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 2024-06-30 2024-03-31 N 172564727.92 30460784.68 142103943.24 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 29461186.83000000 N TripAdvisor Inc 549300XVG45PT5BART17 896945201 -1916.00000000 NS USD -53245.64000000 -0.03746950210 Short EC CORP US N 1 N N N Super Micro Computer Inc 54930022CZO1N2UGVW07 86800U104 -117.00000000 NS USD -118173.51000000 -0.08315990908 Short EC CORP US N 1 N N N CRYOPORT INC 9845004D8538BT8JF626 229050AC3 1475000.00000000 PA USD 1297987.33000000 0.913406975489 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 2528000.00000000 PA USD 2157648.00000000 1.518358991879 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 1147000.00000000 PA USD 1128074.33000000 0.793837457483 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 MITEK SYSTEMS INC 549300ABZAQ3R25XG118 606710AA9 923000.00000000 PA USD 919636.41000000 0.647157558778 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 1138000.00000000 PA USD 1079734.40000000 0.759820153742 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 Coinbase Global Inc 5493004G3J2SC154DU06 19260Q107 -685.00000000 NS USD -181607.20000000 -0.12779884629 Short EC CORP US N 1 N N N SUNNOVA ENERGY INTL INC 549300JK1Y1VVC3JU540 86745KAF1 1003000.00000000 PA USD 507518.00000000 0.357145613575 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 REVANCE THERAPEUTICS INC 549300N33TFDZHS81H11 761330AB5 1339000.00000000 PA USD 974122.50000000 0.685499978248 Long DBT CORP US N 2 2027-02-15 Fixed 1.75000000 N N N N Y Revance Therapeutics Inc USD XXXX N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 038923850 7915.00000000 NS USD 155767.20000000 0.109614973693 Long EP US N 2 N N N MESA LABORATORIES INC 549300ZCG738WLX8ZW79 59064RAA7 838000.00000000 PA USD 787717.35000000 0.554324765407 Long DBT CORP US N 2 2025-08-15 Fixed 1.37500000 N N N N Y Mesa Laboratories Inc USD XXXX N N N Kosmos Energy Ltd 213800YDFJ3OT9B5P157 500688106 -85139.00000000 NS USD -507428.44000000 -0.35708258928 Short EC CORP US N 1 N N N Equinox Gold Corp 5493005IN4V1SNP9PN75 29446Y502 -159242.00000000 NS USD -958636.84000000 -0.67460256073 Short EC CORP CA N 1 N N N SSR Mining Inc 549300JD2KR7AB9DYJ38 784730103 -11488.00000000 NS USD -51236.48000000 -0.03605563563 Short EC CORP CA N 1 N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAE7 330000.00000000 PA USD 347628.41000000 0.244629671826 Long DBT CORP US N 2 2030-04-01 Fixed 0.25000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N ARBOR REALTY TRUST INC 549300ASFUWYQO0RW077 038923BA5 851000.00000000 PA USD 833724.51000000 0.586700475012 Long DBT US N 2 2025-08-01 Fixed 7.50000000 N N N N Y Arbor Realty Trust, Inc. USD XXXX N N N REALOGY GROUP/CO-ISSUER N/A 75606DAP6 756000.00000000 PA USD 599130.00000000 0.421613916081 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 CONMED Corp Z6C0YCECH9DCU5ZIQW84 207410101 -3612.00000000 NS USD -289248.96000000 -0.20354745505 Short EC CORP US N 1 N N N CSG Systems International Inc 549300D7FJZUOHHXUA81 126349109 -5089.00000000 NS USD -262287.06000000 -0.18457408993 Short EC CORP US N 1 N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q872 25036.00000000 NS USD 574826.56000000 0.404511336486 Long EP US N 1 N N N Mesa Laboratories Inc 549300ZCG738WLX8ZW79 59064R109 -57.00000000 NS USD -6254.61000000 -0.00440143310 Short EC CORP US N 1 N N N MP Materials Corp 89450063PHPS61USMT84 553368101 -2034.00000000 NS USD -29086.20000000 -0.02046825678 Short EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 -3117.00000000 NS USD -301445.07000000 -0.21212998255 Short EC CORP US N 1 N N N Halozyme Therapeutics Inc 529900242I3SV9AGM753 40637H109 -6608.00000000 NS USD -268813.44000000 -0.18916677037 Short EC CORP US N 1 N N N CHEGG INC 549300AKX7O8JG0O3G77 163092AD1 1525000.00000000 PA USD 1420537.50000000 0.999646785030 Long DBT CORP US N 2 2025-03-15 Fixed 0.12500000 N N N N Y Chegg Inc USD XXXX N N N JAMF HOLDING CORP 254900IHLXZU4Z5ANA12 47074LAB1 1452000.00000000 PA USD 1295038.80000000 0.911332064735 Long DBT CORP US N 2 2026-09-01 Fixed 0.12500000 N N N N Y Jamf Holding Corp. USD XXXX N N N ENVESTNET INC 549300HLWZ5OKIDM8737 29404KAG1 1520000.00000000 PA USD 1605880.00000000 1.130074200184 Long DBT CORP US N 2 2027-12-01 Fixed 2.62500000 N N N N N Envestnet, Inc. USD XXXX N N N Apollo Global Management Inc N/A 03769M106 -4677.00000000 NS USD -525928.65000000 -0.37010137650 Short EC CORP US N 1 N N N MIRUM PHARMACEUTICALS 254900YZKR40F7F27K81 604749AA9 977000.00000000 PA USD 1100981.30000000 0.774771814840 Long DBT CORP US N 2 2029-05-01 Fixed 4.00000000 N N N N Y Mirum Pharmaceuticals, Inc. USD XXXX N N N EVOLENT HEALTH INC 549300CZOCFHQ2BBTR11 30050BAG6 1245000.00000000 PA USD 1428015.00000000 1.004908778349 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N Evolent Health, Inc. USD XXXX N N N PEBBLEBROOK HOTEL TRUST 5493004Q1NNH6JXCSI52 70509VAA8 2161000.00000000 PA USD 1938200.90000000 1.363931820474 Long DBT US N 2 2026-12-15 Fixed 1.75000000 N N N N Y Pebblebrook Hotel Trust USD XXXX N N N Evolent Health Inc 549300CZOCFHQ2BBTR11 30050B101 -24780.00000000 NS USD -812536.20000000 -0.57179004429 Short EC CORP US N 1 N N N Sunrun Inc 54930007SJ77CI66U531 86771W105 -22880.00000000 NS USD -301558.40000000 -0.21220973403 Short EC CORP US N 1 N N N ENOVIS CORP 635400OP2DYYYMOIYL17 194014AA4 1193000.00000000 PA USD 1526443.50000000 1.074173921706 Long DBT CORP US N 2 2028-10-15 Fixed 3.87500000 N N N N Y Enovis Corp. USD XXXX N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 -37021.00000000 NS USD -620471.96000000 -0.43663247187 Short EC CORP US N 1 N N N Century Aluminum Co 549300U5ODNGEYWKSW73 156431108 -37695.00000000 NS USD -580126.05000000 -0.40824064186 Short EC CORP US N 1 N N N SUMMIT HOTEL PROPERTIES 254900OBQWJK6X20LS71 866082AA8 1921000.00000000 PA USD 1710650.50000000 1.203802273882 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 Revance Therapeutics Inc 549300N33TFDZHS81H11 761330109 -12408.00000000 NS USD -61047.36000000 -0.04295965235 Short EC CORP US N 1 N N N Snap Inc 549300JNC0L6VP8A2Q35 83304A106 -1737.00000000 NS USD -19940.76000000 -0.01403251700 Short EC CORP US N 1 N N N I3 VERTICALS LLC 549300VET627YPCK1T69 44933TAB2 1044000.00000000 PA USD 1000152.00000000 0.703817203939 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 Coherus Biosciences Inc 5493007IL8W5MV932D26 19249H103 -19348.00000000 NS USD -46241.72000000 -0.03254077187 Short EC CORP US N 1 N N N VERADIGM INC Y68YJHVB1GU4TAU3C223 01988PAF5 451000.00000000 PA USD 470167.50000000 0.330861684257 Long DBT CORP US N 2 2027-01-01 Fixed 0.87500000 N N N N Y Veradigm, Inc. USD XXXX N N N SoFi Technologies Inc 549300SW81JCMVZDDY09 83406F102 -18614.00000000 NS USD -135882.20000000 -0.09562169557 Short EC CORP US N 1 N N N Progress Software Corp 549300R65B3JG6972S24 743312100 -5807.00000000 NS USD -309571.17000000 -0.21784840233 Short EC CORP US N 1 N N N Upwork Inc 5493004QJ6WWBXVE2S70 91688F104 -326.00000000 NS USD -3996.76000000 -0.00281256093 Short EC CORP US N 1 N N N BENTLEY SYSTEMS 549300WVEHPGE0Z56F71 08265TAD1 1284000.00000000 PA USD 1151535.93000000 0.810347625649 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 CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBC0 415000.00000000 PA USD 411057.50000000 0.289265371971 Long DBT CORP US N 2 2026-08-15 Fixed 4.25000000 N N N N Y CenterPoint Energy Inc USD XXXX N N N Liberty Media Corp-Liberty SiriusXM N/A 531229813 -57125.00000000 NS USD -1696612.50000000 -1.19392358953 Short EC CORP US N 1 N N N Veradigm Inc Y68YJHVB1GU4TAU3C223 01988P108 -5096.00000000 NS USD -39239.20000000 -0.02761302684 Short EC CORP US N 1 N N N AGNC INVESTMENT CORP 5TRACI5HRMELWV32OF39 00123Q807 3313.00000000 NS USD 79710.78000000 0.056093292123 Long EP US N 1 N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 2347000.00000000 PA USD 1892386.10000000 1.331691476572 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 3420000.00000000 PA USD 3411450.00000000 2.400672298191 Long DBT 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 -1660.00000000 NS USD -93441.40000000 -0.06575567001 Short EC CORP US N 1 N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123VAE2 959000.00000000 PA USD 907405.89000000 0.638550816614 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 VERINT SYSTEMS INC 549300KEQJS5FRVUCO94 92343XAC4 1904000.00000000 PA USD 1785000.00000000 1.256122778370 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 Western Digital Corp 549300QQXOOYEF89IC56 958102105 -21369.00000000 NS USD -1458220.56000000 -1.02616474022 Short EC CORP US N 1 N N N BLOCK INC 549300OHIIUWSTIZME52 852234AK9 1422000.00000000 PA USD 1185237.00000000 0.834063413707 Long DBT CORP US N 2 2027-11-01 Fixed 0.25000000 N N N N Y Block Inc USD XXXX N N N Ziff Davis Inc 5493008OJYGLHD7MXA18 48123V102 -3333.00000000 NS USD -210112.32000000 -0.14785819113 Short EC CORP US N 1 N N N HAEMONETICS CORP 549300ZEL6TXZS6F5F95 405024AB6 1377000.00000000 PA USD 1264223.70000000 0.889647163319 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N N Y Haemonetics Corp USD XXXX N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 538034BA6 1642000.00000000 PA USD 1969414.80000000 1.385897361534 Long DBT CORP US N 2 2029-01-15 Fixed 3.12500000 N N N N Y Live Nation Entertainment, Inc. USD XXXX N N N MARRIOTT VACATION WORLDW 549300WA6BT5H4F7IO94 57164YAF4 1801000.00000000 PA USD 1689338.00000000 1.188804449392 Long DBT CORP US N 2 2027-12-15 Fixed 3.25000000 N N N N Y Marriott Vacations Worldwide Corp. USD XXXX N N N Jamf Holding Corp 254900IHLXZU4Z5ANA12 47074L105 -4710.00000000 NS USD -86428.50000000 -0.06082062047 Short EC CORP US N 1 N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 16115Q308 -6860.00000000 NS USD -1129979.20000000 -0.79517793400 Short EC CORP US N 1 N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AB7 791000.00000000 PA USD 735569.35000000 0.517627683812 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N N Y Airbnb Inc USD XXXX N N N Integer Holdings Corp 549300SUD2ED5XG6X569 45826H109 -14374.00000000 NS USD -1677158.32000000 -1.18023348385 Short EC CORP US N 1 N N N Envestnet Inc 549300HLWZ5OKIDM8737 29404K106 -12208.00000000 NS USD -706965.28000000 -0.49749870684 Short EC CORP US N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAK4 1804000.00000000 PA USD 1812118.00000000 1.275205992658 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N Y PG&E Corp. USD XXXX N N N LYONDELLBASELL ADVANCED 5493004OGK9A7CGV3B42 67054E202 1026.00000000 NS USD 836190.00000000 0.588435465571 Long EP CORP US N 2 N N N Marcus Corp/The 549300NL0OKPNEMP6B79 566330106 -25462.00000000 NS USD -363088.12000000 -0.25550882806 Short EC CORP US N 1 N N N DIGITALOCEAN HOLDINGS 549300EPISPY3RE3DL21 25402DAB8 633000.00000000 PA USD 530517.30000000 0.373330456498 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 UPSTART HOLDINGS INC 549300WNB47JRNENIC75 91680MAB3 1893000.00000000 PA USD 1477675.80000000 1.039855591835 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 CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AH4 1559000.00000000 PA USD 1424614.20000000 1.002515600565 Long DBT CORP US N 2 2027-06-15 Fixed 2.25000000 N N N N Y CONMED Corp. USD XXXX N N N MARCUS CORPORATION 549300NL0OKPNEMP6B79 566330AB2 309000.00000000 PA USD 443415.00000000 0.312035676062 Long DBT CORP US N 2 2025-09-15 Fixed 5.00000000 N N N N Y Marcus Corp. USD XXXX N N N MicroStrategy Inc 549300WQTWEJUEHXQX21 594972408 -478.00000000 NS USD -814779.68000000 -0.57336880414 Short EC CORP US N 1 N N N SUNRUN INC 54930007SJ77CI66U531 86771WAC9 715000.00000000 PA USD 711234.46000000 0.500502972531 Long DBT CORP US N 2 2030-03-01 Fixed 4.00000000 N N N N N Sunrun, Inc. USD XXXX N N N APOLLO GLOBAL MANAGEMENT N/A 03769M304 10692.00000000 NS USD 685250.28000000 0.482217638987 Long EP CORP US N 2 N N N XOMETRY INC 5493006JFRGU7YRRXE44 98423FAB5 1376000.00000000 PA USD 1045037.31000000 0.735403456211 Long DBT CORP US N 2 2027-02-01 Fixed 1.00000000 N N N N N Xometry, Inc. USD XXXX N N N RWT HOLDINGS INC Z31FN4C0IQMCYFAEUP31 749772AD1 3394000.00000000 PA USD 3275372.78000000 2.304913365048 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 BRIDGEBIO PHARMA INC 54930028YG89VTY2J114 10806XAD4 1350000.00000000 PA USD 1099371.30000000 0.773638841353 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 RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828T409 2395.00000000 NS USD 58485.90000000 0.041157126724 Long EP US N 1 N N N LIBERTY LATIN AMERICA 213800YWQHEAX7CAVO83 53069QAB5 426000.00000000 PA USD 413433.00000000 0.290937035647 Long DBT CORP BM N 2 2024-07-15 Fixed 2.00000000 N N N N Y Liberty Latin America Ltd USD XXXX N N N Enovis Corp 635400OP2DYYYMOIYL17 194014502 -16321.00000000 NS USD -1019246.45000000 -0.71725416393 Short EC CORP US N 1 N N N WisdomTree Inc 549300WIU8IS7UFO7871 97717P104 -112387.00000000 NS USD -1032836.53000000 -0.72681764238 Short EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 821000.00000000 PA USD 1358344.50000000 0.955880934075 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 -5804.00000000 NS USD -303084.88000000 -0.21328393364 Short EC CORP US N 1 N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024U109 -4092.00000000 NS USD -193756.20000000 -0.13634822200 Short EC CORP US N 1 N N N SUNNOVA ENERGY INTL INC 549300JK1Y1VVC3JU540 86745KAH7 819000.00000000 PA USD 329605.71000000 0.231946913283 Long DBT CORP US N 2 2028-02-15 Fixed 2.62500000 N N N N Y Sunnova Energy International Inc USD XXXX N N N LIBERTY MEDIA CORP 549300ZKUTPIBZLWLL89 531229AP7 2251000.00000000 PA USD 2756349.50000000 1.939671368122 Long DBT CORP US N 2 2028-03-15 Fixed 3.75000000 N N N N Y Liberty Media Corp.-Liberty SiriusXM USD XXXX N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 -18646.00000000 NS USD -1262147.74000000 -0.88818628900 Short EC CORP US N 1 N N N LENDINGTREE INC 549300ISY5YHUJZTON08 52603BAD9 2292000.00000000 PA USD 2123079.60000000 1.494032854819 Long DBT CORP US N 2 2025-07-15 Fixed 0.50000000 N N N N Y LendingTree Inc USD XXXX N N N Cardlytics Inc 549300JETJBH94EIPC66 14161W105 -14782.00000000 NS USD -214191.18000000 -0.15072852668 Short EC CORP US N 1 N N N REDWOOD TRUST INC DRBV4N1ERQLEMIF11G78 758075808 7315.00000000 NS USD 180387.90000000 0.126940812399 Long EP US N 2 N N N Mirum Pharmaceuticals Inc 254900YZKR40F7F27K81 604749101 -24603.00000000 NS USD -618027.36000000 -0.43491218182 Short EC CORP US N 1 N N N Cable One Inc 549300648QS85T0XSH18 12685J105 -46.00000000 NS USD -19463.98000000 -0.01369700203 Short EC CORP US N 1 N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115Q407 21569.00000000 NS USD 1424848.14000000 1.002680226539 Long EP CORP US N 2 N N N Beauty Health Co/The 5493001Z2JZQT4C63C50 88331L108 -8741.00000000 NS USD -38810.04000000 -0.02731102256 Short EC CORP US N 1 N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AG1 463000.00000000 PA USD 558520.06000000 0.393036285458 Long DBT CORP US N 2 2029-12-15 Fixed 3.75000000 N N N N Y EZCORP, Inc. USD XXXX N N N NEW YORK MORTGAGE TRUST 549300JFGR0M7ULHWG48 649604865 23244.00000000 NS USD 465344.88000000 0.327467957179 Long EP US N 2 N N N PERFICIENT INC 549300HTBXKL2755T650 71375UAF8 1482000.00000000 PA USD 1277219.94000000 0.898792750488 Long DBT CORP US N 2 2026-11-15 Fixed 0.12500000 N N N N Y PERFICIENT INC USD XXXX N N N INTEGER HOLDINGS CORP 549300SUD2ED5XG6X569 45826HAB5 1466000.00000000 PA USD 2115438.00000000 1.488655382649 Long DBT CORP US N 2 2028-02-15 Fixed 2.12500000 N N N N N Integer Holdings Corp. USD XXXX N N N UPWORK INC 5493004QJ6WWBXVE2S70 91688FAB0 326000.00000000 PA USD 284239.40000000 0.200022176386 Long DBT CORP US N 2 2026-08-15 Fixed 0.25000000 N N N N Y Upwork Inc USD XXXX N N N CHEESECAKE FACTORY (THE) 529900872XMLK10SY247 163072AA9 2405000.00000000 PA USD 2140315.92000000 1.506162229703 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 Cheesecake Factory Inc/The 529900872XMLK10SY247 163072101 -5626.00000000 NS USD -203379.90000000 -0.14312051823 Short EC CORP US N 1 N N N Air Transport Services Group Inc 5493000F3MSFGIXTQE27 00922R105 -30947.00000000 NS USD -425830.72000000 -0.29966143816 Short EC CORP US N 1 N N N Sunnova Energy International Inc 549300JK1Y1VVC3JU540 86745K104 -33867.00000000 NS USD -207604.71000000 -0.14609356029 Short EC CORP US N 1 N N N SSR MINING INC 549300JD2KR7AB9DYJ38 784730AB9 643000.00000000 PA USD 573877.50000000 0.403843473246 Long DBT CORP CA N 2 2039-04-01 Fixed 2.50000000 N N N N N SSR Mining, Inc. USD XXXX N N N PENNYMAC CORP EWN0I878407TKQNXZ933 70932AAD5 2508000.00000000 PA USD 2470380.00000000 1.738431702650 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 WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AS4 1467000.00000000 PA USD 2149888.50000000 1.512898552272 Long DBT CORP US N 2 2028-11-15 Fixed 3.00000000 N N N N Y Western Digital Corp. USD XXXX N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886E207 767.00000000 NS USD 802473.75000000 0.564708995192 Long EP CORP US N 2 N N N GREENBRIER COS INC 5493001GAGGFR30BP390 393657AM3 1447000.00000000 PA USD 1603710.10000000 1.128547219334 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 Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V100 -39501.00000000 NS USD -608710.41000000 -0.42835574870 Short EC US N 1 N N N Marriott Vacations Worldwide Corp 549300WA6BT5H4F7IO94 57164Y107 -3616.00000000 NS USD -389551.68000000 -0.27413150621 Short EC CORP US N 1 N N N HAT HOLDINGS I LLC/HAT N/A 418751AG8 2020000.00000000 PA USD 2063026.00000000 1.451772521551 Long DBT US N 2 2025-05-01 None 0.00000000 N N N N N Hannon Armstrong Sustainable Infrastructure Capital Inc USD XXXX N N N EQUINOX GOLD CORP 5493005IN4V1SNP9PN75 29446YAA4 1282000.00000000 PA USD 1491927.50000000 1.049884659062 Long DBT CORP CA N 2 2028-10-15 Fixed 4.75000000 N N N N N Equinox Gold Corp. USD XXXX N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AE1 854000.00000000 PA USD 1162550.20000000 0.818098480234 Long DBT CORP US N 2 2027-02-15 None 0.00000000 N N N N Y MicroStrategy Inc USD XXXX N N N AIR TRANSPORT SERVICES G 5493000F3MSFGIXTQE27 00922RAC9 2173000.00000000 PA USD 1797694.87000000 1.265056288384 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N Air Transport Services Group, Inc. USD XXXX N N N American Airlines Group Inc N/A 02376R102 -42232.00000000 NS USD -648261.20000000 -0.45618804462 Short EC CORP US N 1 N N N Verint Systems Inc 549300KEQJS5FRVUCO94 92343X100 -6686.00000000 NS USD -221640.90000000 -0.15597097092 Short EC CORP US N 1 N N N UNITI FIBER HLDGS INC 549300GM4ENWVC5GBF11 91325LAA8 1340000.00000000 PA USD 1317246.81000000 0.926960068782 Long DBT US N 2 2024-06-15 Fixed 4.00000000 N N N N Y Uniti Group, Inc. USD XXXX N N N Dayforce Inc 549300T64GVCHFJ8L449 15677J108 -2259.00000000 NS USD -149568.39000000 -0.10525280762 Short EC CORP US N 1 N N N NCR Voyix Corp 549300YKTY8JX1DV2R67 62886E108 -25232.00000000 NS USD -318680.16000000 -0.22425849187 Short EC CORP US N 1 N N N Block Inc 549300OHIIUWSTIZME52 852234103 -935.00000000 NS USD -79082.30000000 -0.05565102431 Short EC CORP US N 1 N N N SPHERE ENTERTAINMENT CO 254900ZW4JWKYRZZ9A91 55826TAA0 1387000.00000000 PA USD 2155952.80000000 1.517166062280 Long DBT CORP US N 2 2028-12-01 Fixed 3.50000000 N N N N Y Sphere Entertainment Co. USD XXXX N N N MP MATERIALS CORP 89450063PHPS61USMT84 553368AA9 452000.00000000 PA USD 396630.00000000 0.279112592484 Long DBT CORP US N 2 2026-04-01 Fixed 0.25000000 N N N N Y MP Materials Corp USD XXXX N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 -2866.00000000 NS USD -81652.34000000 -0.05745958777 Short EC CORP US N 1 N N N Greenbrier Cos Inc/The 5493001GAGGFR30BP390 393657101 -15850.00000000 NS USD -825785.00000000 -0.58111336052 Short EC CORP US N 1 N N N HALOZYME THERAPEUTICS IN 529900242I3SV9AGM753 40637HAD1 1372000.00000000 PA USD 1214010.92000000 0.854311915855 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 EZCORP Inc 5493003K6PG3ZQ7TUQ63 302301106 -33318.00000000 NS USD -377492.94000000 -0.26564564739 Short EC CORP US N 1 N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAE0 1222000.00000000 PA USD 1096745.00000000 0.771790687150 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 Anywhere Real Estate Inc 5493004HBTOTE9DI9P12 75605Y106 -4631.00000000 NS USD -28619.58000000 -0.02013989151 Short EC CORP US N 1 N N N WISDOMTREE INC 549300WIU8IS7UFO7871 97717PAF1 1599000.00000000 PA USD 1850842.50000000 1.302456819846 Long DBT CORP US N 2 2028-08-15 Fixed 5.75000000 N N N N N WisdomTree, Inc. USD XXXX N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 -805.00000000 NS USD -132792.80000000 -0.09344765315 Short EC CORP US N 1 N N N ALTERYX INC 549300XWZG0JHL7I0827 02156BAD5 495000.00000000 PA USD 490446.00000000 0.345131872358 Long DBT CORP US N 2 2024-08-01 Fixed 0.50000000 N N N N Y Alteryx Inc USD XXXX N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 90187BAB7 2776000.00000000 PA USD 2623320.00000000 1.846057146753 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 CABLE ONE INC 549300648QS85T0XSH18 12685JAG0 2626000.00000000 PA USD 1971075.60000000 1.387066083501 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 SUPER MICRO COMPUTER INC 54930022CZO1N2UGVW07 86800UAA2 247000.00000000 PA USD 274042.11000000 0.192846238993 Long DBT CORP US N 2 2029-03-01 None 0.00000000 N N N N Y Super Micro Computer, Inc. USD XXXX N N N COHERUS BIOSCIENCES INC 5493007IL8W5MV932D26 19249HAB9 999000.00000000 PA USD 637116.26000000 0.448345236221 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 Collegium Pharmaceutical Inc 54930049FXZMTLW8D496 19459J104 -39143.00000000 NS USD -1519531.26000000 -1.06930970763 Short EC CORP US N 1 N N N KAMAN CORP 5493003YK076OLTEQF95 483548AF0 719000.00000000 PA USD 717261.16000000 0.504744023034 Long DBT CORP US N 2 2024-05-01 Fixed 3.25000000 N N N N Y Kaman Corp USD XXXX N N N COLLEGIUM PHARMA INC 54930049FXZMTLW8D496 19459JAC8 1720000.00000000 PA USD 2140540.00000000 1.506319917093 Long DBT CORP US N 2 2029-02-15 Fixed 2.87500000 N N N N N Collegium Pharmaceutical, Inc. USD XXXX N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AG1 855000.00000000 PA USD 935797.50000000 0.658530283300 Long DBT CORP US N 2 2030-03-15 Fixed 3.12500000 N N N N N Kosmos Energy Ltd. USD XXXX N N N CSG SYSTEMS INTERNATIONA 549300D7FJZUOHHXUA81 126349AG4 728000.00000000 PA USD 716422.30000000 0.504153708662 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N Y CSG Systems International, Inc. USD XXXX N N N Sphere Entertainment Co 254900ZW4JWKYRZZ9A91 55826T102 -34375.00000000 NS USD -1687125.00000000 -1.18724713863 Short EC CORP US N 1 N N N Haemonetics Corp 549300ZEL6TXZS6F5F95 405024100 -1183.00000000 NS USD -100969.05000000 -0.07105295440 Short EC CORP US N 1 N N N CENTURY ALUMINUM COMPANY 549300U5ODNGEYWKSW73 156431AQ1 911000.00000000 PA USD 920565.50000000 0.647811368925 Long DBT CORP US N 2 2028-05-01 Fixed 2.75000000 N N N N Y Century Aluminum Co USD XXXX N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBX2 1305000.00000000 PA USD 1289340.00000000 0.907321760820 Long DBT CORP US N 2 2026-04-15 Fixed 4.12500000 N N N N Y Duke Energy Corp. USD XXXX N N N MFA FINANCIAL INC YW72IMH2RRC8Z1TGLG58 55272X508 39518.00000000 NS USD 876509.24000000 0.616808527628 Long EP US N 1 N N N Wayfair Inc 54930027N9ZAVYFDHK53 94419L101 -3569.00000000 NS USD -242263.72000000 -0.17048346054 Short EC CORP US N 1 N N N AFFIRM HOLDINGS INC N/A 00827BAB2 1672000.00000000 PA USD 1383580.00000000 0.973639413836 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y Affirm Holdings Inc USD XXXX N N N ProShares Short 20+ Year Treasury MNF315G62CW700KJGX62 74347X849 23300.00000000 NS USD 540327.00000000 0.380233642839 Long EC RF US N 1 N N N AMERICAN AIRLINES GROUP N/A 02376RAF9 1268000.00000000 PA USD 1469612.00000000 1.034181013202 Long DBT CORP US N 2 2025-07-01 Fixed 6.50000000 N N N N Y American Airlines Group Inc USD XXXX N N N Bridgebio Pharma Inc 54930028YG89VTY2J114 10806X102 -5014.00000000 NS USD -155032.88000000 -0.10909822519 Short EC CORP US N 1 N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAF8 1485000.00000000 PA USD 1370803.50000000 0.964648459955 Long DBT CORP US N 2 2026-08-15 Fixed 1.00000000 N N N N Y Wayfair Inc USD XXXX N N N TURNING POINT BRANDS INC 549300IYG00QF0VVP302 90041LAE5 857000.00000000 PA USD 833439.28000000 0.586499755740 Long DBT CORP US N 2 2024-07-15 Fixed 2.50000000 N N N N Y Turning Point Brands Inc USD XXXX N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AE6 594000.00000000 PA USD 584413.56000000 0.411257806557 Long DBT CORP US N 2 2025-05-01 Fixed 2.37500000 N N N N Y EZCORP, Inc. USD XXXX N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828T508 36984.00000000 NS USD 836578.08000000 0.588708561441 Long EP US N 1 N N N Xometry Inc 5493006JFRGU7YRRXE44 98423F109 -8577.00000000 NS USD -144865.53000000 -0.10194335688 Short EC CORP US N 1 N N N SPLUNK INC 549300XGDSGBP6UEI867 848637AF1 1368000.00000000 PA USD 1364306.40000000 0.960076384154 Long DBT CORP US N 2 2027-06-15 Fixed 1.12500000 N N N N Y Splunk Inc USD XXXX N N N DAYFORCE INC 549300T64GVCHFJ8L449 15677JAD0 1599000.00000000 PA USD 1463085.00000000 1.029587896466 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 GRANITE POINT MTGE TRST 529900VX2HQZ76AYIE02 38741L305 11578.00000000 NS USD 208867.12000000 0.146981931139 Long EP US N 2 N N N NEW YORK MORTGAGE TRUST 549300JFGR0M7ULHWG48 649604873 1078.00000000 NS USD 24761.66000000 0.017425033700 Long EP US N 1 N N N I3 Verticals Inc 549300944CYWVP06CJ97 46571Y107 -1174.00000000 NS USD -26872.86000000 -0.01891070675 Short EC CORP US N 1 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 -11347.00000000 NS USD -1200172.19000000 -0.84457345984 Short EC CORP US N 1 N N N NEXTERA ENERGY PARTNERS 5493008F4ZOQFNG3WN54 65341BAE6 1677000.00000000 PA USD 1651845.00000000 1.162420241365 Long DBT CORP US N 2 2024-06-15 None 0.00000000 N N N N N NextEra Energy Partners LP USD XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 1380000.00000000 PA USD 1210721.94000000 0.851997426950 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 1914000.00000000 PA USD 1570628.40000000 1.105267288288 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 American Beacon U.S. Government Money Market 549300EXCES9V5RWB620 02368W200 17322635.16000000 NS USD 17322635.16000000 12.19011574558 Long STIV RF US N 1 N N N LIBERTY TRIPADVISOR HOLD 5299006PCRAU736ZJ155 531465AA0 2388000.00000000 PA USD 2240182.80000000 1.576439575794 Long DBT CORP US N 2 2051-06-30 Fixed 0.50000000 N N N N N TripAdvisor Inc USD XXXX N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312AC4 714000.00000000 PA USD 722925.00000000 0.508729725239 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N Y Progress Software Corp. USD XXXX N N N Mitek Systems Inc 549300ABZAQ3R25XG118 606710200 -18086.00000000 NS USD -255012.60000000 -0.17945497794 Short EC CORP US N 1 N N N CARDLYTICS INC 549300JETJBH94EIPC66 14161WAC9 542000.00000000 PA USD 591457.50000000 0.416214699264 Long DBT CORP US N 2 2029-04-01 Fixed 4.25000000 N N N N N Cardlytics, Inc. USD XXXX N N N 3D SYSTEMS CORP 5493003HHDOCCW4OP744 88554DAD8 116000.00000000 PA USD 90459.33000000 0.063657156823 Long DBT CORP US N 2 2026-11-15 None 0.00000000 N N N N Y 3D Systems Corp USD XXXX N N N ANNALY CAPITAL MGMT 2DTL0G3FPRYUT58TI025 035710847 17520.00000000 NS USD 435021.60000000 0.306129154533 Long EP US N 1 N N N Summit Hotel Properties Inc 254900OBQWJK6X20LS71 866082100 -46006.00000000 NS USD -299499.06000000 -0.21076055538 Short EC US N 1 N N N 2024-04-29 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Treasurer XXXX