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 2022-06-30 2022-06-30 N 158009358.42 28177833.44 129831524.98 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 30374212.85000000 USD N WORKIVA INC 529900RTOQ8GRWHY1O58 98139AAB1 692000.00000000 PA USD 747360.00000000 0.575638312894 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 -1870.00000000 NS USD -15408.80000000 -0.01186830394 Short EC CORP US N 1 N N N TripAdvisor Inc 549300XVG45PT5BART17 896945201 -7055.00000000 NS USD -125579.00000000 -0.09672458212 Short EC CORP US N 1 N N N Ligand Pharmaceuticals Inc 5493008K7TB0IKP37H79 53220K504 -189.00000000 NS USD -16862.58000000 -0.01298804739 Short EC CORP US N 1 N N N CRYOPORT INC 9845004D8538BT8JF626 229050AC3 2048000.00000000 PA USD 1582080.10000000 1.218563904447 Long DBT CORP US N 2 2026-12-01 Fixed 0.75000000 N N N N Y CRYOPORT INC USD XXXX N N N SOFI TECHNOLOGIES INC 549300SW81JCMVZDDY09 83406FAA0 1260000.00000000 PA USD 822780.00000000 0.633728980790 Long DBT CORP US N 2 2026-10-15 None 0.00000000 N N N N Y SoFi Technologies Inc USD XXXX N N N JAZZ INVESTMENTS I LTD N/A 472145AD3 1398000.00000000 PA USD 1383146.25000000 1.065339292758 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 Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 -5863.00000000 NS USD -230943.57000000 -0.17787942492 Short EC CORP US N 1 N N N MITEK SYSTEMS INC 549300ABZAQ3R25XG118 606710AA9 621000.00000000 PA USD 514809.00000000 0.396520798842 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 PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAF0 827000.00000000 PA USD 720565.10000000 0.555000105029 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 BIGCOMMERCE HOLDINGS INC 549300MOVEFQ78DMPG58 08975PAA6 1414000.00000000 PA USD 972125.00000000 0.748758824291 Long DBT CORP US N 2 2026-10-01 Fixed 0.25000000 N N N N Y BigCommerce Holdings Inc USD XXXX N N N CALLAWAY GOLF CO 5493005UB0KFRKBPCU72 131193AE4 572000.00000000 PA USD 766122.50000000 0.590089733689 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 Everbridge Inc 549300WCY0UMR64ATW81 29978A104 -1708.00000000 NS USD -47636.12000000 -0.03669071899 Short EC CORP US N 1 N N N SUNNOVA ENERGY INTL INC 549300JK1Y1VVC3JU540 86745KAF1 880000.00000000 PA USD 685080.00000000 0.527668453486 Long DBT CORP US N 2 2026-12-01 Fixed 0.25000000 N N N N Y Sunnova Energy International Inc USD XXXX N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 038923850 53940.00000000 NS USD 1105230.60000000 0.851280611677 Long EP US N 2 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 -3532.00000000 NS USD -787918.56000000 -0.60687769023 Short EC CORP US N 1 N N N National Financial Services Corp. N/A 000000000 -1465.00000000 NC USD -314975.00000000 -0.24260286555 N/A DE US N 1 National Financial Services Corp. N/A Put Written iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 71.00000000 USD 2022-10-21 XXXX -99667.71000000 N N N REDWOOD TRUST INC DRBV4N1ERQLEMIF11G78 758075AD7 1652000.00000000 PA USD 1478510.31000000 1.138791453175 Long DBT CORP US N 2 2024-07-15 Fixed 5.62500000 N N N N N Redwood Trust Inc USD XXXX N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 42330PAK3 588000.00000000 PA USD 562128.00000000 0.432967262832 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 575000.00000000 PA USD 908859.38000000 0.700029811819 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 -27141.00000000 NS USD -553676.40000000 -0.42645759578 Short EC CORP US N 1 N N N RBC BEARINGS INC N/A 75524B203 3847.00000000 NS USD 366195.93000000 0.282054709021 Long EP CORP US N 2 N N N Splunk Inc 549300XGDSGBP6UEI867 848637104 -1446.00000000 NS USD -127913.16000000 -0.09852241974 Short EC CORP US N 1 N N N REALOGY GROUP/CO-ISSUER N/A 75606DAP6 1204000.00000000 PA USD 875910.00000000 0.674651245246 Long DBT CORP US N 2 2026-06-15 Fixed 0.25000000 N N N N Y Anywhere Real Estate Inc USD XXXX N N N Jazz Pharmaceuticals PLC 635400GAUMJCLEZRRV50 000000000 -2237.00000000 NS USD -348994.37000000 -0.26880556941 Short EC CORP IE N 1 N N N BLOOM ENERGY CORP 549300XB5J9BFW5JXV97 093712AH0 488000.00000000 PA USD 603607.20000000 0.464915743763 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 Workiva Inc 529900RTOQ8GRWHY1O58 98139A105 -6047.00000000 NS USD -399041.53000000 -0.30735334123 Short EC CORP US N 1 N N N CONMED Corp Z6C0YCECH9DCU5ZIQW84 207410101 -2097.00000000 NS USD -200808.72000000 -0.15466869085 Short EC CORP US N 1 N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAE2 704000.00000000 PA USD 723712.00000000 0.557423938532 Long DBT CORP US N 2 2025-04-15 Fixed 4.00000000 N N N N N Sabre Corp USD XXXX N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AF6 2395000.00000000 PA USD 1768707.50000000 1.362309731994 Long DBT CORP US N 2 2026-09-01 None 0.00000000 N N N N Y Chegg Inc USD XXXX N N N SFL Corp Ltd 549300RLYYPSB0C7RH77 000000000 -9900.00000000 NS USD -93951.00000000 -0.07236378068 Short EC CORP BM N 1 N N N WISDOMTREE INVESTMENTS 549300WIU8IS7UFO7871 000000000 219000.00000000 PA USD 198633.00000000 0.152992888307 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N Y WisdomTree Investments Inc USD XXXX N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q872 27357.00000000 NS USD 552611.40000000 0.425637301945 Long EP US N 1 N N N EVERBRIDGE INC 549300WCY0UMR64ATW81 29978AAC8 854000.00000000 PA USD 742480.08000000 0.571879657205 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 -4655.00000000 NS USD -214595.50000000 -0.16528766802 Short EC CORP US N 1 N N N Unity Software Inc 549300D1ESJMGNQNG432 91332U101 -1161.00000000 NS USD -42748.02000000 -0.03292576283 Short EC CORP US N 1 N N N II-VI INC 549300O5C25A0MMHHU33 902104AB4 536000.00000000 PA USD 594692.00000000 0.458048998570 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 ALGONQUIN PWR & 549300K5VIUTJXQL7X75 015857873 14183.00000000 NS USD 620648.08000000 0.478041122982 Long EP CORP CA N 1 N N N PRA Group Inc 549300Q5HW3JSSB86K27 69354N106 -7573.00000000 NS USD -275354.28000000 -0.21208583973 Short EC CORP US N 1 N N N BENTLEY SYSTEMS 549300WVEHPGE0Z56F71 08265TAC3 1165000.00000000 PA USD 902875.00000000 0.695420469057 Long DBT CORP US N 2 2027-07-01 Fixed 0.37500000 N N N N Y Bentley Systems Inc USD XXXX N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 40637H109 -7883.00000000 NS USD -346852.00000000 -0.26715545400 Short EC CORP US N 1 N N N Chefs' Warehouse Inc/The 549300JYEDC8C547E980 163086101 -13160.00000000 NS USD -511792.40000000 -0.39419732617 Short EC CORP US N 1 N N N INNOVIVA INC 549300ACOX4QTBES6535 88338TAB0 1388000.00000000 PA USD 1367874.00000000 1.053576163578 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 20409.00000000 NS USD 943392.33000000 0.726628089861 Long EP CORP US N 2 N N N Innoviva Inc 549300ACOX4QTBES6535 45781M101 -13987.00000000 NS USD -206448.12000000 -0.15901232002 Short EC CORP US N 1 N N N NEW RELIC INC 549300AB8FY2HQILL804 64829BAB6 1277000.00000000 PA USD 1234220.50000000 0.950632367747 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 OSI SYSTEMS INC DDX3MPX1Y8YD30050X33 671044AD7 825000.00000000 PA USD 823762.50000000 0.634485730739 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 -1160.00000000 NS USD -58058.00000000 -0.04471795275 Short EC CORP US N 1 N N N Upstart Holdings Inc 549300WNB47JRNENIC75 91680M107 -1519.00000000 NS USD -48030.78000000 -0.03699469755 Short EC CORP US N 1 N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 1235000.00000000 PA USD 1099767.50000000 0.847072773865 Long DBT US N 2 2026-12-15 Fixed 1.75000000 N N N N Y Pebblebrook Hotel Trust USD XXXX N N N CHEFS' WAREHOUSE THE 549300JYEDC8C547E980 163086AB7 997000.00000000 PA USD 1101685.00000000 0.848549687889 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 SUMMIT HOTEL PROPERTIES 254900OBQWJK6X20LS71 866082AA8 1473000.00000000 PA USD 1244685.00000000 0.958692428662 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N Summit Hotel Properties Inc USD XXXX N N N ARRAY TECHNOLOGIES INC 549300JM5FECYJQ85V37 04271TAA8 1488000.00000000 PA USD 1044576.00000000 0.804562682415 Long DBT CORP US N 2 2028-12-01 Fixed 1.00000000 N N N N Y Array Technologies Inc USD XXXX N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355AAK3 1281000.00000000 PA USD 1271392.50000000 0.979263318516 Long DBT CORP US N 2 2028-03-01 None 0.00000000 N N N N Y Enphase Energy Inc USD XXXX N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 -5089.00000000 NS USD -66818.57000000 -0.05146559744 Short EC CORP US N 1 N N N Insmed Inc 529900Q55QAG41CCAC11 457669307 -29986.00000000 NS USD -591323.92000000 -0.45545480582 Short EC CORP US N 1 N N N I3 VERTICALS LLC 549300VET627YPCK1T69 44933TAB2 968000.00000000 PA USD 912340.00000000 0.702710686129 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 PRA GROUP INC 549300Q5HW3JSSB86K27 69354NAB2 973000.00000000 PA USD 978473.13000000 0.753648337836 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 -31701.00000000 NS USD -229515.24000000 -0.17677928379 Short EC CORP US N 1 N N N SoFi Technologies Inc 549300SW81JCMVZDDY09 83406F102 -17892.00000000 NS USD -94290.84000000 -0.07262553529 Short EC CORP US N 1 N N N Progress Software Corp 549300R65B3JG6972S24 743312100 -12291.00000000 NS USD -556782.30000000 -0.42884984990 Short EC CORP US N 1 N N N Spotify Technology SA 549300B4X0JHWV0DTD60 000000000 -411.00000000 NS USD -38564.13000000 -0.02970320960 Short EC CORP LU N 1 N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAB1 1723000.00000000 PA USD 1255636.25000000 0.967127398521 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 Upwork Inc 5493004QJ6WWBXVE2S70 91688F104 -8598.00000000 NS USD -177806.64000000 -0.13695182277 Short EC CORP US N 1 N N N BigCommerce Holdings Inc 549300MOVEFQ78DMPG58 08975P108 -4855.00000000 NS USD -78651.00000000 -0.06057927765 Short EC CORP US N 1 N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 1294000.00000000 PA USD 896095.00000000 0.690198316732 Long DBT CORP US N 2 2027-05-01 None 0.00000000 N N N N N Snap Inc USD XXXX N N N MFA FINANCIAL INC YW72IMH2RRC8Z1TGLG58 55272XAA0 2594000.00000000 PA USD 2333740.74000000 1.797514694801 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 -2631.00000000 NS USD -241236.39000000 -0.18580725292 Short EC CORP US N 1 N N N Stride Inc 254900BRWS3AFONWU277 86333M108 -15165.00000000 NS USD -618580.35000000 -0.47644849746 Short EC CORP US N 1 N N N VERINT SYSTEMS INC 549300KEQJS5FRVUCO94 92343XAC4 1330000.00000000 PA USD 1213625.00000000 0.934769117274 Long DBT CORP US N 2 2026-04-15 Fixed 0.25000000 N N N N Y Verint Systems Inc USD XXXX N N N CryoPort Inc 9845004D8538BT8JF626 229050307 -4527.00000000 NS USD -140246.46000000 -0.10802188453 Short EC CORP US N 1 N N N Ziff Davis Inc 5493008OJYGLHD7MXA18 48123V102 -5301.00000000 NS USD -395083.53000000 -0.30430477502 Short EC CORP US N 1 N N N HAEMONETICS CORP 549300ZEL6TXZS6F5F95 405024AB6 1307000.00000000 PA USD 1022757.84000000 0.787757703806 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N N Y Haemonetics Corp USD XXXX N N N GRANITE POINT MTGE TRST 529900VX2HQZ76AYIE02 38741LAB3 1928000.00000000 PA USD 1903900.00000000 1.466438910190 Long DBT CORP US N 2 2022-12-01 Fixed 5.62500000 N N N N N Granite Point Mortgage Trust I USD XXXX N N N Sabre Corp 529900VKCYZW8GZ4WW58 78573M104 -67182.00000000 NS USD -391671.06000000 -0.30167639181 Short EC CORP US N 1 N N N American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 02368W200 8405280.39000000 NS USD 8405280.39000000 6.473990343481 Long STIV RF US N 1 N N N Bandwidth Inc 549300QC70JB7MUGXM66 05988J103 -1755.00000000 NS USD -33029.10000000 -0.02543996922 Short EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 -5387.00000000 NS USD -188060.17000000 -0.14484938848 Short EC CORP LR N 1 N N N Envestnet Inc 549300HLWZ5OKIDM8737 29404K106 -4377.00000000 NS USD -230974.29000000 -0.17790308635 Short EC CORP US N 1 N N N LIGAND PHARMACEUTICALS I 5493008K7TB0IKP37H79 53220KAF5 945000.00000000 PA USD 904837.50000000 0.696932043384 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 1147000.00000000 PA USD 1174241.25000000 0.904434612611 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 LYONDELLBASELL ADVANCED 5493004OGK9A7CGV3B42 67054E202 1026.00000000 NS USD 805410.00000000 0.620350103816 Long EP CORP US N 2 N N N Marcus Corp/The 549300NL0OKPNEMP6B79 566330106 -45425.00000000 NS USD -670927.25000000 -0.51676759562 Short EC CORP US N 1 N N N iStar Inc QFFLKWYYS3UPWD86E794 45031U101 -17495.00000000 NS USD -239856.45000000 -0.18474438318 Short EC US N 1 N N N NCL Corp Ltd UNZWILHE4KMRP9K2L524 62886HBJ9 932000.00000000 PA USD 640750.00000000 0.493524203847 Long DBT CORP BM N 2 2027-02-15 Fixed 2.50000000 N N N N Y Norwegian Cruise Line Holdings Ltd USD XXXX N N N Kaman Corp 5493003YK076OLTEQF95 483548103 -2770.00000000 NS USD -86562.50000000 -0.06667294404 Short EC CORP US N 1 N N N M/A-COM TECH SOLUTIONS N/A 55405YAB6 735000.00000000 PA USD 639450.00000000 0.492522906203 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 PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AP2 418000.00000000 PA USD 903716.00000000 0.696068231609 Long DBT CORP US N 2 2025-05-15 Fixed 0.25000000 N N N N Y Pioneer Natural Resources Co USD XXXX N N N National Financial Services Corp. N/A 000000000 -1813.00000000 NC USD -95182.50000000 -0.07331231764 N/A DE US N 1 National Financial Services Corp. N/A Put Written iShares Preferred & Income Securities ETF iShares Preferred & Income Securities ETF 100.00000000 29.00000000 USD 2022-10-21 XXXX -6400.43000000 N N N Array Technologies Inc 549300JM5FECYJQ85V37 04271T100 -40389.00000000 NS USD -444682.89000000 -0.34250763831 Short EC CORP US N 1 N N N ENVESTNET INC 549300HLWZ5OKIDM8737 29404KAE6 1164000.00000000 PA USD 992892.00000000 0.764754169030 Long DBT CORP US N 2 2025-08-15 Fixed 0.75000000 N N N N Y Envestnet Inc USD XXXX N N N RWT HOLDINGS INC Z31FN4C0IQMCYFAEUP31 749772AD1 719000.00000000 PA USD 635865.63000000 0.489762120638 Long DBT CORP US N 2 2025-10-01 Fixed 5.75000000 N N N N N Redwood Trust Inc USD XXXX N N N 8X8 INC 254900XWSOC5U1BRW939 282914AB6 1084000.00000000 PA USD 918639.00000000 0.707562358326 Long DBT CORP US N 2 2024-02-01 Fixed 0.50000000 N N N N Y 8x8 Inc USD XXXX N N N INSMED INC 529900Q55QAG41CCAC11 457669AB5 1632000.00000000 PA USD 1357824.00000000 1.045835362566 Long DBT CORP US N 2 2028-06-01 Fixed 0.75000000 N N N N Y Insmed Inc USD XXXX N N N WISDOMTREE INVESTMENTS 549300WIU8IS7UFO7871 97717PAB0 898000.00000000 PA USD 931113.75000000 0.717170772001 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 UPSTART HOLDINGS INC 549300WNB47JRNENIC75 91680MAA5 1381000.00000000 PA USD 771979.00000000 0.594600579573 Long DBT CORP US N 2 2026-08-15 Fixed 0.25000000 N N N N N Upstart Holdings Inc USD XXXX N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAD4 994000.00000000 PA USD 957719.00000000 0.737662905944 Long DBT CORP US N 2 2026-11-01 Fixed 1.75000000 N N N N Y Ziff Davis Inc USD XXXX N N N WisdomTree Investments Inc 549300WIU8IS7UFO7871 97717P104 -91342.00000000 NS USD -463103.94000000 -0.35669606443 Short EC CORP US N 1 N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332UAA9 1506000.00000000 PA USD 1106910.00000000 0.852574134186 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y Unity Software Inc USD XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 1623000.00000000 PA USD 1742290.50000000 1.341962593652 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 Bentley Systems Inc 549300WVEHPGE0Z56F71 08265T208 -6291.00000000 NS USD -209490.30000000 -0.16135549515 Short EC CORP US N 1 N N N Magnite Inc 54930018FR2YX1HHSB02 55955D100 -4547.00000000 NS USD -40377.36000000 -0.03109981185 Short EC CORP US N 1 N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AA0 316000.00000000 PA USD 262280.00000000 0.202015650698 Long DBT CORP US N 2 2028-02-15 Fixed 0.25000000 N N N N Y Wolfspeed Inc USD XXXX N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024U109 -2671.00000000 NS USD -212130.82000000 -0.16338930012 Short EC CORP US N 1 N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252108 -797.00000000 NS USD -92930.20000000 -0.07157753096 Short EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 -24822.00000000 NS USD -947455.74000000 -0.72975784590 Short EC CORP US N 1 N N N LENDINGTREE INC 549300ISY5YHUJZTON08 52603BAD9 1805000.00000000 PA USD 1216570.00000000 0.937037441551 Long DBT CORP US N 2 2025-07-15 Fixed 0.50000000 N N N N Y LendingTree Inc USD XXXX N N N Cable One Inc 549300648QS85T0XSH18 12685J105 -264.00000000 NS USD -340380.48000000 -0.26217090190 Short EC CORP US N 1 N N N REDWOOD TRUST INC DRBV4N1ERQLEMIF11G78 758075AE5 775000.00000000 PA USD 678900.00000000 0.522908438535 Long DBT US N 2 2027-06-15 Fixed 7.75000000 N N N N Y Redwood Trust Inc USD XXXX N N N Beauty Health Co/The 5493001Z2JZQT4C63C50 88331L108 -22734.00000000 NS USD -292359.24000000 -0.22518355233 Short EC CORP US N 1 N N N BLACKLINE INC 529900P9N7PK9LV5EK56 09239BAD1 1065000.00000000 PA USD 843480.00000000 0.649672720188 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Blackline Inc USD XXXX N N N NEW YORK MORTGAGE TRUST 549300JFGR0M7ULHWG48 649604865 23304.00000000 NS USD 465613.92000000 0.358629323711 Long EP US N 2 N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BB7 1550000.00000000 PA USD 1480250.00000000 1.140131412789 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 Centennial Resource Development Inc/DE 529900NXUJPOKU7OJ511 15136A102 -144583.00000000 NS USD -864606.34000000 -0.66594483900 Short EC CORP US N 1 N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 1297000.00000000 PA USD 876123.50000000 0.674815689128 Long DBT CORP US N 2 2026-08-15 Fixed 3.37500000 N N N N Y DISH Network Corp USD XXXX N N N STRIDE INC 254900BRWS3AFONWU277 86333MAA6 1233000.00000000 PA USD 1217587.50000000 0.937821149514 Long DBT CORP US N 2 2027-09-01 Fixed 1.12500000 N N N N Y STRIDE INC USD XXXX N N N CHEESECAKE FACTORY (THE) 529900872XMLK10SY247 163072AA9 1411000.00000000 PA USD 1075887.50000000 0.828679706385 Long DBT CORP US N 2 2026-06-15 Fixed 0.37500000 N N N N Y Cheesecake Factory Inc/The USD XXXX N N N REDFIN CORP 549300HXWD3JEMZU3O57 75737FAD0 935000.00000000 PA USD 436177.50000000 0.335956540653 Long DBT CORP US N 2 2027-04-01 Fixed 0.50000000 N N N N Y Redfin Corp USD XXXX N N N Cheesecake Factory Inc/The 529900872XMLK10SY247 163072101 -7225.00000000 NS USD -190884.50000000 -0.14702476923 Short EC CORP US N 1 N N N DIGITALOCEAN HOLDINGS 549300EPISPY3RE3DL21 25402DAA0 1510000.00000000 PA USD 1127819.00000000 0.868678851437 Long DBT CORP US N 2 2026-12-01 None 0.00000000 N N N N Y DigitalOcean Holdings Inc USD XXXX N N N Air Transport Services Group Inc 5493000F3MSFGIXTQE27 00922R105 -28060.00000000 NS USD -806163.80000000 -0.62093070240 Short EC CORP US N 1 N N N RBC Bearings Inc N/A 75524B104 -1421.00000000 NS USD -262813.95000000 -0.20242691444 Short EC CORP US N 1 N N N Sunnova Energy International Inc 549300JK1Y1VVC3JU540 86745K104 -15268.00000000 NS USD -281389.24000000 -0.21673414068 Short EC CORP US N 1 N N N Q2 HOLDINGS INC 549300M9RKR9DZXWS696 74736LAF6 1427000.00000000 PA USD 1139459.50000000 0.877644701605 Long DBT CORP US N 2 2025-11-15 Fixed 0.12500000 N N N N Y Q2 Holdings Inc USD XXXX N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 -9751.00000000 NS USD -352206.12000000 -0.27127935226 Short EC CORP US N 1 N N N PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAD5 2681000.00000000 PA USD 2590516.25000000 1.995290627911 Long DBT CORP US N 2 2024-11-01 Fixed 5.50000000 N N N N Y PennyMac Mortgage Investment Trust USD XXXX N N N NCR Corp 549300YKTY8JX1DV2R67 62886E207 767.00000000 NS USD 973323.00000000 0.749681558581 Long EP CORP US N 2 N N N GREENBRIER COS INC 5493001GAGGFR30BP390 393657AM3 1330000.00000000 PA USD 1236900.00000000 0.952696196236 Long DBT CORP US N 2 2028-04-15 Fixed 2.87500000 N N N N Y Greenbrier Cos Inc/The USD XXXX N N N UPWORK INC 5493004QJ6WWBXVE2S70 91688FAA2 1827000.00000000 PA USD 1393087.50000000 1.072996331372 Long DBT CORP US N 2 2026-08-15 Fixed 0.25000000 N N N N Y Upwork Inc USD XXXX N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 -33922.00000000 NS USD -562087.54000000 -0.43293609936 Short EC US N 1 N N N National Financial Services Corp. N/A 000000000 -31.00000000 NC USD -155.00000000 -0.00011938548 N/A DE US N 1 National Financial Services Corp. N/A Call Written Exact Sciences Corp. Exact Sciences Corp. 100.00000000 65.00000000 USD 2022-07-15 XXXX 34191.91000000 N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312AB6 1186000.00000000 PA USD 1145083.00000000 0.881976084141 Long DBT CORP US N 2 2026-04-15 Fixed 1.00000000 N N N N Y Progress Software Corp USD XXXX N N N READY CAPITAL CORP 549300MYWGZUG7ZUYO87 75574U200 24242.00000000 NS USD 605080.32000000 0.466050383443 Long EP US N 2 N N N ENCORE CAP EUR FINANCE 549300DAVHQDMISMVB09 29260UAA5 894000.00000000 PA USD 1232826.00000000 0.949558283467 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 RINGCENTRAL INC 549300C8EH0H1614VE84 76680RAF4 1644000.00000000 PA USD 1343970.00000000 1.035164610603 Long DBT CORP US N 2 2025-03-01 None 0.00000000 N N N N Y RingCentral Inc USD XXXX N N N AMG Capital Trust II N/A 00170F209 15520.00000000 NS USD 741390.40000000 0.571040354116 Long EP CORP US N 2 N N N Verint Systems Inc 549300KEQJS5FRVUCO94 92343X100 -12817.00000000 NS USD -542799.95000000 -0.41808023905 Short EC CORP US N 1 N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 -4524.00000000 NS USD -212989.92000000 -0.16405100381 Short EC CORP US N 1 N N N NCR Corp 549300YKTY8JX1DV2R67 62886E108 -16634.00000000 NS USD -517483.74000000 -0.39858096104 Short EC CORP US N 1 N N N DigitalOcean Holdings Inc 549300EPISPY3RE3DL21 25402D102 -1941.00000000 NS USD -80279.76000000 -0.06183379576 Short EC CORP US N 1 N N N IMPINJ INC 549300M26VGKSMMWWN17 453204AC3 753000.00000000 PA USD 625622.44000000 0.481872519094 Long DBT CORP US N 2 2027-05-15 Fixed 1.12500000 N N N N Y IMPINJ INC USD XXXX N N N GRANITE POINT MTGE TRST 529900VX2HQZ76AYIE02 38741LAC1 1320000.00000000 PA USD 1268916.00000000 0.977355846506 Long DBT CORP US N 2 2023-10-01 Fixed 6.37500000 N N N N N Granite Point Mortgage Trust I USD XXXX N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412102 -43516.00000000 NS USD -1059179.44000000 -0.81581067476 Short EC CORP US N 1 N N N Q2 Holdings Inc 549300M9RKR9DZXWS696 74736L109 -2568.00000000 NS USD -99047.76000000 -0.07628945282 Short EC CORP US N 1 N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 -1808.00000000 NS USD -132363.68000000 -0.10195033911 Short EC CORP US N 1 N N N LIVEPERSON INC 549300IN2P1JZ20G7N40 538146AD3 1513000.00000000 PA USD 1087390.06000000 0.837539311170 Long DBT CORP US N 2 2026-12-15 None 0.00000000 N N N N Y LivePerson Inc USD XXXX N N N DISH Network Corp 529900U350CWHH15G169 25470M109 -6694.00000000 NS USD -120023.42000000 -0.09244551353 Short EC CORP US N 1 N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAH4 1211000.00000000 PA USD 1140762.00000000 0.878647924820 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 -17125.00000000 NS USD -989311.25000000 -0.76199617169 Short EC CORP US N 1 N N N Greenbrier Cos Inc/The 5493001GAGGFR30BP390 393657101 -14509.00000000 NS USD -522178.91000000 -0.40219731693 Short EC CORP US N 1 N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 904000.00000000 PA USD 662180.00000000 0.510030210383 Long DBT CORP US N 2 2028-06-15 Fixed 0.25000000 N N N N Y Etsy Inc USD XXXX N N N Impinj Inc 549300M26VGKSMMWWN17 453204109 -3765.00000000 NS USD -220892.55000000 -0.17013783827 Short EC CORP US N 1 N N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAD1 1263000.00000000 PA USD 1114191.07000000 0.858182225134 Long DBT CORP US N 2 2027-03-01 Fixed 0.25000000 N N N N Y Halozyme Therapeutics Inc USD XXXX N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAE0 206000.00000000 PA USD 187769.00000000 0.144625120924 Long DBT US N 2 2027-03-15 Fixed 5.50000000 N N N N Y Blackstone Mortgage Trust Inc USD XXXX N N N National Financial Services Corp. N/A 000000000 -23.00000000 NC USD -276.00000000 -0.00021258319 N/A DE US N 1 National Financial Services Corp. N/A Call Written II-VI, Inc. II-VI, Inc. 100.00000000 70.00000000 USD 2022-07-15 XXXX 16697.23000000 N N N II-VI Inc 549300O5C25A0MMHHU33 902104108 -8892.00000000 NS USD -453047.40000000 -0.34895022612 Short EC CORP US N 1 N N N PERFICIENT INC 549300HTBXKL2755T650 71375UAE1 1117000.00000000 PA USD 904262.42000000 0.696489100115 Long DBT CORP US N 2 2026-11-15 Fixed 0.12500000 N N N N Y PERFICIENT INC USD XXXX N N N Zillow Group Inc 2549002XEELQDIR6FU05 98954M200 -8567.00000000 NS USD -272002.25000000 -0.20950400917 Short EC CORP US N 1 N N N National Financial Services Corp. N/A 000000000 1813.00000000 NC USD 199430.00000000 0.153606760785 N/A DE US N 1 National Financial Services Corp. N/A Put Purchased iShares Preferred & Income Securities ETF iShares Preferred & Income Securities ETF 100.00000000 32.00000000 USD 2022-10-21 XXXX -3678.85000000 N N N Anywhere Real Estate Inc 5493004HBTOTE9DI9P12 75605Y106 -22073.00000000 NS USD -216977.59000000 -0.16712242271 Short EC CORP US N 1 N N N APOLLO CMMRL REAL EST FI 549300E0AN7M2AQHSY29 03762UAC9 2213000.00000000 PA USD 2150759.38000000 1.656577152838 Long DBT CORP 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 SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BG2 530000.00000000 PA USD 624075.00000000 0.480680635998 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 Cowen Inc 5493008QI0EFC5WBED75 223622606 -25315.00000000 NS USD -599712.35000000 -0.46191581751 Short EC CORP US N 1 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 -2903.00000000 NS USD -566781.72000000 -0.43655169273 Short EC CORP US N 1 N N N Wolfspeed Inc 549300OGU88P3AW3TO93 977852102 -1499.00000000 NS USD -95111.55000000 -0.07325766990 Short EC CORP US N 1 N N N BANDWIDTH INC 549300QC70JB7MUGXM66 05988JAD5 1254000.00000000 PA USD 742368.00000000 0.571793329943 Long DBT CORP US N 2 2028-04-01 Fixed 0.50000000 N N N N Y Bandwidth Inc USD XXXX N N N Groupon Inc 5299005W5W1R5POQJL03 399473206 -1824.00000000 NS USD -20611.20000000 -0.01587534306 Short EC CORP US N 1 N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 90187BAB7 1712000.00000000 PA USD 1529225.36000000 1.177853653213 Long DBT CORP US N 2 2026-01-15 Fixed 6.25000000 N N N N N Two Harbors Investment Corp USD XXXX N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AF0 803000.00000000 PA USD 642400.00000000 0.494795081625 Long DBT CORP US N 2 2028-12-01 Fixed 1.75000000 N N N N N Patrick Industries Inc USD XXXX N N N CABLE ONE INC 549300648QS85T0XSH18 12685JAG0 1432000.00000000 PA USD 1200016.00000000 0.924287071406 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 Spirit Airlines Inc 549300DCAFIXFNFR3304 848577102 -5343.00000000 NS USD -127377.12000000 -0.09810954621 Short EC CORP US N 1 N N N COHERUS BIOSCIENCES INC 5493007IL8W5MV932D26 19249HAB9 1110000.00000000 PA USD 723720.00000000 0.557430100363 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 KAMAN CORP 5493003YK076OLTEQF95 483548AF0 719000.00000000 PA USD 672265.00000000 0.517797969409 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 -4336.00000000 NS USD -22330.40000000 -0.01719952068 Short EC CORP US N 1 N N N CENTENNIAL RESOURCE PROD 5493004CTVUMQLRPOE23 15136AAA0 1136000.00000000 PA USD 1412900.00000000 1.088256492571 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 GROUPON INC 5299005W5W1R5POQJL03 399473AF4 695000.00000000 PA USD 439587.50000000 0.338583021394 Long DBT CORP US N 2 2026-03-15 Fixed 1.12500000 N N N N Y Groupon Inc USD XXXX N N N Bloom Energy Corp 549300XB5J9BFW5JXV97 093712107 -20886.00000000 NS USD -344619.00000000 -0.26543553274 Short EC CORP US N 1 N N N Haemonetics Corp 549300ZEL6TXZS6F5F95 405024100 -1851.00000000 NS USD -120648.18000000 -0.09292672177 Short EC CORP US N 1 N N N Norwegian Cruise Line Holdings Ltd N/A 000000000 -14446.00000000 NS USD -160639.52000000 -0.12372920985 Short EC CORP BM N 1 N N N National Financial Services Corp. N/A 000000000 1465.00000000 NC USD 577210.00000000 0.444583855954 N/A DE US N 1 National Financial Services Corp. N/A Put Purchased iShares iBoxx High Yield Corporate Bond ETF iShares iBoxx High Yield Corporate Bond ETF 100.00000000 75.00000000 USD 2022-10-21 XXXX 162572.29000000 N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCB5 399000.00000000 PA USD 416705.63000000 0.320958742542 Long DBT CORP US N 2 2022-09-15 Fixed 3.12500000 N N N N N iStar Inc USD XXXX N N N Winnebago Industries Inc 549300B7OYKYJLTE3G11 974637100 -9744.00000000 NS USD -473168.64000000 -0.36444818781 Short EC CORP US N 1 N N N MFA FINANCIAL INC YW72IMH2RRC8Z1TGLG58 55272X508 56098.00000000 NS USD 1032203.20000000 0.795032793583 Long EP US N 1 N N N Patrick Industries Inc 549300FZ5ZTCCJ3Z5W14 703343103 -4015.00000000 NS USD -208137.60000000 -0.16031360644 Short EC CORP US N 1 N N N ProShares Short 20+ Year Treasury MNF315G62CW700KJGX62 74347X849 140688.00000000 NS USD 2820794.40000000 2.172657527079 Long EC RF US N 1 N N N SFL CORP LTD 549300RLYYPSB0C7RH77 824689AG8 693000.00000000 PA USD 684337.50000000 0.527096558486 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 CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AG6 605000.00000000 PA USD 564465.00000000 0.434767287904 Long DBT CORP US N 2 2027-06-15 Fixed 2.25000000 N N N N Y CONMED Corp USD XXXX N N N SPIRIT AIRLINES INC 549300DCAFIXFNFR3304 848577AB8 653000.00000000 PA USD 588679.50000000 0.453417996970 Long DBT CORP US N 2 2026-05-15 Fixed 1.00000000 N N N N Y Spirit Airlines Inc USD XXXX N N N RingCentral Inc 549300C8EH0H1614VE84 76680R206 -1161.00000000 NS USD -60673.86000000 -0.04673276387 Short EC CORP US N 1 N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 42330PAJ6 412000.00000000 PA USD 386507.50000000 0.297699268386 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 1125000.00000000 PA USD 1029937.50000000 0.793287685836 Long DBT CORP US N 2 2024-09-01 Fixed 2.12500000 N N N N Y Infinera Corp USD XXXX N N N NEW RESIDENTIAL INV CORP 549300WNTHGEO5LP2G31 64828T508 54569.00000000 NS USD 1062458.43000000 0.818336247813 Long EP US N 1 N N N Infinera Corp 549300ZOF66WPV3H0H17 45667G103 -46125.00000000 NS USD -247230.00000000 -0.19042370490 Short EC CORP US N 1 N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 948000.00000000 PA USD 782100.00000000 0.602396066841 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N Chegg Inc 549300AKX7O8JG0O3G77 163092109 -5382.00000000 NS USD -101073.96000000 -0.07785009073 Short EC CORP US N 1 N N N CERIDIAN HCM HOLDING INC 549300T64GVCHFJ8L449 15677JAD0 1645000.00000000 PA USD 1297082.50000000 0.999050500407 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 Algonquin Power & Utilities Corp 549300K5VIUTJXQL7X75 015857105 -30392.00000000 NS USD -408164.56000000 -0.31438016310 Short EC CORP CA N 1 N N N GRANITE POINT MTGE TRST 529900VX2HQZ76AYIE02 38741L305 36031.00000000 NS USD 746922.63000000 0.575301437855 Long EP US N 2 N N N LendingTree Inc 549300ISY5YHUJZTON08 52603B107 -401.00000000 NS USD -17571.82000000 -0.01353432458 Short EC CORP US N 1 N N N I3 Verticals Inc 549300944CYWVP06CJ97 46571Y107 -8677.00000000 NS USD -217098.54000000 -0.16721558191 Short EC CORP US N 1 N N N Helix Energy Solutions Group Inc 416AP2JOUTCWEGSOZW41 42330P107 -43320.00000000 NS USD -134292.00000000 -0.10343558701 Short EC CORP US N 1 N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 411000.00000000 PA USD 421028.40000000 0.324288265168 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 BEAUTY HEALTH CO/THE 5493001Z2JZQT4C63C50 88331LAA6 1570000.00000000 PA USD 1260710.00000000 0.971035347689 Long DBT CORP US N 2 2026-10-01 Fixed 1.25000000 N N N N Y Beauty Health Co/The USD XXXX N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412607 1210.00000000 NS USD 1426953.00000000 1.099080520096 Long EP CORP US N 2 N N N SPOTIFY USA INC N/A 84921RAB6 1332000.00000000 PA USD 1050948.00000000 0.809470581325 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Spotify Technology SA USD XXXX N N N LIBERTY TRIPADVISOR HOLD 5299006PCRAU736ZJ155 531465AA0 2075000.00000000 PA USD 1309325.00000000 1.008480028407 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 -2130.00000000 NS USD -141858.00000000 -0.10926313930 Short EC CORP US N 1 N N N OSI Systems Inc DDX3MPX1Y8YD30050X33 671044105 -367.00000000 NS USD -31356.48000000 -0.02415166886 Short EC CORP US N 1 N N N MAGNITE INC 54930018FR2YX1HHSB02 55955DAB6 1949000.00000000 PA USD 1413025.00000000 1.088352771191 Long DBT CORP US N 2 2026-03-15 Fixed 0.25000000 N N N N Y Magnite Inc USD XXXX N N N Cowen Inc 5493008QI0EFC5WBED75 223622507 930.00000000 NS USD 1040363.10000000 0.801317784844 Long EP CORP US N 2 N N N LivePerson Inc 549300IN2P1JZ20G7N40 538146101 -6485.00000000 NS USD -91697.90000000 -0.07062837782 Short EC CORP US N 1 N N N Mitek Systems Inc 549300ABZAQ3R25XG118 606710200 -16394.00000000 NS USD -151480.56000000 -0.11667471365 Short EC CORP US N 1 N N N AIR TRANSPORT SERVICES G 5493000F3MSFGIXTQE27 00922RAB1 1403000.00000000 PA USD 1514538.50000000 1.166541408362 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 DIGITALBRIDGE GROUP INC 549300XG87L902AGBO89 19624RAA4 746000.00000000 PA USD 732950.60000000 0.564539775769 Long DBT US N 2 2023-04-15 Fixed 5.00000000 N N N N N DigitalBridge Group Inc USD XXXX N N N Chimera Investment Corp 2JBBQFJOL123LOUBE657 16934Q406 31429.00000000 NS USD 672266.31000000 0.517798978409 Long EP US N 1 N N N Summit Hotel Properties Inc 254900OBQWJK6X20LS71 866082100 -74525.00000000 NS USD -541796.75000000 -0.41730754536 Short EC US N 1 N N N 2022-07-15 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Treasurer