# EDGAR Filing Document

**Accession Number:** 0000874964
**File Stem:** 0001752724-25-196763
**Filing Date:** 2025-8
**Character Count:** 259589
**Document Hash:** fd042c16a6e590f9fc5be688a82e47d0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-196763.hdr.sgml**: 20250821

**ACCESSION NUMBER**: 0001752724-25-196763

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250821

**DATE AS OF CHANGE**: 20250821

**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:** 251239723

**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:** 2025-06-30

**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:** $66299433.27

**Total Liabilities:** $9771564.42

**Net Assets:** $56527868.85

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -128.21000000 | **1-Year:** -376.30000000 | **5-Year:** -323.46000000 | **10-Year:** -10.86000000 | **30-Year:** 0.00000000

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

- **3-Month:** -506.49000000 | **1-Year:** -7995.52000000 | **5-Year:** -8291.43000000 | **10-Year:** -110.42000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000150428 | 0.89%                | 0.22%                | 0.00%                |
| Class ID C000150427 | 0.45%                | 0.22%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $86818.09                | $-77118.78                                 |
| Month 2  | $352114.29               | $9887.58                                   |
| Month 3  | $19477.80                | $311935.97                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PROS HOLDINGS INC                       | PROS Holdings Inc                                          | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38868.00     | 0.07%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                 | Sea Ltd                                                    | CUSIP: 81141RAG5<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |     38000 | PA      | $35929.00     | 0.06%             | 2026-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                     | Coinbase Global Inc                                        | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    111000 | PA      | $128427.00    | 0.23%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                     | SAREPTA THERAPEUTICS INC                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DE               |  | US        |         4 | NC      | $988.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                     | Affirm Holdings Inc                                        | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52975.00     | 0.09%             | 2029-12-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | WISDOMTREE INVESTMENTS INC CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    493302 | OU      | $-79124.80    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | COINBASE GLOBAL INC .5 06/01/26                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |     10940 | OU      | $1265758.00   | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2725000 | PA      | $2710657.81   | 4.80%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                     | Guardant Health Inc                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |       -11 | NS      | $-572.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | FORD CFD                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    259380 | OU      | $-11414.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                 | Match Group Financeco 3 Inc                                | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                   | Lantheus Holdings Inc                                      | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     21000 | PA      | $26727.75     | 0.05%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MIDDLEBY CORP 1.0 09/01/25                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      7560 | OU      | $849744.00    | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN                | Opendoor Technologies Inc                                  | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |    215000 | PA      | $156412.50    | 0.28%             | 2030-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Danimer Scientific Inc                  | Danimer Scientific Inc                                     | CUSIP: 236272134<br>LEI: 549300L6Q02MAX72BH35 | N/A              | DE               |  | US        |     19663 | NS      | $11.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC                   | Alphatec Holdings Inc                                      | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |    336000 | PA      | $341150.67    | 0.60%             | 2030-03-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                | ALPHATEC HOLDINGS INC CFD                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    216267 | OU      | $904.50       | 0.00%             |  |  |  | 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        |      1660 | OU      | $215667.20    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EZCORP INC 3.75 12/15/29                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1760 | OU      | $255860.00    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | EXACT SCIENCES CORP .375 03/15/27 SWAP                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      9700 | OU      | $925380.00    | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ANI PHARMACEUTICALS INC CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    333191 | OU      | $-20659.40    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DROPBOX INC                             | Dropbox Inc                                                | CUSIP: 26210CAC8<br>LEI: 549300JCDF7UAR6TJR51 | Long             | DBT              | CORP              | US        |    819000 | PA      | $813676.50    | 1.44%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BENTLEY SYSTEMS INC - CLASS B CFD                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     55818 | OU      | $-5437.58     | -0.01%            |  |  |  | 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        |      3450 | OU      | $456521.25    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                | Super Micro Computer Inc                                   | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     61000 | PA      | $68564.00     | 0.12%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DYNAVAX TECHNOLOGIES                    | Dynavax Technologies Corp                                  | CUSIP: 268158AE2<br>LEI: 549300T5URIXWDILX594 | Long             | DBT              | CORP              | US        |    129000 | PA      | $117308.70    | 0.21%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | CLOUDFLARE INC - CLASS A CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    236487 | OU      | $-24162.33    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                     | Exact Sciences Corp                                        | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -41 | NS      | $-2178.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | SHOPIFY INC - CLASS A CFD                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     47352 | OU      | $-11823.05    | -0.02%            |  |  |  | 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        |     12030 | OU      | $1093994.38   | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| MITEK SYSTEMS INC                       | Mitek Systems Inc                                          | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |    569000 | PA      | $559676.46    | 0.99%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CAPITAL SOUTHWEST CORP CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16142 | OU      | $-1092.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                     | Shift4 Payments Inc                                        | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2261 | NS      | $-224087.71   | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | ANI PHARMACEUTICALS INC 2.25 09/01/29                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5620 | OU      | $637607.43    | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VEECO INSTRUMENTS INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     21813 | OU      | $171.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkami Technology Inc                   | Alkami Technology Inc                                      | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |        81 | NS      | $2441.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | SMART GLOBAL HOLDINGS IN 2.0 08/15/30                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5820 | OU      | $577922.23    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SOLARIS ENERGY INFRASTRU 4.75 05/01/30                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       630 | OU      | $84380.63     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | RUBRIK INC-A CFD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     44364 | OU      | $-341.89      | -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        |      7180 | OU      | $764705.90    | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DRAFTKINGS INC CFD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     19058 | OU      | $-3287.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUIDEWIRE SOFTWARE INC 1.25 11/01/29                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1430 | OU      | $168954.50    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                 | Mirion Technologies Inc                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |         5 | NS      | $107.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REALREAL INC                        | RealReal Inc/The                                           | CUSIP: 88339PAD3<br>LEI: 549300O00VUGT4H1PE90 | Long             | DBT              | CORP              | US        |    116000 | PA      | $91638.54     | 0.16%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IAC FINANCECO 2 INC .875 06/15/26 SWAP                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      9760 | OU      | $945256.00    | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VIAVI SOLUTIONS INC 1.625 03/15/26                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |        50 | OU      | $5056.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LUMENTUM HOLDINGS INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    772342 | OU      | $-330068.33   | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COINBASE GLOBAL INC -CLASS A CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    350424 | OU      | $-78575.32    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| American Water Works Co Inc             | American Water Works Co Inc                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |        52 | NS      | $7233.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | GREENBRIER COMPANIES INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    403390 | OU      | $60778.13     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AMERICAN WATER WORKS CO INC                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     71906 | OU      | $960.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SIRIUS XM HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    135390 | OU      | $-4588.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CHEESECAKE FACTORY INC/THE CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    468113 | OU      | $-91503.23    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | APPLIED DIGITAL CORP CFD                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    229794 | OU      | $32180.47     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MARRIOTT VACATION WORLDW 0.0 01/15/26                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     11150 | OU      | $1079852.79   | 1.91%             |  |  |  | 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      |
| BNP Paribas SA                          | ALARM.COM HLDGS INC 2.25 06/01/29                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       680 | OU      | $66133.66     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GAMESTOP CORP 0.0 06/15/32                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2080 | OU      | $223808.00    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | LCI INDUSTRIES CFD                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    192513 | OU      | $-2086.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ETSY INC .125 09/01/27                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1330 | OU      | $118868.75    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TREASURY BILL 0.0 02/19/26                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | US        |      4480 | OU      | $436620.69    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | LUCID GROUP INC CFD                                        | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |     47646 | OU      | $1740.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TRIP.COM GROUP LTD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | SG        |    565067 | OU      | $18073.46     | 0.03%             |  |  |  | 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        |      4610 | OU      | $547506.65    | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WESTERN DIGITAL CORP CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    736417 | OU      | $-222857.50   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | WESTERN DIGITAL CORP CFD                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    627086 | OU      | $-253224.52   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| MESA LABORATORIES INC                   | Mesa Laboratories Inc                                      | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302326.62    | 0.53%             | 2025-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIBERTY MEDIA CORP-FORMULA-C CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     33097 | OU      | $-5463.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | REXFORD INDUSTRIAL REALTY IN CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4854 | OU      | $123.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BRIDGEBIO PHARMA INC 1.75 03/01/31                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      1140 | OU      | $133209.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp                     | Fortuna Mining Corp                                        | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |       423 | NS      | $2766.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUBOTV INC                              | fuboTV Inc                                                 | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $107580.00    | 0.19%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UNITY SOFTWARE INC CFD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     13932 | OU      | $-1386.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | EXACT SCIENCES CORP .375 03/01/28                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      6560 | OU      | $599584.00    | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | IMPINJ INC 1.125 05/15/27                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      2030 | OU      | $253579.93    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                  | Guidewire Software Inc                                     | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     48000 | PA      | $56712.00     | 0.10%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ZIFF DAVIS INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     15190 | OU      | $1205.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EVOLENT HEALTH INC 3.5 12/01/29 CFD                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1420 | OU      | $121218.79    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                           | Amphenol Corp                                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        15 | NS      | $1481.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2310000 | PA      | $2296440.79   | 4.06%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                         | Q2 Holdings Inc                                            | CUSIP: 74736LAD1<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |     43000 | PA      | $51234.50     | 0.09%             | 2026-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | TETRA TECH INC CFD                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    134943 | OU      | $-17743.10    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BIOMARIN PHARMACEUTICAL 1.25 05/15/27                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1490 | OU      | $140811.87    | 0.25%             |  |  |  | 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        |       170 | OU      | $16821.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                     | ABRA Global Finance                                        | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    116679 | PA      | $88166.15     | 0.16%             | 2029-10-22      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                | Super Micro Computer Inc                                   | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58632.00     | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HUAZHU GROUP LTD CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4629 | OU      | $83.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | STORAGEVAULT CANADA INC CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |      5656 | OU      | $-64.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | APPLIED OPTOELECTRONICS INC CFD                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      3680 | OU      | $-224.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | REALREAL INC/THE CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      6630 | OU      | $1308.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc                  | Ormat Technologies Inc                                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |        -1 | NS      | $-83.76       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | SUPER MICRO COMPUTER INC 2.25 07/15/28                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4240 | OU      | $497357.46    | 0.88%             |  |  |  | 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        |      1860 | OU      | $204135.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CYTOKINETICS INC CFD                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      2694 | OU      | $116.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp                    | JetBlue Airways Corp                                       | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       223 | NS      | $943.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | UBER TECHNOLOGIES INC 0.0 05/15/28                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1390 | OU      | $147965.50    | 0.26%             |  |  |  | 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      | $69011.25     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OPENDOOR TECHNOLOGIES INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     68394 | OU      | $4146.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                      | Teladoc Health Inc                                         | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82307.50     | 0.15%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc             | American Water Works Co Inc                                | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |       -78 | NS      | $-10850.58    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | SPHERE ENTERTAINMENT CO                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     38007 | OU      | $-2957.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONMED Corp                             | CONMED Corp                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |        -5 | NS      | $-260.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2310000 | PA      | $2299908.30   | 4.07%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                  | Jazz Investments I Ltd                                     | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1087000 | PA      | $1101402.75   | 1.95%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc           | CSG Systems International Inc                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |        -2 | NS      | $-130.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE INC                           | BlackLine Inc                                              | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36280.84     | 0.06%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | B2GOLD CORP CFD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    189110 | OU      | $-19671.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GROUPON INC                             | Groupon Inc                                                | CUSIP: 399473AH0<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |    107000 | PA      | $149360.51    | 0.26%             | 2027-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                | Etsy Inc                                                   | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15500.00     | 0.03%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BIGBEAR.AI HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |         0 | OU      | $3836.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MERITAGE HOMES CORP CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       203 | OU      | $1.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCI Industries                          | LCI Industries                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Short            | EC               | CORP              | US        |       -20 | NS      | $-1823.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    385000 | PA      | $385000.00    | 0.68%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                     | AFFIRM HOLDINGS INC                                        | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DE               |  | US        |         9 | NC      | $63.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | EXACT SCIENCES CORP 1.75 04/15/31                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       900 | OU      | $82781.31     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS INC                     | Bentley Systems Inc                                        | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90727.00     | 0.16%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                   | ON Semiconductor Corp                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118765.00    | 0.21%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TERAWULF INC CFD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       641 | OU      | $-73.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MICROCHIP TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     67984 | OU      | $-16600.89    | -0.03%            |  |  |  | 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      | $47725.33     | 0.08%             |  |  |  | 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      | $-3295.67     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | PACIFIC G & E CFD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     54952 | OU      | $9006.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                   | Uber Technologies Inc                                      | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       317 | NS      | $29576.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                      | Unity Software Inc                                         | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |      -606 | NS      | $-14665.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | NUTANIX INC .25 10/01/27                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5590 | OU      | $789308.00    | 1.40%             |  |  |  | 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        |      7870 | OU      | $742731.25    | 1.31%             |  |  |  | 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        |      2870 | OU      | $322588.00    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HIMS & HERS HEALTH INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     28510 | OU      | $5280.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | VEECO INSTRUMENTS INC                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    249001 | OU      | $42346.55     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ADVANCED ENERGY IND 2.5 09/15/28                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       900 | OU      | $108261.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                           | Snowflake Inc                                              | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |       -11 | NS      | $-2461.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | BOX INC - CLASS A CFD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     70606 | OU      | $-535.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | TRUMP MEDIA & TECHNOLOGY 0.0 05/29/28                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      1380 | OU      | $131100.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                | American Water Capital Corp                                | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78694.20     | 0.14%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALPHATEC HOLDINGS INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      9384 | OU      | $471.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | FARO TECHNOLOGIES INC CFD                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     84943 | OU      | $-37242.90    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FASTLY INC - CLASS A CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      3270 | OU      | $262.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | ON SEMICONDUCTOR CORPORATION CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      3440 | OU      | $-438.27      | -0.00%            |  |  |  | No            |                  2 | 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      |
| RAPID7 INC                              | Rapid7 Inc                                                 | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43827.50     | 0.08%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                     | Core Scientific Inc                                        | CUSIP: 21874AAC0<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $75944.00     | 0.13%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                | REPLIGEN CORP CFD                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    150364 | OU      | $12177.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| A10 Networks Inc                        | A10 Networks Inc                                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Short            | EC               | CORP              | US        |     -4986 | NS      | $-96479.10    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                       | Jamf Holding Corp                                          | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20779.04     | 0.04%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUESS INC 3.75 04/15/28                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2130 | OU      | $202455.80    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                           | ISHARES IBOXX H/Y CORP BOND CFD                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |    526339 | OU      | $-12322.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PEBBLEBROOK HOTEL TRUST CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      1786 | OU      | $-161.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                | Snap Inc                                                   | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    929000 | PA      | $890705.95    | 1.58%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ASTRONICS CORP CFD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    221094 | OU      | $-142599.72   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INNOVIVA INC 2.125 03/15/28                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4070 | OU      | $408017.50    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | VERTEX INC                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      3330 | OU      | $399772.44    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                | Tandem Diabetes Care Inc                                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |        92 | NS      | $1714.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                  | PROS HOLDINGS INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        12 | NC      | $1440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                          | JBT Marel Corp                                             | CUSIP: 477839AB0<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178480.90    | 0.32%             | 2026-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | TYLER TECHNOLOGIES INC CFD                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    624255 | OU      | $-45061.79    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UNITY SOFTWARE INC 0.0 03/15/30                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       320 | OU      | $32784.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SPOTIFY TECHNOLOGY SA CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     27662 | OU      | $-730.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WINNEBAGO INDS INC                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    236575 | OU      | $-7350.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4130000 | PA      | $4125672.09   | 7.30%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                  | BLOOM ENERGY CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         9 | NC      | $270.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PORCH GROUP INC                         | Porch Group Inc                                            | CUSIP: 733245AC8<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53967.56     | 0.10%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | IONIS PHARMACEUTICALS INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4684 | OU      | $-530.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                       | Expedia Group Inc                                          | CUSIP: 30212P303<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -10 | NS      | $-1686.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | HERCULES CAPITAL INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     15630 | OU      | $-291.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | PAR TECHNOLOGY STK CFD                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    154872 | OU      | $-8147.85     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                  | Guidewire Software Inc                                     | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Short            | EC               | CORP              | US        |      -129 | NS      | $-30373.05    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | MICROSTRATEGY INC 0.625 03/30 CFD                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       180 | OU      | $50125.39     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                 | Pebblebrook Hotel Trust                                    | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |    688000 | PA      | $651936.74    | 1.15%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHARMING NV                             | Pharming Group NV                                          | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $245913.91    | 0.44%             | 2029-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | SPDR S+P 500 ETF TRUST                                     | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |       -21 | NC      | $-3822.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | Q2 HOLDINGS INC .75 06/01/26                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6630 | OU      | $789964.50    | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SUPER MICRO COMPUTER INC CFD                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     22788 | OU      | $-5931.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nutanix Inc                             | Nutanix Inc                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |      -347 | NS      | $-26524.68    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | PROS HOLDINGS INC CFD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    224660 | OU      | $5576.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qifu Technology Inc                     | Qifu Technology Inc                                        | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |        14 | NS      | $607.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | KITE REALTY GROUP TRUST CFD                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     20481 | OU      | $-946.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                 | Peloton Interactive Inc                                    | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    295000 | PA      | $285412.50    | 0.50%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BIGBEAR.AI HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     51978 | OU      | $-51033.19    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                       | BILL Holdings Inc                                          | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       101 | NS      | $4672.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                     | Alarm.com Holdings Inc                                     | CUSIP: 011642AB1<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |    171000 | PA      | $166725.00    | 0.29%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | 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        |    -29400 | NS      | $-187174.58   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SILVERCORP METALS INC 4.75 12/15/29                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1300 | OU      | $160875.00    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ETSY INC CFD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     46441 | OU      | $4758.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                    | Hercules Capital Inc                                       | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Short            | EC               | CORP              | US        |      -149 | NS      | $-2723.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | SHOPIFY INC .125 11/01/25                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | CA        |     13300 | OU      | $1349285.00   | 2.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                  | Hims & Hers Health Inc                                     | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |      -495 | NS      | $-24675.75    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | BILL HOLDINGS INC 0.0 04/01/30                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4940 | OU      | $418047.50    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HALOZYME THERAPEUTICS IN 1.0 08/15/28                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       450 | OU      | $51345.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                 | Summit Hotel Properties Inc                                | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              |  | US        |    487000 | PA      | $472390.00    | 0.84%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                 | Akamai Technologies Inc                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |      -149 | NS      | $-11884.24    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | PROGRESS SOFTWARE CORP                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6270 | OU      | $728260.50    | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BOX INC 0.0 01/15/26                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      4010 | OU      | $536738.50    | 0.95%             |  |  |  | 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        |      3820 | OU      | $399954.00    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INTERDIGITAL INC CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    635880 | OU      | $-81655.75    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AKAMAI TECHNOLOGIES INC CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    424852 | OU      | $-10159.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                       | Flight Centre Travel Group Ltd                             | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $513488.79    | 0.91%             | 2028-11-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | FORD MOTOR COMPANY 0.0 03/15/26                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     12830 | OU      | $1270811.50   | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurora Innovation Inc                   | Aurora Innovation Inc                                      | CUSIP: 051774107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7194 | NS      | $-37696.56    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | HERCULES CAPITAL INC 4.75 09/01/28                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       470 | OU      | $45543.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| QIFU TECHNOLOGY                         | Qifu Technology Inc                                        | CUSIP: 88557WAA9<br>LEI: 836800R59NKEPDR6I240 | Long             | DBT              | CORP              | KY        |    106000 | PA      | $103971.05    | 0.18%             | 2030-04-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | CAPITAL SOUTHWEST CORP 5.125 11/15/29                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       440 | OU      | $43477.50     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                          | LCI Industries                                             | CUSIP: 501812AB7<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    134000 | PA      | $129410.50    | 0.23%             | 2026-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ASTRONICS CORP 5.5 03/15/30                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2890 | OU      | $498871.43    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CLEANSPARK INC CFD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       283 | OU      | $-26.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SPHERE ENTERTAINMENT CO                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       815 | OU      | $-20.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALARM.COM HLDGS INC                     | Alarm.com Holdings Inc                                     | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87529.84     | 0.15%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GOLAR LNG LTD CFD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       537 | OU      | $1.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FORTUNA MINING CORP CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    102460 | OU      | $-23944.67    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                    | Western Digital Corp                                       | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     61000 | PA      | $109647.50    | 0.19%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                    | Hercules Capital Inc                                       | CUSIP: 427096AL6<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15504.00     | 0.03%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                     | Exact Sciences Corp                                        | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      1000 | PA      | $954.00       | 0.00%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | PROGRESS SOFTWARE CORP CFD                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     12597 | OU      | $-43.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Envista Holdings Corp                   | Envista Holdings Corp                                      | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Short            | EC               | CORP              | US        |        -7 | NS      | $-136.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | BENTLEY SYSTEMS .375 07/01/27                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      3460 | OU      | $327143.00    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TRANSOCEAN INC/CALL WT EQ                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    144446 | OU      | $49468.58     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OSI SYSTEMS INC CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    383473 | OU      | $-35440.91    | -0.06%            |  |  |  | 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        |       600 | OU      | $124298.70    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CMS ENERGY CORP CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       142 | OU      | $3.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                           | Golar LNG Ltd                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    202000 | PA      | $207122.72    | 0.37%             | 2030-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | MIRUM PHARMACEUTICALS 4.0 05/01/29                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       560 | OU      | $99442.00     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY INC                              | Evergy Inc                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $52711.88     | 0.09%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MERITAGE HOMES CORP CFD                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      3879 | OU      | $62.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                 | Akamai Technologies Inc                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |       133 | NS      | $10608.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | SPOTIFY USA INC 0.0 03/15/26                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      3990 | OU      | $605442.60    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | VEECO INSTRS INC DEL                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      5460 | OU      | $580398.00    | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                       | MARA Holdings Inc                                          | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8113.50      | 0.01%             | 2030-03-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                     | Shift4 Payments Inc                                        | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $447427.50    | 0.79%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | WORKIVA INC CFD                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     12146 | OU      | $29.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Digital Corp                    | Applied Digital Corp                                       | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |      4316 | NS      | $43462.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | BLOOM ENERGY CORP 3.0 06/01/28 CFD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5200 | OU      | $770380.00    | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                     | Affirm Holdings Inc                                        | CUSIP: 00827B106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -2 | NS      | $-138.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                | Snap Inc                                                   | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172422.51    | 0.31%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NUTANIX INC - A CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    634463 | OU      | $-11760.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENOVIS CORP CFD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      3856 | OU      | $92.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CLOUDFLARE INC - CLASS A CFD                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    347207 | OU      | $-139039.37   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENVISTA HOLDINGS CORP CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4066 | OU      | $-466.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                          | Ziff Davis Inc                                             | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    316000 | PA      | $301385.00    | 0.53%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                      | Verint Systems Inc                                         | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |    424000 | PA      | $407676.00    | 0.72%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                    | Western Digital Corp                                       | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |      -949 | NS      | $-60726.51    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                               | Block Inc                                                  | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    181000 | PA      | $162221.25    | 0.29%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                   | Alkami Technology Inc                                      | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |     48000 | PA      | $56616.00     | 0.10%             | 2030-03-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | RUBRIK INC 0.0 06/15/30                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       870 | OU      | $91295.63     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                    | JetBlue Airways Corp                                       | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Short            | DBT              | CORP              | US        |   -116000 | PA      | $-111360.00   | -0.20%            | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ON SEMICONDUCTOR CORPORATION CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    413679 | OU      | $-75777.95    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                  | Tyler Technologies Inc                                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        20 | NS      | $11856.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATION WORLDW                | Marriott Vacations Worldwide Corp                          | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53209.50     | 0.09%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IMPINJ INC CFD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      3382 | OU      | $-61.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                | Marriott Vacations Worldwide Corp                          | CUSIP: 57164YAD9<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58108.67     | 0.10%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WAYFAIR INC SR UNSECURED 09/27 3.25                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4240 | OU      | $484208.00    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEAGATE TECHNOLOGY HOLDINGS CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     20794 | OU      | $-4463.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MACOM TECHNOLOGY SOLUTIONS H CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    111324 | OU      | $-19786.25    | -0.04%            |  |  |  | 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        |       700 | OU      | $69957.94     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AMPHENOL CORP-CL A CFD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      1375 | OU      | $-106.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SNOWFLAKE INC 0.0 10/01/27                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     13060 | OU      | $1987732.00   | 3.52%             |  |  |  | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                | Rexford Industrial Realty LP                               | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     87000 | PA      | $86347.50     | 0.15%             | 2027-03-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | LANTHEUS HOLDINGS INC 2.625 12/15/27                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5900 | OU      | $750922.50    | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ANI Pharmaceuticals Inc                 | ANI Pharmaceuticals Inc                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        85 | NS      | $5546.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | INTERDIGITAL INC 3.5 06/01/27                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2480 | OU      | $722920.00    | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One  | Liberty Media Corp-Liberty Formula One                     | CUSIP: 531229755<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -9 | NS      | $-940.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                   | Integer Holdings Corp                                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |      -356 | NS      | $-43777.32    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | AKAMAI TECHNOLOGIES INC .375 09/01/27                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | DE        |      7170 | OU      | $697103.25    | 1.23%             |  |  |  | No            |                  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      | $254500.00    | 0.45%             | 2029-07-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | AFFIRM HOLDINGS INC .75 12/15/29                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3460 | OU      | $366587.00    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| PAR Technology Corp                     | PAR Technology Corp                                        | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Short            | EC               | CORP              | US        |        -1 | NS      | $-69.37       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | REPAY HOLDINGS CORP CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     10073 | OU      | $1450.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ORMAT TECHNOLOGIES INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     94049 | OU      | $-12158.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TRANSMEDICS GROUP INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    360261 | OU      | $-172294.84   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                | Microchip Technology Inc                                   | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |      -106 | NS      | $-7459.22     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | TRIP.COM GROUP LTD .75 06/15/29                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | SG        |      9410 | OU      | $1045121.65   | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | EVERGY INC CFD                                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    216005 | OU      | $-917.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FASTLY INC 7.75 06/01/28                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       180 | OU      | $17928.00     | 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      | $428668.75    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MARRIOTT VACATIONS WORLD CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     18744 | OU      | $-490.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AST SPACEMOBILE INC CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    177257 | OU      | $-6392.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp                          | JBT Marel Corp                                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |        -2 | NS      | $-240.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                   | DigitalOcean Holdings Inc                                  | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |    306000 | PA      | $286484.85    | 0.51%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOLARIS ENERGY INFRASTRUCTUR CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       858 | OU      | $9.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALLIANT ENERGY CORP 3.875 03/15/26                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       520 | OU      | $53534.00     | 0.09%             |  |  |  | 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      | $1269671.00   | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DATADOG INC                             | Datadog Inc                                                | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8644.50      | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | UGI CORP CFD                                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    426979 | OU      | $-42438.15    | -0.08%            |  |  |  | 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        |       540 | OU      | $54101.25     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MIRUM PHARMACEUTICALS INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     66056 | OU      | $-12467.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TETRA TECH INC CFD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     18747 | OU      | $-276.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | TERAWULF INC CFD                                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     11927 | OU      | $3302.40      | 0.01%             |  |  |  | No            |                  2 | 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      |
| BNP Paribas SA                          | ALNYLAM PHARMACEUTICALS 1.0 09/15/27                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2850 | OU      | $370927.50    | 0.66%             |  |  |  | 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      | $591907.50    | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Eos Energy Enterprises Inc              | Eos Energy Enterprises Inc                                 | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9676 | NS      | $49541.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES I                | Eos Energy Enterprises Inc                                 | CUSIP: 29415CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $48611.50     | 0.09%             | 2030-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | GAMESTOP CORP 0.0 04/01/30                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2360 | OU      | $255470.00    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SHIFT4 PAYMENTS INC 0.0 12/15/25                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      9780 | OU      | $1239615.00   | 2.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                       | Bloom Energy Corp                                          | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |        83 | NS      | $1985.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | IMPINJ INC CFD                                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    103484 | OU      | $-19359.82    | -0.03%            |  |  |  | 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        |      5020 | OU      | $449290.00    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                       | Expedia Group Inc                                          | CUSIP: 30212PBE4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15592.00     | 0.03%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | APPLIED OPTOELECTRONICS INC CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     96626 | OU      | $-8599.85     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIBERTY MEDIA CORP 2.25 08/15/27                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       400 | OU      | $53260.00     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LYFT INC                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4510 | OU      | $483021.00    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                    | Upstart Holdings Inc                                       | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |    609000 | PA      | $578550.00    | 1.02%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SHIFT4 PAYMENTS INC-CLASS A CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   1108646 | OU      | $-124679.01   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CORE SCIENTIFIC INC CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     46690 | OU      | $-22204.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CRACKER BARREL OLD COUNT 1.75 09/15/30                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2250 | OU      | $239343.75    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | KITE REALTY GROUP TRUST CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      3997 | OU      | $10.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONMED CORP                             | CONMED Corp                                                | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84547.11     | 0.15%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AMERICAN WATER CAPITAL C 3.625 06/15/26 CFD                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4560 | OU      | $460058.40    | 0.81%             |  |  |  | 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        |       880 | OU      | $102798.56    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIVE NATION CFD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    562452 | OU      | $-31776.25    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                          | Cloudflare Inc                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23793.00     | 0.04%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Array Technologies Inc                  | Array Technologies Inc                                     | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |     -1379 | NS      | $-8136.10     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | CHEFS WAREHOUSE THE 2.375 12/15/28                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       100 | OU      | $15610.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PELOTON INTERACTIVE INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3280 | OU      | $603468.65    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                | Microchip Technology Inc                                   | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150024.00    | 0.27%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PENGUIN SOLUTIONS INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    640792 | OU      | $-16444.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                | Snap Inc                                                   | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17370.00     | 0.03%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLOOM ENERGY CORP- A CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    642547 | OU      | $-113324.87   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                | Cheesecake Factory Inc/The                                 | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    390000 | PA      | $423637.50    | 0.75%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2205000 | PA      | $2195878.34   | 3.88%             | 2025-08-05      | None          | 0.00%                 | 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        |       450 | OU      | $77670.00     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DATADOG INC 0.0 12/01/29                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |        90 | OU      | $8644.50      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CSG SYSTEMS INTL INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     51091 | OU      | $-3051.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | EXACT SCIENCES CORP CFD                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    281550 | OU      | $-20869.90    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                   | Envista Holdings Corp                                      | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17681.88     | 0.03%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENCORE CAPITAL GROUP INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    444905 | OU      | $-28324.74    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENPHASE ENERGY INC 0.0 03/01/28                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       220 | OU      | $17897.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FLIGHT CENTRE LTD                       | Flight Centre Travel Group Ltd                             | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $128767.09    | 0.23%             | 2027-11-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | PROS HOLDINGS INC 2.25 09/15/27                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       680 | OU      | $64464.00     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| XOMETRY INC                             | Xometry Inc                                                | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    221000 | PA      | $224315.00    | 0.40%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | FARO TECHNOLOGIES INC 5.5 02/01/28                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      2280 | OU      | $277019.15    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                       | BILL Holdings Inc                                          | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22848.75     | 0.04%             | 2030-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | CYTOKINETICS INC CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     67036 | OU      | $2377.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                | Encore Capital Group Inc                                   | CUSIP: 292554AM4<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    405000 | PA      | $425389.33    | 0.75%             | 2025-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LUCID GROUP INC CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      1188 | OU      | $202.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                    | Bridgebio Pharma Inc                                       | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    114000 | PA      | $106704.00    | 0.19%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | UGI CORP                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      4650 | OU      | $643082.57    | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | ASTRONICS CORP CFD                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      2928 | OU      | $-2429.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SUPER MICRO COMPUTER INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    535045 | OU      | $-72580.85    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| PROS HOLDINGS INC                       | PROS Holdings Inc                                          | CUSIP: 74346YAK9<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |    492000 | PA      | $532138.70    | 0.94%             | 2030-07-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CLOUDFLARE INC                          | Cloudflare Inc                                             | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     71000 | PA      | $84124.35     | 0.15%             | 2026-08-15      | None          | 0.00%                 | 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        |      4810 | OU      | $864597.50    | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLACKLINE INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    118269 | OU      | $-15241.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CORE SCIENTIFIC INC 0.0 06/15/31                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       170 | OU      | $18551.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc             | Applied Optoelectronics Inc                                | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |        69 | NS      | $1772.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC                   | Alphatec Holdings Inc                                      | CUSIP: 02081GAB8<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |    242000 | PA      | $239969.12    | 0.42%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GROUPON INC                             | Groupon Inc                                                | CUSIP: 399473AK3<br>LEI: 5299005W5W1R5POQJL03 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45510.08     | 0.08%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                     | Guardant Health Inc                                        | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |        11 | NS      | $572.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                     | Guardant Health Inc                                        | CUSIP: 40131MAB5<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46378.81     | 0.08%             | 2027-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BILL HOLDINGS INC CFD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     97323 | OU      | $-2181.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | TRAVERE THERAPEUTICS INC CFD                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      2518 | OU      | $-264.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CHEESECAKE FACTORY (THE) 2.0 03/15/30                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3970 | OU      | $431241.25    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | BIGBEAR.AI HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |     18481 | OU      | $-31914.60    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LANTHEUS HOLDINGS INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    458378 | OU      | $62666.34     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LUMENTUM HOLDINGS INC .5 12/15/26                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     12350 | OU      | $1457010.76   | 2.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | REPLIGEN CORP                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      4350 | OU      | $433042.50    | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                     | Bentley Systems Inc                                        | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |        -9 | NS      | $-485.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | A10 NETWORKS INC 2.75 04/01/30                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       420 | OU      | $45147.75     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Lucid Group Inc                         | Lucid Group Inc                                            | CUSIP: 549498103<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | EC               | CORP              | US        |     19315 | NS      | $40754.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | TYLER TECHNOLOGIES INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     89698 | OU      | $-1599.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | NEBIUS GROUP NV                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      2468 | OU      | $-353.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pharming Group NV                       | Pharming Group NV                                          | CUSIP: 000000000<br>LEI: 724500DCJ9MPG74JEH91 | Short            | EC               | CORP              | NL        |    -81143 | NS      | $-87038.62    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MERITAGE HOMES CORP                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       180 | OU      | $17518.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Q2 HOLDINGS INC CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    447547 | OU      | $-44736.21    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FIVE9 INC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1140 | OU      | $99921.00     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| OKTA INC                                | Okta Inc                                                   | CUSIP: 679295AD7<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |    903000 | PA      | $898485.00    | 1.59%             | 2025-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                | UGI Corp                                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Short            | EC               | CORP              | US        |       -17 | NS      | $-619.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | JBT MARCEL CORP CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     30400 | OU      | $-2550.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BOX INC - CLASS A CFD                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    437700 | OU      | $-7740.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WISDOMTREE INC 3.25 08/15/29                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      8360 | OU      | $968036.46    | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SEMTECH CORP CFD                                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    367916 | OU      | $-87004.85    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| MGP INGREDIENTS INC                     | MGP Ingredients Inc                                        | CUSIP: 55303JAB2<br>LEI: 2549006OMHFVZ4MS8538 | Long             | DBT              | CORP              | US        |    563000 | PA      | $532738.75    | 0.94%             | 2041-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BRIDGEBIO PHARMA INC 2.5 03/15/27                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      5880 | OU      | $734190.79    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | IONIS PHARMACEUTICALS INC CFD                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     14085 | OU      | $-2311.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | VENTAS INC CFD                                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     47296 | OU      | $2396.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Core Scientific Inc                     | Core Scientific Inc                                        | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Short            | EC               | CORP              | US        |     -3190 | NS      | $-54453.30    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | SIRIUS XM HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     24371 | OU      | $-1263.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                       | MicroStrategy Inc                                          | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      6000 | PA      | $16708.46     | 0.03%             | 2030-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AFFIRM HOLDINGS INC CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    190843 | OU      | $-42781.31    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NEBIUS GROUP NV                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    322962 | OU      | $-46310.26    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GUESS INC                               | Guess? Inc                                                 | CUSIP: 401617AF2<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48475.33     | 0.09%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AFFIRM HOLDINGS INC 0.0 11/15/26                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3760 | OU      | $354004.00    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | B2GOLD CORP 2.75 02/01/30                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2390 | OU      | $319871.63    | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEMLER SCIENTIFIC INC 4.25 08/01/30                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |        90 | OU      | $7317.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A10 NETWORKS INC                        | A10 Networks Inc                                           | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |    271000 | PA      | $291310.50    | 0.52%             | 2030-04-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | UPSTART HLDGS INC 08/26 0.25                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       330 | OU      | $31350.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALLIANT ENERGY CORP CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     19505 | OU      | $-87.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKLINE INC                           | BlackLine Inc                                              | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54936.57     | 0.10%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | VIAVI SOLUTIONS INC CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      1630 | OU      | $38.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.           | PURCHASED USD / SOLD AUD                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12588.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SNAP INC - A CFD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      5057 | OU      | $-105.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEMLER SCIENTIFIC INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4073 | OU      | $276.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMMUNOCORE HOLDINGS                     | Immunocore Holdings PLC                                    | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |     66000 | PA      | $57243.65     | 0.10%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                             | Xometry Inc                                                | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    352000 | PA      | $359349.29    | 0.64%             | 2030-06-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                | CHEESECAKE FACTORY INC/THE CFD                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     11965 | OU      | $-1255.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                          | Cleanspark Inc                                             | CUSIP: 18452BAA8<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17705.91     | 0.03%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | INOTIV INC CFD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     37899 | OU      | $3029.45      | 0.01%             |  |  |  | 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      | $-14879.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | PAR TECHNOLOGY CORP 1.5 10/15/27                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      2150 | OU      | $246846.88    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| JUST EAT TAKEAWAY                       | Just Eat Takeaway.com NV                                   | CUSIP: 000000000<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $349367.17    | 0.62%             | 2026-04-30      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | VISHAY INTERTECHNOLOGY INC CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    204393 | OU      | $-14941.29    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                   | Integer Holdings Corp                                      | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93960.00     | 0.17%             | 2030-03-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | CONFLUENT INC-CLASS A                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4060 | OU      | $-302.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BITDEER TECHNOLOGIES GRP 5.25 12/01/29                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       870 | OU      | $88740.00     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CRACKER BARREL OLD COUNTRY CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    396987 | OU      | $-36558.39    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PARSONS CORP                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1400 | OU      | $149520.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLOOM ENERGY CORP                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2340 | OU      | $330576.37    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | OSI SYSTEMS INC 2.25 08/01/29                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4560 | OU      | $619704.00    | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | ALIBABA GROUP HLDG LTD                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |     14720 | OU      | $1882429.25   | 3.33%             |  |  |  | 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      | $615591.80    | 1.09%             |  |  |  | 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        |       220 | OU      | $22830.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HIMS & HERS HEALTH                      | Hims & Hers Health Inc                                     | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86182.00     | 0.15%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                 | Alnylam Pharmaceuticals Inc                                | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $110627.50    | 0.20%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LLC                  | BLOOM ENERGY CORP                                          | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | N/A              | DE               |  | US        |         3 | NC      | $687.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STORAGEVAULT CANADA INC                 | StorageVault Canada Inc                                    | CUSIP: 86212HAC9<br>LEI: 254900A6LDI0HRL1VD69 | Long             | DBT              | CORP              | CA        |    342000 | PA      | $247254.64    | 0.44%             | 2028-03-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VERTEX INC                              | Vertex Inc                                                 | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |     73000 | PA      | $87637.80     | 0.16%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                | Cheesecake Factory Inc/The                                 | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119364.00    | 0.21%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LYFT INC                                | Lyft Inc                                                   | CUSIP: 55087PAD6<br>LEI: 549300H7I5VN334XVZ52 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8568.00      | 0.02%             | 2029-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REDFIN CORP                             | Redfin Corp                                                | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70402.70     | 0.12%             | 2027-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                           | GameStop Corp                                              | CUSIP: 36467WAD1<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270625.00    | 0.48%             | 2030-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | PELOTON INTERACTIVE INC-A CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    406954 | OU      | $-25588.54    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EXPEDIA GROUP INC 0.0 02/15/26                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      7550 | OU      | $735747.50    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| StorageVault Canada Inc                 | StorageVault Canada Inc                                    | CUSIP: 86212H105<br>LEI: 254900A6LDI0HRL1VD69 | Short            | EC               | CORP              | CA        |     -3152 | NS      | $-9466.99     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | VERTEX INC - CLASS A CFD                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    305007 | OU      | $17981.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | PORCH GROUP INC                                            | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         9 | NC      | $2385.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | WINNEBAGO STK CFD                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      1305 | OU      | $232.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Life360 Inc                             | Life360 Inc                                                | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Short            | EC               | CORP              | US        |       -35 | NS      | $-2283.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | JD.COM INC-ADR CFD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    252748 | OU      | $25736.70     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                           | Carnival Corp                                              | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |       -24 | NS      | $-674.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | SEAGATE TECHNOLOGY HOLDINGS CFD                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    239453 | OU      | $-18320.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | FORTUNA MINING CORP CFD                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      1884 | OU      | $-477.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PAR TECHNOLOGY STK CFD                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     56112 | OU      | $-6945.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MARRIOTT VACATIONS WORLDWIDE                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2460 | OU      | $229641.00    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SOUTHERN CO                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      2730 | OU      | $301668.01    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DROPBOX INC-CLASS A CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    297948 | OU      | $-7385.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BIGBEAR.AI HOLDINGS INC CFD                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     73257 | OU      | $-119857.43   | -0.21%            |  |  |  | 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      |
| Nomura International PLC                | TRUMP MEDIA & TECHNOLOGY GRO CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     32737 | OU      | $1888.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SPOTIFY TECHNOLOGY SA CFD                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    410570 | OU      | $-102780.56   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SNOWFLAKE INC-CLASS A CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   1364412 | OU      | $-449243.78   | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UBER TECHNOLOGIES INC 0.0 12/15/25                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      9540 | OU      | $1144323.00   | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ETSY INC 1.0 06/15/30                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       790 | OU      | $75445.00     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Q2 HOLDINGS INC                         | Q2 Holdings Inc                                            | CUSIP: 74736LAF6<br>LEI: 549300M9RKR9DZXWS696 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17766.00     | 0.03%             | 2025-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                 | Liberty Interactive LLC                                    | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    693644 | PA      | $76300.85     | 0.13%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALKAMI TECHNOLOGY INC 1.5 03/15/30                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3150 | OU      | $371542.50    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                      | Unity Software Inc                                         | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |    372000 | PA      | $348192.00    | 0.62%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | Akamai Technologies Inc                                    | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37917.75     | 0.07%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOFI TECHNOLOGIES INC                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |   1286753 | OU      | $-419032.28   | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CONMED CORP 2.25 06/15/27                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     10490 | OU      | $996515.94    | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | HUAZHU GROUP LTD CFD                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     82834 | OU      | $5530.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PHARMING GROUP NV CFD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | NL        |      3890 | OU      | $325.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                          | Ziff Davis Inc                                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |        61 | NS      | $1846.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | LUMENTUM HOLDINGS INC CFD                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     57473 | OU      | $-19525.52    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                  | Pacira BioSciences Inc                                     | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $75553.00     | 0.13%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                | Cracker Barrel Old Country Store Inc                       | CUSIP: 22410JAC0<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |    510000 | PA      | $542512.50    | 0.96%             | 2030-09-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Innoviva Inc                            | Innoviva Inc                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       450 | NS      | $9040.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | VERINT SYSTEMS INC .25 04/15/26                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       160 | OU      | $15384.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ARRAY TECHNOLOGIES INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       510 | OU      | $38.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT TECHNOLOGIES INC                  | Shift Technologies Inc                                     | CUSIP: 82452TAA5<br>LEI: 5493000DBZBX1I1QVY71 | Long             | DBT              | CORP              | US        |    850000 | PA      | $2779.50      | 0.00%             | 2026-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                   | ON Semiconductor Corp                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23198.75     | 0.04%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | GROUPON INC CFD                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     66401 | OU      | $-23712.87    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DYNAVAX TECHNOLOGIES CORP CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     46861 | OU      | $634.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LYFT INC- CFD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    210274 | OU      | $-14195.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INNOVIVA INC CFD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    135190 | OU      | $-7248.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SOUTHERN CO/THE CFD                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    136704 | OU      | $-1684.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                  | Array Technologies Inc                                     | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16860.51     | 0.03%             | 2031-07-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ROGERS SUGAR INC                        | Rogers Sugar Inc                                           | CUSIP: 77519RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    178000 | PA      | $136583.22    | 0.24%             | 2030-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CARNIVAL CORP 5.75 12/01/27                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      9030 | OU      | $1988406.00   | 3.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Golar LNG Ltd                           | Golar LNG Ltd                                              | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Short            | EC               | CORP              | BM        |     -2136 | NS      | $-87981.84    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | BRIDGEBIO PHARMA INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     46263 | OU      | $-3955.40     | -0.01%            |  |  |  | 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        |      4400 | OU      | $706568.77    | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEA LTD-ADR CFD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | KY        |   2005718 | OU      | $-293579.35   | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| LUCID GROUP INC                         | Lucid Group Inc                                            | CUSIP: 549498AC7<br>LEI: 529900MRL9Z13ZCRVD74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9177.50      | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | PORCH GROUP INC 6.75 10/01/28                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       230 | OU      | $22986.18     | 0.04%             |  |  |  | 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        |      1230 | OU      | $244258.76    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SEMTECH CORP 1.625 11/01/27                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      4250 | OU      | $613247.52    | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Pacira Biosciences Inc                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2310 | OU      | $226659.00    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SEAGATE HDD CAYMAN 06/28 3.5 CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | KY        |      1820 | OU      | $327081.35    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BENTLEY SYSTEMS INC - CLASS B CFD                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     20072 | OU      | $-2757.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleanspark Inc                          | Cleanspark Inc                                             | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Short            | EC               | CORP              | US        |     -1024 | NS      | $-11294.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | VISHAY INTERTECHNOLOGY 2.25 09/15/30 CFD                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      7570 | OU      | $681300.00    | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BENTLEY SYSTEMS INC .125 01/15/26                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1260 | OU      | $125622.00    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                          | LCI Industries                                             | CUSIP: 501812AC5<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |    562000 | PA      | $564107.50    | 1.00%             | 2030-03-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | MATCH GROUP INC CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     51489 | OU      | $-1425.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | WORKIVA INC 1.25 08/15/28                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       700 | OU      | $65012.50     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | COINBASE GLOBAL INC -CLASS A CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    312188 | OU      | $-139242.73   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MIDDLEBY - MIDD CFD                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    658911 | OU      | $-29264.84    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3310000 | PA      | $3277505.99   | 5.80%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                            | ams-OSRAM AG                                               | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $111174.98    | 0.20%             | 2027-11-03      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIVANOVA PLC                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       180 | OU      | $18365.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | JETBLUE AIRWAYS CORP CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     38845 | OU      | $14403.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PAGERDUTY INC. 1.5 10/15/28 *                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       580 | OU      | $55535.00     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LIVANOVA PLC CFD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      6535 | OU      | $-218.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | JAZZ PHARMACEUTICALS PLC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    163330 | OU      | $7333.34      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | JD COM INC                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5820 | OU      | $608481.00    | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR INC                             | Wayfair Inc                                                | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     23000 | PA      | $31127.68     | 0.06%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                 | Liberty Interactive LLC                                    | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $118800.00    | 0.21%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UPSTART HOLDINGS INC 2.0 10/01/29                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6270 | OU      | $1028280.00   | 1.82%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CLOUDFLARE INC 0.0 06/15/30                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       220 | OU      | $23793.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alkami Technology Inc                   | Alkami Technology Inc                                      | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Short            | EC               | CORP              | US        |       -19 | NS      | $-572.66      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                  | Vishay Intertechnology Inc                                 | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |     92000 | PA      | $82800.00     | 0.15%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ORMAT TECHNOLOGIES INC 2.5 07/15/27                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1850 | OU      | $202760.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | EVERGY INC 4.5 12/15/27                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      3050 | OU      | $357269.38    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DROPBOX INC 0.0 03/01/28                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5150 | OU      | $524270.00    | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox Inc                             | Dropbox Inc                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Short            | EC               | CORP              | US        |       -22 | NS      | $-629.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                   | Veeco Instruments Inc                                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       171 | NS      | $3474.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                 | BigBear.ai Holdings Inc                                    | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |      7954 | NS      | $54007.66     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | ZIFF DAVIS INC 3.625 03/01/28                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3500 | OU      | $328125.00    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | VENTAS REALTY LP 3.75 06/01/26                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       490 | OU      | $58702.00     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DRAFTKINGS INC 0.0 03/15/28                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1500 | OU      | $134925.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | APPLIED DIGITAL CORP CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      5347 | OU      | $-4199.54     | -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        |      3240 | OU      | $438494.26    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                     | Viavi Solutions Inc                                        | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4045.00      | 0.01%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | LANTHEUS HOLDINGS INC CFD                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      6633 | OU      | $1639.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AKAMAI TECHNOLOGIES INC .25 05/15/33                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4030 | OU      | $418112.50    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALKAMI TECHNOLOGY INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    231245 | OU      | $-16897.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ADVANCED ENERGY INDUSTRIES CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     49032 | OU      | $-10063.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Q2 Holdings Inc                         | Q2 Holdings Inc                                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Short            | EC               | CORP              | US        |      -153 | NS      | $-14319.27    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | SPDR S+P 500 ETF TRUST                                     | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        21 | NC      | $21.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                | Sarepta Therapeutics Inc                                   | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |        65 | NS      | $1111.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | PACIRA PHARMACEUTICALS .75 08/01/25                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4930 | OU      | $489944.27    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DIGITALOCEAN HLDGS 0.0 12/01/26                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |     11710 | OU      | $1096319.48   | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                         | Nebius Group NV                                            | CUSIP: 63954QAA4<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     18000 | PA      | $23818.50     | 0.04%             | 2029-06-05      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ETSY INC                                | Etsy Inc                                                   | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8595.00      | 0.02%             | 2030-06-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | UGI CORP CFD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     28107 | OU      | $-1211.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | RUBRIK INC-A CFD                                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     21075 | OU      | $-68.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | APPLIED DIGITAL CORP 2.75 06/01/30                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      1790 | OU      | $232979.07    | 0.41%             |  |  |  | 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        |      6060 | OU      | $576609.00    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BIGBEAR.AI HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         0 | OU      | $3544.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BLACKLINE INC                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2170 | OU      | $231557.11    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TANDEM DIABETES CARE INC                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2770 | OU      | $267371.18    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | 360 DIGITECH INC CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     53500 | OU      | $-396.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIGBEAR.AI HOLDINGS INC                 | BigBear.ai Holdings Inc                                    | CUSIP: 08975BAC3<br>LEI: 549300XGCF2ELN28CS63 | Long             | DBT              | CORP              | US        |     42000 | PA      | $87009.09     | 0.15%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sarepta Therapeutics Inc                | Sarepta Therapeutics Inc                                   | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Short            | EC               | CORP              | US        |       -65 | NS      | $-1111.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | ALIBABA GROUP HOLDING-SP ADR SWAP                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |   1479176 | OU      | $181084.81    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SOUTHERN CO/THE CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      6806 | OU      | $-80.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MKS INSTRUMENTS INC CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     15097 | OU      | $-1992.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | BRIDGEBIO PHARMA INC CFD                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    392363 | OU      | $-48505.23    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LUMENTUM HOLDINGS INC 06/28 0.5                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3570 | OU      | $370209.00    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                        | Haemonetics Corp                                           | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17950.62     | 0.03%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ETSY INC                                | Etsy Inc                                                   | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    433000 | PA      | $372704.75    | 0.66%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALNYLAM PHARMACEUTICALS INC CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    261584 | OU      | $-42006.22    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MICROCHIP TECHNOLOGY INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     55723 | OU      | $-9932.57     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | XOMETRY INC 1.0 02/01/27                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1600 | OU      | $162400.00    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SEA LTD 2.375 12/01/25                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | KY        |     13270 | OU      | $2363764.17   | 4.18%             |  |  |  | No            |                  2 | On Loan: No      |
| OKTA INC                                | Okta Inc                                                   | CUSIP: 679295AF2<br>LEI: 549300N8J06I8MRHU620 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84392.00     | 0.15%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NCL CORPORATION LTD .875 04/15/30                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       180 | OU      | $19338.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | DYNAVAX TECHNOLOGIES CORP CFD                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     48017 | OU      | $11292.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc          | Advanced Energy Industries Inc                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Short            | EC               | CORP              | US        |        -2 | NS      | $-265.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | ROGERS SUGAR INC CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |     38980 | OU      | $-1703.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SNOWFLAKE INC-CLASS A CFD                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     29379 | OU      | $-6871.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | REDFIN CORP .5 04/01/27                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |        90 | OU      | $8123.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Flight Centre Travel Group Ltd          | Flight Centre Travel Group Ltd                             | CUSIP: 000000000<br>LEI: 254900BGNUI78EKEJY68 | Short            | EC               | CORP              | AU        |     -4736 | NS      | $-38904.51    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                     | TRANSOCEAN LTD                                             | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DE               |  | CH        |        17 | NC      | $17.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | TRAVERE THERAPEUTICS INC 2.25 03/01/29                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       110 | OU      | $10505.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bitdeer Technologies Group              | Bitdeer Technologies Group                                 | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | EC               | CORP              | KY        |      8432 | NS      | $96799.36     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                     | Exact Sciences Corp                                        | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13710.00     | 0.02%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | A10 NETWORKS INC CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     68403 | OU      | $-8726.23     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FLIGHT CENTRE LIMITED CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | AU        |      6461 | OU      | $307.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Life360 Inc                             | Life360 Inc                                                | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |        35 | NS      | $2283.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | WESTERN DIGITAL CORP 3.0 11/15/28                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      7240 | OU      | $1301390.00   | 2.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SHOPIFY INC - CLASS A CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | CA        |    196692 | OU      | $-5516.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5530000 | PA      | $5479789.92   | 9.69%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WINNEBAGO STK CFD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     30760 | OU      | $4196.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC GCB144A3C7 GOL EQU                  | ESC GCB144A3C7 GOL EQU                                     | CUSIP: 362ESCAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $0.00         | 0.00%             | 2024-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | SPDR S+P 500 ETF TRUST                                     | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        21 | NC      | $6678.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | CONMED CORP CFD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     53965 | OU      | $5634.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                 | BioMarin Pharmaceutical Inc                                | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    234000 | PA      | $221140.79    | 0.39%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DANIMER SCIENTIFIC INC                  | Danimer Scientific Inc                                     | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $3187.50      | 0.01%             | 2026-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TRUMP MEDIA & TECHNOLOGY                | Trump Media & Technology Group Corp                        | CUSIP: 25400QAA3<br>LEI: 6488S3A83U2SRQ48O215 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17100.00     | 0.03%             | 2028-05-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | REPAY HOLDINGS 2.875 07/15/29                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       660 | OU      | $54747.00     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CYTOKINETICS INC 3.5 07/01/27.                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2220 | OU      | $236763.00    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUARDANT HEALTH INC CFD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    183875 | OU      | $-14762.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                          | Repay Holdings Corp                                        | CUSIP: 76029LAA8<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |    873000 | PA      | $840262.50    | 1.49%             | 2026-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Core Scientific Inc                     | Core Scientific Inc                                        | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       310 | NS      | $5291.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | GUESS? INC CFD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     24764 | OU      | $-1023.71     | -0.00%            |  |  |  | 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      | $1188625.00   | 2.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AURORA INNOVATION INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     31786 | OU      | $1991.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | AMPHASTAR PHARMACEUTICAL 2.0 03/15/29                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      1240 | OU      | $107578.35    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | EXPEDIA INC CFD                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     10980 | OU      | $-153.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMTECH CORP                            | Semtech Corp                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    162000 | PA      | $233755.53    | 0.41%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CARNIVAL CORP                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |   1036454 | OU      | $-515094.85   | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                  | Pacira BioSciences Inc                                     | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1120 | NS      | $-26768.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | SHAKE SHACK INC - CLASS A CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16083 | OU      | $-5007.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                       | MicroStrategy Inc                                          | CUSIP: 594972AN1<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    223000 | PA      | $479784.50    | 0.85%             | 2032-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NORWEGIAN CRUISE LINE HOLDINGS LTD                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | BM        |    214893 | OU      | $-18307.06    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MARA HOLDINGS INC CFD                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      4965 | OU      | $731.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | FIVE9 INC CFD                                              | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |       533 | OU      | $29.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | IONIS PHARMACEUTICALS IN 1.75 06/15/28                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       530 | OU      | $55815.63     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                             | Nutanix Inc                                                | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     44000 | PA      | $49970.57     | 0.09%             | 2029-12-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | GUIDEWIRE SOFTWARE INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    103798 | OU      | $2789.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                         | Shake Shack Inc                                            | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |     43000 | PA      | $46144.38     | 0.08%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MACOM TECHNOLOGY SOLUTIONS H CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    444759 | OU      | $-122813.10   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| NICE LTD                                | Nice Ltd                                                   | CUSIP: 653656AB4<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | DBT              | CORP              | IL        |     60000 | PA      | $59400.69     | 0.11%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENGUIN SOLUTIONS INC                   | Penguin Solutions Inc                                      | CUSIP: 83205YAD6<br>LEI: 529900RDGHQY8XKXPN14 | Long             | DBT              | CORP              | KY        |      3000 | PA      | $2978.98      | 0.01%             | 2030-08-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | EXPEDIA INC CFD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     51180 | OU      | $744.78       | 0.00%             |  |  |  | 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        |      1310 | OU      | $172887.25    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MICROSTRATEGY INC-CL A CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    398074 | OU      | $-67598.90    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HALOZYME THERAPEUTICS IN .25 03/01/27                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      5350 | OU      | $534331.25    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UPSTART HOLDINGS INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    872583 | OU      | $68675.17     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DUKE ENERGY CORP CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    131848 | OU      | $-1255.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MICROCHIP TECHNOLOGY INC                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      5730 | OU      | $565551.00    | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | BITDEER TECHNOLOGIES GROUP-A CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4217 | OU      | $-501.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | ETSY INC                                                   | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |         9 | NC      | $45.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOL FINANCE                             | Gol Finance Inc                                            | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |    243480 | PA      | $232979.93    | 0.41%             | 2030-06-06      | Fixed         | 14.38%                | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | WAYFAIR INC- CLASS A CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    401128 | OU      | $-103879.85   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                   | Uber Technologies Inc                                      | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38322.00     | 0.07%             | 2028-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | HALOZYME THERAPEUTICS INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    164309 | OU      | $9133.18      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terawulf Inc                            | Terawulf Inc                                               | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |        20 | NS      | $87.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | TRANSOCEAN INC 4.625 09/30/29 *                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1690 | OU      | $179393.50    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PROGRESS SOFTWARE CORP CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    414527 | OU      | $-39821.86    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EZCORP INC-CL A CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    171504 | OU      | $-18290.72    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | AMPHASTAR PHARMACEUTICALS IN CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      3761 | OU      | $339.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DYNAVAX TECHNOLOGIES 2.0 03/15/30                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1740 | OU      | $158230.35    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NCL CORPORATION LTD 2.5 02/15/27                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      7530 | OU      | $753753.00    | 1.33%             |  |  |  | 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        |      2970 | OU      | $335238.75    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVERE THERAPEUTICS INC                | Travere Therapeutics Inc                                   | CUSIP: 761299AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $271204.91    | 0.48%             | 2025-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAR TECHNOLOGY CORP                     | PAR Technology Corp                                        | CUSIP: 698884AG8<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44082.50     | 0.08%             | 2030-01-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                          | CARNIVAL CORP                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    180487 | OU      | $-25886.03    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Lantheus Holdings Inc                   | Lantheus Holdings Inc                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Short            | EC               | CORP              | US        |      -111 | NS      | $-9086.46     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Notes                                        | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $529880.86    | 0.94%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONA                | CSG Systems International Inc                              | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3394.50      | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SIRIUS XM HOLDINGS 3.75 03/15/28                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      5100 | OU      | $531165.00    | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WEC ENERGY GROUP INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      3500 | OU      | $395990.00    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                  | U.S. Treasury Bills                                        | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4225000 | PA      | $4189108.63   | 7.41%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PAGAYA TECHNOLOGIES LTD 6.125 10/01/29                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       520 | OU      | $92326.00     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                      | Unity Software Inc                                         | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31759.50     | 0.06%             | 2030-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                | M/A-COM TECH SOLUTIONS 0.0 12/15/29                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      3190 | OU      | $341170.50    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PARSONS CORP CFD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     56253 | OU      | $-2167.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd                       | H World Group Ltd                                          | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Short            | EC               | CORP              | KY        |        -1 | NS      | $-33.92       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | MIDDLEBY - MIDD CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     30932 | OU      | $116.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LUMENTUM HOLDINGS INC 1.5 12/15/29                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2200 | OU      | $337920.00    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DEXCOM INC .375 05/15/28                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2960 | OU      | $279128.00    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SOLARIS ENERGY INFRASTRUCTUR CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     45902 | OU      | $-10140.32    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EVOLENT HEALTH INC - A CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16624 | OU      | $-3565.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                           | Confluent Inc                                              | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |    614000 | PA      | $567950.00    | 1.00%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MKS INSTRS INC                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       450 | OU      | $44572.50     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SNOWFLAKE INC 0.0 10/01/29                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2540 | OU      | $395700.25    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                     | Affirm Holdings Inc                                        | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $338940.00    | 0.60%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PTC THERAPEUTICS INC CFD                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    430762 | OU      | $-25892.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | EVERGY INC CFD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     19314 | OU      | $-261.72      | -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      | $-2947.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COLLEGIUM PHARMACEUTICAL INC CFD                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    344843 | OU      | $3693.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FARO TECHNOLOGIES INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      9119 | OU      | $-5418.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | MARA HOLDINGS INC 0.0 03/01/30                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |        90 | OU      | $8113.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MERIT MEDICAL SYSTEMS INC CFD                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    114709 | OU      | $1410.88      | 0.00%             |  |  |  | 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        |      4760 | OU      | $732802.00    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | FIVE9 INC CFD                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      9902 | OU      | $819.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | HAEMONETICS STK CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4984 | OU      | $-686.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | RUBRIK INC 0.0 06/15/30                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       430 | OU      | $45123.13     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ENVISTA HOLDINGS CORP 1.75 08/15/28                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       210 | OU      | $19543.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                    | Bridgebio Pharma Inc                                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |      -349 | NS      | $-15069.82    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                 | Mirion Technologies Inc                                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Short            | EC               | CORP              | US        |        -5 | NS      | $-107.65      | -0.00%            |  |  |  | No            |                  1 | 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      | $535117.50    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | H WORLD GROUP LTD 3.0 05/01/26                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | DE        |      1790 | OU      | $189520.19    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | TRAVERE THERAPEUTICS INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        91 | OU      | $2.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NCL CORPORATION LTD 1.125 02/15/27                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | BM        |      3980 | OU      | $392030.00    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CMS ENERGY CORP 3.375 05/01/28                             | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | DE        |       450 | OU      | $47947.50     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DEXCOM INC CFD                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     59421 | OU      | $-2293.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PORCH GROUP INC CFD                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     26214 | OU      | $-3449.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | EXACT SCIENCES CORP 2.0 03/01/30                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      1790 | OU      | $181685.00    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | WEC ENERGY GROUP INC                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    228468 | OU      | $3812.66      | 0.01%             |  |  |  | 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      |
| BNP Paribas SA                          | PG&E CORP 4.25 12/01/27                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2620 | OU      | $260637.60    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SSR MINING INC CFD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      4965 | OU      | $-551.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CLOUDFLARE INC 0.0 08/15/26                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |     11020 | OU      | $1305704.70   | 2.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ITRON INC - ITRI CFD                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    160840 | OU      | $-29365.59    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| INOTIV INC                              | Inotiv Inc                                                 | CUSIP: 45783QAB6<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | DBT              | CORP              | US        |    313000 | PA      | $76293.75     | 0.13%             | 2027-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GROUPON INC CFD                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     16854 | OU      | $-2713.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudflare Inc                          | Cloudflare Inc                                             | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |       -91 | NS      | $-17820.53    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | PROGRESS SOFTWARE CORP 1.0 04/15/26                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       780 | OU      | $93210.00     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CSG SYSTEMS INTERNATIONA 3.875 09/15/28 CFD                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       950 | OU      | $107492.50    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Xometry Inc                             | Xometry Inc                                                | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Short            | EC               | CORP              | US        |     -1615 | NS      | $-54570.85    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | PAGERDUTY INC CFD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     15355 | OU      | $1282.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | XOMETRY INC-A CFD                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    200812 | OU      | $-11152.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors            | State Street Institutional Treasury Plus Money Market Fund | CUSIP: 857492854<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |   2957332 | NS      | $2957332.29   | 5.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | COINBASE GLOBAL INC .25 04/01/30                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2720 | OU      | $356456.00    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | AKAMAI TECHNOLOGIES INC CFD                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    299096 | OU      | $-1279.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                   | Lumentum Holdings Inc                                      | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    136000 | PA      | $160448.15    | 0.28%             | 2026-12-15      | Fixed         | 0.50%                 | 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        |       650 | OU      | $134656.93    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2                 | Match Group Financeco 2 Inc                                | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74574.50     | 0.13%             | 2026-06-15      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| BILL Holdings Inc                       | BILL Holdings Inc                                          | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |      -101 | NS      | $-4672.26     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | TANDEM DIABETES CARE INC CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    101345 | OU      | $15768.80     | 0.03%             |  |  |  | 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        |      2770 | OU      | $293412.25    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | GAMESTOP CORP-CLASS A CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    771532 | OU      | $-83483.74    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | LCI INDUSTRIES CFD                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     58292 | OU      | $-2349.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | NUTANIX INC .5 12/15/29                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1060 | OU      | $120383.64    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | Q2 HOLDINGS INC .125 11/15/25                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      4780 | OU      | $471786.00    | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | COLLEGIUM PHARMACEUTICAL                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6310 | OU      | $679271.50    | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                           | GameStop Corp                                              | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |    744000 | PA      | $800544.00    | 1.42%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                      | Liberty Media Corp-Liberty Formula One                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $1331.50      | 0.00%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                 | Peloton Interactive Inc                                    | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Short            | EC               | CORP              | US        |     -4954 | NS      | $-34380.76    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | CHEESECAKE FACTORY (THE) .375 06/15/26                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1250 | OU      | $128625.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MARA Holdings Inc                       | MARA Holdings Inc                                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |      -203 | NS      | $-3183.04     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                           | BlackLine Inc                                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Short            | EC               | CORP              | US        |       -22 | NS      | $-1245.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                | BITDEER TECHNOLOGIES GROUP-A CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |    168109 | OU      | $23483.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ETSY INC .125 10/01/26                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       710 | OU      | $68781.25     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MERIT MEDICAL SYSTEMS IN 3.0 02/01/29                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1410 | OU      | $176570.39    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ON SEMICONDUCTOR CORP .5 03/01/29                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      6370 | OU      | $591104.15    | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | Akamai Technologies Inc                                    | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230325.00    | 0.41%             | 2033-05-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                | TYLER TECHNOLOGIES INC .25 03/15/26                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |      7400 | OU      | $913160.00    | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| VINTY HLDG 5 SA                         | VINTY HLDG 5 SA                                            | CUSIP: 000000000<br>LEI: 2138005LNETKBA1YXW31 | Long             | EC               | CORP              | LU        |  18119609 | NS      | $9802.71      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Nomura International PLC                | MICROSTRATEGY INC                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       120 | OU      | $25818.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | AMPHASTAR PHARMACEUTICALS IN CFD                           | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |      9618 | OU      | $1443.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                | Etsy Inc                                                   | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91162.50     | 0.16%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                            | Terawulf Inc                                               | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18688.33     | 0.03%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global Inc                     | Coinbase Global Inc                                        | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |        58 | NS      | $20328.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International Bank Ltd.   | EOS ENERGY ENTERPRISES INC CFD                             | CUSIP: 000000000<br>LEI: EYKN6V0ZCB8VD9IULB80 | N/A              | DE               |  | US        |     65021 | OU      | $-14564.06    | -0.03%            |  |  |  | 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        |      9380 | OU      | $1912488.20   | 3.38%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                             | Nutanix Inc                                                | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1412.00      | 0.00%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ED&F Man Capital Markets, Inc.          | APPLIED DIGITAL CORP                                       | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | N/A              | DE               |  | US        |        18 | NC      | $18.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PAGAYA TECHNOLOGIES LTD -A CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     36759 | OU      | $-34513.54    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | DATADOG INC - CLASS A CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      5952 | OU      | $-226.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UBER TECHNOLOGIES INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |    836300 | OU      | $-107709.79   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | MARA HOLDINGS INC CFD                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     20340 | OU      | $3201.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | CHEFS' WAREHOUSE INC/THE CFD                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     12239 | OU      | $-459.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Evergy Inc                              | Evergy Inc                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Short            | EC               | CORP              | US        |      -466 | NS      | $-32121.38    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                          | SEMTECH CORP CFD                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     32937 | OU      | $-2768.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ITRON INC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2510 | OU      | $299694.00    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | SPHERE ENTERTAINMENT CO 3.5 12/01/28                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DCR              |  | US        |       450 | OU      | $63292.50     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | ALARM.COM HOLDINGS INC CFD                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     51378 | OU      | $2388.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SILVERCORP METALS INC CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     73948 | OU      | $-18132.14    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                 | Peloton Interactive Inc                                    | CUSIP: 70614WAD2<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     27000 | PA      | $49675.77     | 0.09%             | 2029-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | UBER TECHNOLOGIES INC .875 12/01/28 2028                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       920 | OU      | $131698.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | VIAVI SOLUTIONS INC CFD                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |       160 | OU      | $-10.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INTEGER HOLDINGS CORP 1.875 03/15/30                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      1000 | OU      | $104400.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | SHIFT4 PAYMENTS INC .5 08/01/27                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2650 | OU      | $284875.00    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | INTEGER HOLDINGS CORP CFD                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     57015 | OU      | $-903.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISKER INC                              | Fisker Inc                                                 | CUSIP: 33813JAA4<br>LEI: 549300UUN5RWU44MBX79 | Long             | DBT              | CORP              | US        |    772000 | PA      | $5450.32      | 0.01%             | 2026-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MARA HOLDINGS INC                       | MARA Holdings Inc                                          | CUSIP: 565788AC0<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23471.44     | 0.04%             | 2031-09-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                | MICROSTRATEGY INC-CL A CFD                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     20917 | OU      | $-2932.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                | CMS ENERGY CORP CFD                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DE               |  | US        |     23741 | OU      | $1502.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | JETBLUE AIRWAYS CORP 2.5 09/01/29                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |       440 | OU      | $40568.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CRACKER BARREL OLD COUNT                | Cracker Barrel Old Country Store Inc                       | CUSIP: 22410JAB2<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229800.00    | 0.41%             | 2026-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | IMMUNOCORE HOLDINGS PLC-ADR CFD                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      8588 | OU      | $335.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXCOM INC                              | Dexcom Inc                                                 | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1089133.50   | 1.93%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | PACIRA PHARMACEUTICALS INC CFD                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     86289 | OU      | $5985.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                          | APPLIED OPTOELECTRONICS 2.75 01/15/30                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | US        |      2270 | OU      | $224133.50    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC THERAPEUTICS INC                    | PTC Therapeutics Inc                                       | CUSIP: 69366JAD3<br>LEI: 549300UJLWOIWFDGB318 | Long             | DBT              | CORP              | US        |    840000 | PA      | $970725.00    | 1.72%             | 2026-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

**Name of Applicant:** LAZARD FUNDS INC

**Signature:** Christina Kennedy

**Name of Signer:** Christina Kennedy

**Title:** Chief Financial Officer