# EDGAR Filing Document

**Accession Number:** 0000809593
**File Stem:** 0001752724-25-189562
**Filing Date:** 2025-8
**Character Count:** 81328
**Document Hash:** ed82a6d9e29cc2117fe8e46f5c36fb70
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-189562.hdr.sgml**: 20250815

**ACCESSION NUMBER**: 0001752724-25-189562

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250815

**DATE AS OF CHANGE**: 20250815

**PERIOD START**: 20250630

**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:** 251223229

**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:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $391589177.67

**Total Liabilities:** $94060251.45

**Net Assets:** $297528926.22

**Cash Not Reported:** $89649213.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 251.13000000 | **1-Year:** -1655.16000000 | **5-Year:** -352.27000000 | **10-Year:** -25.62000000 | **30-Year:** -0.53000000

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

- **3-Month:** -1219.29000000 | **1-Year:** -16868.15000000 | **5-Year:** -24496.97000000 | **10-Year:** -1839.11000000 | **30-Year:** -1604.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000207659 | 0.22%                | 0.63%                | 0.70%                |
| Class ID C000207658 | 0.22%                | 0.63%                | 0.70%                |
| Class ID C000207660 | 0.30%                | 0.51%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-434663.81              | $358547.05                                 |
| Month 2  | $590914.82               | $-87033.73                                 |
| Month 3  | $177922.18               | $1008118.69                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PROS HOLDINGS INC                            | PROS Holdings, Inc.                               | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1528940.00   | 0.51%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| indie Semiconductor Inc                      | indie Semiconductor, Inc.                         | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |    -53835 | NS      | $-191652.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                 | Omnicell, Inc.                                    | CUSIP: 68213NAE9<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $2924544.00   | 0.98%             | 2029-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                     | Super Micro Computer, Inc.                        | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2307378.00   | 0.78%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                            | Redwood Trust, Inc.                               | CUSIP: 758075AF2<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              |  | US        |   5468000 | PA      | $5402312.26   | 1.82%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                   | Rubrik, Inc.                                      | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |    171000 | PA      | $179015.63    | 0.06%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exact Sciences Corp                          | Exact Sciences Corp.                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |    -24200 | NS      | $-1285988.00  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC CORP                                | PennyMac Corp.                                    | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              |  | US        |   3766000 | PA      | $3722691.00   | 1.25%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                          | Shift4 Payments, Inc.                             | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -27627 | NS      | $-2738111.97  | -0.92%            |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                  | Applied Optoelectronics, Inc.                     | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |    -23446 | NS      | $-602327.74   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                      | MKS, Inc.                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2245954.50   | 0.75%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                             | Hewlett Packard Enterprise Co.                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     61895 | NS      | $3652423.95   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Oddity Tech Ltd                              | Oddity Tech Ltd.                                  | CUSIP: 000000000<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |     -1667 | NS      | $-125808.49   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES INC                        | Mesa Laboratories, Inc.                           | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |    970000 | PA      | $959810.61    | 0.32%             | 2025-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                               | Ziff Davis, Inc.                                  | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $951150.00    | 0.32%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FUBOTV INC                                   | fuboTV, Inc.                                      | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1229130.00   | 0.41%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                            | Equinox Gold Corp.                                | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |   -276750 | NS      | $-1591312.50  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                       | Alarm.com Holdings, Inc.                          | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |    -11718 | NS      | $-662887.26   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                      | Pagaya Technologies Ltd.                          | CUSIP: 69549FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   1979000 | PA      | $3503819.50   | 1.18%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CyberArk Software Ltd                        | CyberArk Software Ltd.                            | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Short            | EC               | CORP              | IL        |      -686 | NS      | $-279119.68   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST INC                       | Arbor Realty Trust, Inc.                          | CUSIP: 038923BA5<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              |  | US        |   4117000 | PA      | $4077888.50   | 1.37%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                              | Sandisk Corp.                                     | CUSIP: 80004C200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -6 | NS      | $-272.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                     | Jazz Pharmaceuticals PLC                          | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |    -14483 | NS      | $-1536935.96  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                           | Teladoc Health, Inc.                              | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1416497.17   | 0.48%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONMED Corp                                  | CONMED Corp.                                      | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |     -1352 | NS      | $-70412.16    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                       | Array Technologies, Inc.                          | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $810947.98    | 0.27%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc                | CSG Systems International, Inc.                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |    -21473 | NS      | $-1402401.63  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                    | PG&E Corp.                                        | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   4097000 | PA      | $4065453.10   | 1.37%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                         | ARES Management Corp.                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |    -19708 | NS      | $-3413425.60  | -1.15%            |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                         | AGNC Investment Corp.                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |     64916 | NS      | $1630040.76   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                       | Sirius XM Holdings, Inc.                          | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -50957 | NS      | $-1170482.29  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                 | Spectrum Brands Holdings, Inc.                    | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |     -6503 | NS      | $-344659.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                       | Option                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -75 | NC      | $-54375.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                        | ON Semiconductor Corp.                            | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |    -11098 | NS      | $-581646.18   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp.                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |    -13502 | NS      | $-1593236.00  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                               | DraftKings, Inc.                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |     -7961 | NS      | $-341447.29   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                          | Ascendis Pharma AS                                | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |     -9474 | NS      | $-1635212.40  | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                            | Jamf Holding Corp.                                | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1364156.35   | 0.46%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                           | Enphase Energy, Inc.                              | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1740951.77   | 0.59%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LeMaitre Vascular Inc                        | LeMaitre Vascular, Inc.                           | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |    -12113 | NS      | $-1005984.65  | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                | GameStop Corp.                                    | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |    -39788 | NS      | $-970429.32   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                 | Apollo Global Management, Inc.                    | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |    -19815 | NS      | $-2811154.05  | -0.94%            |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                  | Enovis Corp.                                      | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |   4284000 | PA      | $4217598.00   | 1.42%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp                          | Fortuna Mining Corp.                              | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |   -189169 | NS      | $-1237165.26  | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                      | Pebblebrook Hotel Trust                           | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |   3661000 | PA      | $3459946.92   | 1.16%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Ltd                               | MakeMyTrip Ltd.                                   | CUSIP: 000000000<br>LEI: 529900DNT8HNJ7RYUO60 | Short            | EC               | CORP              | MU        |     -1578 | NS      | $-154675.56   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                        | Lumentum Holdings, Inc.                           | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1312704.00   | 0.44%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PELOTON INTERACTIVE INC                      | Peloton Interactive, Inc.                         | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |    690000 | PA      | $664987.50    | 0.22%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evolent Health Inc                           | Evolent Health, Inc.                              | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |    -16897 | NS      | $-190260.22   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                       | Hims & Hers Health, Inc.                          | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |    -11031 | NS      | $-549895.35   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                    | PG&E Corp.                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |    -45420 | NS      | $-633154.80   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                          | Century Aluminum Co.                              | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |    -34935 | NS      | $-629528.70   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                      | Summit Hotel Properties, Inc.                     | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              |  | US        |   3578000 | PA      | $3452770.00   | 1.16%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                     | Snap, Inc.                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |    -63751 | NS      | $-553996.19   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| QIFU TECHNOLOGY                              | Qifu Technology, Inc.                             | CUSIP: 88557WAA9<br>LEI: 836800R59NKEPDR6I240 | Long             | DBT              | CORP              | KY        |    828000 | PA      | $812268.00    | 0.27%             | 2030-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                               | Tetra Tech, Inc.                                  | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |    -38960 | NS      | $-1401001.60  | -0.47%            |  |  |  | No            |                  1 | On Loan: No      |
| VERADIGM INC                                 | Veradigm, Inc.                                    | CUSIP: 01988PAF5<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | DBT              | CORP              | US        |    451000 | PA      | $488292.45    | 0.16%             | 2027-01-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Progress Software Corp                       | Progress Software Corp.                           | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |    -26905 | NS      | $-1717615.20  | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HLDGS INC                          | Alarm.com Holdings, Inc.                          | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2303745.48   | 0.77%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                         | Western Digital Corp.                             | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2973000 | PA      | $5336535.00   | 1.79%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                          | Exact Sciences Corp.                              | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    720000 | PA      | $685080.00    | 0.23%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BENTLEY SYSTEMS                              | Bentley Systems, Inc.                             | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2564960.00   | 0.86%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vishay Intertechnology Inc                   | Vishay Intertechnology, Inc.                      | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |    -35461 | NS      | $-563120.68   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| MARA HOLDINGS INC                            | MARA Holdings, Inc.                               | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2147117.50   | 0.72%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                               | Albemarle Corp.                                   | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    108383 | NS      | $3486681.11   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                         | AGNC Investment Corp.                             | CUSIP: 00123Q807<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |      3313 | NS      | $84150.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS INC                               | Ziff Davis, Inc.                                  | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    959000 | PA      | $909851.25    | 0.31%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERINT SYSTEMS INC                           | Verint Systems, Inc.                              | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1642310.50   | 0.55%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES                      | SolarEdge Technologies, Inc.                      | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3312550.00   | 1.11%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                         | Western Digital Corp.                             | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |    -65148 | NS      | $-4168820.52  | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7 INC                                   | Rapid7, Inc.                                      | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2052951.25   | 0.69%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                    | Block, Inc.                                       | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1536885.00   | 0.52%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                               | Ziff Davis, Inc.                                  | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |      -529 | NS      | $-16012.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                             | Haemonetics Corp.                                 | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1681514.74   | 0.57%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                     | Live Nation Entertainment, Inc.                   | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3026000 | PA      | $4647936.00   | 1.56%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                     | Marriott Vacations Worldwide Corp.                | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2571422.00   | 0.86%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                         | Chart Industries, Inc.                            | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |    -11884 | NS      | $-1956700.60  | -0.66%            |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                   | Airbnb, Inc.                                      | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    791000 | PA      | $762521.33    | 0.26%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                | Carnival Corp.                                    | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    664000 | PA      | $1460468.00   | 0.49%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp                        | Integer Holdings Corp.                            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |     -9368 | NS      | $-1151982.96  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                       | Jazz Investments I Ltd.                           | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3759000 | PA      | $3984540.00   | 1.34%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT CO                      | Sphere Entertainment Co.                          | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $4006888.50   | 1.35%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Inc                   | Charter Communications, Inc.                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |     -1061 | NS      | $-433747.41   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| LYONDELLBASELL ADVANCED                      | Lyondellbasell Advanced Polymers, Inc.            | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |      1026 | NS      | $894672.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Qifu Technology Inc                          | Qifu Technology, Inc.                             | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Short            | EC               | CORP              | KY        |     -8028 | NS      | $-348094.08   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc                                   | Rubrik, Inc.                                      | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |      -684 | NS      | $-61279.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                       | XPLR Infrastructure LP                            | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   2716000 | PA      | $2641310.49   | 0.89%             | 2025-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC                         | Upstart Holdings, Inc.                            | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1594215.00   | 0.54%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                   | Dexcom, Inc.                                      | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1314138.00   | 0.44%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQUINOX GOLD CORP                            | Equinox Gold Corp.                                | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | CA        |   2440000 | PA      | $2928000.00   | 0.98%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROS Holdings Inc                            | PROS Holdings, Inc.                               | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Short            | EC               | CORP              | US        |     -4313 | NS      | $-67541.58    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                  | CONMED Corp.                                      | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   3716000 | PA      | $3520789.34   | 1.18%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                               | Cloudflare, Inc.                                  | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |    103000 | PA      | $111137.00    | 0.04%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Array Technologies Inc                       | Array Technologies, Inc.                          | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |    -18206 | NS      | $-107415.40   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| IREN LTD                                     | IREN Ltd.                                         | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    446000 | PA      | $576678.00    | 0.19%             | 2029-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY (THE)                     | Cheesecake Factory, Inc.                          | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |   3587000 | PA      | $3887411.25   | 1.31%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MicroStrategy Inc                            | MicroStrategy, Inc.                               | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |     -2341 | NS      | $-946302.43   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                         | ARES Management Corp.                             | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     79408 | NS      | $4317412.96   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                     | Apollo Global Management, Inc.                    | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     43587 | NS      | $3276747.53   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                            | Bill Holdings, Inc.                               | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1287112.50   | 0.43%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                         | Bridgebio Pharma, Inc.                            | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   3754000 | PA      | $3494974.00   | 1.17%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                           | Rithm Capital Corp.                               | CUSIP: 64828T409<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               |  | US        |     17847 | NS      | $449744.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ODDITY FINANCE LLC                           | Oddity Finance LLC                                | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270828.51    | 0.09%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enovis Corp                                  | Enovis Corp.                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |    -24710 | NS      | $-774905.60   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                               | WisdomTree, Inc.                                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |   -179054 | NS      | $-2060911.54  | -0.69%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                    | Five9, Inc.                                       | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2176135.50   | 0.73%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Inc                          | Bentley Systems, Inc.                             | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |     -6386 | NS      | $-344652.42   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                        | Lumentum Holdings, Inc.                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |     -4573 | NS      | $-434709.38   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS                           | Sirius XM Holdings, Inc.                          | CUSIP: 531229AP7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   3946000 | PA      | $4099894.00   | 1.38%             | 2028-03-15      | 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        |     -9568 | NS      | $-1882695.36  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                              | LendingTree, Inc.                                 | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |   4324000 | PA      | $4269950.00   | 1.44%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                            | Redwood Trust, Inc.                               | CUSIP: 758075808<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               |  | US        |      7315 | NS      | $183387.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc                    | Mirum Pharmaceuticals, Inc.                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |    -58371 | NS      | $-2970500.19  | -1.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                        | LeMaitre Vascular, Inc.                           | CUSIP: 525558AA0<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2476305.00   | 0.83%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                         | Chart Industries, Inc.                            | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |     38332 | NS      | $2324835.80   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS Inc                                      | MKS, Inc.                                         | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |     -8089 | NS      | $-803723.04   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                   | EZCORP, Inc.                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1482071.25   | 0.50%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                               | Albemarle Corp.                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |    -41912 | NS      | $-2626625.04  | -0.88%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                      | New York Mortgage Trust, Inc.                     | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               |  | US        |     26097 | NS      | $556909.98    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                        | Integer Holdings Corp.                            | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |   2376000 | PA      | $2468664.00   | 0.83%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                              | OSI Systems, Inc.                                 | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $2711643.50   | 0.91%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Five9 Inc                                    | Five9, Inc.                                       | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |     -9086 | NS      | $-240597.28   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC                                   | Upwork, Inc.                                      | CUSIP: 91688FAB0<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | DBT              | CORP              | US        |    326000 | PA      | $306758.35    | 0.10%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HIMS & HERS HEALTH                           | Hims & Hers Health, Inc.                          | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1111898.00   | 0.37%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                | Carnival Corp.                                    | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |    -43569 | NS      | $-1225160.28  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                   | Cheesecake Factory, Inc.                          | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |    -28999 | NS      | $-1817077.34  | -0.61%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                               | NCR Voyix Corp.                                   | CUSIP: 62886E207<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EP               | CORP              | US        |       767 | NS      | $799060.60    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENBRIER COS INC                           | Greenbrier Cos., Inc.                             | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |   2592000 | PA      | $2750889.60   | 0.92%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                       | Pacira BioSciences, Inc.                          | CUSIP: 695127AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1301285.00   | 0.44%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                      | Pebblebrook Hotel Trust                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               |  | US        |     -6041 | NS      | $-60349.59    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                        | ON Semiconductor Corp.                            | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2809568.00   | 0.94%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                | Hewlett Packard Enterprise Co.                    | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |   -140465 | NS      | $-2872509.25  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc             | BrightSpring Health Services, Inc.                | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |   -176688 | NS      | $-4168069.92  | -1.40%            |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                       | Array Technologies, Inc.                          | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168741.91    | 0.06%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp            | Marriott Vacations Worldwide Corp.                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |     -1051 | NS      | $-75997.81    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                     | Super Micro Computer, Inc.                        | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |    -23646 | NS      | $-1158890.46  | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                 | Parsons Corp.                                     | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |    -13049 | NS      | $-936526.73   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| MIRUM PHARMACEUTICALS                        | Mirum Pharmaceuticals, Inc.                       | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |   2191000 | PA      | $3882452.00   | 1.30%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                   | Dexcom, Inc.                                      | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |     -2437 | NS      | $-212725.73   | -0.07%            |  |  |  | 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      | $3500666.10   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corp                               | NCR Voyix Corp.                                   | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |    -23228 | NS      | $-272464.44   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                  | Wayfair, Inc.                                     | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $3192123.18   | 1.07%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY                       | Vishay Intertechnology, Inc.                      | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2433505.00   | 0.82%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                 | Parsons Corp.                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2820139.00   | 0.95%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Block Inc                                    | Block, Inc.                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |      -302 | NS      | $-20514.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP                       | Liberty Broadband Corp.                           | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $3015796.11   | 1.01%             | 2053-03-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                            | MicroStrategy, Inc.                               | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2376676.50   | 0.80%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                       | CenterPoint Energy, Inc.                          | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $3287116.00   | 1.10%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                       | CenterPoint Energy, Inc.                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |    -44030 | NS      | $-1617662.20  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                               | Tetra Tech, Inc.                                  | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $3114000.00   | 1.05%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Greenbrier Cos Inc/The                       | Greenbrier Cos., Inc.                             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |    -24100 | NS      | $-1109805.00  | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                             | Haemonetics Corp.                                 | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2632457.05   | 0.88%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc                                   | EZCORP, Inc.                                      | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |    -70508 | NS      | $-978651.04   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                       | Blackstone Mortgage Trust, Inc.                   | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |   2991000 | PA      | $2904261.00   | 0.98%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENNYMAC CORP                                | PennyMac Corp.                                    | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              |  | US        |   1025000 | PA      | $1035250.00   | 0.35%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                       | Capital Southwest Corp.                           | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1607409.38   | 0.54%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EVOLENT HEALTH INC                           | Evolent Health, Inc.                              | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2596879.53   | 0.87%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Omnicell Inc                                 | Omnicell, Inc.                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |    -27012 | NS      | $-794152.80   | -0.27%            |  |  |  | No            |                  1 | 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        |  16672588 | NS      | $16672587.83  | 5.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                          | NCL Corp. Ltd.                                    | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2772000 | PA      | $2767842.00   | 0.93%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                              | Rivian Automotive, Inc.                           | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $919809.00    | 0.31%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                          | Centrus Energy Corp.                              | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $3145089.50   | 1.06%             | 2030-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                               | WisdomTree, Inc.                                  | CUSIP: 97717PAF1<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $3253687.50   | 1.09%             | 2028-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pacira BioSciences Inc                       | Pacira BioSciences, Inc.                          | CUSIP: 695127100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -18922 | NS      | $-452235.80   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                   | Rapid7, Inc.                                      | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |     -9793 | NS      | $-226512.09   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INV CORP                         | Two Harbors Investment Corp.                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              |  | US        |   4310000 | PA      | $4228110.00   | 1.42%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IREN Ltd                                     | IREN Ltd.                                         | CUSIP: 000000000<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |    -17154 | NS      | $-249933.78   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                 | Collegium Pharmaceutical, Inc.                    | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |    -45154 | NS      | $-1335203.78  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                                     | Snap, Inc.                                        | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2726320.00   | 0.92%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                          | Fortuna Mining Corp.                              | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |   1670000 | PA      | $2108542.00   | 0.71%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLLEGIUM PHARMA INC                         | Collegium Pharmaceutical, Inc.                    | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |   2639000 | PA      | $2827688.50   | 0.95%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sphere Entertainment Co                      | Sphere Entertainment Co.                          | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |    -59326 | NS      | $-2479826.80  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD                        | CyberArk Software Ltd.                            | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |    617000 | PA      | $633967.50    | 0.21%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                             | Haemonetics Corp.                                 | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |    -10285 | NS      | $-767363.85   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                     | Century Aluminum Co.                              | CUSIP: 156431AQ1<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1351153.73   | 0.45%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONA                     | CSG Systems International, Inc.                   | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2966074.50   | 1.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd           | Norwegian Cruise Line Holdings Ltd.               | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |    -19506 | NS      | $-395581.68   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                      | Pagaya Technologies Ltd.                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |   -115581 | NS      | $-2464186.92  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR INC                      | indie Semiconductor, Inc.                         | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1027230.00   | 0.35%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                          | AST SpaceMobile, Inc.                             | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $3579660.97   | 1.20%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFA FINANCIAL INC                            | MFA Financial, Inc.                               | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               |  | US        |     69344 | NS      | $1630970.88   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                  | Wayfair, Inc.                                     | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |    -35073 | NS      | $-1793633.22  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                          | Affirm Holdings, Inc.                             | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1305481.00   | 0.44%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                             | Duke Energy Corp.                                 | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3358000 | PA      | $3552764.00   | 1.19%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                          | Exact Sciences Corp.                              | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   3079000 | PA      | $3109790.00   | 1.05%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES GROUP                      | American Airlines Group, Inc.                     | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2690305.36   | 0.90%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                         | Bridgebio Pharma, Inc.                            | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |    -13454 | NS      | $-580943.72   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                          | Centrus Energy Corp.                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |    -13511 | NS      | $-2474944.98  | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                           | Rithm Capital Corp.                               | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               |  | US        |     64479 | NS      | $1579735.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                               | Cloudflare, Inc.                                  | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Short            | EC               | CORP              | US        |      -275 | NS      | $-53853.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV                     | BrightSpring Health Services, Inc.                | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     56294 | NS      | $4639188.54   | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                 | Dayforce, Inc.                                    | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2674360.00   | 0.90%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ASCENDIS PHARMA A/S                          | Ascendis Pharma AS                                | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |   2493000 | PA      | $3116813.27   | 1.05%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals Inc                    | Ionis Pharmaceuticals, Inc.                       | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |    -12926 | NS      | $-510706.26   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                      | New York Mortgage Trust, Inc.                     | CUSIP: 649604873<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               |  | US        |      1078 | NS      | $26464.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                | Live Nation Entertainment, Inc.                   | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |    -22079 | NS      | $-3340111.12  | -1.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                        | Rivian Automotive, Inc.                           | CUSIP: 76954A103<br>LEI: 25490004LNKJ84MFYY24 | Short            | EC               | CORP              | US        |    -35226 | NS      | $-484005.24   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                            | Bill Holdings, Inc.                               | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |     -5168 | NS      | $-239071.68   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                | GameStop Corp.                                    | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1836765.00   | 0.62%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA Holdings Inc                            | MARA Holdings, Inc.                               | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |    -58107 | NS      | $-911117.76   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS INC                          | Spectrum Brands, Inc.                             | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   3079000 | PA      | $2791113.50   | 0.94%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OSI Systems Inc                              | OSI Systems, Inc.                                 | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |     -8002 | NS      | $-1799329.72  | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                       | Progress Software Corp.                           | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $3326094.00   | 1.12%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc                          | AST SpaceMobile, Inc.                             | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |    -56709 | NS      | $-2650011.57  | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                          | Shift4 Payments, Inc.                             | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     33600 | NS      | $3883152.00   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                           | MakeMyTrip Ltd.                                   | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |    343000 | PA      | $365550.78    | 0.12%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                     | Ionis Pharmaceuticals, Inc.                       | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1437000 | PA      | $1507951.88   | 0.51%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                      | DraftKings Holdings, Inc.                         | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $2872239.50   | 0.97%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLIED OPTOELECTRONICS                      | Applied Optoelectronics, Inc.                     | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1503198.52   | 0.51%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties Inc                  | Summit Hotel Properties, Inc.                     | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Short            | EC               |  | US        |     -3453 | NS      | $-17575.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

**Name of Applicant:** AMERICAN BEACON FUNDS

**Signature:** Sonia Bates

**Name of Signer:** Sonia Bates

**Title:** Treasurer