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Form NPORT-P AMERICAN BEACON FUNDS For: Jun 30

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StreetInsider.com Top Tickers, 4/24/2024

1. TSLA
2. ENPH
3. TXN
4. SPOT
5. V
6. KMB
7. FI
8. MSCI
9. STX
10. GM


August 8, 2022 1:00 PM EDT 

  
    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
        Workiva, Inc.
        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
              Workiva, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Redfin Corp
        549300HXWD3JEMZU3O57
        Redfin Corp.
        75737F108
        
          
        
        -1870.00000000
        NS
        USD
        -15408.80000000
        -0.01186830394
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TripAdvisor Inc
        549300XVG45PT5BART17
        TripAdvisor, Inc.
        896945201
        
          
        
        -7055.00000000
        NS
        USD
        -125579.00000000
        -0.09672458212
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ligand Pharmaceuticals Inc
        5493008K7TB0IKP37H79
        Ligand Pharmaceuticals, Inc.
        53220K504
        
          
        
        -189.00000000
        NS
        USD
        -16862.58000000
        -0.01298804739
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CRYOPORT INC
        9845004D8538BT8JF626
        CryoPort, Inc.
        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
              CryoPort, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SOFI TECHNOLOGIES INC
        549300SW81JCMVZDDY09
        SoFi Technologies, Inc.
        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
              SoFi Technologies, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JAZZ INVESTMENTS I LTD
        N/A
        Jazz Investments I Ltd.
        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
              Jazz Pharmaceuticals PLC
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Exact Sciences Corp
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp.
        30063P105
        
          
        
        -5863.00000000
        NS
        USD
        -230943.57000000
        -0.17787942492
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MITEK SYSTEMS INC
        549300ABZAQ3R25XG118
        Mitek Systems, Inc.
        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
              Mitek Systems Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        PENNYMAC CORP
        EWN0I878407TKQNXZ933
        PennyMac Corp.
        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
              PennyMac Mortgage Investment Trust
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BIGCOMMERCE HOLDINGS INC
        549300MOVEFQ78DMPG58
        BigCommerce Holdings, Inc.
        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
              BigCommerce Holdings, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CALLAWAY GOLF CO
        5493005UB0KFRKBPCU72
        Callaway Golf Co.
        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
              Callaway Golf Co.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Everbridge Inc
        549300WCY0UMR64ATW81
        Everbridge, Inc.
        29978A104
        
          
        
        -1708.00000000
        NS
        USD
        -47636.12000000
        -0.03669071899
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SUNNOVA ENERGY INTL INC
        549300JK1Y1VVC3JU540
        Sunnova Energy International, Inc.
        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
              Sunnova Energy International Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust, Inc.
        038923850
        
          
        
        53940.00000000
        NS
        USD
        1105230.60000000
        0.851280611677
        Long
        EP
        
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co.
        723787107
        
          
        
        -3532.00000000
        NS
        USD
        -787918.56000000
        -0.60687769023
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Financial Services Corp.
        N/A
        Option
        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
        Redwood Trust, Inc.
        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
              Redwood Trust, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        HELIX ENERGY SOLUTIONS
        416AP2JOUTCWEGSOZW41
        Helix Energy Solutions Group, Inc.
        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
              Helix Energy Solutions Group, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MARCUS CORPORATION
        549300NL0OKPNEMP6B79
        Marcus Corp.
        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
              Marcus Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Callaway Golf Co
        5493005UB0KFRKBPCU72
        Callaway Golf Co.
        131193104
        
          
        
        -27141.00000000
        NS
        USD
        -553676.40000000
        -0.42645759578
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RBC BEARINGS INC
        N/A
        RBC Bearings, Inc.
        75524B203
        
          
        
        3847.00000000
        NS
        USD
        366195.93000000
        0.282054709021
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Splunk Inc
        549300XGDSGBP6UEI867
        Splunk, Inc.
        848637104
        
          
        
        -1446.00000000
        NS
        USD
        -127913.16000000
        -0.09852241974
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REALOGY GROUP/CO-ISSUER
        N/A
        Realogy Group LLC/Realogy Co.-Issuer Corp.
        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
              Anywhere Real Estate Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Jazz Pharmaceuticals PLC
        635400GAUMJCLEZRRV50
        Jazz Pharmaceuticals PLC
        000000000
        
          
        
        -2237.00000000
        NS
        USD
        -348994.37000000
        -0.26880556941
        Short
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BLOOM ENERGY CORP
        549300XB5J9BFW5JXV97
        Bloom Energy Corp.
        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
              Bloom Energy Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Workiva Inc
        529900RTOQ8GRWHY1O58
        Workiva, Inc.
        98139A105
        
          
        
        -6047.00000000
        NS
        USD
        -399041.53000000
        -0.30735334123
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CONMED Corp
        Z6C0YCECH9DCU5ZIQW84
        CONMED Corp.
        207410101
        
          
        
        -2097.00000000
        NS
        USD
        -200808.72000000
        -0.15466869085
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        F2TJC7HPPHLHU1AQMP98
        Sabre Global, Inc.
        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
              Sabre Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CHEGG INC
        549300AKX7O8JG0O3G77
        Chegg, Inc.
        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
              Chegg, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SFL Corp Ltd
        549300RLYYPSB0C7RH77
        SFL Corp. Ltd.
        000000000
        
          
        
        -9900.00000000
        NS
        USD
        -93951.00000000
        -0.07236378068
        Short
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        WISDOMTREE INVESTMENTS
        549300WIU8IS7UFO7871
        WisdomTree Investments, Inc.
        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
              WisdomTree Investments Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        AGNC INVESTMENT CORP
        5TRACI5HRMELWV32OF39
        AGNC Investment Corp.
        00123Q872
        
          
        
        27357.00000000
        NS
        USD
        552611.40000000
        0.425637301945
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        EVERBRIDGE INC
        549300WCY0UMR64ATW81
        Everbridge, Inc.
        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
              Everbridge, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MACOM Technology Solutions Holdings Inc
        N/A
        MACOM Technology Solutions Holdings, Inc.
        55405Y100
        
          
        
        -4655.00000000
        NS
        USD
        -214595.50000000
        -0.16528766802
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Unity Software Inc
        549300D1ESJMGNQNG432
        Unity Software, Inc.
        91332U101
        
          
        
        -1161.00000000
        NS
        USD
        -42748.02000000
        -0.03292576283
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        II-VI INC
        549300O5C25A0MMHHU33
        II-VI, Inc.
        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
              II-VI, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ALGONQUIN PWR &
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp.
        015857873
        
          
        
        14183.00000000
        NS
        USD
        620648.08000000
        0.478041122982
        Long
        EP
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        PRA Group Inc
        549300Q5HW3JSSB86K27
        PRA Group, Inc.
        69354N106
        
          
        
        -7573.00000000
        NS
        USD
        -275354.28000000
        -0.21208583973
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BENTLEY SYSTEMS
        549300WVEHPGE0Z56F71
        Bentley Systems, Inc.
        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
              Bentley Systems, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Halozyme Therapeutics Inc
        529900242I3SV9AGM753
        Halozyme Therapeutics, Inc.
        40637H109
        
          
        
        -7883.00000000
        NS
        USD
        -346852.00000000
        -0.26715545400
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chefs' Warehouse Inc/The
        549300JYEDC8C547E980
        Chefs' Warehouse, Inc.
        163086101
        
          
        
        -13160.00000000
        NS
        USD
        -511792.40000000
        -0.39419732617
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        INNOVIVA INC
        549300ACOX4QTBES6535
        Innoviva, Inc.
        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
              Innoviva, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NY COMMUNITY CAP TRUST V
        N/A
        New York Community Capital Trust V
        64944P307
        
          
        
        20409.00000000
        NS
        USD
        943392.33000000
        0.726628089861
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Innoviva Inc
        549300ACOX4QTBES6535
        Innoviva, Inc.
        45781M101
        
          
        
        -13987.00000000
        NS
        USD
        -206448.12000000
        -0.15901232002
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NEW RELIC INC
        549300AB8FY2HQILL804
        New Relic, Inc.
        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
              New Relic, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        OSI SYSTEMS INC
        DDX3MPX1Y8YD30050X33
        OSI Systems, Inc.
        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
              OSI Systems, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        New Relic Inc
        549300AB8FY2HQILL804
        New Relic, Inc.
        64829B100
        
          
        
        -1160.00000000
        NS
        USD
        -58058.00000000
        -0.04471795275
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Upstart Holdings Inc
        549300WNB47JRNENIC75
        Upstart Holdings, Inc.
        91680M107
        
          
        
        -1519.00000000
        NS
        USD
        -48030.78000000
        -0.03699469755
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PEBBLEBROOK HOTEL TRUST
        5493004Q1NNH6JXCSI52
        Pebblebrook Hotel Trust
        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
              Pebblebrook Hotel Trust
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CHEFS' WAREHOUSE THE
        549300JYEDC8C547E980
        Chefs' Warehouse, Inc.
        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
              Chefs' Warehouse, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SUMMIT HOTEL PROPERTIES
        254900OBQWJK6X20LS71
        Summit Hotel Properties, Inc.
        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
              Summit Hotel Properties, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ARRAY TECHNOLOGIES INC
        549300JM5FECYJQ85V37
        Array Technologies, Inc.
        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
              Array Technologies, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ENPHASE ENERGY INC
        5493008U7KIGMI59Z314
        Enphase Energy, Inc.
        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
              Enphase Energy, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap, Inc.
        83304A106
        
          
        
        -5089.00000000
        NS
        USD
        -66818.57000000
        -0.05146559744
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Insmed Inc
        529900Q55QAG41CCAC11
        Insmed, Inc.
        457669307
        
          
        
        -29986.00000000
        NS
        USD
        -591323.92000000
        -0.45545480582
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        I3 VERTICALS LLC
        549300VET627YPCK1T69
        i3 Verticals LLC
        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
              I3 Verticals, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        PRA GROUP INC
        549300Q5HW3JSSB86K27
        PRA Group, Inc.
        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
              PRA Group, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Coherus Biosciences Inc
        5493007IL8W5MV932D26
        Coherus Biosciences, Inc.
        19249H103
        
          
        
        -31701.00000000
        NS
        USD
        -229515.24000000
        -0.17677928379
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SoFi Technologies Inc
        549300SW81JCMVZDDY09
        SoFi Technologies, Inc.
        83406F102
        
          
        
        -17892.00000000
        NS
        USD
        -94290.84000000
        -0.07262553529
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Progress Software Corp
        549300R65B3JG6972S24
        Progress Software Corp.
        743312100
        
          
        
        -12291.00000000
        NS
        USD
        -556782.30000000
        -0.42884984990
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Spotify Technology SA
        549300B4X0JHWV0DTD60
        Spotify Technology SA
        000000000
        
          
        
        -411.00000000
        NS
        USD
        -38564.13000000
        -0.02970320960
        Short
        EC
        CORP
        LU
        
        N
        
        1
        
          N
          N
          N
        
      
      
        EXACT SCIENCES CORP
        549300VM3X1FYD4N9Z14
        Exact Sciences Corp.
        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
              Exact Sciences Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Upwork Inc
        5493004QJ6WWBXVE2S70
        Upwork, Inc.
        91688F104
        
          
        
        -8598.00000000
        NS
        USD
        -177806.64000000
        -0.13695182277
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BigCommerce Holdings Inc
        549300MOVEFQ78DMPG58
        BigCommerce Holdings, Inc.
        08975P108
        
          
        
        -4855.00000000
        NS
        USD
        -78651.00000000
        -0.06057927765
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SNAP INC
        549300JNC0L6VP8A2Q35
        Snap, Inc.
        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
              Snap Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MFA FINANCIAL INC
        YW72IMH2RRC8Z1TGLG58
        MFA Financial, Inc.
        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
              MFA Financial, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Perficient Inc
        549300HTBXKL2755T650
        Perficient, Inc.
        71375U101
        
          
        
        -2631.00000000
        NS
        USD
        -241236.39000000
        -0.18580725292
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Stride Inc
        254900BRWS3AFONWU277
        Stride, Inc.
        86333M108
        
          
        
        -15165.00000000
        NS
        USD
        -618580.35000000
        -0.47644849746
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        VERINT SYSTEMS INC
        549300KEQJS5FRVUCO94
        Verint Systems, Inc.
        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
              Verint Systems Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CryoPort Inc
        9845004D8538BT8JF626
        CryoPort, Inc.
        229050307
        
          
        
        -4527.00000000
        NS
        USD
        -140246.46000000
        -0.10802188453
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ziff Davis Inc
        5493008OJYGLHD7MXA18
        Ziff Davis, Inc.
        48123V102
        
          
        
        -5301.00000000
        NS
        USD
        -395083.53000000
        -0.30430477502
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HAEMONETICS CORP
        549300ZEL6TXZS6F5F95
        Haemonetics Corp.
        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
              Haemonetics Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        GRANITE POINT MTGE TRST
        529900VX2HQZ76AYIE02
        Granite Point Mortgage Trust, Inc.
        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
              Granite Point Mortgage Trust I
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Sabre Corp
        529900VKCYZW8GZ4WW58
        Sabre Corp.
        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
        American Beacon U.S. Government Money Market
        02368W200
        
          
        
        8405280.39000000
        NS
        USD
        8405280.39000000
        6.473990343481
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bandwidth Inc
        549300QC70JB7MUGXM66
        Bandwidth, Inc.
        05988J103
        
          
        
        -1755.00000000
        NS
        USD
        -33029.10000000
        -0.02543996922
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Royal Caribbean Cruises Ltd
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd.
        000000000
        
          
        
        -5387.00000000
        NS
        USD
        -188060.17000000
        -0.14484938848
        Short
        EC
        CORP
        LR
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Envestnet Inc
        549300HLWZ5OKIDM8737
        Envestnet, Inc.
        29404K106
        
          
        
        -4377.00000000
        NS
        USD
        -230974.29000000
        -0.17790308635
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LIGAND PHARMACEUTICALS I
        5493008K7TB0IKP37H79
        Ligand Pharmaceuticals, Inc.
        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
              Ligand Pharmaceuticals, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        WINNEBAGO INDUSTRIES
        549300B7OYKYJLTE3G11
        Winnebago Industries, Inc.
        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
              Winnebago Industries, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LYONDELLBASELL ADVANCED
        5493004OGK9A7CGV3B42
        Lyondellbasell Advanced Polymers, Inc.
        67054E202
        
          
        
        1026.00000000
        NS
        USD
        805410.00000000
        0.620350103816
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Marcus Corp/The
        549300NL0OKPNEMP6B79
        Marcus Corp.
        566330106
        
          
        
        -45425.00000000
        NS
        USD
        -670927.25000000
        -0.51676759562
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        iStar Inc
        QFFLKWYYS3UPWD86E794
        iStar, Inc.
        45031U101
        
          
        
        -17495.00000000
        NS
        USD
        -239856.45000000
        -0.18474438318
        Short
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NCL Corp Ltd
        UNZWILHE4KMRP9K2L524
        NCL Corp. Ltd.
        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
              Norwegian Cruise Line Holdings Ltd.
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Kaman Corp
        5493003YK076OLTEQF95
        Kaman Corp.
        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
        MACOM Technology Solutions Holdings, Inc.
        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
              MACOM Technology Solutions Holdings Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co.
        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
              Pioneer Natural Resources Co.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        National Financial Services Corp.
        N/A
        Option
        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
        Array Technologies, Inc.
        04271T100
        
          
        
        -40389.00000000
        NS
        USD
        -444682.89000000
        -0.34250763831
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ENVESTNET INC
        549300HLWZ5OKIDM8737
        Envestnet, Inc.
        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
              Envestnet Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        RWT HOLDINGS INC
        Z31FN4C0IQMCYFAEUP31
        RWT Holdings, Inc.
        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
              Redwood Trust, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        8X8 INC
        254900XWSOC5U1BRW939
        8x8, Inc.
        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
              8x8, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        INSMED INC
        529900Q55QAG41CCAC11
        Insmed, Inc.
        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
              Insmed, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        WISDOMTREE INVESTMENTS
        549300WIU8IS7UFO7871
        WisdomTree Investments, Inc.
        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
              WisdomTree Investments, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UPSTART HOLDINGS INC
        549300WNB47JRNENIC75
        Upstart Holdings, Inc.
        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
              Upstart Holdings, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ZIFF DAVIS INC
        5493008OJYGLHD7MXA18
        Ziff Davis, Inc.
        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
              Ziff Davis, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        WisdomTree Investments Inc
        549300WIU8IS7UFO7871
        WisdomTree Investments, Inc.
        97717P104
        
          
        
        -91342.00000000
        NS
        USD
        -463103.94000000
        -0.35669606443
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UNITY SOFTWARE INC
        549300D1ESJMGNQNG432
        Unity Software, Inc.
        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
              Unity Software, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy, Inc.
        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
              NRG Energy, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Bentley Systems Inc
        549300WVEHPGE0Z56F71
        Bentley Systems, Inc.
        08265T208
        
          
        
        -6291.00000000
        NS
        USD
        -209490.30000000
        -0.16135549515
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Magnite Inc
        54930018FR2YX1HHSB02
        Magnite, Inc.
        55955D100
        
          
        
        -4547.00000000
        NS
        USD
        -40377.36000000
        -0.03109981185
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WOLFSPEED INC
        549300OGU88P3AW3TO93
        Wolfspeed, Inc.
        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
              Wolfspeed, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Lumentum Holdings Inc
        549300JLWRRC38DWEF52
        Lumentum Holdings, Inc.
        55024U109
        
          
        
        -2671.00000000
        NS
        USD
        -212130.82000000
        -0.16338930012
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Affiliated Managers Group Inc
        2JE75BUE3T1BLCYYGK54
        Affiliated Managers Group, Inc.
        008252108
        
          
        
        -797.00000000
        NS
        USD
        -92930.20000000
        -0.07157753096
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy, Inc.
        629377508
        
          
        
        -24822.00000000
        NS
        USD
        -947455.74000000
        -0.72975784590
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LENDINGTREE INC
        549300ISY5YHUJZTON08
        LendingTree, Inc.
        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
              LendingTree, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Cable One Inc
        549300648QS85T0XSH18
        Cable One, Inc.
        12685J105
        
          
        
        -264.00000000
        NS
        USD
        -340380.48000000
        -0.26217090190
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REDWOOD TRUST INC
        DRBV4N1ERQLEMIF11G78
        Redwood Trust, Inc.
        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
              Redwood Trust Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Beauty Health Co/The
        5493001Z2JZQT4C63C50
        Beauty Health Co.
        88331L108
        
          
        
        -22734.00000000
        NS
        USD
        -292359.24000000
        -0.22518355233
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLACKLINE INC
        529900P9N7PK9LV5EK56
        Blackline, Inc.
        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
              Blackline, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NEW YORK MORTGAGE TRUST
        549300JFGR0M7ULHWG48
        New York Mortgage Trust, Inc.
        649604865
        
          
        
        23304.00000000
        NS
        USD
        465613.92000000
        0.358629323711
        Long
        EP
        
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd.
        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
              Royal Caribbean Cruises Ltd.
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Centennial Resource Development Inc/DE
        529900NXUJPOKU7OJ511
        Centennial Resource Development, Inc.
        15136A102
        
          
        
        -144583.00000000
        NS
        USD
        -864606.34000000
        -0.66594483900
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DISH NETWORK CORP
        529900U350CWHH15G169
        DISH Network Corp.
        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
              DISH Network Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        STRIDE INC
        254900BRWS3AFONWU277
        Stride, Inc.
        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
              Stride, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CHEESECAKE FACTORY (THE)
        529900872XMLK10SY247
        Cheesecake Factory, Inc.
        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
              Cheesecake Factory, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        REDFIN CORP
        549300HXWD3JEMZU3O57
        Redfin Corp.
        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
              Redfin Corp
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Cheesecake Factory Inc/The
        529900872XMLK10SY247
        Cheesecake Factory, Inc.
        163072101
        
          
        
        -7225.00000000
        NS
        USD
        -190884.50000000
        -0.14702476923
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DIGITALOCEAN HOLDINGS
        549300EPISPY3RE3DL21
        DigitalOcean Holdings, Inc.
        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
              DigitalOcean Holdings, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Air Transport Services Group Inc
        5493000F3MSFGIXTQE27
        Air Transport Services Group, Inc.
        00922R105
        
          
        
        -28060.00000000
        NS
        USD
        -806163.80000000
        -0.62093070240
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        RBC Bearings Inc
        N/A
        RBC Bearings, Inc.
        75524B104
        
          
        
        -1421.00000000
        NS
        USD
        -262813.95000000
        -0.20242691444
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Sunnova Energy International Inc
        549300JK1Y1VVC3JU540
        Sunnova Energy International, Inc.
        86745K104
        
          
        
        -15268.00000000
        NS
        USD
        -281389.24000000
        -0.21673414068
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Q2 HOLDINGS INC
        549300M9RKR9DZXWS696
        Q2 Holdings, Inc.
        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
              Q2 Holdings, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co.
        844741108
        
          
        
        -9751.00000000
        NS
        USD
        -352206.12000000
        -0.27127935226
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PENNYMAC CORP
        EWN0I878407TKQNXZ933
        PennyMac Corp.
        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
              PennyMac Mortgage Investment Trust
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NCR Corp
        549300YKTY8JX1DV2R67
        NCR Corp.
        62886E207
        
          
        
        767.00000000
        NS
        USD
        973323.00000000
        0.749681558581
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GREENBRIER COS INC
        5493001GAGGFR30BP390
        Greenbrier Cos., Inc.
        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
              Greenbrier Cos Inc/The
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UPWORK INC
        5493004QJ6WWBXVE2S70
        Upwork, Inc.
        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
              Upwork, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Pebblebrook Hotel Trust
        5493004Q1NNH6JXCSI52
        Pebblebrook Hotel Trust
        70509V100
        
          
        
        -33922.00000000
        NS
        USD
        -562087.54000000
        -0.43293609936
        Short
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Financial Services Corp.
        N/A
        Option
        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
        Progress Software Corp.
        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
              Progress Software Corp
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        READY CAPITAL CORP
        549300MYWGZUG7ZUYO87
        Ready Capital Corp.
        75574U200
        
          
        
        24242.00000000
        NS
        USD
        605080.32000000
        0.466050383443
        Long
        EP
        
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ENCORE CAP EUR FINANCE
        549300DAVHQDMISMVB09
        Encore Capital Europe Finance Ltd.
        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
              Encore Capital Group, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        RINGCENTRAL INC
        549300C8EH0H1614VE84
        RingCentral, Inc.
        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
              RingCentral Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        AMG Capital Trust II
        N/A
        AMG Capital Trust II
        00170F209
        
          
        
        15520.00000000
        NS
        USD
        741390.40000000
        0.571040354116
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        Verint Systems Inc
        549300KEQJS5FRVUCO94
        Verint Systems, Inc.
        92343X100
        
          
        
        -12817.00000000
        NS
        USD
        -542799.95000000
        -0.41808023905
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ceridian HCM Holding Inc
        549300T64GVCHFJ8L449
        Ceridian HCM Holding, Inc.
        15677J108
        
          
        
        -4524.00000000
        NS
        USD
        -212989.92000000
        -0.16405100381
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NCR Corp
        549300YKTY8JX1DV2R67
        NCR Corp.
        62886E108
        
          
        
        -16634.00000000
        NS
        USD
        -517483.74000000
        -0.39858096104
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DigitalOcean Holdings Inc
        549300EPISPY3RE3DL21
        DigitalOcean Holdings, Inc.
        25402D102
        
          
        
        -1941.00000000
        NS
        USD
        -80279.76000000
        -0.06183379576
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IMPINJ INC
        549300M26VGKSMMWWN17
        Impinj, Inc.
        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
              Impinj, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        GRANITE POINT MTGE TRST
        529900VX2HQZ76AYIE02
        Granite Point Mortgage Trust, Inc.
        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
              Granite Point Mortgage Trust I
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Fluor Corp
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp.
        343412102
        
          
        
        -43516.00000000
        NS
        USD
        -1059179.44000000
        -0.81581067476
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Q2 Holdings Inc
        549300M9RKR9DZXWS696
        Q2 Holdings, Inc.
        74736L109
        
          
        
        -2568.00000000
        NS
        USD
        -99047.76000000
        -0.07628945282
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Etsy Inc
        54930089Q7XT501AEA40
        Etsy, Inc.
        29786A106
        
          
        
        -1808.00000000
        NS
        USD
        -132363.68000000
        -0.10195033911
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LIVEPERSON INC
        549300IN2P1JZ20G7N40
        LivePerson, Inc.
        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
              LivePerson, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DISH Network Corp
        529900U350CWHH15G169
        DISH Network Corp.
        25470M109
        
          
        
        -6694.00000000
        NS
        USD
        -120023.42000000
        -0.09244551353
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ZILLOW GROUP INC
        2549002XEELQDIR6FU05
        Zillow Group, Inc.
        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
              Zillow Group, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Encore Capital Group Inc
        5493000UVC6H49CIH830
        Encore Capital Group, Inc.
        292554102
        
          
        
        -17125.00000000
        NS
        USD
        -989311.25000000
        -0.76199617169
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Greenbrier Cos Inc/The
        5493001GAGGFR30BP390
        Greenbrier Cos., Inc.
        393657101
        
          
        
        -14509.00000000
        NS
        USD
        -522178.91000000
        -0.40219731693
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ETSY INC
        54930089Q7XT501AEA40
        Etsy, Inc.
        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
              Etsy Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Impinj Inc
        549300M26VGKSMMWWN17
        Impinj, Inc.
        453204109
        
          
        
        -3765.00000000
        NS
        USD
        -220892.55000000
        -0.17013783827
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HALOZYME THERAPEUTICS IN
        529900242I3SV9AGM753
        Halozyme Therapeutics, Inc.
        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
              Halozyme Therapeutics, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BLACKSTONE MORTGAGE TR
        549300OLDJ20R2Y2UW20
        Blackstone Mortgage Trust, Inc.
        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
              Blackstone Mortgage Trust, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        National Financial Services Corp.
        N/A
        Option
        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
        II-VI, Inc.
        902104108
        
          
        
        -8892.00000000
        NS
        USD
        -453047.40000000
        -0.34895022612
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PERFICIENT INC
        549300HTBXKL2755T650
        Perficient, Inc.
        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
              Perficient, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Zillow Group Inc
        2549002XEELQDIR6FU05
        Zillow Group, Inc.
        98954M200
        
          
        
        -8567.00000000
        NS
        USD
        -272002.25000000
        -0.20950400917
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Financial Services Corp.
        N/A
        Option
        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
        Anywhere Real Estate, Inc.
        75605Y106
        
          
        
        -22073.00000000
        NS
        USD
        -216977.59000000
        -0.16712242271
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        APOLLO CMMRL REAL EST FI
        549300E0AN7M2AQHSY29
        Apollo Commercial Real Estate Finance, Inc.
        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
              Apollo Commercial Real Estate Finance, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co.
        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
              Southwest Airlines Co.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Cowen Inc
        5493008QI0EFC5WBED75
        Cowen, Inc.
        223622606
        
          
        
        -25315.00000000
        NS
        USD
        -599712.35000000
        -0.46191581751
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enphase Energy Inc
        5493008U7KIGMI59Z314
        Enphase Energy, Inc.
        29355A107
        
          
        
        -2903.00000000
        NS
        USD
        -566781.72000000
        -0.43655169273
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Wolfspeed Inc
        549300OGU88P3AW3TO93
        Wolfspeed, Inc.
        977852102
        
          
        
        -1499.00000000
        NS
        USD
        -95111.55000000
        -0.07325766990
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BANDWIDTH INC
        549300QC70JB7MUGXM66
        Bandwidth, Inc.
        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
              Bandwidth Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Groupon Inc
        5299005W5W1R5POQJL03
        Groupon, Inc.
        399473206
        
          
        
        -1824.00000000
        NS
        USD
        -20611.20000000
        -0.01587534306
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TWO HARBORS INV CORP
        549300ZUIBT6KH4HU823
        Two Harbors Investment Corp.
        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
              Two Harbors Investment Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        PATRICK INDUSTRIES INC
        549300FZ5ZTCCJ3Z5W14
        Patrick Industries, Inc.
        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
              Patrick Industries, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CABLE ONE INC
        549300648QS85T0XSH18
        Cable One, Inc.
        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
              Cable One, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Spirit Airlines Inc
        549300DCAFIXFNFR3304
        Spirit Airlines, Inc.
        848577102
        
          
        
        -5343.00000000
        NS
        USD
        -127377.12000000
        -0.09810954621
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COHERUS BIOSCIENCES INC
        5493007IL8W5MV932D26
        Coherus Biosciences, Inc.
        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
              Coherus Biosciences, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        KAMAN CORP
        5493003YK076OLTEQF95
        Kaman Corp.
        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
              Kaman Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        8x8 Inc
        254900XWSOC5U1BRW939
        8x8, Inc.
        282914100
        
          
        
        -4336.00000000
        NS
        USD
        -22330.40000000
        -0.01719952068
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CENTENNIAL RESOURCE PROD
        5493004CTVUMQLRPOE23
        Centennial Resource Production LLC
        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
              Centennial Resource Development, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        GROUPON INC
        5299005W5W1R5POQJL03
        Groupon, Inc.
        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
              Groupon Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Bloom Energy Corp
        549300XB5J9BFW5JXV97
        Bloom Energy Corp.
        093712107
        
          
        
        -20886.00000000
        NS
        USD
        -344619.00000000
        -0.26543553274
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Haemonetics Corp
        549300ZEL6TXZS6F5F95
        Haemonetics Corp.
        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
        Norwegian Cruise Line Holdings Ltd.
        000000000
        
          
        
        -14446.00000000
        NS
        USD
        -160639.52000000
        -0.12372920985
        Short
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        National Financial Services Corp.
        N/A
        Option
        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
        iStar, Inc.
        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
              iStar, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Winnebago Industries Inc
        549300B7OYKYJLTE3G11
        Winnebago Industries, Inc.
        974637100
        
          
        
        -9744.00000000
        NS
        USD
        -473168.64000000
        -0.36444818781
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MFA FINANCIAL INC
        YW72IMH2RRC8Z1TGLG58
        MFA Financial, Inc.
        55272X508
        
          
        
        56098.00000000
        NS
        USD
        1032203.20000000
        0.795032793583
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Patrick Industries Inc
        549300FZ5ZTCCJ3Z5W14
        Patrick Industries, Inc.
        703343103
        
          
        
        -4015.00000000
        NS
        USD
        -208137.60000000
        -0.16031360644
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ProShares Short 20+ Year Treasury
        MNF315G62CW700KJGX62
        ProShares Short 20+ Year Treasury
        74347X849
        
          
        
        140688.00000000
        NS
        USD
        2820794.40000000
        2.172657527079
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SFL CORP LTD
        549300RLYYPSB0C7RH77
        SFL Corp. Ltd.
        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
              SFL Corp. Ltd.
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CONMED CORP
        Z6C0YCECH9DCU5ZIQW84
        CONMED Corp.
        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
              CONMED Corp
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SPIRIT AIRLINES INC
        549300DCAFIXFNFR3304
        Spirit Airlines, Inc.
        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
              Spirit Airlines, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        RingCentral Inc
        549300C8EH0H1614VE84
        RingCentral, Inc.
        76680R206
        
          
        
        -1161.00000000
        NS
        USD
        -60673.86000000
        -0.04673276387
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HELIX ENERGY SOLUTIONS
        416AP2JOUTCWEGSOZW41
        Helix Energy Solutions Group, Inc.
        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
              Helix Energy Solutions Group, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        INFINERA CORP
        549300ZOF66WPV3H0H17
        Infinera Corp.
        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
              Infinera Corp.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NEW RESIDENTIAL INV CORP
        549300WNTHGEO5LP2G31
        New Residential Investment Corp.
        64828T508
        
          
        
        54569.00000000
        NS
        USD
        1062458.43000000
        0.818336247813
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Infinera Corp
        549300ZOF66WPV3H0H17
        Infinera Corp.
        45667G103
        
          
        
        -46125.00000000
        NS
        USD
        -247230.00000000
        -0.19042370490
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SPLUNK INC
        549300XGDSGBP6UEI867
        Splunk, Inc.
        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
              Splunk, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Chegg Inc
        549300AKX7O8JG0O3G77
        Chegg, Inc.
        163092109
        
          
        
        -5382.00000000
        NS
        USD
        -101073.96000000
        -0.07785009073
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CERIDIAN HCM HOLDING INC
        549300T64GVCHFJ8L449
        Ceridian HCM Holding, Inc.
        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
              Ceridian HCM Holding, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Algonquin Power & Utilities Corp
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp.
        015857105
        
          
        
        -30392.00000000
        NS
        USD
        -408164.56000000
        -0.31438016310
        Short
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        GRANITE POINT MTGE TRST
        529900VX2HQZ76AYIE02
        Granite Point Mortgage Trust, Inc.
        38741L305
        
          
        
        36031.00000000
        NS
        USD
        746922.63000000
        0.575301437855
        Long
        EP
        
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        LendingTree Inc
        549300ISY5YHUJZTON08
        LendingTree, Inc.
        52603B107
        
          
        
        -401.00000000
        NS
        USD
        -17571.82000000
        -0.01353432458
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        I3 Verticals Inc
        549300944CYWVP06CJ97
        I3 Verticals, Inc.
        46571Y107
        
          
        
        -8677.00000000
        NS
        USD
        -217098.54000000
        -0.16721558191
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Helix Energy Solutions Group Inc
        416AP2JOUTCWEGSOZW41
        Helix Energy Solutions Group, Inc.
        42330P107
        
          
        
        -43320.00000000
        NS
        USD
        -134292.00000000
        -0.10343558701
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LUMENTUM HOLDINGS INC
        549300JLWRRC38DWEF52
        Lumentum Holdings, Inc.
        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
              Lumentum Holdings, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BEAUTY HEALTH CO/THE
        5493001Z2JZQT4C63C50
        Beauty Health Co.
        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
              Beauty Health Co.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        FLUOR CORP
        CQ7WZ4NOFWT7FAE6Q943
        Fluor Corp.
        343412607
        
          
        
        1210.00000000
        NS
        USD
        1426953.00000000
        1.099080520096
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        SPOTIFY USA INC
        N/A
        Spotify USA, Inc.
        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
              Spotify Technology SA
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LIBERTY TRIPADVISOR HOLD
        5299006PCRAU736ZJ155
        Liberty TripAdvisor Holdings, Inc.
        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
              TripAdvisor, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Blackline Inc
        529900P9N7PK9LV5EK56
        Blackline, Inc.
        09239B109
        
          
        
        -2130.00000000
        NS
        USD
        -141858.00000000
        -0.10926313930
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OSI Systems Inc
        DDX3MPX1Y8YD30050X33
        OSI Systems, Inc.
        671044105
        
          
        
        -367.00000000
        NS
        USD
        -31356.48000000
        -0.02415166886
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MAGNITE INC
        54930018FR2YX1HHSB02
        Magnite, Inc.
        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
              Magnite, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Cowen Inc
        5493008QI0EFC5WBED75
        Cowen, Inc.
        223622507
        
          
        
        930.00000000
        NS
        USD
        1040363.10000000
        0.801317784844
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        LivePerson Inc
        549300IN2P1JZ20G7N40
        LivePerson, Inc.
        538146101
        
          
        
        -6485.00000000
        NS
        USD
        -91697.90000000
        -0.07062837782
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mitek Systems Inc
        549300ABZAQ3R25XG118
        Mitek Systems, Inc.
        606710200
        
          
        
        -16394.00000000
        NS
        USD
        -151480.56000000
        -0.11667471365
        Short
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AIR TRANSPORT SERVICES G
        5493000F3MSFGIXTQE27
        Air Transport Services Group, Inc.
        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
              Air Transport Services Group, Inc.
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DIGITALBRIDGE GROUP INC
        549300XG87L902AGBO89
        DigitalBridge Group, Inc.
        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
              DigitalBridge Group Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Chimera Investment Corp
        2JBBQFJOL123LOUBE657
        Chimera Investment Corp.
        16934Q406
        
          
        
        31429.00000000
        NS
        USD
        672266.31000000
        0.517798978409
        Long
        EP
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Summit Hotel Properties Inc
        254900OBQWJK6X20LS71
        Summit Hotel Properties, Inc.
        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

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