# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001410368-26-013283
**Filing Date:** 2026-2
**Character Count:** 90274
**Document Hash:** c6471399eebadc96bb5269837c036c92
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-013283.hdr.sgml**: 20260218

**ACCESSION NUMBER**: 0001410368-26-013283

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260218

**DATE AS OF CHANGE**: 20260218

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BEACON FUNDS
- **CENTRAL INDEX KEY:** 0000809593

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04984
- **FILM NUMBER:** 26646162

**BUSINESS ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039
- **BUSINESS PHONE:** 8173916100

**MAIL ADDRESS:**
- **STREET 1:** 220 EAST LAS COLINAS BOULEVARD
- **STREET 2:** SUITE 1200
- **CITY:** IRVING
- **STATE:** TX
- **ZIP:** 75039

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN AADVANTAGE FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN EAGLE FUNDS
- **DATE OF NAME CHANGE:** 19890813

## Series and Classes Contracts Data

### American Beacon SSI Alternative Income Fund (Series ID: S000064203)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000207658 | R5 Class       | SSIJX           |
| C000207659 | Y Class        | PSCIX           |
| C000207660 | Investor Class | PSCAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AMERICAN BEACON FUNDS

- **b. Investment Company Act file number:** 811-04984

- **c. CIK number of Registrant:** 0000809593

- **d. LEI of Registrant:** 549300EXCES9V5RWB620

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 220 EAST LAS COLINAS BOULEVARD

  - **City:** IRVING

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75039

  - **Telephone number:** 817-391-6100

**Item A.2. Information about the Series.**

- **a. Name of Series:** American Beacon SSI Alternative Income Fund

- **b. EDGAR series identifier (if any):** S000064203

- **c. LEI of Series:** 549300523RIXBJ3JBK48

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $492521002.44

**Total Liabilities:** $144244154.70

**Net Assets:** $348276847.74

**Cash Not Reported:** $149560985.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -221.28000000 | **1-Year:** -138.28000000 | **5-Year:** 3441.63000000 | **10-Year:** -845.01000000 | **30-Year:** -64.70000000

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

- **3-Month:** -680.76000000 | **1-Year:** -17656.37000000 | **5-Year:** -22569.77000000 | **10-Year:** -2334.32000000 | **30-Year:** -1674.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000207658 | 0.84%                | 0.06%                | 0.48%                |
| Class ID C000207659 | 0.84%                | 0.15%                | 0.48%                |
| Class ID C000207660 | 0.81%                | 0.03%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3656609.67              | $-1674510.10                               |
| Month 2  | $475931.20               | $-1354572.52                               |
| Month 3  | $1044181.94              | $-592412.74                                |

### Schedule of Portfolio Investments

| Name                                         | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGNC INVESTMENT CORP                         | AGNC Investment Corp.                             | CUSIP: 00123Q807<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |      3313 | NS      | $82858.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                         | AGNC Investment Corp.                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |     64916 | NS      | $1593038.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMG Capital Trust II                         | AMG Capital Trust II                              | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     61254 | NS      | $4535246.16   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                          | AST SpaceMobile, Inc.                             | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |    -14499 | NS      | $-1053062.37  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                          | AST SpaceMobile, Inc.                             | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    830000 | PA      | $1093525.00   | 0.31%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                          | AST SpaceMobile, Inc.                             | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567891.00    | 0.16%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADTRAN Holdings Inc                          | ADTRAN Holdings, Inc.                             | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |    -42656 | NS      | $-370680.64   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                          | ADTRAN Holdings, Inc.                             | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |    701000 | PA      | $750771.00    | 0.22%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                | Affiliated Managers Group, Inc.                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Short            | EC               | CORP              | US        |    -15789 | NS      | $-4551652.92  | -1.31%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                          | Affirm Holdings, Inc.                             | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1338240.00   | 0.38%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                   | Airbnb, Inc.                                      | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    791000 | PA      | $782694.50    | 0.22%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc                       | Alarm.com Holdings, Inc.                          | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |    -10425 | NS      | $-531883.50   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                          | Alarm.com Holdings, Inc.                          | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2266712.00   | 0.65%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                               | Albemarle Corp.                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |    -41912 | NS      | $-5928033.28  | -1.70%            |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                               | Albemarle Corp.                                   | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    108383 | NS      | $6378339.55   | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                 | Apollo Global Management, Inc.                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |    -19815 | NS      | $-2868419.40  | -0.82%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                     | Apollo Global Management, Inc.                    | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     43587 | NS      | $3282972.84   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                  | Applied Optoelectronics, Inc.                     | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |    -26321 | NS      | $-917550.06   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED OPTOELECTRONICS                      | Applied Optoelectronics, Inc.                     | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1764547.40   | 0.51%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                         | ARES Management Corp.                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -22460 | NS      | $-3630209.80  | -1.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                         | ARES Management Corp.                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     79408 | NS      | $3995016.48   | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Array Technologies Inc                       | Array Technologies, Inc.                          | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |    -50746 | NS      | $-467878.12   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                       | Array Technologies, Inc.                          | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3142950.51   | 0.90%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                          | Ascendis Pharma AS                                | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |     -7601 | NS      | $-1620837.24  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| ASCENDIS PHARMA A/S                          | Ascendis Pharma AS                                | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |   1752000 | PA      | $2482058.40   | 0.71%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                         | BWX Technologies, Inc.                            | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |     -1064 | NS      | $-183901.76   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                         | BWX Technologies, Inc.                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    709000 | PA      | $675677.00    | 0.19%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                          | Bentley Systems, Inc.                             | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |     -1347 | NS      | $-51408.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS                              | Bentley Systems, Inc.                             | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2558160.00   | 0.73%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                       | Blackstone Mortgage Trust, Inc.                   | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |   3949000 | PA      | $3891739.50   | 1.12%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlackSky Technology Inc                      | BlackSky Technology, Inc.                         | CUSIP: 09263B207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10568 | NS      | $-198150.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                      | BlackSky Technology, Inc.                         | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    641000 | PA      | $680613.80    | 0.20%             | 2033-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corp                            | Bloom Energy Corp.                                | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Short            | EC               | CORP              | US        |     -4910 | NS      | $-426629.90   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                            | Bloom Energy Corp.                                | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1233660.00   | 0.35%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                         | Bridgebio Pharma, Inc.                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |    -20141 | NS      | $-1540585.09  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                         | Bridgebio Pharma, Inc.                            | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   3754000 | PA      | $4213865.00   | 1.21%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BrightSpring Health Services Inc             | BrightSpring Health Services, Inc.                | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -176688 | NS      | $-6616965.60  | -1.90%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV                     | BrightSpring Health Services, Inc.                | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     56294 | NS      | $7095858.70   | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bruker Corp                                  | Bruker Corp.                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |    -25922 | NS      | $-1221185.42  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                  | Bruker Corp.                                      | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |      4159 | NS      | $1510465.62   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                | CSG Systems International, Inc.                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |    -30183 | NS      | $-2314734.27  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONA                     | CSG Systems International, Inc.                   | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |   3447000 | PA      | $4074354.00   | 1.17%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                       | Capital Southwest Corp.                           | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1614562.50   | 0.46%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Celcuity Inc                                 | Celcuity, Inc.                                    | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Short            | EC               | CORP              | US        |     -5005 | NS      | $-499198.70   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| CELCUITY INC                                 | Celcuity, Inc.                                    | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    310000 | PA      | $671739.00    | 0.19%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                       | CenterPoint Energy, Inc.                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |    -51209 | NS      | $-1963353.06  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                       | CenterPoint Energy, Inc.                          | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $3322053.00   | 0.95%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co                          | Century Aluminum Co.                              | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |    -55989 | NS      | $-2193649.02  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                     | Century Aluminum Co.                              | CUSIP: 156431AQ1<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $2385032.00   | 0.68%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp                          | Centrus Energy Corp.                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |    -15391 | NS      | $-3736319.16  | -1.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP                          | Centrus Energy Corp.                              | CUSIP: 15643UAE4<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $4071679.50   | 1.17%             | 2030-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                 | Dayforce, Inc.                                    | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2752200.00   | 0.79%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                         | Chart Industries, Inc.                            | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     12866 | NS      | $2653355.18   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                         | Chart Industries, Inc.                            | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |    -12866 | NS      | $-2653355.18  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE                         | Check Point Software Technologies Ltd.            | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |   1070000 | PA      | $1067325.00   | 0.31%             | 2030-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc/The                   | Cheesecake Factory, Inc.                          | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |    -25976 | NS      | $-1311268.48  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                     | Cheesecake Factory, Inc.                          | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   3587000 | PA      | $3513466.50   | 1.01%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cogent Biosciences Inc                       | Cogent Biosciences, Inc.                          | CUSIP: 19240Q201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -2183 | NS      | $-77540.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COGENT BIOSCIENCES INC                       | Cogent Biosciences, Inc.                          | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $163912.00    | 0.05%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cohu Inc                                     | Cohu, Inc.                                        | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Short            | EC               | CORP              | US        |     -9833 | NS      | $-228813.91   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                     | Cohu, Inc.                                        | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $389200.00    | 0.11%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enovis Corp                                  | Enovis Corp.                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |    -19368 | NS      | $-515963.52   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                  | Enovis Corp.                                      | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4160507.50   | 1.19%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc                 | Collegium Pharmaceutical, Inc.                    | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |    -68350 | NS      | $-3164605.00  | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMA INC                         | Collegium Pharmaceutical, Inc.                    | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |   3139000 | PA      | $4424106.60   | 1.27%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONMED Corp                                  | CONMED Corp.                                      | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |     -1352 | NS      | $-54891.20    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                  | CONMED Corp.                                      | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   3716000 | PA      | $3558070.00   | 1.02%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                   | Dexcom, Inc.                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |     -1395 | NS      | $-92586.15    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                   | Dexcom, Inc.                                      | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1288219.50   | 0.37%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                    | DigitalOcean Holdings, Inc.                       | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |    -29159 | NS      | $-1403131.08  | -0.40%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                        | DigitalOcean Holdings, Inc.                       | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1961911.50   | 0.56%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                      | DraftKings Holdings, Inc.                         | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $2933248.50   | 0.84%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DraftKings Inc                               | DraftKings, Inc.                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |     -4948 | NS      | $-170508.08   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp.                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |    -12880 | NS      | $-1509664.80  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                             | Duke Energy Corp.                                 | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3358000 | PA      | $3458740.00   | 0.99%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                           | Enphase Energy, Inc.                              | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1800212.50   | 0.52%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eos Energy Enterprises Inc                   | Eos Energy Enterprises, Inc.                      | CUSIP: 29415C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -50731 | NS      | $-581377.26   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES I                     | Eos Energy Enterprises, Inc.                      | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1032322.50   | 0.30%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                            | Equinox Gold Corp.                                | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |   -415618 | NS      | $-5835276.72  | -1.68%            |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOX GOLD CORP                            | Equinox Gold Corp.                                | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | CA        |   2940000 | PA      | $6904590.00   | 1.98%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc                           | Evolent Health, Inc.                              | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |    -20445 | NS      | $-81780.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC                           | Evolent Health, Inc.                              | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2050200.00   | 0.59%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                           | Evolent Health, Inc.                              | CUSIP: 30050BAJ0<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |    348000 | PA      | $245340.00    | 0.07%             | 2031-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                          | Exact Sciences Corp.                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |    -22593 | NS      | $-2294545.08  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                          | Exact Sciences Corp.                              | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    720000 | PA      | $751464.00    | 0.22%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                          | Exact Sciences Corp.                              | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2998000 | PA      | $4144435.20   | 1.19%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc                                   | EZCORP, Inc.                                      | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |    -82661 | NS      | $-1605276.62  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                   | EZCORP, Inc.                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1898176.50   | 0.55%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Five9 Inc                                    | Five9, Inc.                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |     -5375 | NS      | $-107768.75   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                    | Five9, Inc.                                       | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2241057.50   | 0.64%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                          | Fortuna Mining Corp.                              | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |   1670000 | PA      | $2821465.00   | 0.81%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp                          | Fortuna Mining Corp.                              | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |   -211775 | NS      | $-2077512.75  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc                                | T1 Energy, Inc.                                   | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Short            | EC               | CORP              | US        |    -41708 | NS      | $-278609.44   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| T1 ENERGY INC                                | T1 Energy, Inc.                                   | CUSIP: 35834FAB0<br>LEI: 529900H0645VFXNMJ693 | Long             | DBT              | CORP              | US        |    355000 | PA      | $452483.00    | 0.13%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FUBOTV INC                                   | fuboTV, Inc.                                      | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1258866.00   | 0.36%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GameStop Corp                                | GameStop Corp.                                    | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |    -39683 | NS      | $-796834.64   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                | GameStop Corp.                                    | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | N/A              | DE               |  | US        |      5931 | NS      | $17852.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GameStop Corp                                | GameStop Corp.                                    | CUSIP: 36467W117<br>LEI: 549300505KLOET039L77 | N/A              | DE               |  | US        |     -4320 | NS      | $-13003.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                | GameStop Corp.                                    | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1672982.50   | 0.48%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                       | Greenbrier Cos., Inc.                             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |    -24279 | NS      | $-1134800.46  | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| GREENBRIER COS INC                           | Greenbrier Cos., Inc.                             | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   2592000 | PA      | $2784585.60   | 0.80%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                          | Guardant Health, Inc.                             | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Short            | EC               | CORP              | US        |     -1278 | NS      | $-130534.92   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                          | Guardant Health, Inc.                             | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    213000 | PA      | $233501.25    | 0.07%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                             | Haemonetics Corp.                                 | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |    -11524 | NS      | $-923648.60   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                             | Haemonetics Corp.                                 | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1723187.50   | 0.49%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                             | Haemonetics Corp.                                 | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2695927.10   | 0.77%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co.                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |   -140465 | NS      | $-3373969.30  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                             | Hewlett Packard Enterprise Co.                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     61895 | NS      | $4094354.25   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hims & Hers Health Inc                       | Hims & Hers Health, Inc.                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |     -9489 | NS      | $-308107.83   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| HIMS & HERS HEALTH                           | Hims & Hers Health, Inc.                          | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $913648.50    | 0.26%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| indie Semiconductor Inc                      | indie Semiconductor, Inc.                         | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |    -52006 | NS      | $-183581.18   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                      | indie Semiconductor, Inc.                         | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1195660.80   | 0.34%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                        | Integer Holdings Corp.                            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |     -5722 | NS      | $-448776.46   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                        | Integer Holdings Corp.                            | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3276650.00   | 0.94%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                    | Ionis Pharmaceuticals, Inc.                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |    -23420 | NS      | $-1852756.20  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                     | Ionis Pharmaceuticals, Inc.                       | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $2282387.10   | 0.66%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                     | Ionis Pharmaceuticals, Inc.                       | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    248000 | PA      | $264120.00    | 0.08%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                     | IREN Ltd.                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    714000 | PA      | $528717.00    | 0.15%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                     | IREN Ltd.                                         | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    571000 | PA      | $529602.50    | 0.15%             | 2032-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                     | IREN Ltd.                                         | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    714000 | PA      | $665805.00    | 0.19%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAMF HOLDING CORP                            | Jamf Holding Corp.                                | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334220.00    | 0.10%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                       | Jazz Investments I Ltd.                           | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3525000 | PA      | $4691775.00   | 1.35%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                               | Ziff Davis, Inc.                                  | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |      -529 | NS      | $-18594.35    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                               | Ziff Davis, Inc.                                  | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    959000 | PA      | $935025.00    | 0.27%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                               | Ziff Davis, Inc.                                  | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $996540.00    | 0.29%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                 | KKR & Co., Inc.                                   | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |    -18382 | NS      | $-2343337.36  | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                 | KKR & Co., Inc.                                   | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     53233 | NS      | $2751081.44   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| LeMaitre Vascular Inc                        | LeMaitre Vascular, Inc.                           | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |    -11028 | NS      | $-894370.80   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                        | LeMaitre Vascular, Inc.                           | CUSIP: 525558AB8<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2483775.00   | 0.71%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                       | Liberty Broadband Corp.                           | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3595015.00   | 1.03%             | 2053-03-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS                           | Sirius XM Holdings, Inc.                          | CUSIP: 531229AP7<br>LEI: 54930055RWDMVXAGZK98 | Long             | DBT              | CORP              | US        |   3946000 | PA      | $3961784.00   | 1.14%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                | Live Nation Entertainment, Inc.                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |    -23956 | NS      | $-3413730.00  | -0.98%            |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                     | Live Nation Entertainment, Inc.                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3026000 | PA      | $4396778.00   | 1.26%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                     | Live Nation Entertainment, Inc.                   | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    529000 | PA      | $519742.50    | 0.15%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                            | MFA Financial, Inc.                               | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               |  | US        |     69344 | NS      | $1582430.08   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                      | MKS, Inc.                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |    -10905 | NS      | $-1742619.00  | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                      | MKS, Inc.                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2906864.50   | 0.83%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sphere Entertainment Co                      | Sphere Entertainment Co.                          | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |    -75673 | NS      | $-7194988.84  | -2.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                      | Sphere Entertainment Co.                          | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $7830249.53   | 2.25%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                     | Marriott Vacations Worldwide Corp.                | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   3662000 | PA      | $3478900.00   | 1.00%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Strategy Inc                                 | Strategy, Inc.                                    | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |     -1466 | NS      | $-222758.70   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                                 | Strategy, Inc.                                    | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2062053.40   | 0.59%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc                    | Mirum Pharmaceuticals, Inc.                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |    -42777 | NS      | $-3378955.23  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS                        | Mirum Pharmaceuticals, Inc.                       | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $3735405.60   | 1.07%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITEK SYSTEMS INC                            | Mitek Systems, Inc.                               | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1817851.50   | 0.52%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp                               | NCR Voyix Corp.                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |    -71134 | NS      | $-725566.80   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                               | NCR Voyix Corp.                                   | CUSIP: 62886E207<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EP               | CORP              | US        |      2476 | NS      | $2544090.00   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                          | NCL Corp. Ltd.                                    | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $337540.00    | 0.10%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                              | Nebius Group NV                                   | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   1790000 | PA      | $1753305.00   | 0.50%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                           | Rithm Capital Corp.                               | CUSIP: 64828T409<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               |  | US        |     17847 | NS      | $456169.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                           | Rithm Capital Corp.                               | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               |  | US        |     64479 | NS      | $1603592.73   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMAS TRUST INC                             | Adamas Trust, Inc.                                | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               |  | US        |     26097 | NS      | $587182.50    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ADAMAS TRUST INC                             | Adamas Trust, Inc.                                | CUSIP: 649604873<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               |  | US        |      1078 | NS      | $26605.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL ADVANCED                      | Lyondellbasell Advanced Polymers, Inc.            | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |      1026 | NS      | $902880.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| OSI Systems Inc                              | OSI Systems, Inc.                                 | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |    -10068 | NS      | $-2567944.08  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                              | OSI Systems, Inc.                                 | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $2964517.00   | 0.85%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                              | OSI Systems, Inc.                                 | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    708000 | PA      | $696105.60    | 0.20%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ODDITY FINANCE LLC                           | Oddity Finance LLC                                | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215312.50    | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Omnicell Inc                                 | Omnicell, Inc.                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |    -36875 | NS      | $-1670437.50  | -0.48%            |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                 | Omnicell, Inc.                                    | CUSIP: 68213NAF6<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3516960.00   | 1.01%             | 2029-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp.                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -11756 | NS      | $-636587.40   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                        | ON Semiconductor Corp.                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2875840.00   | 0.83%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Oscar Health Inc                             | Oscar Health, Inc.                                | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |    -18474 | NS      | $-265471.38   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                             | Oscar Health, Inc.                                | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |    701000 | PA      | $683755.40    | 0.20%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                    | PG&E Corp.                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |    -37960 | NS      | $-610017.20   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                    | PG&E Corp.                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   4097000 | PA      | $4210077.20   | 1.21%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                       | Pacira BioSciences, Inc.                          | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -17912 | NS      | $-463562.56   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                       | Pacira BioSciences, Inc.                          | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1337165.63   | 0.38%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                      | Pagaya Technologies Ltd.                          | CUSIP: 69549FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   1979000 | PA      | $3603561.10   | 1.03%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Parsons Corp                                 | Parsons Corp.                                     | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |     -5920 | NS      | $-365856.00   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                                 | Parsons Corp.                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1422752.00   | 0.41%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Peabody Energy Corp                          | Peabody Energy Corp.                              | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Short            | EC               | CORP              | US        |    -65346 | NS      | $-1940776.20  | -0.56%            |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP                          | Peabody Energy Corp.                              | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $2489410.00   | 0.71%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                      | Pebblebrook Hotel Trust                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               |  | US        |    -68616 | NS      | $-776733.12   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                      | Pebblebrook Hotel Trust                           | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |   1606000 | PA      | $1549790.00   | 0.44%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                      | Pebblebrook Hotel Trust                           | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |   1753000 | PA      | $1701286.50   | 0.49%             | 2030-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                      | Peloton Interactive, Inc.                         | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    690000 | PA      | $679650.00    | 0.20%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                | PennyMac Corp.                                    | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              |  | US        |   3766000 | PA      | $3752819.00   | 1.08%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                | PennyMac Corp.                                    | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              |  | US        |   1025000 | PA      | $1084450.00   | 0.31%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Planet Labs PBC                              | Planet Labs PBC                                   | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Short            | EC               | CORP              | US        |    -49368 | NS      | $-973536.96   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| PLANET LABS PBC                              | Planet Labs PBC                                   | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |    699000 | PA      | $1301013.75   | 0.37%             | 2030-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Plug Power Inc                               | Plug Power, Inc.                                  | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |   -166430 | NS      | $-327867.10   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                               | Plug Power, Inc.                                  | CUSIP: 72919PAG8<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |    708000 | PA      | $705168.00    | 0.20%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp                       | Progress Software Corp.                           | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |    -21982 | NS      | $-944346.72   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                       | Progress Software Corp.                           | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   3626000 | PA      | $3664073.00   | 1.05%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROS HOLDINGS INC                            | PROS Holdings, Inc.                               | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1626740.00   | 0.47%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc                                   | Rapid7, Inc.                                      | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |     -3998 | NS      | $-60769.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                   | Rapid7, Inc.                                      | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2113233.10   | 0.61%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                            | Redwood Trust, Inc.                               | CUSIP: 758075808<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               |  | US        |      7315 | NS      | $179217.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                            | Redwood Trust, Inc.                               | CUSIP: 758075AF2<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              |  | US        |   5768000 | PA      | $5739160.00   | 1.65%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                          | Shift4 Payments, Inc.                             | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -29493 | NS      | $-1857174.21  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                          | Shift4 Payments, Inc.                             | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     33600 | NS      | $2681952.00   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings, Inc.                          | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Short            | EC               | CORP              | US        |    -40544 | NS      | $-810677.28   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                     | Snap, Inc.                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |    -59238 | NS      | $-478050.66   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                     | Snap, Inc.                                        | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2803480.00   | 0.80%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SolarEdge Technologies Inc                   | SolarEdge Technologies, Inc.                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |    -20700 | NS      | $-597195.00   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                      | SolarEdge Technologies, Inc.                      | CUSIP: 83417MAE4<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1207440.00   | 0.35%             | 2029-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                              | Southern Co.                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |     -3105 | NS      | $-270756.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                  | Southern Co.                                      | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     10939 | NS      | $547496.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                          | Spectrum Brands, Inc.                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   3079000 | PA      | $2908115.50   | 0.84%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands Holdings Inc                 | Spectrum Brands Holdings, Inc.                    | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |     -5688 | NS      | $-336047.04   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                    | Block, Inc.                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |      -276 | NS      | $-17964.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                    | Block, Inc.                                       | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1591989.00   | 0.46%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties Inc                  | Summit Hotel Properties, Inc.                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Short            | EC               |  | US        |     -2813 | NS      | $-13699.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                      | Summit Hotel Properties, Inc.                     | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              |  | US        |   5002000 | PA      | $4961984.00   | 1.42%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc                                   | Sunrun, Inc.                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |    -72123 | NS      | $-1327063.20  | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                   | Sunrun, Inc.                                      | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1957636.50   | 0.56%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc                     | Super Micro Computer, Inc.                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |    -24502 | NS      | $-717173.54   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                     | Super Micro Computer, Inc.                        | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $1738266.00   | 0.50%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELADOC HEALTH INC                           | Teladoc Health, Inc.                              | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1463000.00   | 0.42%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tempus AI Inc                                | Tempus AI, Inc.                                   | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |     -6261 | NS      | $-369712.05   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUS AI INC                                | Tempus AI, Inc.                                   | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |    756000 | PA      | $805518.00    | 0.23%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Terawulf Inc                                 | Terawulf, Inc.                                    | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |   -214875 | NS      | $-2468913.75  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                 | Terawulf, Inc.                                    | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   2148000 | PA      | $3506180.40   | 1.01%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TWO HARBORS INV CORP                         | Two Harbors Investment Corp.                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              |  | US        |   4610000 | PA      | $4586950.00   | 1.32%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                           | Unity Software, Inc.                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |    -30845 | NS      | $-1362423.65  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                           | Unity Software, Inc.                              | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $2005660.00   | 0.58%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Beacon U.S. Government Money Market | American Beacon U.S. Government Money Market Fund | CUSIP: 02368W200<br>LEI: 549300EXCES9V5RWB620 | Long             | STIV             | RF                | US        |  30063433 | NS      | $30063432.65  | 8.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX LTD                                      | Wix.com Ltd.                                      | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |    873000 | PA      | $771295.50    | 0.22%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                                  | Wayfair, Inc.                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |    -38718 | NS      | $-3887674.38  | -1.12%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                  | Wayfair, Inc.                                     | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $4364169.50   | 1.25%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp.                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |    -71121 | NS      | $-12252014.67 | -3.52%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP                         | Western Digital Corp.                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $12692542.20  | 3.64%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WisdomTree Inc                               | WisdomTree, Inc.                                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |    -74224 | NS      | $-904790.56   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                               | WisdomTree, Inc.                                  | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2840212.50   | 0.82%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| National Financial Services Corporation      | Option                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -75 | NC      | $-150.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Financial Services Corporation      | Option                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        -7 | NC      | $-84.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                          | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |    -16420 | NS      | $-2791400.00  | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd           | Norwegian Cruise Line Holdings Ltd.               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |     -6117 | NS      | $-136531.44   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd        | Check Point Software Technologies Ltd.            | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Short            | EC               | CORP              | IL        |     -2300 | NS      | $-426788.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Tech Ltd                              | Oddity Tech Ltd.                                  | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |     -1316 | NS      | $-52876.88    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                      | Pagaya Technologies Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |   -124017 | NS      | $-2591955.30  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd                                  | Wix.com Ltd.                                      | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |     -2086 | NS      | $-216714.54   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group NV                              | Nebius Group NV                                   | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |     -8807 | NS      | $-737189.94   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd                                     | IREN Ltd.                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |    -26345 | NS      | $-995050.65   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-21

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Melinda Heika

**Name of Signer:** Melinda Heika

**Title:** Treasurer