NPORT-P false 0000809593 XXXXXXXX S000064203 C000207659 C000207658 C000207660 AMERICAN BEACON FUNDS 811-04984 0000809593 549300EXCES9V5RWB620 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon SSI Alternative Income Fund S000064203 549300523RIXBJ3JBK48 2021-06-30 2021-03-31 N 357754826.38 98624350.49 259130475.89 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 106785504.44000000 USD N WORKIVA INC 529900RTOQ8GRWHY1O58 98139AAB1 1995000.00000000 PA USD 2630581.46000000 1.015157113791 Long DBT CORP US N 2 2026-08-15 Fixed 1.12500000 N N N N Y Workiva Inc USD XXXX N N N Redfin Corp 549300HXWD3JEMZU3O57 75737F108 -1962.00000000 NS USD -130649.58000000 -0.05041845408 Short EC CORP US N 1 N N N National Financial Services Corporation N/A 000000000 -54.00000000 NC USD -12420.00000000 -0.00479295225 N/A DE US N 1 National Financial Services Corporation N/A Call Written Southwest Airlines Co Southwest Airlines Co 100.00000000 60.00000000 USD 2021-04-16 XXXX 5098.82000000 N N N TripAdvisor Inc 549300XVG45PT5BART17 896945201 -11310.00000000 NS USD -608364.90000000 -0.23477165235 Short EC CORP US N 1 N N N MAGNITE INC 54930018FR2YX1HHSB02 55955DAA8 735000.00000000 PA USD 705612.14000000 0.272299943716 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Magnite Inc USD XXXX N N N Gossamer Bio Inc 549300ZOC0N2W6PSFR58 38341P102 -44255.00000000 NS USD -409358.75000000 -0.15797398920 Short EC CORP US N 1 N N N NIO INC 549300JBU4TV5OCKJV96 62914VAC0 1076000.00000000 PA USD 915998.80000000 0.353489413722 Long DBT CORP KY N 2 2026-02-01 None 0.00000000 N N N N N NIO Inc USD XXXX N N N Ligand Pharmaceuticals Inc 5493008K7TB0IKP37H79 53220K504 -3394.00000000 NS USD -517415.30000000 -0.19967365792 Short EC CORP US N 1 N N N MITEK SYSTEMS INC 549300ABZAQ3R25XG118 606710AB7 1121000.00000000 PA USD 1117496.88000000 0.431248727561 Long DBT CORP US N 2 2026-02-01 Fixed 0.75000000 N N N N Y Mitek Systems Inc USD XXXX N N N AVID SPV LLC N/A 05369GAA6 734000.00000000 PA USD 779001.41000000 0.300621301807 Long DBT CORP US N 2 2026-03-15 Fixed 1.25000000 N N N N Y Avid Bioservices Inc USD XXXX N N N NATIONAL VISION HOLDINGS 549300JHURCBLI5ROA42 63845RAA5 522000.00000000 PA USD 817582.50000000 0.315509975116 Long DBT CORP US N 2 2025-05-15 Fixed 2.50000000 N N N N Y National Vision Holdings Inc USD XXXX N N N SPOTIFY USA INC N/A 84921RAA8 535000.00000000 PA USD 507447.50000000 0.195827024303 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N N Spotify Technology SA USD XXXX N N N Jazz Investments I Ltd N/A 472145AD3 1703000.00000000 PA USD 1840304.38000000 0.710184463513 Long DBT CORP BM N 2 2024-08-15 Fixed 1.50000000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N LIVANOVA USA INC 549300NGTE5LS6KMBT20 538030AA5 650000.00000000 PA USD 906750.00000000 0.349920246503 Long DBT CORP US N 2 2025-12-15 Fixed 3.00000000 N N N N Y LivaNova PLC USD XXXX N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 -11174.00000000 NS USD -1472509.72000000 -0.56825030515 Short EC CORP US N 1 N N N Radius Health Inc 549300EV6I2M6E0YVT27 750469AA6 1686000.00000000 PA USD 1565872.50000000 0.604279560179 Long DBT CORP US N 2 2024-09-01 Fixed 3.00000000 N N N N Y Radius Health Inc USD XXXX N N N SunPower Corp 549300TXO070764WUH65 867652AL3 862000.00000000 PA USD 1356033.75000000 0.523301531918 Long DBT CORP US N 2 2023-01-15 Fixed 4.00000000 N N N N N SunPower Corp USD XXXX N N N National Financial Services Corporation N/A 000000000 -19.00000000 NC USD -23465.00000000 -0.00905528379 N/A DE US N 1 National Financial Services Corporation N/A Call Written Cree Inc Cree Inc 100.00000000 97.50000000 USD 2021-04-16 XXXX -9063.76000000 N N N VONAGE HOLDINGS CORP 529900W7N0N4WLN1JY21 92886TAJ1 1733000.00000000 PA USD 1817310.02000000 0.701310802505 Long DBT CORP US N 2 2024-06-01 Fixed 1.75000000 N N N N Y Vonage Holdings Corp USD XXXX N N N American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 02368W200 13061268.21000000 NS USD 13061268.21000000 5.040421496213 Long STIV RF US N 1 N N N MOMO INC 549300YMGLID32W48529 60879BAB3 2504000.00000000 PA USD 2189515.30000000 0.844947045491 Long DBT CORP KY N 2 2025-07-01 Fixed 1.25000000 N N N N N Momo Inc USD XXXX N N N Everbridge Inc 549300WCY0UMR64ATW81 29978A104 -8267.00000000 NS USD -1001795.06000000 -0.38659870343 Short EC CORP US N 1 N N N APOLLO CMMRL REAL EST FI 549300E0AN7M2AQHSY29 03762UAB1 1032000.00000000 PA USD 1033341.60000000 0.398772701841 Long DBT US N 2 2022-08-23 Fixed 4.75000000 N N N N N Apollo Commercial Real Estate Finance Inc USD XXXX N N N Travere Therapeutics Inc N/A 89422G107 -13983.00000000 NS USD -349155.51000000 -0.13474119892 Short EC CORP US N 1 N N N GOPRO INC 549300CQJMLT21SZFL16 38268TAC7 944000.00000000 PA USD 1362947.20000000 0.525969473609 Long DBT CORP US N 2 2025-11-15 Fixed 1.25000000 N N N N Y GoPro Inc USD XXXX N N N SEACOR Holdings Inc 549300IQTYSR1SC4II14 811904101 -2946.00000000 NS USD -120049.50000000 -0.04632781983 Short EC CORP US N 1 N N N Avid Bioservices Inc 549300GRUS3ZMGP8MX22 05368M106 -20772.00000000 NS USD -378673.56000000 -0.14613239091 Short EC CORP US N 1 N N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 462222AB6 1488000.00000000 PA USD 1420562.16000000 0.548203431156 Long DBT CORP US N 2 2024-12-15 Fixed 0.12500000 N N N N Y Ionis Pharmaceuticals Inc USD XXXX N N N National Financial Services Corporation N/A 000000000 -40.00000000 NC USD -69000.00000000 -0.02662751255 N/A DE LR N 1 National Financial Services Corporation N/A Call Written Royal Caribbean Cruises Ltd Royal Caribbean Cruises Ltd 100.00000000 70.00000000 USD 2021-05-21 XXXX -33282.23000000 N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 42330PAK3 950000.00000000 PA USD 1093640.00000000 0.422042214928 Long DBT CORP US N 2 2026-02-15 Fixed 6.75000000 N N N N Y Helix Energy Solutions Group Inc USD XXXX N N N MARCUS CORPORATION 549300NL0OKPNEMP6B79 566330AA4 1075000.00000000 PA USD 2145401.63000000 0.827923316480 Long DBT CORP US N 2 2025-09-15 Fixed 5.00000000 N N N N Y Marcus Corp/The USD XXXX N N N Callaway Golf Co 5493005UB0KFRKBPCU72 131193104 -54632.00000000 NS USD -1461406.00000000 -0.56396531321 Short EC CORP US N 1 N N N Q2 HOLDINGS INC 549300M9RKR9DZXWS696 74736LAD1 1338000.00000000 PA USD 1743547.80000000 0.672845520779 Long DBT CORP US N 2 2026-06-01 Fixed 0.75000000 N N N N Y Q2 Holdings Inc USD XXXX N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BE1 650000.00000000 PA USD 844350.00000000 0.325839713410 Long DBT CORP LR N 2 2023-11-15 Fixed 2.87500000 N N N N Y Royal Caribbean Cruises Ltd USD XXXX N N N BLOOMIN BRANDS INC E1UJ2GO305B5FXGV7N04 094235AA6 1386000.00000000 PA USD 3345457.50000000 1.291032051907 Long DBT CORP US N 2 2025-05-01 Fixed 5.00000000 N N N N Y Bloomin' Brands Inc USD XXXX N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 -1101.00000000 NS USD -149163.48000000 -0.05756307878 Short EC CORP US N 1 N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AD3 1489000.00000000 PA USD 1243315.00000000 0.479802692342 Long DBT CORP US N 2 2027-02-15 None 0.00000000 N N N N Y MicroStrategy Inc USD XXXX N N N Jazz Pharmaceuticals PLC 635400GAUMJCLEZRRV50 000000000 -8641.00000000 NS USD -1420321.17000000 -0.54811043167 Short EC CORP IE N 1 N N N Theravance Biopharma Inc 5493007VTSXP4Z6MIW52 000000000 -12411.00000000 NS USD -253308.51000000 -0.09775326855 Short EC CORP KY N 1 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 -6101.00000000 NS USD -1964888.06000000 -0.75826205051 Short EC CORP US N 1 N N N Workiva Inc 529900RTOQ8GRWHY1O58 98139A105 -19557.00000000 NS USD -1726100.82000000 -0.66611262688 Short EC CORP US N 1 N N N NEW MOUNTAIN FINANCE COR 549300L1MPTT1H7SES77 647551AC4 690000.00000000 PA USD 720222.00000000 0.277937976043 Long DBT CORP US N 2 2023-08-15 Fixed 5.75000000 N N N N N New Mountain Finance Corp USD XXXX N N N SFL Corp Ltd 549300RLYYPSB0C7RH77 000000000 -25753.00000000 NS USD -206539.06000000 -0.07970465816 Short EC CORP BM N 1 N N N National Financial Services Corporation N/A 000000000 -65.00000000 NC USD -1300.00000000 -0.00050167777 N/A DE US N 1 National Financial Services Corporation N/A Call Written II-VI Inc II-VI Inc 100.00000000 85.00000000 USD 2021-04-16 XXXX 59016.34000000 N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AB3 1897000.00000000 PA USD 2634282.03000000 1.016585185880 Long DBT CORP US N 2 2024-11-01 Fixed 2.75000000 N N N N Y Granite Construction Inc USD XXXX N N N DraftKings Inc 5493008P45UYYL683Z97 26142R104 -8163.00000000 NS USD -500636.79000000 -0.19319873059 Short EC CORP US N 1 N N N Tabula Rasa HealthCare Inc 549300K6KY242XRMEF28 873379101 -14877.00000000 NS USD -685085.85000000 -0.26437872567 Short EC CORP US N 1 N N N EVERBRIDGE INC 549300WCY0UMR64ATW81 29978AAC8 1124000.00000000 PA USD 1429587.50000000 0.551686363825 Long DBT CORP US N 2 2024-12-15 Fixed 0.12500000 N N N N Y Everbridge Inc USD XXXX N N N MACOM Technology Solutions Holdings Inc N/A 55405Y100 -4469.00000000 NS USD -259291.38000000 -0.10006209385 Short EC CORP US N 1 N N N fuboTV Inc N/A 35953D104 -21798.00000000 NS USD -482171.76000000 -0.18607296511 Short EC CORP US N 1 N N N National Financial Services Corporation N/A 000000000 -20.00000000 NC USD -1500.00000000 -0.00057885896 N/A DE US N 1 National Financial Services Corporation N/A Call Written Everbridge Inc Everbridge Inc 100.00000000 140.00000000 USD 2021-04-16 XXXX 19387.78000000 N N N Granite Construction Inc 549300OM4BWMCIXVCZ39 387328107 -41885.00000000 NS USD -1685871.25000000 -0.65058779528 Short EC CORP US N 1 N N N II-VI INC 549300O5C25A0MMHHU33 902104AB4 1536000.00000000 PA USD 2343360.00000000 0.904316635066 Long DBT CORP US N 2 2022-09-01 Fixed 0.25000000 N N N N Y II-VI Inc USD XXXX N N N MGIC Investment Corp 254900S8483WM4M98R28 552848AB9 2831000.00000000 PA USD 3800617.50000000 1.466681017331 Long DBT CORP US N 2 2063-04-01 Fixed 9.00000000 N N N N N MGIC Investment Corp USD XXXX N N N PRA Group Inc 549300Q5HW3JSSB86K27 69354N106 -14929.00000000 NS USD -553418.03000000 -0.21356732669 Short EC CORP US N 1 N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 40637H109 -53421.00000000 NS USD -2227121.49000000 -0.85945949906 Short EC CORP US N 1 N N N Chefs' Warehouse Inc/The 549300JYEDC8C547E980 163086101 -29679.00000000 NS USD -904022.34000000 -0.34886762620 Short EC CORP US N 1 N N N Innoviva Inc 549300ACOX4QTBES6535 88338TAB0 993000.00000000 PA USD 993620.63000000 0.383444142024 Long DBT CORP US N 2 2023-01-15 Fixed 2.12500000 N N N N N Innoviva Inc USD XXXX N N N NY COMMUNITY CAP TRUST V N/A 64944P307 39483.00000000 NS USD 1968616.85000000 0.759701012873 Long EP CORP US N 2 N N N FLEXION THERAPEUTICS INC 549300X8HYW1HZKCDG90 33938JAB2 2755000.00000000 PA USD 2495744.83000000 0.963122852079 Long DBT CORP US N 2 2024-05-01 Fixed 3.37500000 N N N N Y Flexion Therapeutics Inc USD XXXX N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 -84541.00000000 NS USD -2266544.21000000 -0.87467296241 Short EC CORP US N 1 N N N Innoviva Inc 549300ACOX4QTBES6535 45781M101 -13580.00000000 NS USD -162281.00000000 -0.06262520818 Short EC CORP US N 1 N N N PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAE3 368000.00000000 PA USD 375360.00000000 0.144853668296 Long DBT US N 2 2026-03-15 Fixed 5.50000000 N N N N Y PennyMac Mortgage Investment Trust USD XXXX N N N EVERBRIDGE INC 549300WCY0UMR64ATW81 29978AAD6 367000.00000000 PA USD 357825.00000000 0.138086806953 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Everbridge Inc USD XXXX N N N Middleby Corp/The JDFO86U9VQRBKW5KYA35 596278101 -8340.00000000 NS USD -1382355.00000000 -0.53345905966 Short EC CORP US N 1 N N N Health Catalyst Inc 549300223PL6GWKVJG92 42225T107 -8918.00000000 NS USD -417094.86000000 -0.16095940030 Short EC CORP US N 1 N N N New Relic Inc 549300AB8FY2HQILL804 64829BAB6 2113000.00000000 PA USD 2060175.00000000 0.795033850389 Long DBT CORP US N 2 2023-05-01 Fixed 0.50000000 N N N N Y New Relic Inc USD XXXX N N N CERIDIAN HCM HOLDING INC 549300T64GVCHFJ8L449 15677JAC2 368000.00000000 PA USD 354200.00000000 0.136687897779 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Ceridian HCM Holding Inc USD XXXX N N N OSI Systems Inc DDX3MPX1Y8YD30050X33 671044AD7 2150000.00000000 PA USD 2317968.75000000 0.894517999875 Long DBT CORP US N 2 2022-09-01 Fixed 1.25000000 N N N N Y OSI Systems Inc USD XXXX N N N New Relic Inc 549300AB8FY2HQILL804 64829B100 -3580.00000000 NS USD -220098.40000000 -0.08493728853 Short EC CORP US N 1 N N N MATCH GROUP FINANCECO 3 5493003IEL8HSZKWUI17 44932KAA4 1131000.00000000 PA USD 2018835.00000000 0.779080497215 Long DBT CORP US N 2 2030-01-15 Fixed 2.00000000 N N N N N Match Group Inc USD XXXX N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 882000.00000000 PA USD 1031940.00000000 0.398231816020 Long DBT US N 2 2026-12-15 Fixed 1.75000000 N N N N Y Pebblebrook Hotel Trust USD XXXX N N N MakeMyTrip Ltd 529900DNT8HNJ7RYUO60 000000000 -2613.00000000 NS USD -82518.54000000 -0.03184439796 Short EC CORP MU N 1 N N N New York Mortgage Trust 549300JFGR0M7ULHWG48 649604AD7 1321000.00000000 PA USD 1341640.63000000 0.517747140853 Long DBT US N 2 2022-01-15 Fixed 6.25000000 N N N N N New York Mortgage Trust Inc USD XXXX N N N JAZZ INVESTMENTS I LTD N/A 472145AE1 1285000.00000000 PA USD 1649618.75000000 0.636597738777 Long DBT CORP BM N 2 2026-06-15 Fixed 2.00000000 N N N N Y Jazz Pharmaceuticals PLC USD XXXX N N N SOUTH JERSEY INDUSTRIES 549300DJYWYT5VXLFA46 838518306 27386.00000000 NS USD 1359714.90000000 0.524722109713 Long EP CORP US N 2 N N N M/A-COM TECH SOLUTIONS N/A 55405YAA8 735000.00000000 PA USD 743077.21000000 0.286757938234 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y MACOM Technology Solutions Holdings Inc USD XXXX N N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAC3 764000.00000000 PA USD 695717.50000000 0.268481542979 Long DBT CORP US N 2 2027-03-01 Fixed 0.25000000 N N N N N Halozyme Therapeutics Inc USD XXXX N N N CHEFS' WAREHOUSE THE 549300JYEDC8C547E980 163086AB7 2497000.00000000 PA USD 2536599.57000000 0.978888940518 Long DBT CORP US N 2 2024-12-01 Fixed 1.87500000 N N N N N Chefs' Warehouse Inc/The USD XXXX N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AE4 734000.00000000 PA USD 695923.75000000 0.268561136087 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N FTI Consulting Inc 549300K17GM8EQD0FQ48 302941109 -12183.00000000 NS USD -1706960.13000000 -0.65872612016 Short EC CORP US N 1 N N N RealReal Inc/The 549300O00VUGT4H1PE90 88339P101 -7286.00000000 NS USD -164882.18000000 -0.06362901910 Short EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 -2396.00000000 NS USD -450567.80000000 -0.17387680798 Short EC CORP US N 1 N N N SUMMIT HOTEL PROPERTIES 254900OBQWJK6X20LS71 866082AA8 661000.00000000 PA USD 728339.38000000 0.281070521519 Long DBT US N 2 2026-02-15 Fixed 1.50000000 N N N N N Summit Hotel Properties Inc USD XXXX N N N Zogenix Inc 54930089H3HF4C32SK78 98978L204 -18720.00000000 NS USD -365414.40000000 -0.14101560179 Short EC CORP US N 1 N N N NeoGenomics Inc N/A 64049M209 -10550.00000000 NS USD -508826.50000000 -0.19635918864 Short EC CORP US N 1 N N N Insmed Inc 529900Q55QAG41CCAC11 457669307 -13742.00000000 NS USD -468052.52000000 -0.18062426597 Short EC CORP US N 1 N N N PRA Group Inc 549300Q5HW3JSSB86K27 69354NAB2 1973000.00000000 PA USD 2112343.13000000 0.815165843672 Long DBT CORP US N 2 2023-06-01 Fixed 3.50000000 N N N N Y PRA Group Inc USD XXXX N N N Coherus Biosciences Inc 5493007IL8W5MV932D26 19249H103 -46085.00000000 NS USD -673301.85000000 -0.25983120962 Short EC CORP US N 1 N N N THE REALREAL INC 549300O00VUGT4H1PE90 88339PAC5 368000.00000000 PA USD 366160.00000000 0.141303333288 Long DBT CORP US N 2 2028-03-01 Fixed 1.00000000 N N N N Y RealReal Inc/The USD XXXX N N N Spotify Technology SA 549300B4X0JHWV0DTD60 000000000 -382.00000000 NS USD -102356.90000000 -0.03950013970 Short EC CORP LU N 1 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063PAB1 1971000.00000000 PA USD 2695342.50000000 1.040148786337 Long DBT CORP US N 2 2027-03-15 Fixed 0.37500000 N N N N Y Exact Sciences Corp USD XXXX N N N Flexion Therapeutics Inc 549300X8HYW1HZKCDG90 33938J106 -23417.00000000 NS USD -209582.15000000 -0.08087900478 Short EC CORP US N 1 N N N Vishay Intertechnology Inc 5493009O8F3QQJTCQR75 928298108 -12785.00000000 NS USD -307862.80000000 -0.11880609524 Short EC CORP US N 1 N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 10197.00000000 NS USD 1174505.17000000 0.453248567528 Long EP CORP BM N 2 N N N National Vision Holdings Inc 549300JHURCBLI5ROA42 63845R107 -13363.00000000 NS USD -585700.29000000 -0.22602524384 Short EC CORP US N 1 N N N Redwood Trust Inc DRBV4N1ERQLEMIF11G78 758075AC9 2724000.00000000 PA USD 2717190.00000000 1.048579867214 Long DBT US N 2 2023-08-15 Fixed 4.75000000 N N N N N Redwood Trust Inc USD XXXX N N N National Financial Services Corporation N/A 000000000 -35.00000000 NC USD -20195.00000000 -0.00779337124 N/A DE US N 1 National Financial Services Corporation N/A Call Written Lumentum Holdings Inc Lumentum Holdings Inc 100.00000000 87.50000000 USD 2021-04-16 XXXX -4777.08000000 N N N MFA Financial Inc YW72IMH2RRC8Z1TGLG58 55272XAA0 3053000.00000000 PA USD 3022470.00000000 1.166389244498 Long DBT CORP US N 2 2024-06-15 Fixed 6.25000000 N N N N N MFA Financial Inc USD XXXX N N N Perficient Inc 549300HTBXKL2755T650 71375U101 -20014.00000000 NS USD -1175222.08000000 -0.45352522738 Short EC CORP US N 1 N N N Stride Inc 254900BRWS3AFONWU277 86333M108 -12465.00000000 NS USD -375321.15000000 -0.14483867584 Short EC CORP US N 1 N N N j2 Global Inc 5493008OJYGLHD7MXA18 48123V102 -13297.00000000 NS USD -1593778.42000000 -0.61504862155 Short EC CORP US N 1 N N N SEACOR Holdings Inc 549300IQTYSR1SC4II14 811904AN1 1511000.00000000 PA USD 1443911.60000000 0.557214119659 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N Y SEACOR Holdings Inc USD XXXX N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 -1433.00000000 NS USD -103190.33000000 -0.03982176532 Short EC CORP US N 1 N N N GRANITE POINT MTGE TRST 529900VX2HQZ76AYIE02 38741LAB3 3303000.00000000 PA USD 3143455.26000000 1.213078179709 Long DBT CORP US N 2 2022-12-01 Fixed 5.62500000 N N N N N Granite Point Mortgage Trust Inc USD XXXX N N N VOCERA COMMUNICATIONS 5493006D2J6NPNZ60K83 92857FAC1 1469000.00000000 PA USD 1345053.13000000 0.519064045006 Long DBT CORP US N 2 2026-09-15 Fixed 0.50000000 N N N N Y Vocera Communications Inc USD XXXX N N N WESTERN ASSET MTGE CAP 549300JOQRROR5SZYY83 95790DAA3 1583000.00000000 PA USD 1455370.63000000 0.561636227850 Long DBT US N 2 2022-10-01 Fixed 6.75000000 N N N N Y Western Asset Mortgage Capital Corp USD XXXX N N N Sabre Corp 529900VKCYZW8GZ4WW58 78573M104 -70010.00000000 NS USD -1036848.10000000 -0.40012588115 Short EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 -17802.00000000 NS USD -1524029.22000000 -0.58813198824 Short EC CORP LR N 1 N N N Envestnet Inc 549300HLWZ5OKIDM8737 29404K106 -9025.00000000 NS USD -651875.75000000 -0.25156274952 Short EC CORP US N 1 N N N LIGAND PHARMACEUTICALS I 5493008K7TB0IKP37H79 53220KAF5 2545000.00000000 PA USD 2634188.79000000 1.016549204007 Long DBT CORP US N 2 2023-05-15 Fixed 0.75000000 N N N N Y Ligand Pharmaceuticals Inc USD XXXX N N N WINNEBAGO INDUSTRIES 549300B7OYKYJLTE3G11 974637AB6 1737000.00000000 PA USD 2405745.00000000 0.928391379569 Long DBT CORP US N 2 2025-04-01 Fixed 1.50000000 N N N N Y Winnebago Industries Inc USD XXXX N N N Vonage Holdings Corp 529900W7N0N4WLN1JY21 92886T201 -46652.00000000 NS USD -551426.64000000 -0.21279883738 Short EC CORP US N 1 N N N Copa Holdings SA 529900BB9UQJV6QQHA59 000000000 -16464.00000000 NS USD -1330126.56000000 -0.51330379239 Short EC CORP PA N 1 N N N LYONDELLBASELL ADVANCED 5493004OGK9A7CGV3B42 67054E202 1340.00000000 NS USD 1411020.00000000 0.544521054559 Long EP CORP US N 2 N N N Marcus Corp/The 549300NL0OKPNEMP6B79 566330106 -80983.00000000 NS USD -1618850.17000000 -0.62472395978 Short EC CORP US N 1 N N N iStar Inc QFFLKWYYS3UPWD86E794 45031U101 -56466.00000000 NS USD -1003965.48000000 -0.38743628149 Short EC US N 1 N N N Aptiv PLC N/A 000000000 -5723.00000000 NS USD -789201.70000000 -0.30455765470 Short EC CORP JE N 1 N N N SunPower Corp 549300TXO070764WUH65 867652406 -25929.00000000 NS USD -867325.05000000 -0.33470592257 Short EC CORP US N 1 N N N Kaman Corp 5493003YK076OLTEQF95 483548103 -5513.00000000 NS USD -282761.77000000 -0.10911945768 Short EC CORP US N 1 N N N FTI Consulting Inc 549300K17GM8EQD0FQ48 302941AP4 1695000.00000000 PA USD 2471310.00000000 0.953693305085 Long DBT CORP US N 2 2023-08-15 Fixed 2.00000000 N N N N Y FTI Consulting Inc USD XXXX N N N Cree Inc 549300OGU88P3AW3TO93 225447101 -6890.00000000 NS USD -745015.70000000 -0.28750601311 Short EC CORP US N 1 N N N iQIYI Inc 222100XL8T2Q5B8MS302 46267X108 -22413.00000000 NS USD -372504.06000000 -0.14375154397 Short EC CORP KY N 1 N N N KKR REAL ESTATE FIN 549300K23AYZDZ2REL62 48251KAB6 1853000.00000000 PA USD 1899325.00000000 0.732960873658 Long DBT US N 2 2023-05-15 Fixed 6.12500000 N N N N Y KKR Real Estate Finance Trust Inc USD XXXX N N N GoPro Inc 549300CQJMLT21SZFL16 38268T103 -75898.00000000 NS USD -883452.72000000 -0.34092968685 Short EC CORP US N 1 N N N FUBOTV INC N/A 35953DAA2 2565000.00000000 PA USD 2197884.38000000 0.848176723502 Long DBT CORP US N 2 2026-02-15 Fixed 3.25000000 N N N N Y fuboTV Inc USD XXXX N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411RAG4 2795000.00000000 PA USD 2283453.76000000 0.881198458868 Long DBT CORP US N 2 2045-03-15 Fixed 4.25000000 N N N N Y Cheniere Energy Inc USD XXXX N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 -11386.00000000 NS USD -1564208.68000000 -0.60363748209 Short EC CORP US N 1 N N N MicroStrategy Inc 549300WQTWEJUEHXQX21 594972408 -521.00000000 NS USD -353654.80000000 -0.13647750183 Short EC CORP US N 1 N N N VAREX IMAGING CORPORATIO 549300CWYWPVCT8E9W67 92214XAA4 756000.00000000 PA USD 929407.50000000 0.358663911223 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N Varex Imaging Corp USD XXXX N N N 8X8 INC 254900XWSOC5U1BRW939 282914AB6 1376000.00000000 PA USD 1911780.00000000 0.737767332628 Long DBT CORP US N 2 2024-02-01 Fixed 0.50000000 N N N N Y 8x8 Inc USD XXXX N N N PERFICIENT INC 549300HTBXKL2755T650 71375UAC5 1495000.00000000 PA USD 1927438.78000000 0.743810149454 Long DBT CORP US N 2 2025-08-01 Fixed 1.25000000 N N N N Y Perficient Inc USD XXXX N N N Nuance Communications Inc AEMSOT3SS15TNMJCE605 67020Y100 -28947.00000000 NS USD -1263247.08000000 -0.48749460118 Short EC CORP US N 1 N N N TABULA RASA HLTHCR INC 549300K6KY242XRMEF28 873379AA9 1888000.00000000 PA USD 1906880.00000000 0.735876393330 Long DBT CORP US N 2 2026-02-15 Fixed 1.75000000 N N N N Y Tabula Rasa HealthCare Inc USD XXXX N N N J2 GLOBAL 5493008OJYGLHD7MXA18 48123VAD4 2644000.00000000 PA USD 3098437.50000000 1.195705556962 Long DBT CORP US N 2 2026-11-01 Fixed 1.75000000 N N N N Y j2 Global Inc USD XXXX N N N WisdomTree Investments Inc 549300WIU8IS7UFO7871 97717P104 -75791.00000000 NS USD -473693.75000000 -0.18280125036 Short EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377CG5 1889000.00000000 PA USD 2200369.06000000 0.849135576370 Long DBT CORP US N 2 2048-06-01 Fixed 2.75000000 N N N N Y NRG Energy Inc USD XXXX N N N AVAYA HOLDINGS CORP 549300NZS2OZN6Q63A60 05351XAB7 1320000.00000000 PA USD 1628880.00000000 0.628594531154 Long DBT CORP US N 2 2023-06-15 Fixed 2.25000000 N N N N Y Avaya Holdings Corp USD XXXX N N N Magnite Inc 54930018FR2YX1HHSB02 55955D100 -6027.00000000 NS USD -250783.47000000 -0.09677884051 Short EC CORP US N 1 N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AA4 1310000.00000000 PA USD 1967456.25000000 0.759253130394 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N Y Burlington Stores Inc USD XXXX N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024U109 -8801.00000000 NS USD -803971.35000000 -0.31025735094 Short EC CORP US N 1 N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252108 -4081.00000000 NS USD -608191.43000000 -0.23470470924 Short EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 -20195.00000000 NS USD -761957.35000000 -0.29404389714 Short EC CORP US N 1 N N N 2U INC 5493008RVTXVR43PYF84 90214JAA9 499000.00000000 PA USD 782432.00000000 0.301945186999 Long DBT CORP US N 2 2025-05-01 Fixed 2.25000000 N N N N Y 2U Inc USD XXXX N N N SmileDirectClub Inc 254900QFZEGKCURCJS93 83192H106 -38016.00000000 NS USD -391944.96000000 -0.15125390352 Short EC CORP US N 1 N N N Apellis Pharmaceuticals Inc 254900HS0ZFRXXSB9D42 03753U106 -20045.00000000 NS USD -860130.95000000 -0.33192967637 Short EC CORP US N 1 N N N Cable One Inc 549300648QS85T0XSH18 12685J105 -168.00000000 NS USD -307164.48000000 -0.11853660938 Short EC CORP US N 1 N N N I3 VERTICALS LLC 549300VET627YPCK1T69 44933TAA4 1002000.00000000 PA USD 1028302.50000000 0.396828083021 Long DBT CORP US N 2 2025-02-15 Fixed 1.00000000 N N N N Y I3 Verticals Inc USD XXXX N N N CINEMARK HOLDINGS INC 549300LL2QMPTYIE0K55 17243VAA0 1440000.00000000 PA USD 2399400.00000000 0.925942806132 Long DBT CORP US N 2 2025-08-15 Fixed 4.50000000 N N N N Y Cinemark Holdings Inc USD XXXX N N N Oak Street Health Inc 2549007CJE6GSEURLA30 67181A107 -4404.00000000 NS USD -239005.08000000 -0.09223348939 Short EC CORP US N 1 N N N ZOGENIX INC 54930089H3HF4C32SK78 98978LAA3 650000.00000000 PA USD 712968.75000000 0.275138903500 Long DBT CORP US N 2 2027-10-01 Fixed 2.75000000 N N N N Y Zogenix Inc USD XXXX N N N VISHAY INTERTECHNOLOGY 5493009O8F3QQJTCQR75 928298AP3 1004000.00000000 PA USD 1091850.00000000 0.421351443225 Long DBT CORP US N 2 2025-06-15 Fixed 2.25000000 N N N N Y Vishay Intertechnology Inc USD XXXX N N N NanoString Technologies Inc 549300G4CK0Y3WRDMY89 63009R109 -16919.00000000 NS USD -1111747.49000000 -0.42903000358 Short EC CORP US N 1 N N N Centennial Resource Development Inc/DE 529900NXUJPOKU7OJ511 15136A102 -128506.00000000 NS USD -539725.20000000 -0.20828318172 Short EC CORP US N 1 N N N National Financial Services Corporation N/A 000000000 -57.00000000 NC USD -855.00000000 -0.00032994961 N/A DE US N 1 National Financial Services Corporation N/A Call Written Insmed Inc Insmed Inc 100.00000000 40.00000000 USD 2021-04-16 XXXX 17838.87000000 N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAC3 734000.00000000 PA USD 712438.75000000 0.274934373331 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N N Blackline Inc USD XXXX N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506101 -1488.00000000 NS USD -207739.68000000 -0.08016798459 Short EC CORP US N 1 N N N PALO ALTO NETWORKS 549300QXR2YVZV231H43 697435AD7 2166000.00000000 PA USD 2863452.00000000 1.105023247522 Long DBT CORP US N 2 2023-07-01 Fixed 0.75000000 N N N N Y Palo Alto Networks Inc USD XXXX N N N STRIDE INC 254900BRWS3AFONWU277 48273UAA0 1322000.00000000 PA USD 1214653.60000000 0.468742086714 Long DBT CORP US N 2 2027-09-01 Fixed 1.12500000 N N N N Y K12 Inc USD XXXX N N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAB5 1429000.00000000 PA USD 2616856.25000000 1.009860473189 Long DBT CORP US N 2 2024-12-01 Fixed 1.25000000 N N N N Y Halozyme Therapeutics Inc USD XXXX N N N Air Transport Services Group Inc 5493000F3MSFGIXTQE27 00922R105 -28912.00000000 NS USD -845965.12000000 -0.32646299787 Short EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 -17397.00000000 NS USD -1062260.82000000 -0.40993280174 Short EC CORP US N 1 N N N UNDER ARMOUR INC 549300D4549QKWETZ406 904311AB3 734000.00000000 PA USD 1438181.25000000 0.555002743332 Long DBT CORP US N 2 2024-06-01 Fixed 1.50000000 N N N N Y Under Armour Inc USD XXXX N N N PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAD5 2681000.00000000 PA USD 2699431.88000000 1.041726902529 Long DBT US N 2 2024-11-01 Fixed 5.50000000 N N N N Y PennyMac Mortgage Investment Trust USD XXXX N N N National Financial Services Corporation N/A 000000000 -36.00000000 NC USD -180.00000000 -0.00006946307 N/A DE US N 1 National Financial Services Corporation N/A Call Written Ionis Pharmaceuticals Inc Ionis Pharmaceuticals Inc 100.00000000 55.00000000 USD 2021-04-16 XXXX 10546.65000000 N N N NCR Corp 549300YKTY8JX1DV2R67 62886E207 1113.00000000 NS USD 1620082.80000000 0.625199639075 Long EP CORP US N 2 N N N WISDOMTREE INVESTMENTS 549300WIU8IS7UFO7871 97717PAA2 898000.00000000 PA USD 1108491.20000000 0.427773381804 Long DBT CORP US N 2 2023-06-15 Fixed 4.25000000 N N N N Y WisdomTree Investments Inc USD XXXX N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 -22213.00000000 NS USD -539553.77000000 -0.20821702586 Short EC US N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130H204 34283.00000000 NS USD 3541433.90000000 1.366660516420 Long EP CORP US N 2 N N N CALLAWAY GOLF CO 5493005UB0KFRKBPCU72 131193AD6 1322000.00000000 PA USD 2262272.50000000 0.873024483990 Long DBT CORP US N 2 2026-05-01 Fixed 2.75000000 N N N N Y Callaway Golf Co USD XXXX N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 -4983.00000000 NS USD -1488920.40000000 -0.57458328468 Short EC CORP US N 1 N N N BEYOND MEAT INC 549300XQ946NCE51DR09 08862EAA7 736000.00000000 PA USD 703340.00000000 0.271423111304 Long DBT CORP US N 2 2027-03-15 None 0.00000000 N N N N Y Beyond Meat Inc USD XXXX N N N ENCORE CAP EUR FINANCE 549300DAVHQDMISMVB09 29260UAA5 1562000.00000000 PA USD 1777866.78000000 0.686089420356 Long DBT CORP JE N 2 2023-09-01 Fixed 4.50000000 N N N N Y Encore Capital Group Inc USD XXXX N N N DRAFTKINGS INC 5493008P45UYYL683Z97 26142RAA2 1287000.00000000 PA USD 1273486.50000000 0.491446054589 Long DBT CORP US N 2 2028-03-15 None 0.00000000 N N N N Y DraftKings Inc USD XXXX N N N Bloomin' Brands Inc E1UJ2GO305B5FXGV7N04 094235108 -87679.00000000 NS USD -2371716.95000000 -0.91525975161 Short EC CORP US N 1 N N N Vocera Communications Inc 5493006D2J6NPNZ60K83 92857F107 -12193.00000000 NS USD -468942.78000000 -0.18096782263 Short EC CORP US N 1 N N N AMG Capital Trust II N/A 00170F209 55669.00000000 NS USD 3072232.94000000 1.185593060580 Long EP CORP US N 2 N N N Theravance Biopharma Inc 5493007VTSXP4Z6MIW52 88339KAA0 1174000.00000000 PA USD 1188675.00000000 0.458716789647 Long DBT CORP KY N 2 2023-11-01 Fixed 3.25000000 N N N N N Theravance Biopharma Inc USD XXXX N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 -1104.00000000 NS USD -93034.08000000 -0.03590240772 Short EC CORP US N 1 N N N NCR Corp 549300YKTY8JX1DV2R67 62886E108 -23281.00000000 NS USD -883513.95000000 -0.34095331587 Short EC CORP US N 1 N N N Knowles Corp 5493003EO323TDZQU148 49926D109 -28547.00000000 NS USD -597203.24000000 -0.23046430102 Short EC CORP US N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 -5714.00000000 NS USD -403636.96000000 -0.15576591622 Short EC CORP US N 1 N N N Under Armour Inc 549300D4549QKWETZ406 904311206 -59821.00000000 NS USD -1104295.66000000 -0.42615429783 Short EC CORP US N 1 N N N BRIDGEBIO PHARMA INC 54930028YG89VTY2J114 10806XAC6 1494000.00000000 PA USD 1419149.00000000 0.547658084262 Long DBT CORP US N 2 2029-02-01 Fixed 2.25000000 N N N N Y Bridgebio Pharma Inc USD XXXX N N N BLOOM ENERGY CORP 549300XB5J9BFW5JXV97 093712AG2 391000.00000000 PA USD 716166.47000000 0.276372922768 Long DBT CORP US N 2 2025-08-15 Fixed 2.50000000 N N N N Y Bloom Energy Corp USD XXXX N N N GRANITE POINT MTGE TRST 529900VX2HQZ76AYIE02 38741LAC1 1320000.00000000 PA USD 1254000.00000000 0.483926097728 Long DBT US N 2 2023-10-01 Fixed 6.37500000 N N N N N Granite Point Mortgage Trust Inc USD XXXX N N N REDFIN CORP 549300HXWD3JEMZU3O57 75737FAD0 367000.00000000 PA USD 373881.25000000 0.144283009829 Long DBT CORP US N 2 2027-04-01 Fixed 0.50000000 N N N N Y Redfin Corp USD XXXX N N N EVENTBRITE INC 549300N6XBV2B1FAUF55 29975EAC3 220000.00000000 PA USD 227150.00000000 0.087658543141 Long DBT CORP US N 2 2026-09-15 Fixed 0.75000000 N N N N Y Eventbrite Inc USD XXXX N N N Eventbrite Inc 549300N6XBV2B1FAUF55 29975E109 -4767.00000000 NS USD -105636.72000000 -0.04076584185 Short EC CORP US N 1 N N N Avaya Holdings Corp 549300NZS2OZN6Q63A60 05351X101 -30887.00000000 NS USD -865762.61000000 -0.33410296763 Short EC CORP US N 1 N N N Q2 Holdings Inc 549300M9RKR9DZXWS696 74736L109 -11507.00000000 NS USD -1153001.40000000 -0.44495013411 Short EC CORP US N 1 N N N Canadian Solar Inc 5493001XSC6TKMBVOM15 136635109 -6381.00000000 NS USD -316689.03000000 -0.12221219017 Short EC CORP CA N 1 N N N National Financial Services Corporation N/A 000000000 -39.00000000 NC USD -390.00000000 -0.00015050333 N/A DE US N 1 National Financial Services Corporation N/A Call Written fuboTV Inc fuboTV Inc 100.00000000 50.00000000 USD 2021-04-16 XXXX 49449.50000000 N N N NUANCE COMMUNICATIONS AEMSOT3SS15TNMJCE605 67020YAK6 821000.00000000 PA USD 1515812.30000000 0.584961029687 Long DBT CORP US N 2 2035-12-15 Fixed 1.00000000 N N N N Y Nuance Communications Inc USD XXXX N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAH4 1625000.00000000 PA USD 3371875.00000000 1.301226723108 Long DBT CORP US N 2 2025-05-15 Fixed 2.75000000 N N N N Y Zillow Group Inc USD XXXX N N N Encore Capital Group Inc 5493000UVC6H49CIH830 292554102 -20702.00000000 NS USD -832841.46000000 -0.32139849901 Short EC CORP US N 1 N N N II-VI Inc 549300O5C25A0MMHHU33 902104108 -25678.00000000 NS USD -1755604.86000000 -0.67749841232 Short EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954M200 -18344.00000000 NS USD -2378116.16000000 -0.91772924501 Short EC CORP US N 1 N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 038923AP3 2395000.00000000 PA USD 2493793.75000000 0.962369918642 Long DBT US N 2 2022-11-01 Fixed 4.75000000 N N N N Y Arbor Realty Trust Inc USD XXXX N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAE7 946000.00000000 PA USD 2024440.00000000 0.781243500227 Long DBT CORP US N 2 2025-03-01 Fixed 0.25000000 N N N N Y Enphase Energy Inc USD XXXX N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAF2 736000.00000000 PA USD 741519.97000000 0.286156990007 Long DBT CORP US N 2 2028-03-15 Fixed 1.12500000 N N N N Y Cable One Inc USD XXXX N N N CREE INC 549300OGU88P3AW3TO93 225447AB7 557000.00000000 PA USD 1026996.60000000 0.396324128403 Long DBT CORP US N 2 2023-09-01 Fixed 0.87500000 N N N N Y Cree Inc USD XXXX N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HAS0 1636000.00000000 PA USD 3627830.00000000 1.400001287976 Long DBT CORP BM N 2 2024-05-15 Fixed 6.00000000 N N N N N Norwegian Cruise Line Holdings Ltd USD XXXX N N N APOLLO CMMRL REAL EST FI 549300E0AN7M2AQHSY29 03762UAC9 2811000.00000000 PA USD 2754780.00000000 1.063086072967 Long DBT US N 2 2023-10-15 Fixed 5.37500000 N N N N N Apollo Commercial Real Estate Finance Inc USD XXXX N N N IQIYI INC 222100XL8T2Q5B8MS302 46267XAD0 1698000.00000000 PA USD 1567254.00000000 0.604812689289 Long DBT CORP KY N 2 2025-04-01 Fixed 2.00000000 N N N N Y iQIYI Inc USD XXXX N N N APELLIS PHARMACEUTICALS 254900HS0ZFRXXSB9D42 03753UAB2 1051000.00000000 PA USD 1475503.15000000 0.569405487691 Long DBT CORP US N 2 2026-09-15 Fixed 3.50000000 N N N N Y Apellis Pharmaceuticals Inc USD XXXX N N N OAK STREET HEALTH INC 2549007CJE6GSEURLA30 67181AAA5 734000.00000000 PA USD 733811.59000000 0.283182280077 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Oak Street Health Inc USD XXXX N N N National Financial Services Corporation N/A 000000000 -29.00000000 NC USD -10585.00000000 -0.00408481478 N/A DE KY N 1 National Financial Services Corporation N/A Call Written JOYY Inc JOYY Inc 100.00000000 110.00000000 USD 2021-05-21 XXXX 43294.76000000 N N N GEO CORRECTIONS HLDGS 549300XXD9YCW478KH70 36166WAA1 1286000.00000000 PA USD 1342879.74000000 0.518225320810 Long DBT US N 2 2026-02-23 Fixed 6.50000000 N N N N N GEO Group Inc/The USD XXXX N N N Varex Imaging Corp 549300CWYWPVCT8E9W67 92214X106 -26158.00000000 NS USD -535977.42000000 -0.20683689101 Short EC CORP US N 1 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 1035000.00000000 PA USD 1776965.63000000 0.685741661183 Long DBT CORP US N 2 2025-05-01 Fixed 1.25000000 N N N N Y Southwest Airlines Co USD XXXX N N N NIO Inc 549300JBU4TV5OCKJV96 62914V106 -4304.00000000 NS USD -167769.92000000 -0.06474341523 Short EC CORP KY N 1 N N N 21VIANET GROUP INC 529900672GYJQ3T38I58 90138VAA5 1092000.00000000 PA USD 1024842.00000000 0.395492655381 Long DBT CORP KY N 2 2026-02-01 None 0.00000000 N N N N N 21Vianet Group Inc USD XXXX N N N LivaNova PLC 2138001K2FX6SHK2B339 000000000 -7995.00000000 NS USD -589471.35000000 -0.22748051844 Short EC CORP GB N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CY4 1103000.00000000 PA USD 1114030.00000000 0.429910837840 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Ford Motor Co USD XXXX N N N BOINGO WIRELESS 54930058LPWPZZCRMC04 09739CAB8 1677000.00000000 PA USD 1643460.00000000 0.634221040329 Long DBT CORP US N 2 2023-10-01 Fixed 1.00000000 N N N N Y Boingo Wireless Inc USD XXXX N N N Cowen Inc 5493008QI0EFC5WBED75 223622606 -51730.00000000 NS USD -1818309.50000000 -0.70169650781 Short EC CORP US N 1 N N N NANOSTRING TECHNOLOGIES 549300G4CK0Y3WRDMY89 63009RAD1 1078000.00000000 PA USD 1742188.14000000 0.672320819855 Long DBT CORP US N 2 2025-03-01 Fixed 2.62500000 N N N N Y NanoString Technologies Inc USD XXXX N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 -11823.00000000 NS USD -1917217.68000000 -0.73986576585 Short EC CORP US N 1 N N N National Financial Services Corporation N/A 000000000 -150.00000000 NC USD -15300.00000000 -0.00590436147 N/A DE US N 1 National Financial Services Corporation N/A Call Written Callaway Golf Co Callaway Golf Co 100.00000000 30.00000000 USD 2021-05-21 XXXX 33894.38000000 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BA9 1683000.00000000 PA USD 2365456.50000000 0.912843806532 Long DBT CORP LR N 2 2023-06-15 Fixed 4.25000000 N N N N Y Royal Caribbean Cruises Ltd USD XXXX N N N Meritor Inc 5LTG829X630QFHTFBO82 59001K100 -9651.00000000 NS USD -283932.42000000 -0.10957121852 Short EC CORP US N 1 N N N Groupon Inc 5299005W5W1R5POQJL03 399473206 -11825.00000000 NS USD -597694.63000000 -0.23065393136 Short EC CORP US N 1 N N N ENVESTNET INC 549300HLWZ5OKIDM8737 29404KAB2 1231000.00000000 PA USD 1512899.00000000 0.583836769798 Long DBT CORP US N 2 2023-06-01 Fixed 1.75000000 N N N N Y Envestnet Inc USD XXXX N N N South Jersey Industries Inc 549300DJYWYT5VXLFA46 838518108 -39231.00000000 NS USD -885835.98000000 -0.34184940113 Short EC CORP US N 1 N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 90187BAB7 1350000.00000000 PA USD 1469880.00000000 0.567235480485 Long DBT US N 2 2026-01-15 Fixed 6.25000000 N N N N N Two Harbors Investment Corp USD XXXX N N N Beyond Meat Inc 549300XQ946NCE51DR09 08862E109 -1914.00000000 NS USD -249049.68000000 -0.09610976059 Short EC CORP US N 1 N N N National Financial Services Corporation N/A 000000000 -308.00000000 NC USD -27720.00000000 -0.01069731373 N/A DE US N 1 National Financial Services Corporation N/A Call Written Infinera Corp Infinera Corp 100.00000000 9.00000000 USD 2021-04-16 XXXX -8019.11000000 N N N GOSSAMER BIO INC 549300ZOC0N2W6PSFR58 38341PAA0 1026000.00000000 PA USD 910575.00000000 0.351396336873 Long DBT CORP US N 2 2027-06-01 Fixed 5.00000000 N N N N Y Gossamer Bio Inc USD XXXX N N N Kaman Corp 5493003YK076OLTEQF95 483548AF0 719000.00000000 PA USD 779396.00000000 0.300773576447 Long DBT CORP US N 2 2024-05-01 Fixed 3.25000000 N N N N Y Kaman Corp USD XXXX N N N 8x8 Inc 254900XWSOC5U1BRW939 282914100 -39628.00000000 NS USD -1285532.32000000 -0.49609460854 Short EC CORP US N 1 N N N CENTENNIAL RESOURCE PROD 5493004CTVUMQLRPOE23 15136AAA0 1370000.00000000 PA USD 1310131.00000000 0.505587386238 Long DBT CORP US N 2 2028-04-01 Fixed 3.25000000 N N N N Y Centennial Resource Development Inc/DE USD XXXX N N N TRAVERE THERAPEUTICS INC N/A 761299AB2 1069000.00000000 PA USD 1094388.75000000 0.422331162029 Long DBT CORP US N 2 2025-09-15 Fixed 2.50000000 N N N N Y Retrophin Inc USD XXXX N N N National Financial Services Corporation N/A 000000000 -35.00000000 NC USD -2625.00000000 -0.00101300319 N/A DE US N 1 National Financial Services Corporation N/A Call Written Exact Sciences Corp Exact Sciences Corp 100.00000000 150.00000000 USD 2021-04-16 XXXX 48402.62000000 N N N Bloom Energy Corp 549300XB5J9BFW5JXV97 093712107 -20645.00000000 NS USD -558447.25000000 -0.21550813275 Short EC CORP US N 1 N N N Radius Health Inc 549300EV6I2M6E0YVT27 750469207 -8768.00000000 NS USD -182900.48000000 -0.07058238880 Short EC CORP US N 1 N N N COPA HOLDINGS SA 529900BB9UQJV6QQHA59 21720AAA0 1036000.00000000 PA USD 1790311.60000000 0.690891950802 Long DBT CORP PA N 2 2025-04-15 Fixed 4.50000000 N N N N Y Copa Holdings SA USD XXXX N N N Norwegian Cruise Line Holdings Ltd N/A 000000000 -105306.00000000 NS USD -2905392.54000000 -1.12120835267 Short EC CORP BM N 1 N N N Golar LNG Ltd 213800C2VSFZG3EZLO34 38046YAB7 1318000.00000000 PA USD 1272141.15000000 0.490926875980 Long DBT CORP BM N 2 2022-02-15 Fixed 2.75000000 N N N N N Golar LNG Ltd USD XXXX N N N Huazhu Group Ltd 549300Y5ML31FVN83730 44332N106 -13700.00000000 NS USD -752130.00000000 -0.29025146402 Short EC CORP KY N 1 N N N SMILEDIRECTCLUB INC 254900QFZEGKCURCJS93 83192HAA4 1320000.00000000 PA USD 1155825.00000000 0.446039778235 Long DBT CORP US N 2 2026-02-01 None 0.00000000 N N N N Y SmileDirectClub Inc USD XXXX N N N iStar Inc QFFLKWYYS3UPWD86E794 45031UCB5 1149000.00000000 PA USD 1513807.50000000 0.584187365380 Long DBT US N 2 2022-09-15 Fixed 3.12500000 N N N N N iStar Inc USD XXXX N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAD4 697000.00000000 PA USD 1447669.00000000 0.558664122785 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N Sabre Corp USD XXXX N N N GEO Group Inc/The N/A 36162J106 -92108.00000000 NS USD -714758.08000000 -0.27582941664 Short EC US N 1 N N N Winnebago Industries Inc 549300B7OYKYJLTE3G11 974637100 -19037.00000000 NS USD -1460328.27000000 -0.56354941076 Short EC CORP US N 1 N N N JOYY Inc 549300N6CHVU5CQZPW24 46591M109 -8863.00000000 NS USD -830728.99000000 -0.32058328421 Short EC CORP KY N 1 N N N National Financial Services Corporation N/A 000000000 -233.00000000 NC USD -5126.00000000 -0.00197815404 N/A DE US N 1 National Financial Services Corporation N/A Call Written Bloomin' Brands Inc Bloomin' Brands Inc 100.00000000 30.00000000 USD 2021-04-16 XXXX 19097.55000000 N N N National Financial Services Corporation N/A 000000000 -48.00000000 NC USD -36480.00000000 -0.01407785011 N/A DE US N 1 National Financial Services Corporation N/A Call Written Zillow Group Inc Zillow Group Inc 100.00000000 145.00000000 USD 2021-05-21 XXXX 60403.18000000 N N N ProShares Short 20+ Year Treasury MNF315G62CW700KJGX62 74347X849 146449.00000000 NS USD 2653655.88000000 1.024061670432 Long EC RF US N 1 N N N SFL Corp Ltd 549300RLYYPSB0C7RH77 824689AG8 1218000.00000000 PA USD 1170863.40000000 0.451843186710 Long DBT CORP BM N 2 2023-05-01 Fixed 4.87500000 N N N N N SFL Corp Ltd USD XXXX N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAJ6 1145000.00000000 PA USD 1056234.77000000 0.407607313023 Long DBT CORP US N 2 2028-03-01 None 0.00000000 N N N N N Enphase Energy Inc USD XXXX N N N MIDDLEBY CORP JDFO86U9VQRBKW5KYA35 596278AA9 1438000.00000000 PA USD 2026681.25000000 0.782108412003 Long DBT CORP US N 2 2025-09-01 Fixed 1.00000000 N N N N Y Middleby Corp/The USD XXXX N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506309 5948.00000000 NS USD 291689.92000000 0.112564884156 Long EP CORP US N 1 N N N Bridgebio Pharma Inc 54930028YG89VTY2J114 10806X102 -8292.00000000 NS USD -510787.20000000 -0.19711583450 Short EC CORP US N 1 N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 42330PAJ6 662000.00000000 PA USD 633263.67000000 0.244380236568 Long DBT CORP US N 2 2023-09-15 Fixed 4.12500000 N N N N Y Helix Energy Solutions Group Inc USD XXXX N N N Infinera Corp 549300ZOF66WPV3H0H17 45667GAC7 1522000.00000000 PA USD 1807643.15000000 0.697580299573 Long DBT CORP US N 2 2024-09-01 Fixed 2.12500000 N N N N Y Infinera Corp USD XXXX N N N 21Vianet Group Inc 529900672GYJQ3T38I58 90138A103 -9027.00000000 NS USD -291572.10000000 -0.11251941671 Short EC CORP KY N 1 N N N Liberty Interactive LLC 549300SZUIU7Z32Q0664 530715AN1 485000.00000000 PA USD 482575.00000000 0.186228577840 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N Motorola Solutions Inc USD XXXX N N N JOYY INC 549300N6CHVU5CQZPW24 98426TAF3 1387000.00000000 PA USD 1635793.13000000 0.631262349355 Long DBT CORP KY N 2 2026-06-15 Fixed 1.37500000 N N N N Y JOYY Inc USD XXXX N N N APTIV PLC N/A 000000000 6025.00000000 NS USD 951950.00000000 0.367363196756 Long EP CORP JE N 2 N N N Infinera Corp 549300ZOF66WPV3H0H17 45667G103 -68598.00000000 NS USD -660598.74000000 -0.25492900351 Short EC CORP US N 1 N N N Cinemark Holdings Inc 549300LL2QMPTYIE0K55 17243V102 -87264.00000000 NS USD -1781058.24000000 -0.68732102385 Short EC CORP US N 1 N N N Ionis Pharmaceuticals Inc 549300SI4ZGLG0BLUZ92 462222100 -5822.00000000 NS USD -261757.12000000 -0.10101363766 Short EC CORP US N 1 N N N I3 Verticals Inc 549300944CYWVP06CJ97 46571Y107 -13903.00000000 NS USD -432730.88000000 -0.16699343391 Short EC CORP US N 1 N N N CANADIAN SOLAR INC 5493001XSC6TKMBVOM15 136635AF6 293000.00000000 PA USD 442078.40000000 0.170600697768 Long DBT CORP CA N 2 2025-10-01 Fixed 2.50000000 N N N N N Canadian Solar Inc USD XXXX N N N Helix Energy Solutions Group Inc 416AP2JOUTCWEGSOZW41 42330P107 -101445.00000000 NS USD -512297.25000000 -0.19769857182 Short EC CORP US N 1 N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 1756000.00000000 PA USD 2042403.60000000 0.788175760873 Long DBT CORP US N 2 2026-12-15 Fixed 0.50000000 N N N N Y Lumentum Holdings Inc USD XXXX N N N GROUPON INC 5299005W5W1R5POQJL03 399473AE7 1469000.00000000 PA USD 1469918.13000000 0.567250195080 Long DBT CORP US N 2 2026-03-15 Fixed 1.12500000 N N N N Y Groupon Inc USD XXXX N N N LIBERTY TRIPADVISOR HOLD 5299006PCRAU736ZJ155 531465AA0 1836000.00000000 PA USD 1829377.25000000 0.705967618712 Long DBT CORP US N 2 2051-06-30 Fixed 0.50000000 N N N N N TripAdvisor Inc USD XXXX N N N Blackline Inc 529900P9N7PK9LV5EK56 09239B109 -2055.00000000 NS USD -222762.00000000 -0.08596518770 Short EC CORP US N 1 N N N Bunge Ltd 5493007M0RIN8HY3MM77 000000000 -6866.00000000 NS USD -544267.82000000 -0.21003620594 Short EC CORP BM N 1 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959J207 744.00000000 NS USD 735927.73000000 0.283998911155 Long EP CORP US N 2 N N N OSI Systems Inc DDX3MPX1Y8YD30050X33 671044105 -8181.00000000 NS USD -786194.10000000 -0.30339700388 Short EC CORP US N 1 N N N Insmed Inc 529900Q55QAG41CCAC11 457669AA7 1113000.00000000 PA USD 1238880.30000000 0.478091315097 Long DBT CORP US N 2 2025-01-15 Fixed 1.75000000 N N N N Y Insmed Inc USD XXXX N N N HUAZHU GROUP LTD 549300Y5ML31FVN83730 44332NAA4 742000.00000000 PA USD 1100015.00000000 0.424502365544 Long DBT CORP KY N 2 2026-05-01 Fixed 3.00000000 N N N N N Huazhu Group Ltd USD XXXX N N N HEALTH CATALYST INC 549300223PL6GWKVJG92 42225TAA5 343000.00000000 PA USD 581385.00000000 0.224359947629 Long DBT CORP US N 2 2025-04-15 Fixed 2.50000000 N N N N Y Health Catalyst Inc USD XXXX N N N 2U Inc 5493008RVTXVR43PYF84 90214J101 -13199.00000000 NS USD -504597.77000000 -0.19472729645 Short EC CORP US N 1 N N N Cowen Inc 5493008QI0EFC5WBED75 223622507 1985.00000000 NS USD 2780074.96000000 1.072847549270 Long EP CORP US N 2 N N N Mitek Systems Inc 549300ABZAQ3R25XG118 606710200 -30325.00000000 NS USD -442138.50000000 -0.17062389071 Short EC CORP US N 1 N N N AIR TRANSPORT SERVICES G 5493000F3MSFGIXTQE27 00922RAB1 1677000.00000000 PA USD 1874047.50000000 0.723206135273 Long DBT CORP US N 2 2024-10-15 Fixed 1.12500000 N N N N Y Air Transport Services Group Inc USD XXXX N N N MAKEMYTRIP LIMITED 529900DNT8HNJ7RYUO60 56087FAA2 168000.00000000 PA USD 182280.00000000 0.070342941861 Long DBT CORP MU N 2 2028-02-15 None 0.00000000 N N N N N MakeMyTrip Ltd USD XXXX N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 -31619.00000000 NS USD -387332.75000000 -0.14947402410 Short EC CORP US N 1 N N N COHERUS BIOSCIENCES INC 5493007IL8W5MV932D26 19249HAA1 1366000.00000000 PA USD 1446088.39000000 0.558054155935 Long DBT CORP US N 2 2026-04-15 Fixed 1.50000000 N N N N N Coherus Biosciences Inc USD XXXX N N N Knowles Corp 5493003EO323TDZQU148 49926DAB5 811000.00000000 PA USD 948383.40000000 0.365986824491 Long DBT CORP US N 2 2021-11-01 Fixed 3.25000000 N N N N Y Knowles Corp USD XXXX N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAC4 1788000.00000000 PA USD 1830554.40000000 0.706421887936 Long DBT US N 2 2023-03-15 Fixed 4.75000000 N N N N Y Blackstone Mortgage Trust Inc USD XXXX N N N NEOGENOMICS INC N/A 64049MAB6 1008000.00000000 PA USD 1014167.90000000 0.391373456370 Long DBT CORP US N 2 2028-01-15 Fixed 0.25000000 N N N N Y NeoGenomics Inc USD XXXX N N N Meritor Inc 5LTG829X630QFHTFBO82 59001KAF7 754000.00000000 PA USD 883593.75000000 0.340984111176 Long DBT CORP US N 2 2037-10-15 Fixed 3.25000000 N N N N Y Meritor Inc USD XXXX N N N Summit Hotel Properties Inc 254900OBQWJK6X20LS71 866082100 -32851.00000000 NS USD -333766.16000000 -0.12880235674 Short EC US N 1 N N N 2021-04-27 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Assistant Treasurer XXXX