# EDGAR Filing Document

**Accession Number:** 0000874964
**File Stem:** 0001410368-26-021459
**Filing Date:** 2026-3
**Character Count:** 213512
**Document Hash:** 9593aac5b6e88e482545bc6daaff26e5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-021459.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001410368-26-021459

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LAZARD FUNDS INC
- **CENTRAL INDEX KEY:** 0000874964

**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:** 811-06312
- **FILM NUMBER:** 26706095

**BUSINESS ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10112
- **BUSINESS PHONE:** 2126326000

**MAIL ADDRESS:**
- **STREET 1:** 30 ROCKEFELLER PLAZA
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10112

## Series and Classes Contracts Data

### Lazard Enhanced Opportunities Portfolio (Series ID: S000047900)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000150427 | Institutional Shares | LEOIX           |
| C000150428 | Open Shares          | LEOOX           |

## 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 FUNDS INC

- **b. Investment Company Act file number:** 811-06312

- **c. CIK number of Registrant:** 0000874964

- **d. LEI of Registrant:** FHQ86OSTXPK3IHDU6X52

- **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 Enhanced Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000047900

- **c. LEI of Series:** 549300WDE3F1JD57FL29

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $69824294.66

**Total Liabilities:** $9534399.01

**Net Assets:** $60289895.65

**Cash Not Reported:** $52324.74

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -2.85000000 | **1-Year:** -46.38000000 | **5-Year:** -57.83000000 | **10-Year:** -0.40000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -0.56000000 | **1-Year:** -4868.58000000 | **5-Year:** -5291.47000000 | **10-Year:** -65.95000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000150427 | 1.42%                | 0.11%                | 1.07%                |
| Class ID C000150428 | 1.41%                | 0.11%                | 0.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1289687.81              | $-882120.66                                |
| Month 2  | $4902.13                 | $120959.14                                 |
| Month 3  | $-649633.08              | $75509.10                                  |

**Designated Index Information**

- **Index Name:** ICE BofAML U.S. Convertible ex Mandatory Index

- **Index Identifier:** V0A0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABRA GLOBAL FINANCE                     | ABRA Global Finance                              | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |    121423 | PA      | $121195.94    | 0.20%             | 2029-10-22      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| ANI Pharmaceuticals Inc                 | ANI Pharmaceuticals Inc                          | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |         8 | NS      | $631.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                        | A10 Networks Inc                                 | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Short            | EC               | CORP              | US        |     -1050 | NS      | $-18574.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                        | A10 Networks Inc                                 | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20688.00     | 0.03%             | 2030-04-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AST SpaceMobile Inc                     | AST SpaceMobile Inc                              | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Long             | EC               | CORP              | US        |        87 | NS      | $6318.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                     | ADTRAN Holdings Inc                              | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       128 | NS      | $1112.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                     | ADTRAN Holdings Inc                              | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8648.00      | 0.01%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                     | Affirm Holdings Inc                              | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    792000 | PA      | $764280.00    | 1.27%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                     | Affirm Holdings Inc                              | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16646.25     | 0.03%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                 | Akamai Technologies Inc                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       179 | NS      | $15617.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                 | Akamai Technologies Inc                          | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |      -315 | NS      | $-27483.75    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | Akamai Technologies Inc                          | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102510.00    | 0.17%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | Akamai Technologies Inc                          | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    129000 | PA      | $127774.50    | 0.21%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | Akamai Technologies Inc                          | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     42000 | PA      | $46536.00     | 0.08%             | 2033-05-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                   | Alphatec Holdings Inc                            | CUSIP: 02081GAB8<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |    281000 | PA      | $351250.00    | 0.58%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                | Amphastar Pharmaceuticals Inc                    | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19469.10     | 0.03%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESC CB AMYRIS INC                       | ESC CB AMYRIS INC                                | CUSIP: 032ESCAA3<br>LEI: 549300BG17WCUK6EIM58 | Long             | DBT              | CORP              | US        |    938000 | PA      | $0.00         | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Applied Digital Corp                    | Applied Digital Corp                             | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |       508 | NS      | $12456.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc             | Applied Optoelectronics Inc                      | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |         2 | NS      | $69.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                  | Array Technologies Inc                           | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTRONICS CORP                          | Astronics Corp                                   | CUSIP: 046433AE8<br>LEI: 549300NNXCF8H4MSMK17 | Long             | DBT              | CORP              | US        |    157000 | PA      | $184867.50    | 0.31%             | 2031-01-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Aurora Innovation Inc                   | Aurora Innovation Inc                            | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Long             | EC               | CORP              | US        |       168 | NS      | $645.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                   | Aurora Innovation Inc                            | CUSIP: 051774107<br>LEI: 984500AB2E0D9F7D9D76 | Short            | EC               | CORP              | US        |      -837 | NS      | $-3214.08     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                 | BigBear.ai Holdings Inc                          | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |       305 | NS      | $1647.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                       | BILL Holdings Inc                                | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       159 | NS      | $8671.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                       | BILL Holdings Inc                                | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |       -71 | NS      | $-3872.34     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS INC                       | BILL Holdings Inc                                | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55976.25     | 0.09%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                       | BILL Holdings Inc                                | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |    876000 | PA      | $807803.40    | 1.34%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                 | BioMarin Pharmaceutical Inc                      | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    928000 | PA      | $891251.20    | 1.48%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BITDEER TECHNOLOGIES GRP                | Bitdeer Technologies Group                       | CUSIP: 09175RAE0<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | DBT              | CORP              | KY        |    198000 | PA      | $183882.60    | 0.30%             | 2031-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bloom Energy Corp                       | Bloom Energy Corp                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |     -8823 | NS      | $-766630.47   | -1.27%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                       | Bloom Energy Corp                                | CUSIP: 093712AK3<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    171000 | PA      | $796962.60    | 1.32%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Box Inc                                 | Box Inc                                          | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       160 | NS      | $4785.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                                 | Box Inc                                          | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |    182000 | PA      | $177450.00    | 0.29%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                    | Bridgebio Pharma Inc                             | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    482000 | PA      | $910257.00    | 1.51%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                         | CMS Energy Corp                                  | CUSIP: 125896BW9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAMTEK LTD/ISRAEL                       | Camtek Ltd/Israel                                | CUSIP: 13469VAC2<br>LEI: 5493000H80W07HCKGS43 | Long             | DBT              | CORP              | IL        |     17000 | PA      | $19676.81     | 0.03%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE                    | Check Point Software Technologies Ltd            | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $199700.00    | 0.33%             | 2030-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                | Cheesecake Factory Inc/The                       | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109967.70    | 0.18%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cipher Mining Inc                       | Cipher Mining Inc                                | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |       299 | NS      | $4413.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER MINING                           | Cipher Mining Inc                                | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |     86000 | PA      | $102340.00    | 0.17%             | 2031-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cleanspark Inc                          | Cleanspark Inc                                   | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |        28 | NS      | $283.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                          | Cleanspark Inc                                   | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |      -687 | NS      | $-6952.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEANSPARK INC                          | Cleanspark Inc                                   | CUSIP: 18452BAD2<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12072.00     | 0.02%             | 2032-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cloudflare Inc                          | Cloudflare Inc                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       306 | NS      | $60327.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                          | Cloudflare Inc                                   | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -397 | NS      | $-78268.55    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                          | Cloudflare Inc                                   | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    411000 | PA      | $483500.40    | 0.80%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                          | Cloudflare Inc                                   | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     79000 | PA      | $86070.50     | 0.14%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global Inc                     | Coinbase Global Inc                              | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       205 | NS      | $46358.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                     | Coinbase Global Inc                              | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    231000 | PA      | $231000.00    | 0.38%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Enovis Corp                             | Enovis Corp                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |        10 | NS      | $266.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                   | Commvault Systems Inc                            | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |    159000 | PA      | $141033.00    | 0.23%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CONFLUENT INC                           | Confluent Inc                                    | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                             | CONMED Corp                                      | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1092480.00   | 1.81%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                           | CoreWeave Inc                                    | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |       277 | NS      | $19835.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc                           | CoreWeave Inc                                    | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |      -272 | NS      | $-19477.92    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                           | CoreWeave Inc                                    | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    157000 | PA      | $148953.75    | 0.25%             | 2031-12-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Core Scientific Inc                     | Core Scientific Inc                              | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Short            | EC               | CORP              | US        |     -2072 | NS      | $-30168.32    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CORE SCIENTIFIC INC                     | Core Scientific Inc                              | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $384650.00    | 0.64%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ESC CB144A DANIMER SCI                  | ESC CB144A DANIMER SCI                           | CUSIP: 236ESCAA7<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $0.00         | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DEXCOM INC                              | Dexcom Inc                                       | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |    460000 | PA      | $423545.00    | 0.70%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                   | DigitalOcean Holdings Inc                        | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    112000 | PA      | $108264.80    | 0.18%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.           | PURCHASED USD / SOLD CAD                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-998.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.           | PURCHASED USD / SOLD EUR                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-367.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                 | DraftKings Holdings Inc                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    596000 | PA      | $545578.40    | 0.90%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                             | Dropbox Inc                                      | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |    934000 | PA      | $927462.00    | 1.54%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DROPBOX INC                             | Dropbox Inc                                      | CUSIP: 26210CAD6<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |    169000 | PA      | $170774.50    | 0.28%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                        | Duke Energy Corp                                 | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66000.00     | 0.11%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                      | Enphase Energy Inc                               | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     67000 | PA      | $58541.25     | 0.10%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eos Energy Enterprises Inc              | Eos Energy Enterprises Inc                       | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       183 | NS      | $2097.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY INC                                | Etsy Inc                                         | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    399000 | PA      | $369972.75    | 0.61%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                | Etsy Inc                                         | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    930000 | PA      | $833047.50    | 1.38%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                   | Euronet Worldwide Inc                            | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37489.38     | 0.06%             | 2030-10-01      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Exact Sciences Corp                     | Exact Sciences Corp                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |        -9 | NS      | $-914.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                     | Exact Sciences Corp                              | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    929000 | PA      | $971919.80    | 1.61%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                     | Exact Sciences Corp                              | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    769000 | PA      | $790147.50    | 1.31%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fastly Inc                              | Fastly Inc                                       | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Short            | EC               | CORP              | US        |     -1720 | NS      | $-17509.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FASTLY INC                              | Fastly Inc                                       | CUSIP: 31188VAE0<br>LEI: 549300E2FZC83FJ3H565 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39324.00     | 0.07%             | 2030-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FISKER INC                              | Fisker Inc                                       | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |    772000 | PA      | $3466.28      | 0.01%             | 2026-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Five9 Inc                               | Five9 Inc                                        | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |      -126 | NS      | $-2526.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                               | Five9 Inc                                        | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |    706000 | PA      | $637165.00    | 1.06%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                             | Gol Finance Inc                                  | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |    154480 | PA      | $158389.89    | 0.26%             | 2030-06-06      | Fixed         | 14.38%                | Yes           |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                | Galaxy Digital Holdings LP                       | CUSIP: 36317GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $270937.50    | 0.45%             | 2026-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                | Galaxy Digital Holdings LP                       | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $316275.00    | 0.52%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Digital Inc                      | Galaxy Digital Inc                               | CUSIP: 36317J209<br>LEI: 9845001C4070E5N07806 | Long             | EC               | CORP              | US        |       576 | NS      | $12879.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                           | GameStop Corp                                    | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       742 | NS      | $14899.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                           | GameStop Corp                                    | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | N/A              | DE               |  | US        |       829 | NS      | $2495.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                           | GameStop Corp                                    | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |    268000 | PA      | $262104.00    | 0.43%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HAEMONETICS CORP                        | Haemonetics Corp                                 | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |    159000 | PA      | $165471.30    | 0.27%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                           | Herbalife Ltd                                    | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $32535.00     | 0.05%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                  | Hims & Hers Health Inc                           | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |         6 | NS      | $194.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                  | Hims & Hers Health Inc                           | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |       -80 | NS      | $-2597.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HIMS & HERS HEALTH                      | Hims & Hers Health Inc                           | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18154.50     | 0.03%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| H WORLD GROUP LTD                       | H World Group Ltd                                | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |    252000 | PA      | $321426.00    | 0.53%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                 | Match Group Financeco 3 Inc                      | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |    295000 | PA      | $265205.00    | 0.44%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| IMPINJ INC                              | Impinj Inc                                       | CUSIP: 453204AD1<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |     80000 | PA      | $130544.00    | 0.22%             | 2027-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| IMPINJ INC                              | Impinj Inc                                       | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121717.00    | 0.20%             | 2029-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| indie Semiconductor Inc                 | indie Semiconductor Inc                          | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |      1638 | NS      | $5782.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                 | indie Semiconductor Inc                          | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |    418000 | PA      | $433549.60    | 0.72%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| INOTIV INC                              | Inotiv Inc                                       | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |    313000 | PA      | $75902.50     | 0.13%             | 2027-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                | IREN Ltd                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     16000 | PA      | $11888.00     | 0.02%             | 2031-07-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IREN LTD                                | IREN Ltd                                         | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     79000 | PA      | $73667.50     | 0.12%             | 2032-06-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| IREN LTD                                | IREN Ltd                                         | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     79000 | PA      | $74062.50     | 0.12%             | 2033-06-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JD.COM INC                              | JD.com Inc                                       | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    174000 | PA      | $174783.00    | 0.29%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                          | JBT Marel Corp                                   | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183689.80    | 0.30%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                          | Ziff Davis Inc                                   | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    422000 | PA      | $413560.00    | 0.69%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                          | Ziff Davis Inc                                   | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    636000 | PA      | $623757.00    | 1.03%             | 2028-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Lantheus Holdings Inc                   | Lantheus Holdings Inc                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       242 | NS      | $16105.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                   | Lantheus Holdings Inc                            | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |    129000 | PA      | $148124.25    | 0.25%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                 | Liberty Interactive LLC                          | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    416644 | PA      | $29165.09     | 0.05%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                 | Liberty Interactive LLC                          | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $75180.00     | 0.12%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS                      | Sirius XM Holdings Inc                           | CUSIP: 531229AP7<br>LEI: 54930055RWDMVXAGZK98 | Long             | DBT              | CORP              | US        |    819000 | PA      | $824323.50    | 1.37%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lucid Group Inc                         | Lucid Group Inc                                  | CUSIP: 549498202<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |      1798 | NS      | $19004.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                   | Lumentum Holdings Inc                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        65 | NS      | $23958.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                   | Lumentum Holdings Inc                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -65 | NS      | $-23958.35    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS INC                     | MGP Ingredients Inc                              | CUSIP: 55303JAB2<br>LEI: 2549006OMHFVZ4MS8538 | Long             | DBT              | CORP              | US        |    563000 | PA      | $546110.00    | 0.91%             | 2041-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc | MACOM Technology Solutions Holdings Inc          | CUSIP: 55405Y100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -23 | NS      | $-3939.44     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                       | MARA Holdings Inc                                | CUSIP: 565788AJ5<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |     49000 | PA      | $33422.90     | 0.06%             | 2032-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                | Marriott Vacations Worldwide Corp                | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |    138000 | PA      | $131445.00    | 0.22%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                         | Match Group Inc                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       190 | NS      | $6135.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                | Microchip Technology Inc                         | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |       -76 | NS      | $-4842.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                | Microchip Technology Inc                         | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    571000 | PA      | $561064.60    | 0.93%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MITEK SYSTEMS INC                       | Mitek Systems Inc                                | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |    665000 | PA      | $659015.00    | 1.09%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                     | NCL Corp Ltd                                     | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    103000 | PA      | $103000.00    | 0.17%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                     | NCL Corp Ltd                                     | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    383000 | PA      | $371280.20    | 0.62%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| NEBIUS GROUP NV                         | Nebius Group NV                                  | CUSIP: 63954QAC0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     96000 | PA      | $177759.52    | 0.29%             | 2031-06-05      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NUTANIX INC                             | Nutanix Inc                                      | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227245.00    | 0.38%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                         | OSI Systems Inc                                  | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15771.20     | 0.03%             | 2031-02-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                      | Oddity Finance LLC                               | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65740.00     | 0.11%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp                   | ON Semiconductor Corp                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       300 | NS      | $16245.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                   | ON Semiconductor Corp                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |      -186 | NS      | $-10071.90    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                   | ON Semiconductor Corp                            | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     83000 | PA      | $99019.00     | 0.16%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                   | ON Semiconductor Corp                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    338000 | PA      | $320593.00    | 0.53%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Opendoor Technologies Inc               | Opendoor Technologies Inc                        | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |        65 | NS      | $378.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc               | Opendoor Technologies Inc                        | CUSIP: 683712129<br>LEI: 254900KX11YZ4HV5BQ47 | N/A              | DE               |  | US        |         3 | NS      | $2.70         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc               | Opendoor Technologies Inc                        | CUSIP: 683712137<br>LEI: 254900KX11YZ4HV5BQ47 | N/A              | DE               |  | US        |         3 | NS      | $1.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc               | Opendoor Technologies Inc                        | CUSIP: 683712145<br>LEI: 254900KX11YZ4HV5BQ47 | N/A              | DE               |  | US        |         3 | NS      | $1.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                  | Pacira BioSciences Inc                           | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -871 | NS      | $-22541.48    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                  | Pacira BioSciences Inc                           | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $250015.00    | 0.41%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                          | PagerDuty Inc                                    | CUSIP: 69553PAD2<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |    163000 | PA      | $155746.50    | 0.26%             | 2028-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                     | PAR Technology Corp                              | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |    309000 | PA      | $302356.50    | 0.50%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                            | Parsons Corp                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    243000 | PA      | $250411.50    | 0.42%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                 | Pebblebrook Hotel Trust                          | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |    161000 | PA      | $155767.50    | 0.26%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                 | Peloton Interactive Inc                          | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |       296 | NS      | $1823.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                 | Peloton Interactive Inc                          | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |     -4811 | NS      | $-29635.76    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                 | Peloton Interactive Inc                          | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603137.50    | 1.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                 | Peloton Interactive Inc                          | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     27000 | PA      | $45022.50     | 0.07%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                        | Pitney Bowes Inc                                 | CUSIP: 724479AR1<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58941.00     | 0.10%             | 2030-08-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Porch Group Inc                         | Porch Group Inc                                  | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |        79 | NS      | $721.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                         | Porch Group Inc                                  | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Short            | EC               | CORP              | US        |      -232 | NS      | $-2118.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PORCH GROUP INC                         | Porch Group Inc                                  | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258773.30    | 0.43%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PREMIUM BRANDS HLDGS COR                | Premium Brands Holdings Corp                     | CUSIP: 74061AAM0<br>LEI: 529900F5EXPGUY8WV366 | Long             | DBT              | CORP              | CA        |    143000 | PA      | $104394.01    | 0.17%             | 2032-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                         | Q2 Holdings Inc                                  | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57741.00     | 0.10%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                              | Rapid7 Inc                                       | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |    519000 | PA      | $491752.50    | 0.82%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Riot Platforms Inc                      | Riot Platforms Inc                               | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |        13 | NS      | $164.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                   | Rivian Automotive Inc                            | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Long             | EC               | CORP              | US        |        39 | NS      | $768.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTO INC                         | Rivian Automotive Inc                            | CUSIP: 76954AAC7<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                              | Rubrik Inc                                       | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76791.00     | 0.13%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SEMTECH CORP                            | Semtech Corp                                     | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $142905.00    | 0.24%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Shake Shack Inc                         | Shake Shack Inc                                  | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |         2 | NS      | $162.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                         | Shake Shack Inc                                  | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40742.50     | 0.07%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                     | Shift4 Payments Inc                              | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $78043.50     | 0.13%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SHIFT TECHNOLOGIES INC                  | Shift Technologies Inc                           | CUSIP: 82452TAA5<br>LEI: 5493000DBZBX1I1QVY71 | Long             | DBT              | CORP              | US        |    850000 | PA      | $935.00       | 0.00%             | 2026-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Silvercorp Metals Inc                   | Silvercorp Metals Inc                            | CUSIP: 82835P103<br>LEI: 52990092RT3UCQ7G3177 | Long             | EC               | CORP              | CA        |        93 | NS      | $775.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                  | Sirius XM Holdings Inc                           | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |       795 | NS      | $15896.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENGUIN SOLUTIONS INC                   | Penguin Solutions Inc                            | CUSIP: 83205YAE4<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3061.50      | 0.01%             | 2030-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                | Snap Inc                                         | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    315000 | PA      | $285957.00    | 0.47%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| StorageVault Canada Inc                 | StorageVault Canada Inc                          | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Short            | EC               | CORP              | CA        |     -2136 | NS      | $-7267.58     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STORAGEVAULT CANADA INC                 | StorageVault Canada Inc                          | CUSIP: 86212HAC9<br>LEI: 254900A6LDI0HRL1VD69 | Long             | DBT              | CORP              | CA        |    342000 | PA      | $251264.29    | 0.42%             | 2028-03-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                 | Summit Hotel Properties Inc                      | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              |  | US        |    781000 | PA      | $778657.00    | 1.29%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                | Super Micro Computer Inc                         | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61579.05     | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                | Super Micro Computer Inc                         | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     86000 | PA      | $72928.00     | 0.12%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TELADOC HEALTH INC                      | Teladoc Health Inc                               | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |    256000 | PA      | $244480.00    | 0.41%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                           | TEMPUS AI INC                                    | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8544.00      | 0.01%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Terawulf Inc                            | Terawulf Inc                                     | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |       617 | NS      | $7089.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                          | Tetra Tech Inc                                   | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22836.45     | 0.04%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THE REALREAL INC                        | RealReal Inc/The                                 | CUSIP: 88339PAJ0<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    102000 | PA      | $173655.00    | 0.29%             | 2031-02-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                   | Uber Technologies Inc                            | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99592.80     | 0.17%             | 2028-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1194298.53   | 1.98%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4030000 | PA      | $4019357.62   | 6.67%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2015000 | PA      | $2006762.90   | 3.33%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3355000 | PA      | $3334576.81   | 5.53%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    285000 | PA      | $283062.79    | 0.47%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2145000 | PA      | $2142703.65   | 3.55%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1610000 | PA      | $1607154.89   | 2.67%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2005000 | PA      | $2000085.85   | 3.32%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2615000 | PA      | $2594264.83   | 4.30%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1400000 | PA      | $1377282.70   | 2.28%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                              | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4300000 | PA      | $4251124.23   | 7.05%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Notes                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $531685.55    | 0.88%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Notes                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -826000 | PA      | $-827839.14   | -1.37%            | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Notes                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1074000 | PA      | $1070182.26   | 1.78%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                      | Unity Software Inc                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280937.50    | 0.47%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                    | Upstart Holdings Inc                             | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15480.00     | 0.03%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UPWORK INC                              | Upwork Inc                                       | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |    547000 | PA      | $535102.75    | 0.89%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                   | Veeco Instruments Inc                            | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $95595.50     | 0.16%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                              | Vertex Inc                                       | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11399.10     | 0.02%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                  | Vishay Intertechnology Inc                       | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     43000 | PA      | $38753.75     | 0.06%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WIX LTD                                 | Wix.com Ltd                                      | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |     21000 | PA      | $18606.00     | 0.03%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WAYFAIR INC                             | Wayfair Inc                                      | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $2592726.42   | 4.30%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc                          | WisdomTree Inc                                   | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |       315 | NS      | $3839.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                             | Xometry Inc                                      | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       171 | NS      | $10169.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                             | Xometry Inc                                      | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |     -1296 | NS      | $-77073.12    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                             | Xometry Inc                                      | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    221000 | PA      | $279012.50    | 0.46%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                             | Xometry Inc                                      | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |     76000 | PA      | $114657.40    | 0.19%             | 2030-06-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                              | Zoetis Inc                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       111 | NS      | $13966.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                              | Zoetis Inc                                       | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50592.50     | 0.08%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ZSCALER INC.                            | Zscaler Inc                                      | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17822.00     | 0.03%             | 2028-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LAZARD GOVT MNY MMKT INS                | LAZARD GOVT MNY MMKT INS                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2876234 | NS      | $2876233.75   | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PHARMING NV                             | Pharming Group NV                                | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $325495.14    | 0.54%             | 2029-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                 | Ping An Insurance Group Co of China Ltd          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $325571.60    | 0.54%             | 2029-07-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities LLC                  | BLOOM ENERGY CORP                                | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |         3 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                     | SAREPTA THERAPEUTICS INC                         | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DE               |  | US        |         4 | NC      | $40.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | PORCH GROUP INC                                  | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         4 | NC      | $40.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | PORCH GROUP INC                                  | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |       -31 | NC      | $-4805.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | OPENDOOR TECHNOLOGIES INC                        | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        33 | NC      | $33.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | DIGITALOCEAN HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        -2 | NC      | $-300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | DIGITALOCEAN HOLDINGS INC                        | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         2 | NC      | $660.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Group Securities LLC            | INDIE SEMICONDUCTOR INC                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        17 | NC      | $425.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | GALAXY DIGITAL INC                               | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         9 | NC      | $1035.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | IREN LTD                                         | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | AU        |         9 | NC      | $9.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | INDIE SEMICONDUCTOR INC                          | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        34 | NC      | $1700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | ON SEMICONDUCTOR CORP                            | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        -2 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | SHIFT4 PAYMENTS INC                              | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         2 | NC      | $300.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | CORE SCIENTIFIC INC                              | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         9 | NC      | $846.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | B2GOLD CORP                                      | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | CA        |        43 | NC      | $1892.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | APPLIED DIGITAL CORP                             | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         2 | NC      | $598.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | APPLIED DIGITAL CORP                             | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        -2 | NC      | $-202.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | ON SEMICONDUCTOR CORP                            | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         2 | NC      | $600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | BRIDGEBIO PHARMA INC                             | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        -5 | NC      | $-1900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | GUARDANT HEALTH INC                              | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         8 | NC      | $1480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | PAGAYA TECHNOLOGIES LTD                          | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | IL        |        -9 | NC      | $-567.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | PAGAYA TECHNOLOGIES LTD                          | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | IL        |         9 | NC      | $630.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | BRIDGEBIO PHARMA INC                             | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         5 | NC      | $2350.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | GUARDANT HEALTH INC                              | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        -8 | NC      | $-5360.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | SUPER MICRO COMPUTER INC                         | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         8 | NC      | $40.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Securities LLC                  | BILL HOLDINGS INC                                | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |         4 | NC      | $180.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | PAGAYA TECHNOLOGIES LTD                          | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | IL        |        -8 | NC      | $-720.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | GUARDANT HEALTH INC                              | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        -8 | NC      | $-240.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | CORE SCIENTIFIC INC                              | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         8 | NC      | $416.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | CORMEDIX INC                                     | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |       -16 | NC      | $-816.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | PAGAYA TECHNOLOGIES LTD                          | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | IL        |         8 | NC      | $40.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | GUARDANT HEALTH INC                              | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         8 | NC      | $664.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | CORMEDIX INC                                     | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        16 | NC      | $1760.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | CORE SCIENTIFIC INC                              | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        -8 | NC      | $-1616.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Securities LLC                  | DROPBOX INC                                      | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |         8 | NC      | $856.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank NA                     | STRIDE INC                                       | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DE               |  | US        |         8 | NC      | $48.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                 | STRIDE INC                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               |  | US        |         3 | NC      | $555.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | BIOMARIN PHARMACEUTICAL INC                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         8 | NC      | $120.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKM Partners LLC                        | TERAWULF INC                                     | CUSIP: 000000000<br>LEI: 25490041O5W104HFWA62 | N/A              | DE               |  | US        |         8 | NC      | $864.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MKM Partners LLC                        | TERAWULF INC                                     | CUSIP: 000000000<br>LEI: 25490041O5W104HFWA62 | N/A              | DE               |  | US        |        -8 | NC      | $-1272.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MKM Partners LLC                        | IREN LTD                                         | CUSIP: 000000000<br>LEI: 25490041O5W104HFWA62 | N/A              | DE               |  | AU        |       -16 | NC      | $-4832.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MKM Partners LLC                        | IREN LTD                                         | CUSIP: 000000000<br>LEI: 25490041O5W104HFWA62 | N/A              | DE               |  | AU        |        16 | NC      | $5280.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MKM Partners LLC                        | NEBIUS GROUP NV                                  | CUSIP: 000000000<br>LEI: 25490041O5W104HFWA62 | N/A              | DE               |  | NL        |        -8 | NC      | $-8800.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MKM Partners LLC                        | NEBIUS GROUP NV                                  | CUSIP: 000000000<br>LEI: 25490041O5W104HFWA62 | N/A              | DE               |  | NL        |         8 | NC      | $4656.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Securities LLC                  | NUTANIX INC                                      | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |         8 | NC      | $1440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citadel Securities LLC                  | NUTANIX INC                                      | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |        -8 | NC      | $-2240.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | LUMENTUM HOLDINGS INC                            | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         4 | NC      | $260.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd | Ping An Insurance Group Co of China Ltd          | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Short            | EC               | CORP              | CN        |    -32600 | NS      | $-274225.97   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| Pharming Group NV                       | Pharming Group NV                                | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Short            | EC               | CORP              | NL        |    -47937 | NS      | $-80002.69    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | STORAGEVAULT CANADA INC CFD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      3534 | OU      | $38.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PHARMING GROUP NV CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |     98498 | OU      | $-4058.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Herbalife Ltd                           | Herbalife Ltd                                    | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |        81 | NS      | $1044.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                | Jazz Pharmaceuticals PLC                         | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       153 | NS      | $26010.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                | Jazz Pharmaceuticals PLC                         | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |      -153 | NS      | $-26010.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC         | Seagate Technology Holdings PLC                  | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |        28 | NS      | $7710.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VINTY HLDG 5 SA                         | VINTY HLDG 5 SA                                  | CUSIP: 000000000<br>LEI: 2138005LNETKBA1YXW31 | Long             | EC               | CORP              | LU        |  20125249 | NS      | $20125.25     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Nebius Group NV                         | Nebius Group NV                                  | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |      1249 | NS      | $104547.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                                | IREN Ltd                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Long             | EC               | CORP              | AU        |     10556 | NS      | $398700.12    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                                | IREN Ltd                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |    -10556 | NS      | $-398700.12   | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | ASTRONICS CORP CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    173652 | OU      | $-36202.81    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OSI SYSTEMS INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     97205 | OU      | $3343.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CHECK POINT SOFTWARE TECH CFD                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     93426 | OU      | $1388.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CHEESECAKE FACTORY INC/THE CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     95665 | OU      | $13635.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COHU INC CFD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     25403 | OU      | $759.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EURONET WORLDWIDE INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      9957 | OU      | $-241.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EZCORP INC-CL A CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     22265 | OU      | $-3894.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GRANITE CONSTRUCTION INC CFD                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    880370 | OU      | $-97336.23    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GREENBRIER COMPANIES INC CFD                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    104324 | OU      | $-3785.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HAEMONETICS STK CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     54674 | OU      | $1054.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MKS INSTRUMENTS INC CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    261815 | OU      | $-10643.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENCORE CAPITAL GROUP INC CFD                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    206120 | OU      | $-48346.81    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INTERDIGITAL INC CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   3523946 | OU      | $-178494.95   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WISDOMTREE INVESTMENTS INC CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    509322 | OU      | $-33852.65    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AKAMAI TECHNOLOGIES INC CFD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    196506 | OU      | $978.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ON SEMICONDUCTOR CORPORATION CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    786019 | OU      | $-46753.86    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CAMTEK LTD CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     13680 | OU      | $1450.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MICROCHIP TECHNOLOGY INC CFD                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     67198 | OU      | $1311.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | PAR TECHNOLOGY STK CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     26862 | OU      | $5384.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PATRICK INDUSTRIES INC CFD                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    289320 | OU      | $-24476.34    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PITNEY BOWES INC CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     59394 | OU      | $4208.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FLUOR CORP (NEW) CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     52742 | OU      | $5384.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EXACT SCIENCES CORP CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    216331 | OU      | $-116684.25   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | EXACT SCIENCES CORP CFD                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    112769 | OU      | $-78671.55    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OMNICELL INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     32119 | OU      | $-12773.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEMTECH CORP CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    523511 | OU      | $-42354.98    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TETRA TECH INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     21479 | OU      | $1992.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VISHAY INTERTECHNOLOGY INC CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16851 | OU      | $-333.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VEECO INSTRUMENTS INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     58381 | OU      | $2535.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | VEECO INSTRUMENTS INC                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     20212 | OU      | $-1308.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WESTERN DIGITAL CORP CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   3283975 | OU      | $-992282.72   | -1.65%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | WESTERN DIGITAL CORP CFD                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    847611 | OU      | $-804113.32   | -1.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | THE REALREAL INC 4.0 02/15/31                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1570 | OU      | $267292.50    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALNYLAM PHARMACEUTICALS INC CFD                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4909 | OU      | $535.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SILVERCORP METALS INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     81221 | OU      | $-58307.45    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PING AN INSURANCE GROUP CO-H CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | HK        |     26668 | OU      | $-1793.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HERBALIFE LTD CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     49029 | OU      | $4726.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GAMESTOP CORP-CLASS A CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    285748 | OU      | $37901.01     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIVE NATION CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    753959 | OU      | $32623.57     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COMMVAULT SYSTEMS INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     41682 | OU      | $-564.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PTC THERAPEUTICS INC CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    843040 | OU      | $-219867.87   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LEMAITRE VASCULAR INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     42384 | OU      | $3942.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                           | ISHARES IBOXX H/Y CORP BOND CFD                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |   1416694 | OU      | $-8763.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | B2GOLD CORP CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    700480 | OU      | $-13683.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | JBT MARCEL CORP CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     52168 | OU      | $-1470.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PACIRA PHARMACEUTICALS INC CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    147126 | OU      | $-16487.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | JAZZ PHARMACEUTICALS PLC CFD                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    326538 | OU      | $7958.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PEBBLEBROOK HOTEL TRUST CFD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      2203 | OU      | $-4.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MACOM TECHNOLOGY SOLUTIONS H CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    187011 | OU      | $-41305.27    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MACOM TECHNOLOGY SOLUTIONS H CFD                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    352779 | OU      | $-134341.34   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NEBIUS GROUP NV                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   2449518 | OU      | $516434.74    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUIDEWIRE SOFTWARE INC CFD                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    297539 | OU      | $13511.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DUKE ENERGY CORP CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    109810 | OU      | $3148.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ZOETIS INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     35977 | OU      | $-1391.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NORWEGIAN CRUISE LINE HOLDINGS LTD               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BM        |    295899 | OU      | $-7719.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC CFD    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     35307 | OU      | $1236.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ANI PHARMACEUTICALS INC CFD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     37890 | OU      | $4577.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLACKLINE INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     40761 | OU      | $289.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALPHATEC HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    331344 | OU      | $-2833.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | ALPHATEC HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     55407 | OU      | $-26122.66    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOLARIS ENERGY INFRASTRUCTUR CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    949431 | OU      | $69518.81     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | RIOT PLATFORMS INC CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16206 | OU      | $5448.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLOOM ENERGY CORP- A CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   5486492 | OU      | $1810610.12   | 3.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp.               | BLOOM ENERGY CORP- A CFD                         | CUSIP: 000000000<br>LEI: RUC0QBLBRPRCU4W1NE59 | N/A              | DE               |  | US        |    596410 | OU      | $241464.35    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | APPLIED OPTOELECTRONICS INC CFD                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      6886 | OU      | $-852.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SSR MINING INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16559 | OU      | $-363.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HUAZHU GROUP LTD CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    459338 | OU      | $-20948.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | HUAZHU GROUP LTD CFD                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    111965 | OU      | $-37606.62    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EVERGY INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    441352 | OU      | $18300.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUARDANT HEALTH INC CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    368465 | OU      | $-82993.41    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WIX.COM LTD CFD (USD)                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      6254 | OU      | $1059.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DROPBOX INC-CLASS A CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    361943 | OU      | $18946.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CORMEDIX INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    126812 | OU      | $-4176.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PELOTON INTERACTIVE INC-A CFD                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    270699 | OU      | $25130.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CLEANSPARK INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     12520 | OU      | $4019.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MIRUM PHARMACEUTICALS INC CFD                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   1091505 | OU      | $-124308.82   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENOVIS CORP CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      6722 | OU      | $941.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DROPBOX INC 0.0 03/01/28                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      7290 | OU      | $736654.50    | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FASTLY INC - CLASS A CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       332 | OU      | $16.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PARSONS CORP CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     67346 | OU      | $1776.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CLOUDFLARE INC - CLASS A CFD                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    835219 | OU      | $83091.44     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CLOUDFLARE INC - CLASS A CFD                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     68572 | OU      | $7257.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TRIP.COM GROUP LTD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |    686829 | OU      | $-87497.42    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BRIDGEBIO PHARMA INC CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    398397 | OU      | $-74616.81    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BRIDGEBIO PHARMA INC CFD                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    436339 | OU      | $-192179.59   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TRANSMEDICS GROUP INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    449467 | OU      | $1551.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IAC FINANCECO 3 INC 2.0 01/15/30                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4750 | OU      | $427025.00    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MATCH GROUP INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     37327 | OU      | $580.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SSR MINING INC 2.5 04/01/39 144A SWAP            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       170 | OU      | $22214.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | REALREAL INC/THE CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    207546 | OU      | $-136694.29   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BILL HOLDINGS INC CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     74829 | OU      | $-54.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EQUINOX GOLD CORP CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    211767 | OU      | $-53968.01    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Q2 HOLDINGS INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16713 | OU      | $332.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LRN 1.125 09/01/27                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2890 | OU      | $394629.50    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CHEESECAKE FACTORY (THE) .375 06/15/26           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1120 | OU      | $110958.40    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEAGATE TECHNOLOGY HOLDINGS CFD                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   3414924 | OU      | $-162942.63   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UPSTART HOLDINGS INC CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    225615 | OU      | $50738.64     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FLUOR CORP 1.125 08/15/29                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       850 | OU      | $97044.50     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OPENDOOR TECHNOLOGIES INC CFD                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    366274 | OU      | $75403.75     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | RIVIAN AUTOMOTIVE INC-A CFD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     96777 | OU      | $2267.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EZCORP INC 3.75 12/15/29                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       160 | OU      | $29768.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | STRIDE INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    543079 | OU      | $266087.76    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AKAMAI TECHNOLOGIES INC 1.125 02/15/29           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1290 | OU      | $127774.50    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | AKAMAI TECHNOLOGIES INC 1.125 02/15/29           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      1110 | OU      | $109945.50    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SHIFT4 PAYMENTS INC-CLASS A CFD                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     65604 | OU      | $8616.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEAGATE HDD CAYMAN 06/28 3.5 CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     10800 | OU      | $3632580.00   | 6.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OPENDOOR TECHNOLOGIES INC                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         0 | OU      | $15.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OPENDOOR TECHNOLOGIES INC                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         0 | OU      | $27.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EXACT SCIENCES CORP .375 03/01/28                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1780 | OU      | $182895.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LUMENTUM HOLDINGS INC .5 12/15/26                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      8560 | OU      | $3178456.40   | 5.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | LUMENTUM HOLDINGS INC .5 12/15/26                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       760 | OU      | $282199.40    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MARA HOLDINGS INC CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     20755 | OU      | $4581.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | B2GOLD CORP 2.75 02/01/30                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6050 | OU      | $968756.25    | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOFI TECHNOLOGIES INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   1374344 | OU      | $55028.68     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | BIGBEAR.AI HOLDINGS INC CFD                      | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |     27635 | OU      | $-1454.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BIGBEAR.AI HOLDINGS INC CFD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    114184 | OU      | $25932.25     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Q2 HOLDINGS INC .75 06/01/26                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       230 | OU      | $23299.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ODDITY TECH LTD-CL A CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     39097 | OU      | $2814.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | PAR TECHNOLOGY CORP 2.875 04/15/26               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       420 | OU      | $43112.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COINBASE GLOBAL INC -CLASS A CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     53544 | OU      | $6506.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | COINBASE GLOBAL INC -CLASS A CFD                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     27607 | OU      | $4767.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GAMESTOP CORP 0.0 04/01/30                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       170 | OU      | $16852.10     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | APPLIED DIGITAL CORP CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   1335142 | OU      | $115027.10    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOFI TECHNOLOGIES INC 0.0 10/15/26               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       840 | OU      | $108649.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AURORA INNOVATION INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     35088 | OU      | $2835.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AFFIRM HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     14336 | OU      | $-996.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | KITE REALTY GROUP LP .75 04/01/27                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       460 | OU      | $48617.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MIRION TECHNOLOGIES INC CFD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     89126 | OU      | $4931.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ON SEMICONDUCTOR CORP 0.0 05/01/27               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | DE        |      9800 | OU      | $1169140.00   | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CLOUDFLARE INC 0.0 08/15/26                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4010 | OU      | $471736.40    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | JD.COM INC-ADR CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     44161 | OU      | $766.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IRIS ENERGY LTD CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    799380 | OU      | $212773.73    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | IRIS ENERGY LTD CFD                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |   3462956 | OU      | $92474.01     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PATRICK INDUSTRIES INC 1.75 12/01/28             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2080 | OU      | $354016.00    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AKAMAI TECHNOLOGIES INC .25 05/15/33             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       410 | OU      | $45428.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | RIVIAN AUTO INC 4.625 03/15/29                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1280 | OU      | $161200.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VERTEX INC - CLASS A CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    137190 | OU      | $14235.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ASTRONICS CORP 0.0 01/15/31                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1100 | OU      | $129525.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | H WORLD GROUP LTD 3.0 05/01/26                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | DE        |      3110 | OU      | $396680.50    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NEBIUS GROUP NV 1.0 09/15/30                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | DE        |       160 | OU      | $15712.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NEBIUS GROUP NV 2.75 09/15/32                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       160 | OU      | $15352.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                     | CIPHER MINING INC CFD                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    176710 | OU      | $59485.58     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CIPHER MINING INC CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    935633 | OU      | $235950.18    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CIPHER MINING INC CFD                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     76337 | OU      | $14640.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VISHAY INTERTECHNOLOGY 2.25 09/15/30 CFD         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       440 | OU      | $39655.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TRANSMEDICS GROUP INC 1.5 06/01/28               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4370 | OU      | $655259.65    | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SNOWFLAKE INC-CLASS A CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     71660 | OU      | $4316.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INOTIV INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     33046 | OU      | $19682.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | AMPHASTAR PHARMACEUTICAL 2.0 03/15/29            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       220 | OU      | $20396.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | US TREASURY N/B 3.75 04/30/27                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      5920 | OU      | $593850.00    | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | US TREASURY N/B 3.875 04/30/30                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |     11840 | OU      | $1193250.00   | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HIMS & HERS HEALTH INC CFD                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     18468 | OU      | $6909.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                     | GALAXY DIGITAL HOLDIN LP 3.0 12/15/26            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCR              |  | US        |      2500 | OU      | $270937.50    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CLOUDFLARE INC 0.0 06/15/30                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4010 | OU      | $436889.50    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CLOUDFLARE INC 0.0 06/15/30                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       760 | OU      | $82802.00     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GAMESTOP CORP 0.0 06/15/32                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2440 | OU      | $238632.00    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | CORE SCIENTIFIC INC CFD                          | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |    166487 | OU      | $51885.58     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CORE SCIENTIFIC INC CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    536021 | OU      | $90688.40     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CORE SCIENTIFIC INC CFD                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    159862 | OU      | $20318.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALPHATEC HOLDINGS INC .75 03/15/30               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1590 | OU      | $244017.30    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EOS ENERGY ENTERPRISES INC CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    399771 | OU      | $103277.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TERAWULF INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     94082 | OU      | $3621.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | TERAWULF INC CFD                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    638197 | OU      | $32329.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DIGITALOCEAN HOLDINGS INC CFD                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     78079 | OU      | $-8007.63     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | XOMETRY INC 1.0 02/01/27                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3270 | OU      | $412837.50    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WESTERN DIGITAL CORP 3.0 11/15/28 CFD            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      7160 | OU      | $3283790.80   | 5.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | WESTERN DIGITAL CORP 3.0 11/15/28                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      5910 | OU      | $2710503.30   | 4.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AMPHASTAR PHARMACEUTICALS IN CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      1042 | OU      | $-109.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | AMPHASTAR PHARMACEUTICALS IN CFD                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      4467 | OU      | $-5.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PORCH GROUP INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     22322 | OU      | $9375.37      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CERIDIAN HCM HOLDING INC .25 03/15/26            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     13130 | OU      | $1303152.50   | 2.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AST SPACEMOBILE INC CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    398447 | OU      | $-73.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MCEWEN INC 5.25 08/15/30                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       510 | OU      | $96650.10     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUARDANT HEALTH INC 1.25 02/15/31                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |        80 | OU      | $14672.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | COINBASE GLOBAL INC .5 06/01/26                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       840 | OU      | $84000.00     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | M/A-COM TECH SOLUTIONS .25 03/15/26              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       390 | OU      | $81121.95     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | M/A-COM TECH SOLUTIONS .25 03/15/26              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      3060 | OU      | $636495.30    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GRANITE CONSTRUCTION INC 3.75 05/15/28           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4020 | OU      | $1021884.00   | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | JAZZ INVESTMENTS I LTD 2.0 06/15/26              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      3990 | OU      | $462740.25    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BITDEER TECHNOLOGIES GROUP-A CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    103000 | OU      | $2703.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BRIDGEBIO PHARMA INC 2.5 03/15/27                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2060 | OU      | $389031.00    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Pagaya Technologies Ltdsr Unsecured              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3210 | OU      | $586113.90    | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ASCENDIS PHARMA A/S 2.25 04/01/28                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | DE        |       110 | OU      | $15624.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MIRUM PHARMACEUTICALS 4.0 05/01/29               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5120 | OU      | $1323366.40   | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUARDANT HEALTH INC 0.0 11/15/27                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     11280 | OU      | $1218804.00   | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALIBABA GROUP HOLDING-SP ADR SWAP                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     22601 | OU      | $1493.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PTC THERAPEUTICS INC 1.5 09/15/26                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      8400 | OU      | $1247946.00   | 2.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INDIE SEMICONDUCTOR INC-A CFD                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    282728 | OU      | $29866.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IMPINJ INC 1.125 05/15/27                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2270 | OU      | $370418.60    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIBERTY MEDIA CORP 2.375 09/30/53                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6120 | OU      | $885564.00    | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PORCH GROUP INC 6.75 10/01/28                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1480 | OU      | $149021.20    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GRAB HOLDINGS LTD - CL A CFD                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     19137 | OU      | $2211.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Pacira Biosciences Inc                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2800 | OU      | $282275.00    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MKS INSTRS INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3510 | OU      | $448578.00    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | XOMETRY INC-A CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    529064 | OU      | $-53980.31    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LANTHEUS HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     54719 | OU      | $-7438.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FORTUNA MINING CORP CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    240078 | OU      | $-88831.91    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | KITE REALTY GROUP TRUST CFD                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      8600 | OU      | $-340.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | KITE REALTY GROUP TRUST CFD                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     17986 | OU      | $-1693.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOFI TECHNOLOGIES INC 1.25 03/15/29              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4750 | OU      | $1345437.50   | 2.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | A10 NETWORKS INC 2.75 04/01/30                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       200 | OU      | $20688.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CORE SCIENTIFIC INC 0.0 06/15/31                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       550 | OU      | $58063.50     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ADTRAN HOLDINGS INC CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     10150 | OU      | $356.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GREENBRIER COS INC 2.875 04/15/28                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2460 | OU      | $265200.30    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SMART GLOBAL HOLDINGS IN 2.0 02/01/29            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5290 | OU      | $614944.25    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENCORE CAPITAL GROUP INC 4.0 03/15/29            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4810 | OU      | $530543.00    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NUTANIX INC .25 10/01/27                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       160 | OU      | $18008.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DEXCOM INC .375 05/15/28                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       410 | OU      | $37750.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PAGAYA TECHNOLOGIES LTD -A CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    641908 | OU      | $211619.01    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COLLEGIUM PHARMACEUTICAL                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       790 | OU      | $111737.60    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INDIE SEMICONDUCTOR INC 3.5 12/15/29             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3720 | OU      | $387810.00    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | INDIE SEMICONDUCTOR INC 3.5 12/15/29             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       310 | OU      | $32317.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SHIFT4 PAYMENTS INC .5 08/01/27                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6720 | OU      | $647472.00    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ON SEMICONDUCTOR CORP .5 03/01/29                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4780 | OU      | $453383.00    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MCEWEN INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     80499 | OU      | $5885.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WAYFAIR INC 3.5 11/15/28 CFD                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       160 | OU      | $36656.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HAT HOLDINGS I LLC/HAT 3.75 08/15/28             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       410 | OU      | $52221.70     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALIBABA GROUP HOLDING 06/31 0.5 CFD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | KY        |       170 | OU      | $26443.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NEBIUS GROUP NV 3.0 06/05/31 .                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      7840 | OU      | $1451702.74   | 2.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | NEBIUS GROUP NV 3.0 06/05/31 .                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       370 | OU      | $68511.48     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VIAVI SOLUTIONS INC .625 03/01/31                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       110 | OU      | $15812.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | COINBASE GLOBAL INC .25 04/01/30                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       160 | OU      | $16428.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEMTECH CORP 1.625 11/01/27                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2400 | OU      | $489960.00    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NEBIUS GROUP NV 2.0 06/05/29 .                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4420 | OU      | $809302.00    | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | NEBIUS GROUP NV 2.0 06/05/29 .                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       260 | OU      | $47606.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PELOTON INTERACTIVE INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2220 | OU      | $370185.00    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EQUINOX GOLD CORP 4.75 10/15/28                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1270 | OU      | $298894.50    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SIRIUS XM HOLDINGS INC CFD                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     33810 | OU      | $2677.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SIRIUS XM HOLDINGS INC CFD                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    119536 | OU      | $12103.20     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WAYFAIR INC- CLASS A CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   2027989 | OU      | $-214166.43   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ADTRAN HOLDINGS INC 3.75 09/15/30                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |        80 | OU      | $8648.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLOOM ENERGY CORP 3.0 06/01/28 CFD               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3730 | OU      | $1738403.80   | 2.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                     | GALAXY DIGITAL HOLDIN LP 2.5 12/01/29            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCR              |  | US        |      2500 | OU      | $316275.00    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VEECO INSTRUMENTS INC 2.875 06/01/29             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       430 | OU      | $53384.50     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SNOWFLAKE INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       600 | OU      | $89220.00     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SUPER MICRO COMPUTER INC CFD                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    708862 | OU      | $275694.87    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NCL CORPORATION LTD .875 04/15/30                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       400 | OU      | $44725.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | GALAXY DIGITAL HOLDIN LP .5 05/01/31             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | XX        |       170 | OU      | $12928.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OPENDOOR TECHNOLOGIES IN 7.0 05/15/30            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       800 | OU      | $316304.00    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PENGUIN SOLUTIONS, INC.                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    564627 | OU      | $28682.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TETRA TECH INC 2.25 08/15/28                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |        90 | OU      | $9787.05      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | TETRA TECH INC 2.25 08/15/28                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       120 | OU      | $13049.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CHEESECAKE FACTORY (THE) 2.0 03/15/30            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | DE        |      2170 | OU      | $213094.00    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WORKIVA INC 1.25 08/15/28                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       390 | OU      | $38580.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TEMPUS AI INC .75 07/15/30                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |        80 | OU      | $8544.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ZSCALER INC. 0.0 07/15/28                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1080 | OU      | $101304.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SUPER MICRO COMPUTER INC 2.25 07/15/28           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6130 | OU      | $585261.75    | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INTERDIGITAL INC 3.5 06/01/27                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      8980 | OU      | $3702454.00   | 6.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | CORE SCIENTIFIC INC 3.0 09/01/29                 | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DCR              |  | US        |      1150 | OU      | $180550.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CORE SCIENTIFIC INC 3.0 09/01/29                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1780 | OU      | $279460.00    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CORE SCIENTIFIC INC 3.0 09/01/29                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      1210 | OU      | $189970.00    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WELLTOWER OP LLC 3.125 07/15/29                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       510 | OU      | $77137.50     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VIZSLA SILVER CORP CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     23781 | OU      | $-1763.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OPENDOOR TECHNOLOGIES INC                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         0 | OU      | $11.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HERBALIFE LTD 4.25 06/15/28                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       700 | OU      | $75915.00     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | RUBRIK INC-A CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    128933 | OU      | $6182.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TEMPUS AI INC CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     10402 | OU      | $2194.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PAR TECHNOLOGY CORP 1.0 01/15/30                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       240 | OU      | $20472.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BIGBEAR.AI HOLDINGS INC 6.0 12/15/29             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       270 | OU      | $44904.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BIGBEAR.AI HOLDINGS INC 6.0 12/15/29             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       680 | OU      | $113092.50    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WORKIVA INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     12202 | OU      | $730.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CLEANSPARK INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       170 | OU      | $17669.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OSI SYSTEMS INC .5 02/01/31                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | XX        |       420 | OU      | $41399.40     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DUKE ENERGY CORP 4.125 04/15/26 CFD              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1730 | OU      | $178406.25    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HIMS & HERS HEALTH 0.0 05/15/30                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       220 | OU      | $19019.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | US TREASURY N/B 3.875 03/31/27                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      4280 | OU      | $429855.78    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLOOM ENERGY CORP                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4920 | OU      | $2101479.60   | 3.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Capital Markets Corp.               | BLOOM ENERGY CORP 06/29 3 CFD                    | CUSIP: 000000000<br>LEI: RUC0QBLBRPRCU4W1NE59 | N/A              | DCR              |  | US        |       860 | OU      | $367331.80    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | XOMETRY INC .75 06/15/30                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2080 | OU      | $313799.20    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ODDITY FINANCE LLC 0.0 06/15/30                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       770 | OU      | $66605.00     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | APPLIED OPTOELECTRONICS 2.75 01/15/30            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       130 | OU      | $15044.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SUPER MICRO COMPUTER INC 0.0 06/15/30            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | CV        |      5700 | OU      | $483360.00    | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TERAWULF INC 2.75 02/01/30                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | DE        |       960 | OU      | $157060.80    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | TERAWULF INC 2.75 02/01/30                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | DE        |      5110 | OU      | $836021.55    | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AST SPACEMOBILE INC 4.25 03/01/32                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1560 | OU      | $459708.60    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENOVIS CORP 3.875 10/15/28 CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       370 | OU      | $36232.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VERTEX INC .75 05/29 CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5830 | OU      | $553806.28    | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | VERTEX INC                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       130 | OU      | $12349.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIVE NATION ENTMT INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       160 | OU      | $16848.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Iren Ltdsr                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2380 | OU      | $230146.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | IREN LTD                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      4140 | OU      | $1015542.00   | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LEMAITRE VASCULAR INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1100 | OU      | $110275.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TRIP.COM GROUP LTD .75 06/29 CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      9610 | OU      | $1186354.50   | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIVANOVA PLC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6020 | OU      | $698320.00    | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GRAB HOLDINGS LTD 0.0 06/15/30                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | DE        |       410 | OU      | $43460.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | IREN LTD 3.5 12/15/29 IREN                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |     11670 | OU      | $3477660.00   | 5.77%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | RUBRIK INC 0.0 06/15/30                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2340 | OU      | $230373.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Applied Digital Corpsr Unsecured 144A 06/30 2.75 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5160 | OU      | $1395135.00   | 2.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OMNICELL INC                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       850 | OU      | $92012.50     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IRHYTHM TECHNOLOGIES INC 1.5 09/01/29            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       480 | OU      | $67200.00     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EVERGY INC 4.5 12/15/27                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4770 | OU      | $581403.38    | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EOS ENERGY ENTERPRISES I 6.75 06/15/30           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1360 | OU      | $338028.00    | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOLAR EDGE TECHNOLOGIES 2.25 07/01/29            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       170 | OU      | $19822.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COREWEAVE INC-CL A CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    183415 | OU      | $20716.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UPSTART HOLDINGS INC                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2380 | OU      | $301070.00    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ANI PHARMACEUTICALS INC                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       400 | OU      | $50480.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SUPER MICRO COMPUTER INC 3.5 03/01/29            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2560 | OU      | $228467.20    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | US TREASURY N/B 3.875 07/31/27                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | DE        |      8230 | OU      | $827790.12    | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DIGITALOCEAN HOLDINGS 0.0 08/15/30               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | DE        |       840 | OU      | $119028.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SHAKE SHACK INC - CLASS A CFD                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      6522 | OU      | $677.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GAMESTOP CORP CLASS A                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         0 | OU      | $-1321.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BILL HOLDINGS INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       680 | OU      | $62706.20     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AFFIRM HOLDINGS INC                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       150 | OU      | $16646.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OSI SYSTEMS INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       610 | OU      | $90768.00     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PENGUIN SOLUTIONS INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4560 | OU      | $465348.00    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOLARIS ENERGY INFRASTRU 4.75 05/01/30           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5300 | OU      | $1059311.00   | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                     | GALAXY DIGITAL INC-A CFD                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DE               |  | US        |    442301 | OU      | $148870.86    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | GALAXY DIGITAL INC-A CFD                         | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |      5950 | OU      | $628.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GALAXY DIGITAL INC-A CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     40375 | OU      | $6857.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | GALAXY DIGITAL INC-A CFD                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    302285 | OU      | $117524.18    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ASCENDIS PHARMA A/S - ADR CFD                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     10578 | OU      | $-297.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BOX INC - CLASS A CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    121303 | OU      | $586.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UBER TECHNOLOGIES INC 0.0 05/15/28               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       780 | OU      | $76159.20     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | US TREASURY N/B 3.75 06/30/27                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      8460 | OU      | $849271.64    | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | US TREASURY N/B 3.875 06/30/30                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      6710 | OU      | $676058.71    | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | COINBASE GLOBAL INC 0.0 10/01/29                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | DE        |       400 | OU      | $37212.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MIRION TECHNOLOGIES INC .25 06/01/30             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1080 | OU      | $134109.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CIPHER MINING 1.75 05/15/30                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1860 | OU      | $649605.00    | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CIPHER MINING 1.75 05/15/30                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       160 | OU      | $55880.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLACKLINE INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       860 | OU      | $90932.10     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SILVERCORP METALS INC                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | CA        |       860 | OU      | $175147.60    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FORTUNA SILVER MINES INC 3.75 06/30/29 144A      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2560 | OU      | $434432.00    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NCL CORPORATION LTD .75 09/15/30                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2850 | OU      | $276279.00    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COHU INC 1.5 01/15/31                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       390 | OU      | $43465.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PITNEY BOWES INC 1.5 08/15/30                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | DE        |       600 | OU      | $59940.00     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                     | CIPHER MINING 0.0 10/01/31                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCR              |  | US        |      1480 | OU      | $176120.00    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CIPHER MINING 0.0 10/01/31                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       180 | OU      | $21420.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CIPHER MINING 0.0 10/01/31                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       680 | OU      | $80920.00     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VIZSLA SILVER CORP 5.0 01/15/31                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | XX        |       330 | OU      | $43081.50     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EOS ENERGY ENTERPRISES I 1.75 12/01/31           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | XX        |       240 | OU      | $23340.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUIDEWIRE SOFTWARE INC                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5630 | OU      | $620426.00    | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CORMEDIX INC 4.0 08/01/30                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1990 | OU      | $235914.50    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALNYLAM PHARMACEUTICALS 0.0 09/15/28             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       170 | OU      | $16447.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COREWEAVE INC 1.75 12/01/31                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1590 | OU      | $150851.25    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | LUCID GROUP INC                                  | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |     24381 | OU      | $5376.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BOX INC 1.5 09/15/29                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1680 | OU      | $163800.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WISDOM TREE INC                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      7330 | OU      | $882806.88    | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOLARIS ENERGY INFRASTRU .25 10/01/31            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1110 | OU      | $120365.63    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | RIOT PLATFORMS INC                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       160 | OU      | $18140.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOLAREDGE TECHNOLOGIES INC CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16037 | OU      | $4583.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CHECK POINT SOFTWARE 0.0 12/15/30                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | XX        |       390 | OU      | $38941.50     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COLLEGIUM PHARMACEUTICAL INC CFD                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     74455 | OU      | $-5042.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LUMENTUM HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   1319567 | OU      | $-1709505.49  | -2.84%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | LUMENTUM HOLDINGS INC CFD                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    138367 | OU      | $-291039.89   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIVANOVA PLC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    301845 | OU      | $-45492.21    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NUTANIX INC - A CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    147807 | OU      | $-2662.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IRHYTHM TECHNOLOGIES INC                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     47173 | OU      | $1039.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WELLTOWER INC CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     72288 | OU      | $6210.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VIAVI SOLUTIONS INC CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     11692 | OU      | $-354.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IMPINJ INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    536931 | OU      | $67626.33     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ZSCALER INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     25380 | OU      | $5361.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAXEON SOLAR TECHNOLOGIES LTD           | MAXEON SOLAR TECHNOLOGIES LTD                    | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | N/A              | DE               |  | SG        |     26550 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

**Name of Applicant:** LAZARD FUNDS INC

**Signature:** Christina Kennedy

**Name of Signer:** Christina Kennedy

**Title:** Chief Financial Officer