon Ltd. | 1626 | 11855 |
| Airbnb, Inc., Class A (\*) | 190 | 23993 |
| Allison Transmission Holdings, Inc. | 145 | 16974 |
| Allstate Corp. | 552 | 114452 |
| Alphabet, Inc., Class C | 1526 | 437748 |
| Altria Group, Inc. | 833 | 54970 |
| Amazon.com, Inc. (\*) | 1662 | 346145 |
| Ameren Corp. | 824 | 90574 |
| American Eagle Outfitters, Inc. | 948 | 15832 |
| American Electric Power Co., Inc. | 531 | 69603 |
| American Express Co. | 65 | 19661 |
| American International Group, Inc. | 217 | 16329 |
| Ameriprise Financial, Inc. | 149 | 66216 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| AMETEK, Inc. | 192 | $41157 |
| Amgen, Inc. | 23 | 8093 |
| Amphenol Corp., Class A | 219 | 27671 |
| Analog Devices, Inc. | 149 | 47403 |
| Antero Resources Corp. (\*) | 481 | 20414 |
| APA Corp. | 354 | 15024 |
| Apple, Inc. | 1966 | 498951 |
| Applied Materials, Inc. | 149 | 50927 |
| Arch Capital Group Ltd. (\*) | 34 | 3264 |
| Arista Networks, Inc. (\*) | 246 | 30204 |
| Assurant, Inc. | 13 | 2832 |
| AT&T, Inc. | 114 | 3305 |
| Atmos Energy Corp. | 20 | 3694 |
| Autodesk, Inc. (\*) | 217 | 51950 |
| Automatic Data Processing, Inc. | 55 | 11175 |
| Axis Capital Holdings Ltd. | 37 | 3752 |
| Bank of America Corp. | 1595 | 77756 |
| Bank of New York Mellon Corp. | 96 | 11388 |
| Biogen, Inc. (\*) | 14 | 2567 |
| BioMarin Pharmaceutical, Inc. (\*) | 79 | 4463 |
| BJ's Wholesale Club Holdings, Inc. (\*) | 107 | 10531 |
| Blue Bird Corp. (\*) | 225 | 12778 |
| Booking Holdings, Inc. | 11 | 46314 |
| Booz Allen Hamilton Holding Corp. | 43 | 3355 |
| Boston Scientific Corp. (\*) | 101 | 6338 |
| Bristol-Myers Squibb Co. | 1252 | 75934 |
| Broadcom, Inc. | 591 | 182920 |
| Buckle, Inc. | 266 | 13396 |
| Cadence Design Systems, Inc. (\*) | 11 | 3057 |
| Cardinal Health, Inc. | 243 | 51348 |
| Cargurus, Inc. (\*) | 395 | 13450 |
| Carnival PLC ADR | 489 | 12602 |
| Caterpillar, Inc. | 31 | 21962 |
| Cboe Global Markets, Inc. | 28 | 7870 |
| Centene Corp. (\*) | 93 | 3045 |
| Charles Schwab Corp. | 56 | 5263 |
| Chubb Ltd. | 87 | 28356 |
| Cigna Group | 28 | 7469 |
| Cirrus Logic, Inc. (\*) | 126 | 18222 |
| Cisco Systems, Inc. | 71 | 5509 |
| Citigroup, Inc. | 46 | 5217 |
| CME Group, Inc. | 23 | 6793 |
| Cognizant Technology Solutions Corp., Class A | 175 | 10736 |
| Colgate-Palmolive Co. | 345 | 29404 |
| Comcast Corp., Class A | 432 | 12403 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| Comfort Systems USA, Inc. | 43 | $59297 |
| Consolidated Edison, Inc. | 186 | 21051 |
| Corteva, Inc. | 288 | 24108 |
| Costco Wholesale Corp. | 101 | 100639 |
| Coterra Energy, Inc. | 115 | 4041 |
| CRH PLC | 249 | 26175 |
| Cummins, Inc. | 66 | 35509 |
| Curtiss-Wright Corp. | 51 | 34737 |
| Darden Restaurants, Inc. | 24 | 4705 |
| Dell Technologies, Inc., Class C | 100 | 16413 |
| Devon Energy Corp. | 342 | 17209 |
| Dollar General Corp. | 25 | 2968 |
| eBay, Inc. | 126 | 11469 |
| Eli Lilly & Co. | 130 | 119570 |
| EMCOR Group, Inc. | 34 | 25103 |
| Entergy Corp. | 256 | 28764 |
| EQT Corp. | 80 | 5091 |
| Equitable Holdings, Inc. | 695 | 25791 |
| Everest Group Ltd. | 53 | 17323 |
| Eversource Energy | 337 | 23347 |
| Exelixis, Inc. (\*) | 72 | 3088 |
| Exelon Corp. | 605 | 29657 |
| FirstEnergy Corp. | 70 | 3546 |
| Fiserv, Inc. (\*) | 335 | 18693 |
| Flex Ltd. (\*) | 261 | 17085 |
| Fox Corp., Class A | 830 | 48472 |
| Freeport-McMoRan, Inc. | 306 | 17987 |
| Garmin Ltd. | 69 | 16009 |
| GE Vernova, Inc. | 36 | 31424 |
| General Dynamics Corp. | 209 | 71733 |
| General Electric Co. | 142 | 40295 |
| General Motors Co. | 431 | 32110 |
| Genpact Ltd. | 213 | 7934 |
| Gilead Sciences, Inc. | 104 | 14494 |
| Global Payments, Inc. | 714 | 48052 |
| Goldman Sachs Group, Inc. | 53 | 44837 |
| GSK PLC | 4213 | 115541 |
| Halliburton Co. | 390 | 15206 |
| Hartford Insurance Group, Inc. | 434 | 58690 |
| HCA Healthcare, Inc. | 159 | 75245 |
| Hess Midstream LP, Class A | 811 | 31524 |
| Horace Mann Educators Corp. | 75 | 3201 |
| HP, Inc. | 1681 | 32292 |
| Huron Consulting Group, Inc. (\*) | 18 | 2295 |
| Intel Corp. (\*) | 540 | 23830 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| Intuit, Inc. | 8 | $3459 |
| Johnson & Johnson | 655 | 160108 |
| JPMorgan Chase & Co. | 73 | 21474 |
| KBR, Inc. | 86 | 3170 |
| Kimberly-Clark Corp. | 80 | 7718 |
| KLA Corp. | 36 | 53007 |
| Lam Research Corp. | 393 | 83968 |
| Lockheed Martin Corp. | 245 | 148076 |
| Maplebear, Inc. (\*) | 293 | 10976 |
| Marvell Technology, Inc. | 204 | 20206 |
| Mastercard, Inc., Class A | 137 | 68453 |
| McKesson Corp. | 38 | 32884 |
| Merck & Co., Inc. | 472 | 56777 |
| Meta Platforms, Inc., Class A | 272 | 155619 |
| MetLife, Inc. | 473 | 33451 |
| Micron Technology, Inc. | 184 | 62163 |
| Microsoft Corp. | 906 | 335374 |
| Monster Beverage Corp. (\*) | 225 | 16304 |
| Morgan Stanley | 67 | 11026 |
| Motorola Solutions, Inc. | 52 | 22566 |
| MSCI, Inc. | 21 | 11319 |
| Mueller Industries, Inc. | 109 | 12077 |
| Murphy USA, Inc. | 12 | 5928 |
| MYR Group, Inc. (\*) | 48 | 13551 |
| Nasdaq, Inc. | 352 | 29881 |
| NetApp, Inc. | 223 | 22833 |
| Netflix, Inc. (\*) | 568 | 54613 |
| NetScout Systems, Inc. (\*) | 574 | 18247 |
| Neurocrine Biosciences, Inc. (\*) | 39 | 5138 |
| NewMarket Corp. | 7 | 4487 |
| Northrop Grumman Corp. | 37 | 25243 |
| Novartis AG | 1002 | 152133 |
| NVIDIA Corp. | 3178 | 554243 |
| Omega Healthcare Investors, Inc. | 82 | 3593 |
| Oracle Corp. | 77 | 11327 |
| Oshkosh Corp. | 263 | 38716 |
| Palantir Technologies, Inc., Class A (\*) | 130 | 19016 |
| PayPal Holdings, Inc. | 229 | 10358 |
| PepsiCo, Inc. | 804 | 124853 |
| Philip Morris International, Inc. | 426 | 70435 |
| Pinnacle Financial Partners, Inc. | 147 | 12663 |
| Pinterest, Inc., Class A (\*) | 872 | 15992 |
| Plexus Corp. (\*) | 17 | 3443 |
| Portland General Electric Co. | 999 | 52717 |
| Primoris Services Corp. | 93 | 13303 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| Procter & Gamble Co. | 124 | $17911 |
| QUALCOMM, Inc. | 387 | 49838 |
| Qualys, Inc. (\*) | 38 | 3338 |
| Quest Diagnostics, Inc. | 45 | 8819 |
| QuinStreet, Inc. (\*) | 1118 | 13427 |
| Reddit, Inc., Class A (\*) | 116 | 15619 |
| Regeneron Pharmaceuticals, Inc. | 7 | 5408 |
| Reinsurance Group of America, Inc. | 134 | 27357 |
| RingCentral, Inc., Class A | 319 | 11864 |
| Roche Holding AG | 215 | 84896 |
| Ross Stores, Inc. | 260 | 56324 |
| Royal Caribbean Cruises Ltd. | 51 | 14034 |
| RTX Corp. | 293 | 56520 |
| S&P Global, Inc. | 25 | 10634 |
| Salesforce, Inc. | 177 | 33041 |
| Sally Beauty Holdings, Inc. (\*) | 219 | 3033 |
| Sanofi SA | 46 | 4437 |
| SBA Communications Corp. REIT | 29 | 4991 |
| Selective Insurance Group, Inc. | 42 | 3166 |
| Seneca Foods Corp., Class A (\*) | 32 | 4836 |
| ServiceNow, Inc. (\*) | 40 | 4182 |
| Shell PLC | 506 | 23629 |
| Simon Property Group, Inc. REIT | 221 | 41223 |
| Skyworks Solutions, Inc. | 242 | 12959 |
| SLB Ltd. | 468 | 24051 |
| Slide Insurance Holdings, Inc. | 691 | 12438 |
| Targa Resources Corp. | 57 | 14292 |
| Target Corp. | 272 | 32966 |
| Tenet Healthcare Corp. (\*) | 92 | 17361 |
| Teradata Corp. (\*) | 658 | 16865 |
| Tesla, Inc. (\*) | 245 | 91079 |
| TJX Cos., Inc. | 893 | 142612 |
| Toro Co. | 45 | 4205 |
| Tradeweb Markets, Inc., Class A | 31 | 3647 |
| Truist Financial Corp. | 211 | 9700 |
| U.S. Bancorp | 451 | 23457 |
| Uber Technologies, Inc. (\*) | 208 | 14961 |
| Universal Health Services, Inc., Class B | 219 | 39194 |
| Unum Group | 167 | 12196 |
| Urban Outfitters, Inc. (\*) | 246 | 15584 |
| Vertex Pharmaceuticals, Inc. (\*) | 15 | 6698 |
| Viking Holdings Ltd. (\*) | 45 | 3307 |
| Visa, Inc., A Shares | 249 | 75258 |
| Walmart, Inc. | 410 | 50955 |
| Walt Disney Co. | 414 | 39901 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| Watts Water Technologies, Inc., Class A | 90 | $26126 |
| Wells Fargo & Co. | 146 | 11623 |
| Westinghouse Air Brake Technologies Corp. | 49 | 12246 |
| Workday, Inc., Class A (\*) | 22 | 2858 |
| Xcel Energy, Inc. | 42 | 3337 |
| Zoetis, Inc. | 254 | 30025 |
|  |  | 8242705 |
| **Total Common Stocks**<br> (Cost $7,585,591) |  | 11292273 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| **Corporate Bonds \| 6.7%** |  |  |  |
| **Canada \| 0.2%** |  |  |  |
| Canadian Imperial Bank of Commerce,<br> 3.800% (1 day CAD Overnight<br> Index+1.100%), 12/10/30 (§) | CAD | 35 | $25208 |
| **Denmark \| 0.2%** |  |  |  |
| Nykredit Realkredit AS,<br> Series 13H, 1.000%, 01/01/27 | DKK | 155 | 23736 |
| **Germany \| 0.2%** |  |  |  |
| Mercedes-Benz Group AG,<br> 0.750%, 09/10/30 (\*\*) | EUR | 40 | 41344 |
| **Singapore \| 0.8%** |  |  |  |
| Temasek Financial I Ltd.,<br> 2.750%, 08/28/34 (\*\*) | CNY | 1000 | 149098 |
| **Sweden \| 0.1%** |  |  |  |
| Swedbank Hypotek AB,<br> Series 199, 3.000%, 03/28/29 (\*\*) | SEK | 200 | 21151 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| **United States \| 5.2%** |  |  |  |
| ABB Finance USA, Inc.,<br> 4.375%, 05/08/42 | USD | 15 | $13083 |
| Adobe, Inc.: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.300%, 02/01/30 | USD | 25 | 23111 |
| &nbsp;&nbsp;&nbsp;4.950%, 04/04/34 | USD | 13 | 13018 |
| American Express Co.,<br> 5.442% (SOFR+1.320%), 01/30/36 (§) | USD | 50 | 50898 |
| Amgen, Inc.,<br> 3.000%, 02/22/29 | USD | 45 | 43420 |
| Apple, Inc.,<br> 1.650%, 02/08/31 | USD | 20 | 17849 |
| AT&T, Inc.,<br> 5.550%, 11/01/45 | USD | 55 | 52069 |
| Bank of America Corp.,<br> 1.978% (CDOR 3 Month+0.600%), 09/15/27 (§) | CAD | 15 | 10734 |
| Comcast Corp.,<br> 4.650%, 02/15/33 | USD | 45 | 44553 |
| Dell International LLC/EMC Corp.,<br> 5.300%, 10/01/29 | USD | 12 | 12246 |
| Eaton Corp.,<br> 4.150%, 11/02/42 | USD | 30 | 25737 |
| Goldman Sachs Group, Inc.,<br> 0.750%, 03/23/32 (\*\*) | EUR | 45 | 43729 |
| Home Depot, Inc.,<br> 5.875%, 12/16/36 | USD | 25 | 26614 |
| John Deere Financial, Inc.,<br> 4.380%, 07/11/28 | CAD | 60 | 44062 |
| Johnson Controls International PLC/Tyco Fire & Security Finance SCA,<br> 1.750%, 09/15/30 | USD | 40 | 35503 |
| JPMorgan Chase & Co.,<br> 3.540% (SOFR+1.642%), 05/01/28 (§) | USD | 25 | 24768 |
| Kimberly-Clark Corp.,<br> 3.200%, 04/25/29 | USD | 3 | 2913 |
| Lowe's Cos., Inc.,<br> 4.850%, 10/15/35 | USD | 30 | 29215 |
| McDonald's Corp.,<br> 4.857%, 05/21/31 | CAD | 30 | 22500 |
| Microsoft Corp.,<br> 3.500%, 11/15/42 | USD | 65 | 52524 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| Morgan Stanley,<br> 3.625%, 01/20/27 | USD | 10 | $9958 |
| Oracle Corp.,<br> 5.250%, 02/03/32 | USD | 30 | 29465 |
| PepsiCo, Inc.,<br> 2.875%, 10/15/49 | USD | 20 | 12896 |
| Procter & Gamble Co.,<br> 4.550%, 01/29/34 | USD | 8 | 8016 |
| Prologis Euro Finance LLC,<br> 0.500%, 02/16/32 | EUR | 100 | 95426 |
| Starbucks Corp.,<br> 4.450%, 08/15/49 | USD | 60 | 48902 |
| Stryker Corp.,<br> 4.250%, 09/11/29 | USD | 25 | 24907 |
| Sysco Corp.,<br> 2.400%, 02/15/30 | USD | 30 | 27482 |
| Toyota Motor Credit Corp.,<br> 4.650%, 09/03/32 | USD | 30 | 29777 |
| United Rentals North America, Inc.,<br> 4.875%, 01/15/28 | USD | 25 | 24891 |
| Verizon Communications, Inc.,<br> 4.750%, 01/15/33 | USD | 25 | 24691 |
| Waste Management, Inc.,<br> 4.800%, 03/15/32 | USD | 12 | 12200 |
|  |  |  | 937157 |
| **Total Corporate Bonds**<br> (Cost $1,165,043) |  |  | 1197694 |
| **Foreign Government Obligations \| 12.5%** |  |  |  |
| **Australia \| 0.6%** |  |  |  |
| Australia Government Bonds,<br> 4.750%, 04/21/27 (\*\*) | AUD | 30 | 20723 |
| New South Wales Treasury Corp.,<br> 1.250%, 11/20/30 | AUD | 45 | 26259 |
| Queensland Treasury Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.250%, 03/10/31 (\*\*) | AUD | 50 | 28790 |
| &nbsp;&nbsp;&nbsp;4.750%, 02/02/34 (\*\*) | AUD | 15 | 9946 |
| Western Australian Treasury Corp.,<br> 4.250%, 07/20/33 | AUD | 35 | 22714 |
|  |  |  | 108432 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| **Bermuda \| 1.0%** |  |  |  |
| Bermuda Government International Bonds,<br> 2.375%, 08/20/30 (#) | USD | 200 | $180812 |
| **Canada \| 0.8%** |  |  |  |
| British Columbia,<br> 3.200%, 06/18/44 | CAD | 70 | 41330 |
| Quebec: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.850%, 02/13/27 | CAD | 30 | 21431 |
| &nbsp;&nbsp;&nbsp;3.900%, 11/22/32 | CAD | 35 | 25685 |
| Toronto,<br> 3.500%, 06/02/36 | CAD | 50 | 34167 |
| Vancouver,<br> 3.750%, 11/28/35 | CAD | 30 | 21163 |
|  |  |  | 143776 |
| **Chile \| 0.8%** |  |  |  |
| Bonos de la Tesoreria de la Republica en pesos,<br> 5.000%, 10/01/28 (\*\*) | CLP | 45000 | 47026 |
| Chile Government International Bonds,<br> 0.830%, 07/02/31 | EUR | 100 | 99360 |
|  |  |  | 146386 |
| **Colombia \| 0.0%** |  |  |  |
| Colombia TES,<br> 7.000%, 03/26/31 | COP | 22000 | 4589 |
| **Croatia \| 0.5%** |  |  |  |
| Croatia Government International Bonds,<br> 1.750%, 03/04/41 (\*\*) | EUR | 100 | 86476 |
| **Czech Republic \| 0.5%** |  |  |  |
| Czech Republic Government Bonds:<br> 3.480% (PRIBOR 6 Month-0.100%), 11/19/27 (\*\*), (§) | CZK | 730 | 34281 |
| &nbsp;&nbsp;&nbsp;5.000%, 09/30/30 | CZK | 530 | 25516 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| &nbsp;&nbsp;&nbsp;4.500%, 11/11/32 | CZK | 520 | $24230 |
|  |  |  | 84027 |
| **Denmark \| 0.1%** |  |  |  |
| Denmark Government Bonds,<br> Zero Coupon, 11/15/31 | DKK | 120 | 16082 |
| **France \| 0.3%** |  |  |  |
| French Republic Government Bonds OAT,<br> 1.750%, 06/25/39 (\*\*) | EUR | 50 | 44638 |
| **Germany \| 0.1%** |  |  |  |
| State of Rhineland-Palatinate,<br> 2.750%, 10/10/35 | EUR | 20 | 22097 |
| **Hungary \| 0.5%** |  |  |  |
| Hungary Government Bonds,<br> 3.250%, 10/22/31 | HUF | 21590 | 53529 |
| Hungary Government International Bonds,<br> 1.750%, 06/05/35 (\*\*) | EUR | 31 | 28222 |
|  |  |  | 81751 |
| **Ireland \| 0.3%** |  |  |  |
| Ireland Government Bonds,<br> 1.350%, 03/18/31 (\*\*) | EUR | 45 | 48583 |
| **Israel \| 0.3%** |  |  |  |
| Israel Government Bonds - Fixed,<br> 2.000%, 03/31/27 | ILS | 195 | 60854 |
| **Italy \| 0.6%** |  |  |  |
| Italy Buoni Poliennali Del Tesoro: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.000%, 04/30/35 (\*\*) | EUR | 45 | 52935 |
| &nbsp;&nbsp;&nbsp;3.650%, 08/01/35 (\*\*) | EUR | 45 | 51296 |
|  |  |  | 104231 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| **Japan \| 1.0%** |  |  |  |
| Japan Government Forty Year Bonds,<br> 1.400%, 03/20/55 | JPY | 22950 | $86546 |
| Japan Government Twenty Year Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.500%, 12/20/40 | JPY | 5200 | 23415 |
| &nbsp;&nbsp;&nbsp;2.000%, 12/20/44 | JPY | 7200 | 37718 |
| Japan Government Two Year Bonds,<br> 1.000%, 10/01/27 | JPY | 3900 | 24481 |
|  |  |  | 172160 |
| **Mexico \| 0.9%** |  |  |  |
| Mexico Bonos: |  |  |  |
| &nbsp;&nbsp;&nbsp;8.500%, 05/31/29 | MXN | 1480 | 82400 |
| &nbsp;&nbsp;&nbsp;8.000%, 02/21/36 | MXN | 550 | 28069 |
| Mexico Government International Bonds,<br> 6.750%, 09/27/34 | USD | 50 | 53075 |
|  |  |  | 163544 |
| **New Zealand \| 0.5%** |  |  |  |
| Housing New Zealand Ltd.,<br> 3.420%, 10/18/28 (\*\*) | NZD | 50 | 28316 |
| New Zealand Local Government Funding Agency Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.500%, 04/20/29 (\*\*) | NZD | 65 | 34558 |
| &nbsp;&nbsp;&nbsp;2.000%, 04/15/37 (\*\*) | NZD | 70 | 29274 |
|  |  |  | 92148 |
| **Norway \| 0.2%** |  |  |  |
| Norway Government Bonds,<br> 3.750%, 06/12/35 (\*\*) | NOK | 310 | 30591 |
| **Panama \| 0.3%** |  |  |  |
| Panama Government International Bonds,<br> 8.875%, 09/30/27 | USD | 50 | 53000 |
| **Peru \| 0.6%** |  |  |  |
| Peru Government Bonds,<br> 5.400%, 08/12/34 | PEN | 280 | 76236 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| Peruvian Government International Bonds,<br> 3.000%, 01/15/34 | USD | 45 | $38474 |
|  |  |  | 114710 |
| **Poland \| 0.3%** |  |  |  |
| Poland Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.160% (WIBOR 6 Month), 05/25/28 (§) | PLN | 140 | 37487 |
| &nbsp;&nbsp;&nbsp;5.000%, 10/25/34 | PLN | 85 | 21788 |
|  |  |  | 59275 |
| **Portugal \| 0.3%** |  |  |  |
| Portugal Obrigacoes do Tesouro OT,<br> 1.650%, 07/16/32 (\*\*) | EUR | 50 | 53266 |
| **Romania \| 0.4%** |  |  |  |
| Romania Government Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.200%, 10/28/26 | RON | 230 | 52332 |
| &nbsp;&nbsp;&nbsp;4.750%, 10/11/34 | RON | 140 | 26877 |
|  |  |  | 79209 |
| **Singapore \| 0.0%** |  |  |  |
| Singapore Government Bonds,<br> 3.375%, 09/01/33 | SGD | 5 | 4205 |
| **Slovenia \| 0.2%** |  |  |  |
| Slovenia Government Bonds,<br> 1.500%, 03/25/35 (\*\*) | EUR | 30 | 29649 |
| **South Korea \| 0.1%** |  |  |  |
| Korea Treasury Bonds,<br> 2.375%, 12/10/31 | KRW | 36310 | 22148 |
| **Spain \| 0.3%** |  |  |  |
| Spain Government Bonds,<br> 1.000%, 07/30/42 (\*\*) | EUR | 65 | 49086 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| **Thailand \| 0.1%** |  |  |  |
| Thailand Government Bonds,<br> 1.585%, 12/17/35 | THB | 880 | $25121 |
| **United Kingdom \| 0.9%** |  |  |  |
| U.K. Gilts: |  |  |  |
| &nbsp;&nbsp;&nbsp;0.875%, 07/31/33 (\*\*) | GBP | 70 | 70939 |
| &nbsp;&nbsp;&nbsp;4.500%, 03/07/35 (\*\*) | GBP | 35 | 45120 |
| &nbsp;&nbsp;&nbsp;1.250%, 10/22/41 (\*\*) | GBP | 60 | 45730 |
| &nbsp;&nbsp;&nbsp;4.375%, 07/31/54 (\*\*) | GBP | 5 | 5511 |
|  |  |  | 167300 |
| **Total Foreign Government Obligations**<br> (Cost $2,166,571) | **Total Foreign Government Obligations**<br> (Cost $2,166,571) |  | 2248146 |
| **Quasi Government Bonds \| 0.5%** |  |  |  |
| **Germany \| 0.5%** |  |  |  |
| Kreditanstalt fuer Wiederaufbau: |  |  |  |
| &nbsp;&nbsp;&nbsp;Zero Coupon, 09/15/28 (\*\*) | EUR | 30 | 32418 |
| &nbsp;&nbsp;&nbsp;1.750%, 09/14/29 | USD | 25 | 23314 |
| &nbsp;&nbsp;&nbsp;Zero Coupon, 04/18/36 | USD | 45 | 28999 |
| **Total Quasi Government Bonds**<br> (Cost $80,112) |  |  | 84731 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Rights \| 0.0%** |  |  |
| **Italy \| 0.0%** |  |  |
| Telecom Italia SpA, CVR, Expires 2026i (\*), (¢)<br> (Cost $0) | 17644 | $0 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| **Supranational Bonds \| 2.4%** |  |  |  |
| Asian Development Bank: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.200%, 10/06/26 | INR | 2690 | $27899 |
| &nbsp;&nbsp;&nbsp;2.950%, 06/05/29 | EUR | 20 | 23186 |
| European Bank for Reconstruction & Development: |  |  |  |
| &nbsp;&nbsp;&nbsp;Zero Coupon, 05/28/27 | TRY | 1080 | 15644 |
| &nbsp;&nbsp;&nbsp;28.000%, 09/27/27 | TRY | 1240 | 23343 |
| &nbsp;&nbsp;&nbsp;4.250%, 02/07/28 | IDR | 690000 | 39548 |
| European Investment Bank,<br> 1.000%, 01/28/28 (\*\*) | CAD | 50 | 34766 |
| European Union: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.750%, 02/04/33 (\*\*) | EUR | 20 | 22557 |
| &nbsp;&nbsp;&nbsp;0.400%, 02/04/37 (\*\*) | EUR | 40 | 33478 |
| Inter-American Development Bank: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.100%, 11/17/26 | IDR | 230000 | 13469 |
| &nbsp;&nbsp;&nbsp;2.500%, 04/14/27 (\*\*) | AUD | 40 | 26961 |
| &nbsp;&nbsp;&nbsp;4.375%, 07/17/34 | USD | 25 | 25178 |
| International Bank for Reconstruction & Development: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.125%, 09/13/28 | USD | 28 | 26250 |
| &nbsp;&nbsp;&nbsp;9.500%, 02/09/29 | BRL | 290 | 52408 |
| &nbsp;&nbsp;&nbsp;Zero Coupon, 02/08/38 | BRL | 430 | 22737 |
| International Finance Corp.,<br> 1.500%, 04/15/35 | AUD | 71 | 34928 |
| **Total Supranational Bonds**<br> (Cost $423,536) |  |  | 422352 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Security<br> Currency | Principal<br> Amount<br> (000) | Fair<br> Value |
| **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** | **Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)** |
| **U.S. Municipal Bonds \| 0.5%** |  |  |  |
| **United States \| 0.5%** |  |  |  |
| California: |  |  |  |
| &nbsp;&nbsp;&nbsp;7.550%, 04/01/39 | USD | 40 | $47483 |
| &nbsp;&nbsp;&nbsp;5.875%, 10/01/41 | USD | 50 | 52324 |
| **Total U.S. Municipal Bonds** <br> (Cost $94,726) |  |  | 99807 |
| **U.S. Treasury Securities \| 1.7%** |  |  |  |
| U.S. Treasury Bonds: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.750%, 08/15/41 | USD | 116 | 77552 |
| &nbsp;&nbsp;&nbsp;4.750%, 02/15/45 | USD | 25 | 24565 |
| &nbsp;&nbsp;&nbsp;3.625%, 02/15/53 | USD | 102 | 81863 |
| U.S. Treasury Inflation-Indexed Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.125%, 01/15/35 (††) | USD | 21 | 20957 |
| &nbsp;&nbsp;&nbsp;1.875%, 01/15/36 (††) | USD | 20 | 19776 |
| U.S. Treasury Notes: |  |  |  |
| &nbsp;&nbsp;&nbsp;4.125%, 11/15/32 | USD | 45 | 45016 |
| &nbsp;&nbsp;&nbsp;4.375%, 05/15/34 | USD | 35 | 35369 |
| **Total U.S. Treasury Securities**<br> (Cost $299,830) |  |  | 305098 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Warrants \| 0.0%** |  |  |
| **Canada \| 0.0%** |  |  |
| Constellation Software, Inc., Expires 03/31/40i (\*), (¢)<br> (Cost $0) | 431 | $0 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Short-Term Investments \| 9.0%** |  |  |
| Lazard Government Money Market Portfolio, 3.50% (7 day yield) (a)<br> (Cost $1,607,965) | 1607965 | $1607965 |
| **Total Investments \| 96.3%**<br> (Cost $13,423,374) (») |  | $**17258066** |
| **Cash and Other Assets in Excess of Liabilities \| 3.7%** | **Cash and Other Assets in Excess of Liabilities \| 3.7%** | **659238** |
| **Net Assets \| 100.0%** |  | $**17917304** |

---

---

| | |
|:---|:---|
| *(\*)* | *Non-income producing security.* |
| *(#)* | *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may only be resold to qualified institutional buyers. At March 31, 2026, these securities amounted to 1.2% of net assets of the Portfolio.* |
| *(§)* | *Variable and floating rate securities are securities for which interest rate changes are based on changes in a designated base rate. The rates shown are those in effect on March 31, 2026.* |
| *(\*\*)* | *Securities exempt from registration under Regulation S of the Securities Act of 1933. These securities are subject to resale restrictions. March 31, 2026, these securities amounted to 7.1% of net assets of the Portfolio.* |
| *(¢)* | *Security in which significant unobservable inputs (Level 3) were used in determining fair value.* |
| *(††)* | *A note or bond that offers protection from inflation by paying a fixed rate of interest on the principal amount that is adjusted for inflation, in the applicable region, based on the Consumer Price Index or other equivalent regional benchmarks for measuring inflation.* |
| *(a)* | *Affiliated investment.* |
| *(»)* | *The Portfolio, at all times, maintains portfolio securities in sufficient amount to cover its obligations related to investments in forward currency contracts.* |

---

**Affiliated Investment for the period ended March 31, 2026 were as follows:**

---

| | | | | |
|:---|:---|:---|:---|:---|
| Issuer | Value at<br> December 31, <br> 2025 | Purchase<br> cost | Sales<br> proceeds | Realized<br> gain (loss) |
| Lazard Emerging Markets Opportunities ETF | $909652 | $933343 | $(1817964) | $(37181) |
| Lazard Government Money Market Portfolio | 118975 | 3470352 | (1981362) |  |
| Total Securities | $1028627 | $4403695 | $(3799326) | $(37181) |

---

**Lazard Retirement Global Dynamic Multi-Asset Portfolio (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| Issuer | Change in<br> unrealized<br> appreciation<br> (depreciation) | Dividend<br> Income | Shares at<br> March 31, 2026 | Values at<br> March 31, 2026 |
| Lazard Emerging Markets Opportunities ETF | $12150 | $— |  | $— |
| Lazard Government Money Market Portfolio |  | 2457 | 1607965 | 1607965 |
| Total Securities | $12150 | $2457 | $1607965 | $1607965 |

---

**Forward Currency Contracts open at March 31, 2026:**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Currency<br> Purchased | Quantity | Currency<br> Sold | Quantity | Counterparty | Settlement<br> Date | Unrealized<br> Appreciation | Unrealized<br> Depreciation |
| AUD | 11077 | USD | 7619 | JPM | 04/22/26 | $22 | $— |
| CAD | 29090 | USD | 21327 | MSC | 04/22/26 |  | 396 |
| CAD | 20371 | USD | 14929 | MSC | 04/22/26 |  | 272 |
| CHF | 37280 | USD | 47224 | HSB | 04/22/26 |  | 498 |
| CHF | 5099 | USD | 6460 | MSC | 04/22/26 |  | 68 |
| CNY | 1754569 | USD | 252666 | HSB | 04/22/26 | 2443 |  |
| DKK | 118680 | USD | 18619 | MSC | 04/22/26 |  | 246 |
| EUR | 163236 | USD | 191143 | HSB | 04/22/26 |  | 2288 |
| EUR | 10385 | USD | 12465 | MSC | 04/22/26 |  | 450 |
| GBP | 19122 | USD | 25684 | HSB | 04/22/26 |  | 375 |
| GBP | 25002 | USD | 33000 | MSC | 04/22/26 | 91 |  |
| ILS | 595202 | USD | 187499 | HSB | 04/23/26 | 1972 |  |
| JPY | 31769595 | USD | 204192 | CIT | 04/22/26 |  | 3671 |
| JPY | 2783708 | USD | 17891 | HSB | 04/22/26 |  | 321 |
| JPY | 3504919 | USD | 22000 | MSC | 04/22/26 | 122 |  |
| KRW | 102600000 | USD | 70510 | JPM | 04/22/26 |  | 3486 |
| NOK | 343509 | USD | 35901 | HSB | 04/22/26 |  | 427 |
| NOK | 221545 | USD | 22520 | HSB | 04/22/26 | 359 |  |
| NOK | 8304591 | USD | 820925 | HSB | 04/22/26 | 36691 |  |
| NZD | 631641 | USD | 363187 | HSB | 04/22/26 | 23 |  |
| RON | 718230 | USD | 163194 | CIT | 04/22/26 |  | 527 |
| SEK | 34604 | USD | 3773 | MSC | 04/22/26 |  | 114 |
| SGD | 33541 | USD | 26224 | CIT | 04/22/26 |  | 98 |
| SGD | 33268 | USD | 26013 | HSB | 04/22/26 |  | 100 |
| USD | 5375 | AUD | 8033 | HSB | 04/22/26 |  | 166 |
| USD | 8808 | AUD | 12577 | JPM | 04/22/26 | 132 |  |
| USD | 44259 | AUD | 66132 | MSC | 04/22/26 |  | 1358 |
| USD | 22567 | BRL | 120000 | CIT | 04/22/26 |  | 516 |
| USD | 21000 | BRL | 110508 | CIT | 04/22/26 |  | 257 |
| USD | 10678 | CAD | 14734 | HSB | 04/22/26 | 76 |  |
| USD | 986 | CAD | 1361 | JPM | 04/22/26 | 7 |  |
| USD | 36136 | CAD | 49357 | MSC | 04/22/26 | 622 |  |
| USD | 146460 | CAD | 202071 | MSC | 04/22/26 | 1066 |  |
| USD | 29000 | CHF | 22169 | MSC | 04/22/26 | 1214 |  |
| USD | 29000 | CLP | 25633100 | CIT | 04/22/26 | 1316 |  |
| USD | 44000 | CNY | 302590 | HSB | 04/22/26 | 4 |  |
| USD | 25146 | CZK | 522449 | CIT | 04/22/26 | 535 |  |

---

**Lazard Retirement Global Dynamic Multi-Asset Portfolio (concluded)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Currency<br> Purchased | Quantity | Currency<br> Sold | Quantity | Counterparty | Settlement<br> Date | Unrealized<br> Appreciation | Unrealized<br> Depreciation |
| USD | 46415 | CZK | 964552 | HSB | 04/22/26 | $979 | $— |
| USD | 41238 | DKK | 262859 | MSC | 04/22/26 | 545 |  |
| USD | 20822 | GBP | 15263 | HSB | 04/22/26 | 620 |  |
| USD | 16442 | HUF | 5478603 | HSB | 04/22/26 |  | 9 |
| USD | 239451 | ILS | 760120 | HSB | 04/23/26 |  | 2518 |
| USD | 38000 | JPY | 5806628 | HSB | 04/22/26 | 1350 |  |
| USD | 16494 | MXN | 299575 | CIT | 04/22/26 |  | 198 |
| USD | 28768 | MXN | 522580 | JPM | 04/22/26 |  | 350 |
| USD | 858634 | NOK | 8686070 | HSB | 04/22/26 |  | 38376 |
| USD | 453329 | NZD | 788413 | HSB | 04/22/26 |  | 29 |
| USD | 38567 | PEN | 130000 | HSB | 04/22/26 | 1245 |  |
| USD | 14186 | PLN | 51418 | HSB | 04/22/26 | 335 |  |
| USD | 204690 | RON | 900855 | CIT | 04/22/26 | 661 |  |
| Total gross unrealized appreciation/depreciation on Forward Currency Contracts | Total gross unrealized appreciation/depreciation on Forward Currency Contracts | Total gross unrealized appreciation/depreciation on Forward Currency Contracts | Total gross unrealized appreciation/depreciation on Forward Currency Contracts | Total gross unrealized appreciation/depreciation on Forward Currency Contracts |  | $52430 | $57114 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Lazard Retirement International Equity Portfolio** | **Lazard Retirement International Equity Portfolio** | **Lazard Retirement International Equity Portfolio** |
| **Common Stocks \| 94.0%** |  |  |
| **Australia \| 2.2%** |  |  |
| Orica Ltd. | 50749 | $710281 |
| Rio Tinto PLC | 20488 | 1904397 |
|  |  | 2614678 |
| **Belgium \| 0.9%** |  |  |
| KBC Group NV | 8727 | 1066825 |
| **Canada \| 1.5%** |  |  |
| Suncor Energy, Inc. | 27151 | 1795819 |
| **China \| 2.1%** |  |  |
| Contemporary Amperex Technology Co. Ltd., Class A | 19600 | 1148823 |
| Li Ning Co. Ltd. | 465000 | 1296483 |
|  |  | 2445306 |
| **France \| 13.1%** |  |  |
| Air Liquide SA | 8989 | 1851737 |
| Alstom SA (\*) | 37322 | 1063458 |
| Bureau Veritas SA | 65876 | 1978877 |
| Cie de Saint-Gobain SA | 10142 | 834639 |
| Engie SA | 100747 | 3248102 |
| Legrand SA | 9627 | 1487609 |
| Orange SA | 138170 | 2823126 |
| Pernod Ricard SA | 10303 | 769006 |
| Societe Generale SA | 17840 | 1302607 |
|  |  | 15359161 |
| **Germany \| 8.0%** |  |  |
| Allianz SE | 4000 | 1657552 |
| Deutsche Boerse AG | 6093 | 1771455 |
| Deutsche Telekom AG | 44796 | 1651810 |
| Merck KGaA | 14354 | 1782614 |
| Siemens Healthineers AG (#) | 28124 | 1179812 |
| Symrise AG | 15246 | 1290855 |
|  |  | 9334098 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Greece \| 1.7%** |  |  |
| National Bank of Greece SA | 129691 | $2010096 |
| **Hong Kong \| 3.6%** |  |  |
| AIA Group Ltd. | 243400 | 2734319 |
| Techtronic Industries Co. Ltd. | 115500 | 1537379 |
|  |  | 4271698 |
| **Israel \| 1.4%** |  |  |
| Bank Hapoalim BM | 69502 | 1626791 |
| **Italy \| 3.2%** |  |  |
| Banca Monte dei Paschi di Siena SpA | 114615 | 998660 |
| Lottomatica Group SpA | 43457 | 1254351 |
| UniCredit SpA | 21321 | 1536337 |
|  |  | 3789348 |
| **Japan \| 18.5%** |  |  |
| Ebara Corp. | 48800 | 1375062 |
| Japan Exchange Group, Inc. | 133300 | 1547728 |
| Japan Post Bank Co. Ltd. | 106800 | 1757089 |
| MatsukiyoCocokara & Co. | 52900 | 845365 |
| Mitsui Fudosan Co. Ltd. | 101100 | 1070099 |
| Mizuho Financial Group, Inc. | 26200 | 1045769 |
| Nippon Sanso Holdings Corp. | 29600 | 1056813 |
| Nitori Holdings Co. Ltd. | 62400 | 991067 |
| Otsuka Holdings Co. Ltd. | 25800 | 1821134 |
| Recruit Holdings Co. Ltd. | 27700 | 1198328 |
| Resona Holdings, Inc. | 159700 | 1776977 |
| Resonac Holdings Corp. | 15100 | 986595 |
| Shimadzu Corp. | 71000 | 1684332 |
| Shin-Etsu Chemical Co. Ltd. | 53500 | 2176786 |
| Suzuki Motor Corp. | 76400 | 915346 |
| Toyo Suisan Kaisha Ltd. | 20200 | 1410266 |
|  |  | 21658756 |
| **Mexico \| 1.0%** |  |  |
| Arca Continental SAB de CV | 96500 | 1113010 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| **Lazard Retirement International Equity Portfolio (continued)** | **Lazard Retirement International Equity Portfolio (continued)** | **Lazard Retirement International Equity Portfolio (continued)** |
| **Netherlands \| 4.3%** |  |  |
| ASML Holding NV | 1891 | $2502998 |
| IMCD NV | 15227 | 1589226 |
| Universal Music Group NV | 48296 | 936468 |
|  |  | 5028692 |
| **South Africa \| 1.1%** |  |  |
| Anglo American PLC | 30419 | 1292343 |
| **South Korea \| 2.0%** |  |  |
| Kia Corp. | 9238 | 889181 |
| Samsung Electronics Co. Ltd. | 12757 | 1432994 |
|  |  | 2322175 |
| **Spain \| 2.5%** |  |  |
| Banco Santander SA | 171362 | 1939016 |
| Bankinter SA | 60888 | 958534 |
|  |  | 2897550 |
| **Sweden \| 0.8%** |  |  |
| Sandvik AB | 23961 | 915676 |
| **Switzerland \| 2.5%** |  |  |
| ABB Ltd. | 23909 | 1944583 |
| Cie Financiere Richemont SA, Class A | 5570 | 992534 |
|  |  | 2937117 |
| **Taiwan \| 1.2%** |  |  |
| Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 4206 | 1421418 |
| **United Kingdom \| 15.4%** |  |  |
| 3i Group PLC | 33551 | 1099366 |
| AstraZeneca PLC | 14370 | 2806721 |
| Compass Group PLC | 57691 | 1602871 |
| Croda International PLC | 30062 | 1123319 |
| Howden Joinery Group PLC | 138959 | 1476183 |
| IMI PLC | 49634 | 1692142 |
| Marks & Spencer Group PLC | 253228 | 1137304 |
| RELX PLC | 76276 | 2514760 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair<br> Value |
| RS Group PLC | 105470 | $787565 |
| SSE PLC | 31419 | 1084711 |
| Unilever PLC | 48104 | 2697034 |
|  |  | 18021976 |
| **United States \| 7.0%** |  |  |
| Amcor PLC CDI | 26176 | 1021117 |
| Aon PLC, Class A | 5149 | 1661994 |
| Chubb Ltd. | 3273 | 1066769 |
| CRH PLC | 10069 | 1058453 |
| Globant SA (\*) | 9199 | 424166 |
| Medtronic PLC | 16033 | 1389259 |
| Shell PLC | 35123 | 1640133 |
|  |  | 8261891 |
| **Total Common Stocks**<br> (Cost $95,088,660) |  | 110184424 |
| **Preferred Stocks \| 1.3%** |  |  |
| **Brazil \| 1.3%** |  |  |
| Itau Unibanco Holding SA<br> (Cost $1,005,161) | 182671 | 1533353 |
| **Short-Term Investments \| 4.9%** |  |  |
| Lazard Government Money Market Portfolio, 3.50% (7 day yield) (a)<br> (Cost $5,764,475) | 5764475 | 5764475 |
| **Total Investments \| 100.2%**<br> (Cost $101,858,296) |  | $**117482252** |
| **Liabilities in Excess of Cash and Other Assets \| (0.2)%** | **Liabilities in Excess of Cash and Other Assets \| (0.2)%** | **(258904)** |
| **Net Assets \| 100.0%** |  | $**117223348** |

---

---

| | |
|:---|:---|
| | |
| *(\*)* | *Non-income producing security.* |
| *(#)* | *Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may only be resold to qualified institutional buyers. At March 31, 2026, these securities amounted to 1.0% of net assets of the Portfolio.* |
| *(a)* | *Affiliated investment.* |

---

**Lazard Retirement International Equity Portfolio (concluded)** 

**Affiliated Investment for the period ended March 31, 2026 were as follows:** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| Issuer | Value at<br> December 31,<br> 2025 | Purchase<br> cost | Sales<br> proceeds | Realized<br> gain (loss) |
| Lazard Government Money Market Portfolio | $2936825 | $28050408 | $(25222758) | $— |
| Issuer | Change in<br> unrealized<br> appreciation<br> (depreciation) | Dividend<br> Income | Shares at<br> March 31, 2026 | Value at<br> March 31, 2026 |
| Lazard Government Money Market Portfolio | $— | $24974 | 5764475 | $5764475 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Lazard Retirement US Small Cap Equity Select Portfolio** | **Lazard Retirement US Small Cap Equity Select Portfolio** | **Lazard Retirement US Small Cap Equity Select Portfolio** |
| **Common Stocks \| 100.4%** |  |  |
| **Aerospace & Defense \| 1.0%** |  |  |
| StandardAero, Inc. (\*) | 3321 | $85781 |
| **Automobile Components \| 1.1%** |  |  |
| Gentherm, Inc. (\*) | 3354 | 93174 |
| **Automobiles \| 0.9%** |  |  |
| Thor Industries, Inc. | 947 | 75656 |
| **Banks \| 10.0%** |  |  |
| Atlantic Union Bankshares Corp. | 3591 | 128342 |
| BankUnited, Inc. | 2807 | 126764 |
| Community Financial System, Inc. | 1116 | 65453 |
| Home BancShares, Inc. | 5705 | 153636 |
| Texas Capital Bancshares, Inc. (\*) | 2146 | 203613 |
| Wintrust Financial Corp. | 1442 | 200351 |
|  |  | 878159 |
| **Biotechnology \| 8.2%** |  |  |
| Arcutis Biotherapeutics, Inc. (\*) | 5510 | 129816 |
| Aurinia Pharmaceuticals, Inc. (\*) | 4194 | 62155 |
| Caris Life Sciences, Inc. | 3460 | 61865 |
| Disc Medicine, Inc. (\*) | 1143 | 73083 |
| MapLight Therapeutics, Inc. | 3663 | 74469 |
| Rhythm Pharmaceuticals, Inc. (\*) | 1045 | 90884 |
| Soleno Therapeutics, Inc. (\*) | 1649 | 55208 |
| Vaxcyte, Inc. (\*) | 1356 | 78797 |
| Xenon Pharmaceuticals, Inc. (\*) | 1735 | 100890 |
|  |  | 727167 |
| **Building Products \| 0.9%** |  |  |
| Janus International Group, Inc. (\*) | 15291 | 78749 |
| **Capital Markets \| 4.5%** |  |  |
| Bullish | 2520 | 90040 |
| StepStone Group, Inc., Class A | 3168 | 151177 |
| Stifel Financial Corp. | 2121 | 156784 |
|  |  | 398001 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Commercial Services & Supplies \| 3.5%** |  |  |
| ABM Industries, Inc. | 3647 | $140482 |
| Casella Waste Systems, Inc., Class A (\*) | 2088 | 165662 |
|  |  | 306144 |
| **Communications Equipment \| 1.7%** |  |  |
| Lumentum Holdings, Inc. (\*) | 217 | 152499 |
| **Construction & Engineering \| 1.8%** |  |  |
| Legence Corp., Class A | 2739 | 154644 |
| **Construction Materials \| 1.0%** |  |  |
| Eagle Materials, Inc. | 481 | 91125 |
| **Consumer Finance \| 1.1%** |  |  |
| Figure Technology Solutions, Inc., Class A | 2749 | 93329 |
| **Consumer Staples Distribution & Retail \| 2.1%** |  |  |
| BJ's Wholesale Club Holdings, Inc. (\*) | 963 | 94778 |
| Chefs' Warehouse, Inc. (\*) | 1491 | 88640 |
|  |  | 183418 |
| **Containers & Packaging \| 2.4%** |  |  |
| Graphic Packaging Holding Co. | 6057 | 60207 |
| TriMas Corp. | 4194 | 150732 |
|  |  | 210939 |
| **Electrical Equipment \| 3.9%** |  |  |
| EnerSys | 398 | 69141 |
| Forgent Power Solutions, Inc. | 3236 | 94718 |
| Regal Rexnord Corp. | 944 | 176773 |
|  |  | 340632 |
| **Electronic Equipment, Instruments & Components \| 6.1%** |  |  |
| Advanced Energy Industries, Inc. | 743 | 239773 |
| Coherent Corp. (\*) | 598 | 142450 |
| Mirion Technologies, Inc. (\*) | 8520 | 158387 |
|  |  | 540610 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Lazard Retirement US Small Cap Equity Select Portfolio (continued)** | **Lazard Retirement US Small Cap Equity Select Portfolio (continued)** | **Lazard Retirement US Small Cap Equity Select Portfolio (continued)** |
| **Energy Equipment & Services \| 5.0%** |  |  |
| Atlas Energy Solutions, Inc. | 12305 | $161442 |
| Cactus, Inc., Class A | 3196 | 151394 |
| Kodiak Gas Services, Inc. | 2150 | 125388 |
|  |  | 438224 |
| **Entertainment \| 1.9%** |  |  |
| Roku, Inc. (\*) | 1815 | 171735 |
| **Food Products \| 1.1%** |  |  |
| Once Upon a Farm PBC | 5779 | 94487 |
| **Ground Transportation \| 2.0%** |  |  |
| Landstar System, Inc. | 1089 | 174578 |
| **Health Care Equipment & Supplies \| 2.8%** |  |  |
| Enovis Corp. (\*) | 5979 | 136022 |
| TransMedics Group, Inc. (\*) | 1135 | 112831 |
|  |  | 248853 |
| **Health Care Providers & Services \| 1.6%** |  |  |
| Guardian Pharmacy Services, Inc., Class A (\*) | 3840 | 144614 |
| **Health Care REITs \| 1.3%** |  |  |
| Alexandria Real Estate Equities, Inc. | 2486 | 115400 |
| **Hotels, Restaurants & Leisure \| 5.2%** |  |  |
| First Watch Restaurant Group, Inc. (\*) | 16349 | 171338 |
| Planet Fitness, Inc., Class A (\*) | 2080 | 154710 |
| Wyndham Hotels & Resorts, Inc. | 1650 | 134029 |
|  |  | 460077 |
| **Insurance \| 2.1%** |  |  |
| First American Financial Corp. | 3096 | 186658 |
| **IT Services \| 1.8%** |  |  |
| DigitalOcean Holdings, Inc. (\*) | 1864 | 159894 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Leisure Products \| 1.0%** |  |  |
| Brunswick Corp. | 1237 | $90004 |
| **Life Sciences Tools & Services \| 0.7%** |  |  |
| Maravai LifeSciences Holdings, Inc., Class A (\*) | 21560 | 61015 |
| **Machinery \| 5.9%** |  |  |
| Gates Industrial Corp. PLC (\*) | 6998 | 158225 |
| Middleby Corp. (\*) | 1297 | 171956 |
| Toro Co. | 2021 | 188842 |
|  |  | 519023 |
| **Media \| 1.8%** |  |  |
| NIQ Global Intelligence PLC | 14132 | 160681 |
| **Oil, Gas & Consumable Fuels \| 1.3%** |  |  |
| Antero Resources Corp. (\*) | 2735 | 116073 |
| **Pharmaceuticals \| 0.7%** |  |  |
| Axsome Therapeutics, Inc. (\*) | 380 | 64228 |
| **Semiconductors & Semiconductor Equipment \| 5.1%** |  |  |
| Credo Technology Group Holding Ltd. (\*) | 1008 | 94621 |
| Diodes, Inc. (\*) | 1839 | 125530 |
| Onto Innovation, Inc. (\*) | 486 | 99664 |
| Rambus, Inc. (\*) | 1505 | 129475 |
|  |  | 449290 |
| **Software \| 3.3%** |  |  |
| ServiceTitan, Inc., Class A (\*) | 2164 | 137328 |
| Zeta Global Holdings Corp., Class A (\*) | 9523 | 151606 |
|  |  | 288934 |
| **Specialized REITs \| 1.5%** |  |  |
| CubeSmart | 3643 | 133516 |
| **Specialty Retail \| 3.0%** |  |  |
| Bob's Discount Furniture, Inc. | 9112 | 107066 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Fair <br> Value |
| **Lazard Retirement US Small Cap Equity Select Portfolio (concluded)** | **Lazard Retirement US Small Cap Equity Select Portfolio (concluded)** | **Lazard Retirement US Small Cap Equity Select Portfolio (concluded)** |
| Floor & Decor Holdings, Inc., Class A (\*) | 3132 | $159106 |
|  |  | 266172 |
| **Trading Companies & Distributors \| 1.1%** |  |  |
| EquipmentShare.com, Inc., Class A | 4678 | 95291 |
| **Total Common Stocks**<br> (Cost $8,497,455) |  | 8848774 |
| **Short-Term Investments \| 0.4%** |  |  |
| Lazard Government Money Market Portfolio, 3.50% (7 day yield) (a)<br> (Cost $34,507) | 34507 | 34507 |
| **Total Investments \| 100.8%**<br> (Cost $8,531,962) |  | $**8883281** |
| **Liabilities in Excess of Cash and** |  |  |
| &nbsp;&nbsp;&nbsp;**Other Assets \| (0.8)%** |  | **(66593)** |
| **Net Assets \| 100.0%** |  | $**8816688** |

---

*(\*) Non-income producing security.*

*(a) Affiliated investment.*

**Affiliated Investment for the period ended March 31, 2026 were as follows:** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| Issuer | Value at <br> December 31, <br> 2025 | Purchase <br> cost | Sales <br> proceeds | Realized <br> gain (loss) |
| Lazard Government Money Market Portfolio | $144272 | $934015 | $(1043780) | $— |
| Issuer | Change in <br> unrealized <br> appreciation <br> (depreciation) | Dividend <br> Income | Shares at <br> March 31, 2026 | Value at <br> March 31, 2026 |
| Lazard Government Money Market Portfolio | $— | $894 | 34507 | $34507 |

---

**Lazard Retirement Series, Inc.** Notes to Portfolio of Investments

March 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;Asset Class/Sector | Lazard <br> Retirement <br> Emerging <br> Markets Equity<br> Portfolio | Lazard <br> Retirement <br> Global <br> Dynamic <br> Multi-Asset <br> Portfolio | Lazard <br> Retirement <br> International <br> Equity <br> Portfolio | Lazard <br> Retirement <br> US Small Cap <br> Equity Select <br> Portfolio |
| &nbsp;&nbsp;&nbsp;Communication Services | 8.8% | 5.8% | 4.6% | 3.7% |
| &nbsp;&nbsp;&nbsp;Consumer Discretionary | 10.1 | 6.6 | 6.9 | 11.2 |
| &nbsp;&nbsp;&nbsp;Consumer Staples | 7 | 4.7 | 6.8 | 3.2 |
| &nbsp;&nbsp;&nbsp;Energy | 8.8 | 2.9 | 2.9 | 6.3 |
| &nbsp;&nbsp;&nbsp;Financials | 25.7 | 13.6 | 24.6 | 17.7 |
| &nbsp;&nbsp;&nbsp;Health Care | 3.6 | 6.7 | 7.8 | 14 |
| &nbsp;&nbsp;&nbsp;Industrials | 7.5 | 8.1 | 18.5 | 20.1 |
| &nbsp;&nbsp;&nbsp;Information Technology | 21 | 16.6 | 6.2 | 18 |
| &nbsp;&nbsp;&nbsp;Materials | 4.7 | 1.9 | 12.4 | 3.4 |
| &nbsp;&nbsp;&nbsp;Real Estate |  | 1.1 | 0.9 | 2.8 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 14.9 |  |  |
| &nbsp;&nbsp;&nbsp;U.S. Municipal Bonds |  | 0.5 |  |  |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Securities |  | 1.7 |  |  |
| &nbsp;&nbsp;&nbsp;Utilities | 1.8 | 2.2 | 3.7 |  |
| &nbsp;&nbsp;&nbsp;Warrants |  | 0 |  |  |
| Other (includes short-term |  |  |  |  |
| investments) | 1 | 12.7 | 4.7 | -0.4 |
| Total | 100.0% | 100.0% | 100.0% | 100.0% |

---

---

| | |
|:---|:---|
| **Security Abbreviations:** | **Security Abbreviations:** |
| ADR | — American Depositary Receipt |
| CDI | — CHESS Depositary Interest |
| CDOR | — Canadian Dollar Offered Rate |
| CVR | — Contingent Value Rights |
| ETF | — Exchange-Traded Fund |
| GDR | — Global Depositary Receipt |
| PJSC | — Public Joint Stock Company |
| PRIBOR | — Prague Interbank Offered Rate |
| REIT | — Real Estate Investment Trust |
| SOFR | — Secured Overnight Financing Rate |
| WIBOR | — Warsaw Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| AUD | — Australian Dollar |
| BRL | — Brazilian Real |
| CAD | — Canadian Dollar |
| CHF | — Swiss Franc |
| CLP | — Chilean Peso |
| CNY | — Chinese Renminbi |
| COP | — Colombian Peso |
| CZK | — Czech Koruna |
| DKK | — Danish Krone |
| EUR | — Euro |
| GBP | — British Pound Sterling |
| HUF | — Hungarian Forint |
| IDR | — Indonesian Rupiah |
| ILS | — Israeli Shekel |
| INR | — Indian Rupee |
| JPY | — Japanese Yen |
| KRW | — South Korean Won |
| MXN | — Mexican New Peso |
| NOK | — Norwegian Krone |
| NZD | — New Zealand Dollar |
| PEN | — Peruvian Nuevo Sol |
| PLN | — Polish Zloty |
| RON | — New Romanian Leu |
| SEK | — Swedish Krona |
| SGD | — Singapore Dollar |
| THB | — Thai Baht |
| TRY | — New Turkey Lira |
| USD | — United States Dollar |
| **Counterparty Abbreviations:** | **Counterparty Abbreviations:** |
| CIT | — Citibank N.A. |
| HSB | — HSBC Bank USA N.A. |
| JPM | — JPMorgan Chase Bank N.A. |
| MSC | — Morgan Stanley & Co. |

---

Various inputs are used in determining the fair value of investments and derivative financial instruments. For information about the Fund's policy regarding valuation of investments and derivative financial instruments, refer to notes to the financial statements.

**Item 2. Controls and Procedures.**

(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.

(b) There were no changes to the Registrant's internal control over financial reporting that occurred during the Registrant's most recent fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

**SIGNATURES** 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Lazard Retirement Series, Inc.

---

| | |
|:---|:---|
| By: | /s/ Jennifer Ryan |
|  | Jennifer Ryan |
|  | Principal Executive Officer |
| Date: May 27, 2026 | Date: May 27, 2026 |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| By: | /s/ Jennifer Ryan |
|  | Jennifer Ryan |
|  | Principal Executive Officer |
| Date: May 27, 2026 | Date: May 27, 2026 |
| By: | /s/ Christina Kennedy |
|  | Christina Kennedy |
|  | Principal Financial Officer |
| Date: May 27, 2026 | Date: May 27, 2026 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LAZARD RETIREMENT SERIES INC

- **b. Investment Company Act file number:** 811-08071

- **c. CIK number of Registrant:** 0001033669

- **d. LEI of Registrant:** 25490040TBDMVOE6GX23

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

  - **Street Address 1:** 30 ROCKEFELLER PLAZA

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10112

  - **Telephone number:** 212-632-6000

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

- **a. Name of Series:** Lazard Retirement Global Dynamic Multi-Asset Portfolio

- **b. EDGAR series identifier (if any):** S000037000

- **c. LEI of Series:** WEFFLRJ7PRJS2YM55M69

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $18263346.58

**Total Liabilities:** $306041.56

**Net Assets:** $17957305.02

**Cash Not Reported:** $20615.87

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113248 | 2.95%                | 2.27%                | -6.26%               |
| Class ID C000113249 | 2.97%                | 2.21%                | -6.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $494367.24               | $12086.49                                  |
| Month 2  | $233590.84               | $171612.03                                 |
| Month 3  | $224298.09               | $-1464637.63                               |

**Designated Index Information**

- **Index Name:** GDMA Index

- **Index Identifier:** 50% MXWO / 50% LEGATRUU

### Schedule of Portfolio Investments

| Name                                         | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                          | ABB Finance USA Inc                                                   | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13082.58     | 0.07%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                              | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       114 | NS      | $3304.86      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                              | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52068.47     | 0.29%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                   | AbbVie Inc                                                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        56 | NS      | $12179.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                             | AdaptHealth Corp                                                      | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1280 | NS      | $15232.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                    | Adobe Inc                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       180 | NS      | $43754.40     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc                                                             | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23111.33     | 0.13%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                    | Adobe Inc                                                             | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13017.76     | 0.07%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AECOM                                        | AECOM                                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       577 | NS      | $48941.14     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                   | Advanced Micro Devices Inc                                            | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       113 | NS      | $22987.59     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                       | Agnico Eagle Mines Ltd                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |       327 | NS      | $66375.52     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                   | Airbnb Inc                                                            | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       190 | NS      | $23993.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc                                     | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       145 | NS      | $16973.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                            | Allstate Corp/The                                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |       552 | NS      | $114451.68    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                 | Alphabet Inc                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      1526 | NS      | $437748.36    | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                             | Altria Group Inc                                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       833 | NS      | $54969.67     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                               | Amazon.com Inc                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      1662 | NS      | $346144.74    | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                                  | Ameren Corp                                                           | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       824 | NS      | $90574.08     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc               | American Electric Power Co Inc                                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       531 | NS      | $69603.48     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                | American Eagle Outfitters Inc                                         | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       948 | NS      | $15831.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                          | American Express Co                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        65 | NS      | $19661.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co                                                   | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50897.71     | 0.28%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| American International Group Inc             | American International Group Inc                                      | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       217 | NS      | $16329.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                     | Ameriprise Financial Inc                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       149 | NS      | $66215.60     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                   | AMETEK Inc                                                            | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |       192 | NS      | $41157.12     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                    | Amgen Inc                                                             | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        23 | NS      | $8092.55      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                    | Amgen Inc                                                             | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43420.34     | 0.24%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                | Amphenol Corp                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       219 | NS      | $27670.65     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                           | Analog Devices Inc                                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       149 | NS      | $47402.86     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                        | Antero Resources Corp                                                 | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       481 | NS      | $20413.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                     | APA Corp                                                              | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       354 | NS      | $15023.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1966 | NS      | $498951.14    | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                    | Apple Inc                                                             | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17848.76     | 0.10%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                        | Applied Materials Inc                                                 | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       149 | NS      | $50926.71     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                          | Arista Networks Inc                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |       246 | NS      | $30203.88     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aritzia Inc                                  | Aritzia Inc                                                           | CUSIP: 04045U102<br>LEI: 549300U83HKFRL1EX527 | Long             | EC               | CORP              | CA        |       299 | NS      | $24399.74     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                       | Standard Chartered PLC                                                | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      1375 | NS      | $28555.78     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                          | Imperial Brands PLC                                                   | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      1656 | NS      | $67398.29     | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc                                 | Assurant Inc                                                          | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        13 | NS      | $2831.53      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                            | Atmos Energy Corp                                                     | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        20 | NS      | $3694.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                 | Autodesk Inc                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |       217 | NS      | $51949.80     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                | Automatic Data Processing Inc                                         | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        55 | NS      | $11174.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                            | HSBC Holdings PLC                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      1608 | NS      | $26312.08     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc             | BJ's Wholesale Club Holdings Inc                                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       107 | NS      | $10530.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Legal & General Group PLC                    | Legal & General Group PLC                                             | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | EC               | CORP              | GB        |     11649 | NS      | $38393.65     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                  | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1595 | NS      | $77756.25     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                  | CUSIP: 060505FZ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10733.66     | 0.06%             | 2027-09-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The             | Bank of New York Mellon Corp/The                                      | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        96 | NS      | $11388.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp                          | Barrick Mining Corp                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      1637 | NS      | $66899.18     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential PLC                               | Prudential PLC                                                        | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |      3427 | NS      | $47790.65     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                              | Bermuda Government International Bond                                 | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $180812.50    | 1.01%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                  | BioMarin Pharmaceutical Inc                                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        79 | NS      | $4462.71      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                   | Biogen Inc                                                            | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        14 | NS      | $2566.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                               | Blue Bird Corp                                                        | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       225 | NS      | $12777.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                         | Booking Holdings Inc                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        11 | NS      | $46313.52     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                              | AstraZeneca PLC                                                       | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       473 | NS      | $92385.46     | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp             | Booz Allen Hamilton Holding Corp                                      | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        43 | NS      | $3355.29      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                       | Boston Scientific Corp                                                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |       101 | NS      | $6337.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                      | Bristol-Myers Squibb Co                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1252 | NS      | $75933.80     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                     | Province of British Columbia Canada                                   | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $41330.24     | 0.23%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                 | Broadcom Inc                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       591 | NS      | $182920.41    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                               | Buckle Inc/The                                                        | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       266 | NS      | $13395.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries Inc                           | CCL Industries Inc                                                    | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |        51 | NS      | $3195.43      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                      | Cboe Global Markets Inc                                               | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        28 | NS      | $7869.96      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                              | Cigna Group/The                                                       | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        28 | NS      | $7469.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                | CME Group Inc                                                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        23 | NS      | $6793.05      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                           | Coterra Energy Inc                                                    | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       115 | NS      | $4041.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                   | Cadence Design Systems Inc                                            | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        11 | NS      | $3056.57      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                          | CALIFORNIA ST                                                         | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $47482.90     | 0.26%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                          | CALIFORNIA ST                                                         | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52324.33     | 0.29%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $25207.75     | 0.14%             | 2030-12-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                          | Cardinal Health Inc                                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       211 | NS      | $44586.41     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                 | Cargurus Inc                                                          | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       395 | NS      | $13449.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival PLC                                 | Carnival PLC                                                          | CUSIP: 14365C103<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | EC               | CORP              | GB        |       489 | NS      | $12601.53     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                              | Caterpillar Inc                                                       | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |        31 | NS      | $21962.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                 | Centene Corp                                                          | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        93 | NS      | $3044.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                             | Cirrus Logic Inc                                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       126 | NS      | $18222.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                            | Cisco Systems Inc                                                     | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        71 | NS      | $5508.89      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                | Citigroup Inc                                                         | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        46 | NS      | $5216.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp          | Cognizant Technology Solutions Corp                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       175 | NS      | $10736.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                         | Colgate-Palmolive Co                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       345 | NS      | $29404.35     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                      | Comfort Systems USA Inc                                               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |        43 | NS      | $59296.57     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       432 | NS      | $12402.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                 | Comcast Corp                                                          | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44553.15     | 0.25%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                      | Consolidated Edison Inc                                               | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       145 | NS      | $16411.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                   | CONSTELLATION SOFTWARE INC                                            | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |       431 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Corteva Inc                                  | Corteva Inc                                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |       288 | NS      | $24108.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                        | Costco Wholesale Corp                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       101 | NS      | $100639.43    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        66 | NS      | $35509.32     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                          | Curtiss-Wright Corp                                                   | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        51 | NS      | $34737.12     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                       | Darden Restaurants Inc                                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |        24 | NS      | $4704.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                        | Dell Technologies Inc                                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       100 | NS      | $16413.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL INT LLC / EMC CORP                      | Dell International LLC / EMC Corp                                     | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12246.44     | 0.07%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                            | Devon Energy Corp                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       342 | NS      | $17209.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                           | Walt Disney Co/The                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       414 | NS      | $39901.32     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                          | Dollar General Corp                                                   | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        25 | NS      | $2968.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                | Dollarama Inc                                                         | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |        59 | NS      | $7241.08      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED CNH / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |         1 | NC      | $2442.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $76.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $1065.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $6.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CH        |         1 | NC      | $-497.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED CHF / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CH        |         1 | NC      | $-68.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $978.61       | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD CZK                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $535.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED DKK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | DK        |         1 | NC      | $-246.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD DKK                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $545.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-2287.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED GBP / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |         1 | NC      | $-374.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD HUF                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-9.18        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED ILS / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | IL        |         1 | NC      | $1971.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD ILS                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-2518.16     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $-3671.36     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $-321.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-166.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-1357.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED SEK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |         1 | NC      | $-114.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED SGD / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-98.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED SGD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |         1 | NC      | $-100.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED KRW / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |         1 | NC      | $-3486.53     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD PEN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $1244.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-349.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD MXN                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-197.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED NOK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |         1 | NC      | $36690.63     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD NOK                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-38376.05    | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD RON                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $660.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED RON / SOLD USD                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |         1 | NC      | $-526.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED NZD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |         1 | NC      | $23.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD NZD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-28.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD PLN                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $335.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED NOK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |         1 | NC      | $359.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD CHF                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $1213.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED EUR / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $-450.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD JPY                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $1350.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED USD / SOLD GBP                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $620.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD BRL                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-515.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                             | PURCHASED NOK / SOLD USD                                              | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |         1 | NC      | $-427.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED USD / SOLD CAD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $622.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-271.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD CLP                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1315.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                  | PURCHASED USD / SOLD BRL                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-256.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED CAD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-395.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED USD / SOLD AUD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $132.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                       | PURCHASED AUD / SOLD USD                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $22.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | PURCHASED JPY / SOLD USD                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |         1 | NC      | $122.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                   | Eaton Corp                                                            | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25737.29     | 0.14%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                     | eBay Inc                                                              | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       126 | NS      | $11468.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                              | EMCOR Group Inc                                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        34 | NS      | $25102.54     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                 | Entergy Corp                                                          | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       256 | NS      | $28764.16     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                       | Equitable Holdings Inc                                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       695 | NS      | $25791.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson              | Telefonaktiebolaget LM Ericsson                                       | CUSIP: 294821608<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |      2056 | NS      | $23171.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                                                     | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       337 | NS      | $23347.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                  | Exelon Corp                                                           | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       605 | NS      | $29657.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                 | Exelixis Inc                                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        72 | NS      | $3088.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                           | Meta Platforms Inc                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       272 | NS      | $155619.36    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd               | Fairfax Financial Holdings Ltd                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |         2 | NS      | $3407.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                 | Barclays PLC                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      9087 | NS      | $47883.48     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc                                   | Fiserv Inc                                                            | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |       335 | NS      | $18693.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                             | FirstEnergy Corp                                                      | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        70 | NS      | $3546.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                     | Fox Corp                                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       830 | NS      | $48472.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                         | Freeport-McMoRan Inc                                                  | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       306 | NS      | $17986.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                               | GE Vernova Inc                                                        | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |        36 | NS      | $31424.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                        | General Dynamics Corp                                                 | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |       209 | NS      | $71732.98     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                          | General Electric Co                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       142 | NS      | $40295.34     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |       431 | NS      | $32109.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                   | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       104 | NS      | $14494.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                          | Global Payments Inc                                                   | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |       714 | NS      | $48052.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                  | Goldman Sachs Group Inc/The                                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        53 | NS      | $44837.47     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                           | HCA Healthcare Inc                                                    | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       159 | NS      | $75245.16     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                       | HP Inc                                                                | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1681 | NS      | $32292.01     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                               | Halliburton Co                                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       390 | NS      | $15206.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Insurance Group Inc/The             | Hartford Insurance Group Inc/The                                      | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       434 | NS      | $58689.82     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                            | Hess Midstream LP                                                     | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $31523.57     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                               | Home Depot Inc/The                                                    | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26613.55     | 0.15%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                   | Horace Mann Educators Corp                                            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |        75 | NS      | $3201.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                   | Huron Consulting Group Inc                                            | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |        18 | NS      | $2294.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydro One Ltd                                | Hydro One Ltd                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |       587 | NS      | $24242.07     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                        | iA Financial Corp Inc                                                 | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |        96 | NS      | $10653.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA Group AG                                 | GEA Group AG                                                          | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |        45 | NS      | $3180.17      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                   | Intel Corp                                                            | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       540 | NS      | $23830.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                      | Inter-American Development Bank                                       | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25177.57     | 0.14%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                        | Intact Financial Corp                                                 | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        15 | NS      | $2718.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     28000 | PA      | $26250.35     | 0.15%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                   | Intuit Inc                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         8 | NS      | $3459.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                          | JPMorgan Chase & Co                                                   | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        73 | NS      | $21473.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                   | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24767.92     | 0.14%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                                                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       655 | NS      | $160108.20    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                     | Johnson Controls International plc / Tyco Fire & Security Finance SCA | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     40000 | PA      | $35503.31     | 0.20%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                      | KBR Inc                                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |        86 | NS      | $3169.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                     | KLA Corp                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        36 | NS      | $53006.76     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                          | Kimberly-Clark Corp                                                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        80 | NS      | $7717.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY-CLARK CORP                          | Kimberly-Clark Corp                                                   | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2913.15      | 0.02%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                            | Kinross Gold Corp                                                     | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      1072 | NS      | $32774.18     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| K92 Mining Inc                               | K92 Mining Inc                                                        | CUSIP: 499113108<br>LEI: 254900EA8H0X9FEVZU11 | Long             | EC               | CORP              | CA        |       156 | NS      | $2647.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     45000 | PA      | $28998.94     | 0.16%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     25000 | PA      | $23313.57     | 0.13%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                            | Lam Research Corp                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       393 | NS      | $83968.38     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                         | ASM International NV                                                  | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        36 | NS      | $27422.19     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                    | Orange SA                                                             | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |       612 | NS      | $12504.54     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lazard Emerging Markets Opportunities ETF    | Lazard Emerging Markets Opportunities ETF                             | CUSIP: 52110K301<br>LEI: 529900FM6B74FREF8H08 | Long             | EC               | RF                | US        |     20840 | NS      | $537849.14    | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                               | Eli Lilly & Co                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       130 | NS      | $119570.10    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                               | Loblaw Cos Ltd                                                        | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      1175 | NS      | $53568.04     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                         | Lockheed Martin Corp                                                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       245 | NS      | $148075.55    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                               | Lowe's Cos Inc                                                        | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29215.03     | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA           | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |       495 | NS      | $10804.03     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc                                     | MSCI Inc                                                              | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        21 | NS      | $11319.21     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                | MYR Group Inc                                                         | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        48 | NS      | $13551.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                      | Magna International Inc                                               | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       457 | NS      | $25522.49     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                       | UCB SA                                                                | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |        10 | NS      | $3012.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                      | Manulife Financial Corp                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       340 | NS      | $11712.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                                | Maplebear Inc                                                         | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       293 | NS      | $10975.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                            | Wolters Kluwer NV                                                     | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |       146 | NS      | $10922.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                    | Sanofi SA                                                             | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |        46 | NS      | $4436.96      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                           | Banco Santander SA                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |      4457 | NS      | $50432.38     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                       | Marvell Technology Inc                                                | CUSIP: 573874104<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | EC               | CORP              | US        |       204 | NS      | $20206.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                             | Deutsche Bank AG                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |       560 | NS      | $16386.72     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard Inc                               | Mastercard Inc                                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       137 | NS      | $68453.42     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                              | McDonald's Corp                                                       | CUSIP: 580135CF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22499.68     | 0.13%             | 2031-05-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                | McKesson Corp                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        38 | NS      | $32883.68     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                               | Merck & Co Inc                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       472 | NS      | $56776.88     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                  | MetLife Inc                                                           | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       473 | NS      | $33450.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                               | Microsoft Corp                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       906 | NS      | $335374.02    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                               | Microsoft Corp                                                        | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52523.76     | 0.29%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                        | Micron Technology Inc                                                 | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       184 | NS      | $62162.56     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson              | Telefonaktiebolaget LM Ericsson                                       | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |       323 | NS      | $3658.66      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                          | Societe Generale SA                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       654 | NS      | $47752.53     | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Alps Alpine Co Ltd                           | Alps Alpine Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |      1000 | NS      | $13530.09     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd       | Singapore Technologies Engineering Ltd                                | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |       600 | NS      | $5113.60      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                      | Bank Leumi Le-Israel BM                                               | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      1038 | NS      | $23132.10     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                | Fortescue Ltd                                                         | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |      1586 | NS      | $22403.86     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Energy Ltd                             | Beach Energy Ltd                                                      | CUSIP: 000000000<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |     15056 | NS      | $13316.39     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd                             | CLP Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |      3500 | NS      | $32953.70     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                        | Monster Beverage Corp                                                 | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |       225 | NS      | $16303.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon Inc                                    | Canon Inc                                                             | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      1200 | NS      | $33419.53     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                        | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        67 | NS      | $11026.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9958.21      | 0.06%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Computershare Ltd                            | Computershare Ltd                                                     | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |       189 | NS      | $3732.53      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The            | Chugoku Electric Power Co Inc/The                                     | CUSIP: 000000000<br>LEI: 353800MV866ELME96Q46 | Long             | EC               | CORP              | JP        |      1900 | NS      | $12052.76     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                 | Chugai Pharmaceutical Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |       300 | NS      | $16598.51     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                       | Motorola Solutions Inc                                                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        52 | NS      | $22566.44     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Cycle & Carriage Ltd                 | Jardine Cycle & Carriage Ltd                                          | CUSIP: 000000000<br>LEI: 254900WEP6OCEXFWML09 | Long             | EC               | CORP              | SG        |       100 | NS      | $2701.85      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                       | Mueller Industries Inc                                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       109 | NS      | $12077.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                  | Daiwa House Industry Co Ltd                                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |       400 | NS      | $12503.83     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA Inc                               | Murphy USA Inc                                                        | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        12 | NS      | $5927.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd                       | Singapore Exchange Ltd                                                | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |       400 | NS      | $6137.55      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                   | Nasdaq Inc                                                            | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       352 | NS      | $29881.28     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hachijuni Nagano Bank Ltd                    | Hachijuni Nagano Bank Ltd                                             | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |       300 | NS      | $3768.03      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc                                   | NetApp Inc                                                            | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       223 | NS      | $22832.97     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                  | Netflix Inc                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       568 | NS      | $54613.20     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                         | NetScout Systems Inc                                                  | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       574 | NS      | $18247.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                   | Neurocrine Biosciences Inc                                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        39 | NS      | $5137.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd                                  | Hitachi Ltd                                                           | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |       700 | NS      | $20457.93     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc              | Sumitomo Mitsui Trust Group Inc                                       | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |       600 | NS      | $19093.77     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd                     | Israel Discount Bank Ltd                                              | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |      2035 | NS      | $20403.63     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Regis Resources Ltd                          | Regis Resources Ltd                                                   | CUSIP: 000000000<br>LEI: 213800XH9YUXBLYBD749 | Long             | EC               | CORP              | AU        |      3430 | NS      | $16418.83     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                     | Kao Corp                                                              | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |       200 | NS      | $7815.03      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                        | Kirin Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       300 | NS      | $4773.14      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NewMarket Corp                               | NewMarket Corp                                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         7 | NS      | $4486.65      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                   | BOC Hong Kong Holdings Ltd                                            | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     10500 | NS      | $57856.04     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Mabuchi Motor Co Ltd                         | Mabuchi Motor Co Ltd                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $5018.59      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc          | Sumitomo Mitsui Financial Group Inc                                   | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |       800 | NS      | $26370.92     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                   | Mizuho Financial Group Inc                                            | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |       300 | NS      | $11974.45     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                     | Mitsubishi Electric Corp                                              | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |       700 | NS      | $22860.24     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                        | Mitsui Fudosan Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |      3500 | NS      | $37045.96     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Leopalace21 Corp                             | Leopalace21 Corp                                                      | CUSIP: 000000000<br>LEI: 529900Z3BHJUW1DY6254 | Long             | EC               | CORP              | JP        |      3000 | NS      | $12204.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK Insulators Ltd                           | NGK Insulators Ltd                                                    | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |       400 | NS      | $10371.77     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| El Al Israel Airlines                        | El Al Israel Airlines                                                 | CUSIP: 000000000<br>LEI: 549300TW18OUVFDCDP95 | Long             | EC               | CORP              | IL        |      3592 | NS      | $15690.82     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp                                   | Denso Corp                                                            | CUSIP: 000000000<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |       900 | NS      | $11174.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Inc                                      | NTT Inc                                                               | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |     37900 | NS      | $37628.21     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                             | Nitto Denko Corp                                                      | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |       100 | NS      | $2000.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                    | Ono Pharmaceutical Co Ltd                                             | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |       200 | NS      | $3195.85      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                        | Northrop Grumman Corp                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        37 | NS      | $25242.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                  | NVIDIA Corp                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3178 | NS      | $554243.20    | 3.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                           | Qantas Airways Ltd                                                    | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |      3858 | NS      | $22658.52     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanki Engineering Co Ltd                     | Sanki Engineering Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $21668.52     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co Ltd                                | Sankyo Co Ltd                                                         | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |       200 | NS      | $2464.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc               | Omega Healthcare Investors Inc                                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |        82 | NS      | $3593.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                              | Sony Group Corp                                                       | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |      1700 | NS      | $35064.79     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                                           | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        77 | NS      | $11327.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp                                                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29464.73     | 0.16%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd                  | Sun Hung Kai Properties Ltd                                           | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      3000 | NS      | $50846.72     | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp                               | Advantest Corp                                                        | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |       100 | NS      | $13529.57     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                 | Oshkosh Corp                                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       263 | NS      | $38716.23     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                           | Tokyo Electron Ltd                                                    | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       100 | NS      | $24455.21     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei Co Ltd                          | Toyoda Gosei Co Ltd                                                   | CUSIP: 000000000<br>LEI: 353800ZV4HXVM4DWPO50 | Long             | EC               | CORP              | JP        |       100 | NS      | $2603.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL Group Ltd                                | UOL Group Ltd                                                         | CUSIP: 000000000<br>LEI: 254900O9PRCWTMR86R25 | Long             | EC               | CORP              | SG        |      5500 | NS      | $41894.06     | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                    | Palantir Technologies Inc                                             | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       130 | NS      | $19016.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                           | Panama Government International Bond                                  | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     50000 | PA      | $53000.00     | 0.30%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                          | PayPal Holdings Inc                                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |       229 | NS      | $10357.67     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                  | Novartis AG                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      1002 | NS      | $152133.20    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                      | ABB Ltd                                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |       209 | NS      | $16998.52     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                  | PepsiCo Inc                                                           | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       804 | NS      | $124853.16    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                  | PepsiCo Inc                                                           | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12896.33     | 0.07%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds          | Peru Government International Bonds                                   | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     45000 | PA      | $38473.88     | 0.21%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc              | Philip Morris International Inc                                       | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       426 | NS      | $70434.84     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc              | Pinnacle Financial Partners Inc                                       | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       147 | NS      | $12662.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                | Pinterest Inc                                                         | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |       872 | NS      | $15992.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                  | Plexus Corp                                                           | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |        17 | NS      | $3443.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                               | BNP Paribas SA                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      1209 | NS      | $115170.56    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Portland General Electric Co                 | Portland General Electric Co                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       999 | NS      | $52717.23     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                       | Primoris Services Corp                                                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |        93 | NS      | $13302.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                      | Procter & Gamble Co/The                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       124 | NS      | $17910.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                      | Procter & Gamble Co/The                                               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8016.18      | 0.04%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                 | QUALCOMM Inc                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       387 | NS      | $49837.86     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                   | Qualys Inc                                                            | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        38 | NS      | $3338.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF QUEBEC                           | Province of Quebec Canada                                             | CUSIP: 748148SA2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $21431.31     | 0.12%             | 2027-02-13      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                           | Province of Quebec Canada                                             | CUSIP: 74814ZFR9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $25684.53     | 0.14%             | 2032-11-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Quebecor Inc                                 | Quebecor Inc                                                          | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       211 | NS      | $8959.65      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                        | Quest Diagnostics Inc                                                 | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        45 | NS      | $8819.10      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                               | QuinStreet Inc                                                        | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      1118 | NS      | $13427.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                     | RTX Corp                                                              | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       293 | NS      | $56519.70     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                   | Reddit Inc                                                            | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |       116 | NS      | $15619.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                | Regeneron Pharmaceuticals Inc                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         7 | NS      | $5408.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc             | Reinsurance Group of America Inc                                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       134 | NS      | $27357.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Telecom Italia SpA/Milano                    | Telecom Italia SpA/Milano                                             | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | EC               | CORP              | IT        |     16394 | NS      | $11482.85     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RingCentral Inc                              | RingCentral Inc                                                       | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       319 | NS      | $11863.61     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                              | Ross Stores Inc                                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       260 | NS      | $56323.80     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                               | S&P Global Inc                                                        | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        25 | NS      | $10633.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                      | SBA Communications Corp                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |        54 | NS      | $9293.94      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                               | Salesforce Inc                                                        | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       177 | NS      | $33040.59     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                    | Sally Beauty Holdings Inc                                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       368 | NS      | $5096.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                      | SLB Ltd                                                               | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |       468 | NS      | $24050.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                | Selective Insurance Group Inc                                         | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        42 | NS      | $3166.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                            | Seneca Foods Corp                                                     | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $4835.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                               | ServiceNow Inc                                                        | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        40 | NS      | $4182.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                  | Shopify Inc                                                           | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       156 | NS      | $18510.07     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                     | Simon Property Group Inc                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       221 | NS      | $41223.13     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                       | Skyworks Solutions Inc                                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       242 | NS      | $12959.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                 | Slide Insurance Holdings Inc                                          | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |       691 | NS      | $12438.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                               | Starbucks Corp                                                        | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48902.17     | 0.27%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                 | Stryker Corp                                                          | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24906.98     | 0.14%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                            | Suncor Energy Inc                                                     | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |       893 | NS      | $59064.72     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                            | Sysco Corp                                                            | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27481.84     | 0.15%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                              | TJX Cos Inc/The                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       893 | NS      | $142612.10    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                  | Target Corp                                                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       272 | NS      | $32966.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                         | Targa Resources Corp                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        57 | NS      | $14291.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                        | Tenet Healthcare Corp                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |        92 | NS      | $17361.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                | Teradata Corp                                                         | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       658 | NS      | $16864.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                    | Tesla Inc                                                             | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       245 | NS      | $91078.75     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                        | 3M Co                                                                 | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       308 | NS      | $44730.84     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Torex Gold Resources Inc                     | Torex Gold Resources Inc                                              | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       336 | NS      | $15422.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                  | Toro Co/The                                                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |        45 | NS      | $4204.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OF TORONTO CANADA                       | City of Toronto Canada                                                | CUSIP: 891288DM1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $34167.57     | 0.19%             | 2036-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp                                              | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29777.40     | 0.17%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                         | Tradeweb Markets Inc                                                  | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $3647.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                                            | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       451 | NS      | $23456.51     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                        | Uber Technologies Inc                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       208 | NS      | $14961.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds        | Mexico Government International Bonds                                 | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     50000 | PA      | $53075.00     | 0.30%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                      | United Rentals North America Inc                                      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24891.46     | 0.14%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    116000 | PA      | $77552.34     | 0.43%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    102000 | PA      | $81862.97     | 0.46%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Bonds                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $24564.45     | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $45015.82     | 0.25%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Notes                                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $35369.14     | 0.20%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Inflation-Indexed Notes                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20610 | PA      | $20957.47     | 0.12%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | U.S. Treasury Inflation-Indexed Notes                                 | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20017 | PA      | $19775.51     | 0.11%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                | Universal Health Services Inc                                         | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |       219 | NS      | $39194.43     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       167 | NS      | $12196.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                         | Urban Outfitters Inc                                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       246 | NS      | $15584.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OF VANCOUVER                            | City of Vancouver                                                     | CUSIP: 921577RT1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $21162.61     | 0.12%             | 2035-11-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                            | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24690.95     | 0.14%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc                         | Vermilion Energy Inc                                                  | CUSIP: 923725105<br>LEI: 8945009D1HGCJC8M8A68 | Long             | EC               | CORP              | CA        |      1035 | NS      | $14262.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                   | Vertex Pharmaceuticals Inc                                            | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        15 | NS      | $6698.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                     | Visa Inc                                                              | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       249 | NS      | $75257.76     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp     | Westinghouse Air Brake Technologies Corp                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        49 | NS      | $12245.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                  | Walmart Inc                                                           | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       410 | NS      | $50954.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                         | Waste Management Inc                                                  | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12199.65     | 0.07%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Watts Water Technologies Inc                 | Watts Water Technologies Inc                                          | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        90 | NS      | $26126.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                             | Wells Fargo & Co                                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       146 | NS      | $11623.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                            | George Weston Ltd                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |        92 | NS      | $6499.72      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                  | Workday Inc                                                           | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |        89 | NS      | $11562.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                              | Xcel Energy Inc                                                       | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        42 | NS      | $3336.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                   | Zoetis Inc                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       254 | NS      | $30025.34     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD GOVT MNY MMKT INS                     | LAZARD GOVT MNY MMKT INS                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1607965 | NS      | $1607965.08   | 8.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia Government Bonds                   | Australia Government Bonds                                            | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     30000 | PA      | $20722.72     | 0.12%             | 2027-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Evolution Mining Ltd                         | Evolution Mining Ltd                                                  | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |      1293 | NS      | $11718.16     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                 | Gaztransport Et Technigaz SA                                          | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |       380 | NS      | $88558.98     | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                      | Hungary Government Bond                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  21590000 | PA      | $53528.82     | 0.30%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds            | Japan Government Forty Year Bonds                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  22950000 | PA      | $86546.39     | 0.48%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                       | Asian Development Bank                                                | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2690000 | PA      | $27899.09     | 0.16%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                      | Inter-American Development Bank                                       | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $26961.32     | 0.15%             | 2027-04-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed              | Israel Government Bonds - Fixed                                       | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    195000 | PA      | $60853.87     | 0.34%             | 2027-03-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT         | French Republic Government Bonds OAT                                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     50000 | PA      | $44637.84     | 0.25%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ireland Government Bonds                     | Ireland Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     45000 | PA      | $48583.46     | 0.27%             | 2031-03-18      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| HOUSING NEW ZEALAND LTD                      | Housing New Zealand Ltd                                               | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |     50000 | PA      | $28315.74     | 0.16%             | 2028-10-18      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                           | Peru Government Bond                                                  | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    280000 | PA      | $76235.81     | 0.42%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      5000 | PA      | $4968.02      | 0.03%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    140000 | PA      | $37487.20     | 0.21%             | 2028-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     65000 | PA      | $34558.75     | 0.19%             | 2029-04-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                      | Romania Government Bond                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    140000 | PA      | $26876.44     | 0.15%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                            | International Finance Corp                                            | CUSIP: 000000000<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     71000 | PA      | $34927.84     | 0.19%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                      | Hungary Government International Bond                                 | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     31000 | PA      | $28222.21     | 0.16%             | 2035-06-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                     | New Zealand Local Government Funding Agency Bond                      | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |     70000 | PA      | $29273.96     | 0.16%             | 2037-04-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                     | Thailand Government Bond                                              | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    880000 | PA      | $25120.56     | 0.14%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |      5000 | PA      | $5168.03      | 0.03%             | 2030-09-10      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Siemens Energy AG                            | Siemens Energy AG                                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       113 | NS      | $18597.04     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                     | New South Wales Treasury Corp                                         | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     45000 | PA      | $26259.57     | 0.15%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                     | Queensland Treasury Corp                                              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     50000 | PA      | $28790.24     | 0.16%             | 2031-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                     | European Investment Bank                                              | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $34766.37     | 0.19%             | 2028-01-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                      | European Bank for Reconstruction & Development                        | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        | 690000000 | PA      | $39547.77     | 0.22%             | 2028-02-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                        | Prologis Euro Finance LLC                                             | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    100000 | PA      | $95426.24     | 0.53%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                      | Croatia Government International Bond                                 | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    100000 | PA      | $86476.09     | 0.48%             | 2041-03-04      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                   | Friedrich Vorwerk Group SE                                            | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |       120 | NS      | $9760.45      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                         | Colombian TES                                                         | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  22000000 | PA      | $4588.76      | 0.03%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                        | Bonos de la Tesoreria de la Republica en pesos                        | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  45000000 | PA      | $48263.28     | 0.27%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                       | Spain Government Bonds                                                | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     65000 | PA      | $49086.36     | 0.27%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                           | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43729.04     | 0.24%             | 2032-03-23      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN UNION                               | European Union                                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $33478.23     | 0.19%             | 2037-02-04      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                          | Korea Treasury Bond                                                   | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  36310000 | PA      | $22147.66     | 0.12%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                           | Denmark Government Bond                                               | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |    120000 | PA      | $16081.88     | 0.09%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    290000 | PA      | $52408.10     | 0.29%             | 2029-02-09      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                      | Inter-American Development Bank                                       | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        | 230000000 | PA      | $13469.17     | 0.08%             | 2026-11-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT            | Portugal Obrigacoes do Tesouro OT                                     | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |     50000 | PA      | $53265.91     | 0.30%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                               | Czech Republic Government Bond                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    530000 | PA      | $25515.92     | 0.14%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                      | European Bank for Reconstruction & Development                        | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1240000 | PA      | $23342.65     | 0.13%             | 2027-09-27      | Fixed         | 28.00%                | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                               | European Union                                                        | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $22556.88     | 0.13%             | 2033-02-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| TUI AG                                       | TUI AG                                                                | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | EC               | CORP              | DE        |      2462 | NS      | $18671.88     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                   | Boliden AB                                                            | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       183 | NS      | $9713.84      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                      | Romania Government Bond                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    230000 | PA      | $52332.41     | 0.29%             | 2026-10-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| WESTERN AUST TREAS CORP                      | Western Australian Treasury Corp                                      | CUSIP: 000000000<br>LEI: 213800FKHP5ME5Y3CF47 | Long             | DBT              | NUSS              | AU        |     35000 | PA      | $22713.61     | 0.13%             | 2033-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                               | Czech Republic Government Bond                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    520000 | PA      | $24229.94     | 0.13%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                    | Aegon Ltd                                                             | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |      1626 | NS      | $11855.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                          | Swedbank Hypotek AB                                                   | CUSIP: 000000000<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $21151.13     | 0.12%             | 2029-03-28      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kyoto Financial Group Inc                    | Kyoto Financial Group Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $5216.06      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                      | International Bank for Reconstruction & Development                   | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    430000 | PA      | $22736.70     | 0.13%             | 2038-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                   | U.K. Gilts                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      5000 | PA      | $5511.14      | 0.03%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                     | Queensland Treasury Corp                                              | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     15000 | PA      | $9945.74      | 0.06%             | 2034-02-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                       | Republic of Poland Government Bond                                    | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     85000 | PA      | $21787.58     | 0.12%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                       | Asian Development Bank                                                | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $23185.66     | 0.13%             | 2029-06-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                      | Temasek Financial I Ltd                                               | CUSIP: 000000000<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $149098.17    | 0.83%             | 2034-08-28      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro            | Italy Buoni Poliennali Del Tesoro                                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     45000 | PA      | $51296.10     | 0.29%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds           | Japan Government Twenty Year Bonds                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   7200000 | PA      | $37717.83     | 0.21%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                      | Norway Government Bonds                                               | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    310000 | PA      | $30591.22     | 0.17%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                   | U.K. Gilts                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     35000 | PA      | $45119.79     | 0.25%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $28068.51     | 0.16%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                      | European Bank for Reconstruction & Development                        | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1080000 | PA      | $15644.51     | 0.09%             | 2027-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bonds              | Japan Government Two Year Bonds                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3900000 | PA      | $24480.51     | 0.14%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LAND RHEINLAND-PFALZ                         | State of Rhineland-Palatinate                                         | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |     20000 | PA      | $22096.83     | 0.12%             | 2035-10-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                             | Roche Holding AG                                                      | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       215 | NS      | $84896.16     | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA                               | TELECOM ITALIA                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | N/A              | DE               |  | IT        |     17644 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Perseus Mining Ltd                           | Perseus Mining Ltd                                                    | CUSIP: 000000000<br>LEI: 54930054ZDGKBCW3SM26 | Long             | EC               | CORP              | AU        |      4487 | NS      | $16600.30     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                 | Leonardo SpA                                                          | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |       441 | NS      | $29621.11     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                    | Bandai Namco Holdings Inc                                             | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |       700 | NS      | $17290.34     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMCO Corp                                   | SUMCO Corp                                                            | CUSIP: 000000000<br>LEI: 353800SUSRUOM0V6KU92 | Long             | EC               | CORP              | JP        |      1300 | NS      | $14181.72     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                    | Partners Group Holding AG                                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |         3 | NS      | $3223.09      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                             | TotalEnergies SE                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      1119 | NS      | $103320.92    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Catalyst Metals Ltd                          | Catalyst Metals Ltd                                                   | CUSIP: 000000000<br>LEI: 9845002GB72C3J4A3E64 | Long             | EC               | CORP              | AU        |      2657 | NS      | $12036.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd                                 | Brambles Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1761 | NS      | $27517.26     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                    | Orkla ASA                                                             | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |       268 | NS      | $3370.54      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd        | Yangzijiang Shipbuilding Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |      5700 | NS      | $16937.43     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                     | Vinci SA                                                              | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |       385 | NS      | $57660.48     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SHO-BOND Holdings Co Ltd                     | SHO-BOND Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       400 | NS      | $3566.71      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                     | RELX PLC                                                              | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |       311 | NS      | $10253.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc           | MS&AD Insurance Group Holdings Inc                                    | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |       400 | NS      | $10467.79     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemring Group PLC                           | Chemring Group PLC                                                    | CUSIP: 000000000<br>LEI: 213800U9A54VQJ5P2J41 | Long             | EC               | CORP              | GB        |      1593 | NS      | $10789.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA | International Consolidated Airlines Group SA                          | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |      5554 | NS      | $26544.26     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                     | Rolls-Royce Holdings PLC                                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |      2579 | NS      | $39383.78     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd                        | Japan Airlines Co Ltd                                                 | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |      4400 | NS      | $71588.23     | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                           | Sage Group PLC/The                                                    | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |       336 | NS      | $3752.69      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                   | Singapore Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      5000 | PA      | $4205.26      | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                | Koninklijke Ahold Delhaize NV                                         | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |       631 | NS      | $29457.49     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                | AIB Group PLC                                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |      1362 | NS      | $14486.12     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                | SoftBank Corp                                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     11800 | NS      | $15747.61     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                   | U.K. Gilts                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     60000 | PA      | $45729.76     | 0.25%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                            | Chile Government International Bond                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     95000 | PA      | $94392.33     | 0.53%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                 | WH Group Ltd                                                          | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |     11000 | NS      | $14494.53     | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                            | NatWest Group PLC                                                     | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |      4671 | NS      | $34659.07     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                   | U.K. Gilts                                                            | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     70000 | PA      | $70938.83     | 0.40%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro            | Italy Buoni Poliennali Del Tesoro                                     | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     45000 | PA      | $52934.41     | 0.29%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE FINANCIALS IN                     | John Deere Financial Inc                                              | CUSIP: 47788ZAS0<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $44062.20     | 0.25%             | 2028-07-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds           | Japan Government Twenty Year Bonds                                    | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   5200000 | PA      | $23414.99     | 0.13%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                      | EXOR NV                                                               | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |       376 | NS      | $28817.32     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                   | Betsson AB                                                            | CUSIP: 000000000<br>LEI: 549300W61XW8OFGBG077 | Long             | EC               | CORP              | SE        |       316 | NS      | $3386.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                          | Kreditanstalt fuer Wiederaufbau                                       | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     30000 | PA      | $32418.27     | 0.18%             | 2028-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                      | Vestas Wind Systems A/S                                               | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       842 | NS      | $25209.91     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                      | GSK PLC                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      4213 | NS      | $115540.96    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Technip Energies NV                          | Technip Energies NV                                                   | CUSIP: 000000000<br>LEI: 724500FLODI49NSCIP70 | Long             | EC               | CORP              | NL        |       549 | NS      | $23074.90     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                       | Mercedes-Benz Group AG                                                | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |     35000 | PA      | $36176.22     | 0.20%             | 2030-09-10      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CZECH REPUBLIC                               | Czech Republic Government Bond                                        | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    730000 | PA      | $34281.12     | 0.19%             | 2027-11-19      | Floating      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Shell PLC                                    | Shell PLC                                                             | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       506 | NS      | $23628.60     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                          | Slovenia Government Bond                                              | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     30000 | PA      | $29649.47     | 0.17%             | 2035-03-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Banco BPM SpA                                | Banco BPM SpA                                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |      1119 | NS      | $15634.08     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                | UniCredit SpA                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       466 | NS      | $33578.78     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co Ltd                   | Japan Post Holdings Co Ltd                                            | CUSIP: 000000000<br>LEI: 5299003D9N4JBS256X18 | Long             | EC               | CORP              | JP        |      5600 | NS      | $64246.79     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                 | Banco Comercial Portugues SA                                          | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | EC               | CORP              | PT        |     12953 | NS      | $12698.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                       | Arch Capital Group Ltd                                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        34 | NS      | $3263.66      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                    | Axis Capital Holdings Ltd                                             | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |        37 | NS      | $3752.17      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The         | Bank of NT Butterfield & Son Ltd/The                                  | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |        80 | NS      | $4198.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                | Accenture PLC                                                         | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |        57 | NS      | $11302.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                      | CRH PLC                                                               | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |       249 | NS      | $26174.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                            | Everest Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |        53 | NS      | $17323.05     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                  | Genpact Ltd                                                           | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       213 | NS      | $7934.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                 | Hamilton Insurance Group Ltd                                          | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |       143 | NS      | $4265.69      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                   | RenaissanceRe Holdings Ltd                                            | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        34 | NS      | $10105.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                          | TE Connectivity PLC                                                   | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |       225 | NS      | $47029.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                               | TechnipFMC PLC                                                        | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |       527 | NS      | $36431.51     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                          | Viking Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |        45 | NS      | $3306.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                    | Chubb Ltd                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |        87 | NS      | $28355.91     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                   | Garmin Ltd                                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        69 | NS      | $16008.69     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                      | Nykredit Realkredit A/S                                               | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    155000 | PA      | $23735.70     | 0.13%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |        83 | NS      | $109628.89    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV                                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |        80 | NS      | $15748.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                      | Mexican Bonos                                                         | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1480000 | PA      | $82400.25     | 0.46%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                  | Royal Caribbean Cruises Ltd                                           | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |        51 | NS      | $14034.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                     | Flex Ltd                                                              | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |       261 | NS      | $17085.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-29

**Name of Applicant:** LAZARD RETIREMENT SERIES INC

**Signature:** Christina Kennedy

**Name of Signer:** Christina Kennedy

**Title:** Chief Financial Officer