0001752724-19-166445.txt : 20191118
0001752724-19-166445.hdr.sgml : 20191118
20191118151749
ACCESSION NUMBER: 0001752724-19-166445
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191118
PERIOD START: 20190930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HARRIS ASSOCIATES INVESTMENT TRUST
CENTRAL INDEX KEY: 0000872323
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06279
FILM NUMBER: 191227453
BUSINESS ADDRESS:
STREET 1: HARRIS ASSOCIATES LP
STREET 2: 111 S. WACKER DRIVE, SUITE 4600
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 8004769625
MAIL ADDRESS:
STREET 1: HARRIS ASSOCIATES LP
STREET 2: 111 S. WACKER DRIVE, SUITE 4600
CITY: CHICAGO
STATE: IL
ZIP: 60606
0000872323
S000002760
Oakmark Equity and Income Fund
C000007558
Investor Class
OAKBX
C000007559
Service Class
OARBX
C000174799
Advisor Class
OAYBX
C000174800
Institutional Class
OANBX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872323
XXXXXXXX
S000002760
C000007558
C000007559
C000174800
C000174799
HARRIS ASSOCIATES INVESTMENT TRUST
811-06279
0000872323
54930037R1JTV3ZYFY28
HARRIS ASSOCIATES LP
111 S. WACKER DRIVE, SUITE 4600
CHICAGO
60606
312-646-3600
Oakmark Equity and Income Fund
S000002760
549300BVN2C0BQ0OBX87
2019-09-30
2019-09-30
N
11935537335.70
5279363.92
11930257971.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.66000000
USD
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRW2
19910000.00000000
PA
USD
20225676.83000000
0.169532602545
Long
DBT
CORP
US
N
2
2023-10-24
Floating
3.51000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AL8
500000.00000000
PA
USD
523750.00000000
0.004390097860
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAF7
6965000.00000000
PA
USD
7435137.50000000
0.062321682545
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.38000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BB1
6965000.00000000
PA
USD
7130089.17000000
0.059764752672
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
200000.00000000
PA
USD
221500.00000000
0.001856623725
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
5618000.00000000
NS
USD
523485240.00000000
4.387878629600
Long
EC
CORP
CH
N
1
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAY5
19910000.00000000
PA
USD
19909630.87000000
0.166883490005
Long
DBT
CORP
US
N
2
2020-01-10
Fixed
2.15000000
N
N
N
N
N
N
Express Scripts Holding Co
5493003UA6VMND084504
Express Scripts Holding Co
30219GAL2
4915000.00000000
PA
USD
4979757.83000000
0.041740571258
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
3.30000000
N
N
N
N
N
N
Symantec Corp
YF6ZV0M6AU4FY94MK914
Symantec Corp
871503AU2
1000000.00000000
PA
USD
1011017.69000000
0.008474399232
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246BQ6
4975000.00000000
PA
USD
5190219.20000000
0.043504668652
Long
DBT
CORP
US
N
2
2027-08-24
Fixed
3.80000000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
25243Q205
1319000.00000000
NS
USD
215682880.00000000
1.807864343840
Long
EC
CORP
GB
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAQ5
2985000.00000000
PA
USD
3110181.44000000
0.026069691429
Long
DBT
CORP
US
N
2
2023-03-19
Fixed
3.70000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
7955000.00000000
PA
USD
8170100.89000000
0.068482181268
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
CAMPBELL SOUP CO.
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO.
13443DX79
19750000.00000000
PA
USD
19740975.44000000
0.165469812024
Long
STIV
CORP
US
N
2
2019-10-07
None
0.00000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAP7
4975000.00000000
PA
USD
4975087.26000000
0.041701422314
Long
DBT
CORP
US
N
2
2021-03-19
Floating
2.91000000
N
N
N
N
N
N
Mead Johnson Nutrition Co
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
13955000.00000000
PA
USD
15269574.82000000
0.127990315516
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAK0
1970000.00000000
PA
USD
2200336.22000000
0.018443324739
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
Wolverine World Wide Inc
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AD5
12140000.00000000
PA
USD
12200700.00000000
0.102266858175
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.00000000
N
N
N
N
N
N
WESCO Distribution Inc
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAK0
5305000.00000000
PA
USD
5338156.25000000
0.044744684168
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
5.38000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCP4
9950000.00000000
PA
USD
10085468.95000000
0.084536889092
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
3.30000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
25995000.00000000
PA
USD
26488245.25000000
0.222025754285
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BK4
11204000.00000000
PA
USD
11415084.37000000
0.095681789924
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.30000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AR1
32695000.00000000
PA
USD
32940212.50000000
0.276106456188
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
4.75000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
0J0XRGZE3PBRFEZ7MV65
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
2985000.00000000
PA
USD
3206855.08000000
0.026880014561
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
189754AB0
12145000.00000000
PA
USD
12258295.36000000
0.102749625272
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.00000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MasterCard, Inc. Class A
57636Q104
1455400.00000000
NS
USD
395242978.00000000
3.312945779839
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVU5
2000000.00000000
PA
USD
2011600.40000000
0.016861331957
Long
DBT
CORP
US
N
2
2021-04-25
Fixed
2.63000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
4970000.00000000
PA
USD
5181225.00000000
0.043429278832
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.38000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAM7
28360000.00000000
PA
USD
31858801.84000000
0.267042019672
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAL9
20375000.00000000
PA
USD
20584862.50000000
0.172543314224
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.00000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAS9
5128000.00000000
PA
USD
5312435.65000000
0.044529092854
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.70000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167CY1
14915000.00000000
PA
USD
8911712.50000000
0.074698405693
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.50000000
N
N
N
N
N
Chesapeake Energy Corp
Chesapeake Energy Corp
USD
XXXX
N
N
N
Credit Suisse Group Funding Guernsey Ltd
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AT8
14750000.00000000
PA
USD
15404565.03000000
0.129121809993
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
664300.00000000
NS
USD
60590803.00000000
0.507875044641
Long
EC
CORP
US
N
1
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
889626.00000000
NS
USD
42497434.02000000
0.356215549743
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
2518510.00000000
NS
USD
110537403.90000000
0.926529871872
Long
EC
CORP
IE
N
1
N
N
N
GENERAL MILLS INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC.
3703E1X86
17000000.00000000
PA
USD
16991163.74000000
0.142420757205
Long
STIV
CORP
US
N
2
2019-10-08
None
0.00000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DA4
1990000.00000000
PA
USD
2041392.96000000
0.017111054637
Long
DBT
CORP
US
N
2
2021-08-16
Fixed
3.35000000
N
N
N
N
N
N
GMAC Capital Trust I
N/A
GMAC Capital Trust I
361860208
497500.00000000
NS
USD
13039475.00000000
0.109297510840
Long
EP
CORP
US
N
1
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
549300WV6GIDOZJTV909
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
4975000.00000000
PA
USD
4848619.18000000
0.040641360743
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAR7
2985000.00000000
PA
USD
3305887.50000000
0.027710109100
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.38000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAD6
17150000.00000000
PA
USD
18687312.62000000
0.156637959247
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
19880000.00000000
PA
USD
20216009.77000000
0.169451572780
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAA4
13430000.00000000
PA
USD
14197014.43000000
0.119000062392
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
2076666.00000000
NS
USD
115670296.20000000
0.969554023673
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAG6
3125000.00000000
PA
USD
3257812.50000000
0.027307142123
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
735539.00000000
NS
USD
159847335.48000000
1.339848106035
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAC0
9945000.00000000
PA
USD
10511086.11000000
0.088104432736
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
4.00000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AC7
1990000.00000000
PA
USD
2074575.00000000
0.017389188103
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
5.25000000
N
N
N
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
980883AC6
4340000.00000000
PA
USD
4774000.00000000
0.040015899164
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
8.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M80
74625000.00000000
PA
USD
75563642.21000000
0.633378107906
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389AW3
14745000.00000000
PA
USD
15161697.24000000
0.127086080417
Long
DBT
CORP
US
N
2
2020-09-30
Fixed
5.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
500000.00000000
PA
USD
549350.00000000
0.004604678300
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.38000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
274500.00000000
NS
USD
334615500.00000000
2.804763323571
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AK5
14935000.00000000
PA
USD
15473220.06000000
0.129697279778
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.88000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GK1
13338000.00000000
PA
USD
13968629.98000000
0.117085732873
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
4.05000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AG4
6975000.00000000
PA
USD
7062187.50000000
0.059195597586
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
5.38000000
N
N
N
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AK4
1965000.00000000
PA
USD
2038035.71000000
0.017082914005
Long
DBT
CORP
US
N
2
2021-04-12
Fixed
5.95000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
549300WV6GIDOZJTV909
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAD1
14930000.00000000
PA
USD
15074444.17000000
0.126354720959
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.00000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
576700.00000000
NS
USD
237669604.00000000
1.992158129037
Long
EC
CORP
US
N
1
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAY5
3930000.00000000
PA
USD
3943436.55000000
0.033054076109
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.80000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
4911353.00000000
NS
USD
309759033.71000000
2.596415219542
Long
EC
CORP
US
N
1
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAB6
2950000.00000000
PA
USD
3093812.50000000
0.025932486181
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.75000000
N
N
N
N
N
N
Delphi Technologies PLC
549300SEU65CJHRH6V04
Delphi Technologies PLC
24718PAA5
20826000.00000000
PA
USD
18431010.00000000
0.154489618276
Long
DBT
CORP
JE
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAM6
9810000.00000000
PA
USD
10222280.36000000
0.085683648955
Long
DBT
CORP
US
N
2
2027-01-22
Fixed
2.95000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
4975000.00000000
PA
USD
4989833.11000000
0.041825022743
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.35000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CF4
7463000.00000000
PA
USD
7465495.18000000
0.062576142088
Long
DBT
CORP
US
N
2
2020-12-29
Floating
2.98000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp. Class A
20030N101
2120000.00000000
NS
USD
95569600.00000000
0.801069014819
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BB3
12148000.00000000
PA
USD
12213595.31000000
0.102374947288
Long
DBT
CORP
US
N
2
2020-11-05
Fixed
2.65000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAA5
15965000.00000000
PA
USD
16683425.00000000
0.139841276185
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.00000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
228583.00000000
NS
USD
63408924.20000000
0.531496672997
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J76
74645000.00000000
PA
USD
74930750.02000000
0.628073174924
Long
DBT
UST
US
N
2
2022-03-31
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
2975000.00000000
PA
USD
3067167.14000000
0.025709143484
Long
DBT
CORP
US
N
2
2027-10-28
Floating
4.01000000
N
N
N
N
N
N
WALGREENS BOOTS
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142XYK1
24750000.00000000
PA
USD
24671521.96000000
0.206797891699
Long
STIV
CORP
US
N
2
2019-11-19
None
0.00000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
7800000.00000000
PA
USD
8170500.00000000
0.068485526627
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828NM8
493862800.05000000
PA
USD
495856257.49000000
4.156291160366
Long
DBT
UST
US
N
2
2020-07-15
Fixed
1.25000000
N
N
N
N
N
N
American Express Credit Corp
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp
0258M0DX4
2945000.00000000
PA
USD
2960155.12000000
0.024812163550
Long
DBT
CORP
US
N
2
2020-09-14
Fixed
2.60000000
N
N
N
N
N
N
GENERAL MILLS INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC.
3703E1XF0
24750000.00000000
PA
USD
24726693.67000000
0.207260343644
Long
STIV
CORP
US
N
2
2019-10-15
None
0.00000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
1432534.00000000
NS
USD
168895758.60000000
1.415692426764
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DG9
14665000.00000000
PA
USD
14891231.97000000
0.124819027427
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
3.30000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AX3
11060000.00000000
PA
USD
11424447.68000000
0.095760273642
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAJ9
6970000.00000000
PA
USD
6970733.94000000
0.058429029418
Long
DBT
CORP
US
N
2
2019-12-13
Fixed
2.30000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SJ1
8603000.00000000
PA
USD
8732969.56000000
0.073200173715
Long
DBT
CORP
US
N
2
2023-10-31
Floating
3.49000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148FAB5
980000.00000000
PA
USD
980118.13000000
0.008215397624
Long
DBT
CORP
US
N
2
2019-10-23
Fixed
2.55000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
1082100.00000000
NS
USD
30028275.00000000
0.251698455062
Long
EC
CORP
US
N
1
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AD3
16915000.00000000
PA
USD
17760750.00000000
0.148871466501
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.13000000
N
N
N
N
N
N
METLIFE SHORT TERM FDG
54930024MDLTV1K1YL10
METLIFE SHORT TERM FDG
59157UXG0
24750000.00000000
PA
USD
24727351.03000000
0.207265853667
Long
STIV
CORP
US
N
2
2019-10-16
None
0.00000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAC4
24930000.00000000
PA
USD
27913527.67000000
0.233972540543
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.25000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
2985000.00000000
PA
USD
3030395.79000000
0.025400924247
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G53
49785000.00000000
PA
USD
50047538.21000000
0.419500888651
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.88000000
N
N
N
N
N
N
Arconic Inc
549300HO5WFZUT5N2T22
Arconic Inc
03965L100
5364216.00000000
NS
USD
139469616.00000000
1.169041074634
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
423074AS2
4276000.00000000
PA
USD
4402043.22000000
0.036898139423
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.88000000
N
N
N
N
N
N
METLIFE SHORT TERM FDG
54930024MDLTV1K1YL10
METLIFE SHORT TERM FDG
59157UXB1
26000000.00000000
PA
USD
25983753.64000000
0.217797081181
Long
STIV
CORP
US
N
2
2019-10-11
None
0.00000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BC9
9950000.00000000
PA
USD
10665881.51000000
0.089401935274
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.55000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369AA3
3780000.00000000
PA
USD
3890621.28000000
0.032611375958
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
5.50000000
N
N
N
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG COMPANY
48783DX40
24750000.00000000
PA
USD
24743443.97000000
0.207400745470
Long
STIV
CORP
US
N
2
2019-10-04
None
0.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
15637407.00000000
NS
USD
586090014.36000000
4.912634879701
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
9950000.00000000
PA
USD
10570035.05000000
0.088598545605
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
American Airlines Group Inc
IWUQB36BXD6OWD6X4T14
American Airlines Group Inc
02376R102
2977184.00000000
NS
USD
80294652.48000000
0.673033665071
Long
EC
CORP
US
N
1
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC
0556C3X30
25000000.00000000
PA
USD
24995354.25000000
0.209512269635
Long
STIV
CORP
US
N
2
2019-10-03
None
0.00000000
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
735146.00000000
NS
USD
95274921.60000000
0.798599006202
Long
EC
CORP
US
N
1
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246BP8
11965000.00000000
PA
USD
12157256.13000000
0.101902709553
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
2.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
20208500.00000000
NS
USD
589481945.00000000
4.941066206567
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
189754AC8
4975000.00000000
PA
USD
5072822.73000000
0.042520645756
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.13000000
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAB3
12440000.00000000
PA
USD
12937600.00000000
0.108443589657
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.38000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
3000000.00000000
PA
USD
3293760.00000000
0.027608455808
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.13000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
6965000.00000000
PA
USD
7015700.88000000
0.058805944486
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAQ6
5000000.00000000
PA
USD
5268750.00000000
0.044162917620
Long
DBT
CORP
FR
N
2
2021-03-30
Variable
7.63000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EU8
6965000.00000000
PA
USD
7292850.98000000
0.061129030044
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
N/A
Caesars Resort Collection LLC / CRC Finco Inc
12652AAA1
25870000.00000000
PA
USD
26449488.00000000
0.221700889138
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
14730000.00000000
PA
USD
15749357.39000000
0.132011876249
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
WALGREENS BOOTS
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142XXJ5
10000000.00000000
PA
USD
9988720.00000000
0.083725934708
Long
STIV
CORP
US
N
2
2019-10-18
None
0.00000000
N
N
N
N
N
N
GENERAL MILLS INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC.
3703E1XA1
15000000.00000000
PA
USD
14990350.05000000
0.125649839973
Long
STIV
CORP
US
N
2
2019-10-10
None
0.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
9950000.00000000
PA
USD
10130095.00000000
0.084910946804
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.88000000
N
N
N
N
N
N
Tyco Electronics Group SA
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AT4
9830000.00000000
PA
USD
10383482.97000000
0.087034857037
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
31840000.00000000
PA
USD
32395608.00000000
0.271541554898
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGB9
6970000.00000000
PA
USD
6970711.43000000
0.058428840738
Long
DBT
CORP
US
N
2
2020-11-09
Fixed
2.15000000
N
N
N
N
N
N
Welbilt Inc
549300UR3W71YLZWI068
Welbilt Inc
563568AB0
4915000.00000000
PA
USD
5259050.00000000
0.044081611750
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AR0
2985000.00000000
PA
USD
3320716.56000000
0.027834406999
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5G8
9900000.00000000
PA
USD
9899338.68000000
0.082976736156
Long
DBT
CORP
US
N
2
2019-12-06
Fixed
2.15000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
0J0XRGZE3PBRFEZ7MV65
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AX2
29148000.00000000
PA
USD
29409055.61000000
0.246508128152
Long
DBT
CORP
US
N
2
2020-07-23
Fixed
3.58000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC
0556C3X14
25000000.00000000
PA
USD
24998441.00000000
0.209538142923
Long
STIV
CORP
US
N
2
2019-10-01
None
0.00000000
N
N
N
N
N
N
CAMPBELL SOUP CO.
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO.
13443DXU8
10000000.00000000
PA
USD
9982375.60000000
0.083672755640
Long
STIV
CORP
US
N
2
2019-10-28
None
0.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
2985000.00000000
PA
USD
3326185.50000000
0.027880247919
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
1092200.00000000
NS
USD
98199702.00000000
0.823114657137
Long
EC
CORP
US
N
1
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAH0
2490000.00000000
PA
USD
2558185.74000000
0.021442836743
Long
DBT
US
N
2
2023-06-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U73
99500000.00000000
PA
USD
99395058.35000000
0.833134191943
Long
DBT
UST
US
N
2
2019-12-15
Fixed
1.38000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
549300TJB5YBRUPOG437
Dell International LLC / EMC Corp
25272KAG8
14725000.00000000
PA
USD
16024900.03000000
0.134321488000
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
KELLOGG COMPANY
LONOZNOJYIBXOHXWDB86
KELLOGG COMPANY
48783DX16
24750000.00000000
PA
USD
24748338.29000000
0.207441769897
Long
STIV
CORP
US
N
2
2019-10-01
None
0.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ET1
6965000.00000000
PA
USD
7085771.92000000
0.059393283336
Long
DBT
CORP
US
N
2
2021-06-08
Fixed
3.20000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AF6
12000000.00000000
PA
USD
12980880.00000000
0.108806364713
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.38000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AG4
10257000.00000000
PA
USD
10302236.55000000
0.086353845611
Long
DBT
CORP
US
N
2
2019-11-15
Fixed
6.45000000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAA2
7764000.00000000
PA
USD
7760764.97000000
0.065051107766
Long
DBT
CORP
NL
N
2
2019-10-28
Fixed
1.63000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TAR6
26069000.00000000
PA
USD
27079173.75000000
0.226978945585
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
8.00000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAW9
6970000.00000000
PA
USD
6991436.86000000
0.058602562296
Long
DBT
CORP
US
N
2
2021-11-21
Fixed
2.38000000
N
N
N
N
N
N
Zayo Group LLC / Zayo Capital Inc
549300Q4HWM0W5QWTQ31
Zayo Group LLC / Zayo Capital Inc
989194AM7
14745000.00000000
PA
USD
15132056.25000000
0.126837628203
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
6.00000000
N
N
N
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAF0
3580000.00000000
PA
USD
3682925.00000000
0.030870455682
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.38000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
7000000.00000000
PA
USD
7187274.15000000
0.060244079943
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BB4
5592000.00000000
PA
USD
5800583.78000000
0.048620774116
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.75000000
N
N
N
N
N
N
CAMPBELL SOUP CO.
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO.
13443DXF1
17750000.00000000
PA
USD
17733285.36000000
0.148641256559
Long
STIV
CORP
US
N
2
2019-10-15
None
0.00000000
N
N
N
N
N
N
CAMPBELL SOUP CO.
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO.
13443DXA2
15750000.00000000
PA
USD
15739867.55000000
0.131932331951
Long
STIV
CORP
US
N
2
2019-10-10
None
0.00000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BA5
3980000.00000000
PA
USD
3941904.12000000
0.033041231206
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
2.65000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC
0556C3X71
15000000.00000000
PA
USD
14993583.30000000
0.125676941231
Long
STIV
CORP
US
N
2
2019-10-07
None
0.00000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AG4
1965000.00000000
PA
USD
2008190.70000000
0.016832751686
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
4.38000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
549300WV6GIDOZJTV909
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAF6
9955000.00000000
PA
USD
10180082.95000000
0.085329948221
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.63000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
995000.00000000
PA
USD
1031015.73000000
0.008642023772
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Wabtec Corp
06BTX5UWZD0GQ5N5Y745
Wabtec Corp
960386AP5
4975000.00000000
PA
USD
4975146.46000000
0.041701918531
Long
DBT
CORP
US
N
2
2021-09-15
Floating
3.42000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
5895000.00000000
PA
USD
6335946.00000000
0.053108206167
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CQ6
9940000.00000000
PA
USD
10005604.00000000
0.083867457213
Long
DBT
CORP
US
N
2
2022-08-15
Floating
3.64000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B58
24570000.00000000
PA
USD
24682292.52000000
0.206888171055
Long
DBT
UST
US
N
2
2021-01-31
Fixed
2.13000000
N
N
N
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
1832600.00000000
NS
USD
70078624.00000000
0.587402419677
Long
EC
US
N
1
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AE9
14900000.00000000
PA
USD
15935353.92000000
0.133570908170
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
4.45000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CK8
9955000.00000000
PA
USD
10470160.40000000
0.087761391453
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
2.90000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AR4
8275000.00000000
PA
USD
8807079.77000000
0.073821369083
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.88000000
N
N
N
N
N
N
Cenovus Energy Inc
549300DK79J32SE1QE52
Cenovus Energy Inc
15135UAD1
3642307.70000000
PA
USD
3646273.12000000
0.030563237849
Long
DBT
CORP
CA
N
2
2019-10-15
Fixed
5.70000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAJ3
1970000.00000000
PA
USD
1988859.89000000
0.016670719901
Long
DBT
CORP
US
N
2
2020-08-14
Fixed
3.30000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
0J0XRGZE3PBRFEZ7MV65
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBT9
250000.00000000
PA
USD
260937.50000000
0.002187190759
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.13000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AN9
4975000.00000000
PA
USD
5292156.25000000
0.044359109941
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.63000000
N
N
N
N
N
N
Itron Inc
24F6LSZD18II6ICG6S41
Itron Inc
465740AA6
11035000.00000000
PA
USD
11369360.50000000
0.095298530232
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.00000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
03675MX38
49500000.00000000
PA
USD
49490347.50000000
0.414830489140
Long
STIV
CORP
US
N
2
2019-10-03
None
0.00000000
N
N
N
N
N
N
Schlumberger Holdings Corp
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
9830000.00000000
PA
USD
10493682.28000000
0.087958552990
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAB9
3480000.00000000
PA
USD
3580050.00000000
0.030008152451
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
5.50000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
581557BM6
19890000.00000000
PA
USD
20213655.05000000
0.169431835403
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
3.65000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CS7
6880000.00000000
PA
USD
7585042.86000000
0.063578196531
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAE0
41400000.00000000
PA
USD
44409941.87000000
0.372246283148
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.88000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569AS8
9950000.00000000
PA
USD
10248500.00000000
0.085903423247
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.63000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
11940000.00000000
PA
USD
13111791.60000000
0.109903672083
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.88000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
4905000.00000000
PA
USD
5208850.08000000
0.043660833590
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.95000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CQ1
6880000.00000000
PA
USD
7337936.17000000
0.061506936290
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.75000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
203372AL1
689000.00000000
PA
USD
689206.70000000
0.005776963931
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.00000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AW5
19895000.00000000
PA
USD
20305329.20000000
0.170200252568
Long
DBT
CORP
US
N
2
2021-05-21
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAG5
14616000.00000000
PA
USD
14631346.80000000
0.122640657348
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
2.35000000
N
N
N
N
N
N
CAMPBELL SOUP CO.
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO.
13443DXQ7
5000000.00000000
PA
USD
4992473.35000000
0.041847153362
Long
STIV
CORP
US
N
2
2019-10-24
None
0.00000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135BAD3
20084000.00000000
PA
USD
20489696.80000000
0.171745630718
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
4.75000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAX7
5000000.00000000
PA
USD
5029062.60000000
0.042153846227
Long
DBT
CORP
GB
N
2
2020-05-18
Fixed
3.00000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
19600000.00000000
PA
USD
21757372.00000000
0.182371345627
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SK8
14930000.00000000
PA
USD
15203891.45000000
0.127439754328
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.07000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AX6
6420000.00000000
PA
USD
6416201.41000000
0.053780910900
Long
DBT
CORP
US
N
2
2020-01-31
Fixed
2.70000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
7050100.00000000
NS
USD
233781316.00000000
1.959566310745
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
6965000.00000000
PA
USD
7566079.50000000
0.063419244729
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.88000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DD8
1990000.00000000
PA
USD
2180152.34000000
0.018274142480
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
547800.00000000
NS
USD
29586678.00000000
0.247996967626
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369AK1
12201000.00000000
PA
USD
12347579.28000000
0.103498007412
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.63000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAD2
5925000.00000000
PA
USD
6206437.50000000
0.052022659649
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8F1
1000000.00000000
PA
USD
1008616.74000000
0.008454274353
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
2.88000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
549300WV6GIDOZJTV909
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAB5
9955000.00000000
PA
USD
9954370.35000000
0.083438014278
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.38000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AB9
14800000.00000000
PA
USD
15617959.00000000
0.130910488582
Long
DBT
CORP
GB
N
2
2022-02-15
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G61
24875000.00000000
PA
USD
24852226.94000000
0.208312569592
Long
DBT
UST
US
N
2
2019-11-30
Fixed
1.50000000
N
N
N
N
N
N
WESCO Distribution Inc
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAM6
13675000.00000000
PA
USD
14119437.50000000
0.118349808808
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.38000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CC2
18198000.00000000
PA
USD
19229264.10000000
0.161180622795
Long
DBT
CORP
US
N
2
2023-12-05
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAS5
24870000.00000000
PA
USD
25431106.99000000
0.213164770201
Long
DBT
CORP
US
N
2
2022-06-18
Variable
3.51000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
9425000.00000000
PA
USD
9774051.86000000
0.081926575964
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
SCHLUMBERGER HOLDINGS
529900IKZG65COT1D505
SCHLUMBERGER HOLDINGS
80686EXH0
15000000.00000000
PA
USD
14983170.00000000
0.125589656447
Long
STIV
CORP
US
N
2
2019-10-17
None
0.00000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AH4
6965000.00000000
PA
USD
7925450.10000000
0.066431506500
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.25000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAB1
2000000.00000000
PA
USD
2116778.80000000
0.017742942399
Long
DBT
CORP
KY
N
2
2023-08-08
Fixed
4.60000000
N
N
N
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AF6
1990000.00000000
PA
USD
2019452.00000000
0.016927144448
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
549300JE8XHZZ7OHN517
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAA3
1000000.00000000
PA
USD
1037500.00000000
0.008696375237
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAE6
1990000.00000000
PA
USD
2049700.00000000
0.017180684649
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
5.38000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AM0
19660000.00000000
PA
USD
19690447.05000000
0.165046280613
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
2.75000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AY9
9761000.00000000
PA
USD
10443721.14000000
0.087539776295
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
22860000.00000000
PA
USD
23685475.51000000
0.198532802610
Long
DBT
CORP
US
N
2
2025-04-24
Variable
3.35000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
900000.00000000
PA
USD
942405.45000000
0.007899288114
Long
DBT
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
71019619.08000000
PA
USD
71019619.08000000
0.595289886002
Long
RA
CORP
US
N
2
Repurchase
N
1.10000000
2019-10-01
70215000.00000000
USD
72442149.58500000
USD
UST
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
173600.00000000
NS
USD
35983808.00000000
0.301618021044
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AT7
12805000.00000000
PA
USD
13381225.00000000
0.112162075888
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
4359700.00000000
NS
USD
301168076.00000000
2.524405396030
Long
EC
CORP
US
N
1
N
N
N
FANNIE DISCOUNT NOTE
B1V7KEBTPIMZEU4LTD58
Fannie Mae Discount Notes
313588MK8
415000000.00000000
PA
USD
415000000.00000000
3.478550094906
Long
DBT
USGSE
US
N
2
2019-10-01
None
0.00000000
N
N
N
N
N
N
Apergy Corp
549300EP2909K6DYYP38
Apergy Corp
03755LAC8
16119000.00000000
PA
USD
15998107.50000000
0.134096911716
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.38000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BH2
14942000.00000000
PA
USD
16374262.27000000
0.137249859212
Long
DBT
US
N
2
2026-01-15
Fixed
5.25000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AK0
2000000.00000000
PA
USD
2074200.00000000
0.017386044835
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.00000000
N
N
N
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
757482.00000000
NS
USD
55894596.78000000
0.468511216708
Long
EC
CORP
GB
N
1
N
N
N
CAMPBELL SOUP CO.
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO.
13443DY86
30350000.00000000
PA
USD
30275166.92000000
0.253767915091
Long
STIV
CORP
US
N
2
2019-11-08
None
0.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ES3
9950000.00000000
PA
USD
10715914.58000000
0.089821314889
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724AG1
10810000.00000000
PA
USD
11062698.99000000
0.092728078606
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
4.63000000
N
N
N
N
N
N
Weatherford International LLC
549300UILIFDDRUUGG93
Weatherford International LLC
94707JAC1
9950000.00000000
PA
USD
3432750.00000000
0.028773476718
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
9.88000000
Y
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
4470000.00000000
PA
USD
4458825.00000000
0.037374087052
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
641069406
3187100.00000000
NS
USD
345481640.00000000
2.895843835206
Long
EC
CORP
CH
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
1387900.00000000
NS
USD
82149801.00000000
0.688583609795
Long
EC
CORP
US
N
1
N
N
N
CDW LLC / CDW Finance Corp
N/A
CDW LLC / CDW Finance Corp
12513GBB4
19243000.00000000
PA
USD
19731772.20000000
0.165392670021
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
5.00000000
N
N
N
N
N
N
TD Ameritrade Holding Corp
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236Y108
1200900.00000000
NS
USD
56082030.00000000
0.470082291033
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BJ8
15046000.00000000
PA
USD
15856946.00000000
0.132913689188
Long
DBT
US
N
2
2023-08-01
Fixed
4.38000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
2985000.00000000
PA
USD
3222859.49000000
0.027014164300
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
6960000.00000000
PA
USD
7303205.88000000
0.061215825318
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
GENERAL MILLS INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC.
3703E1X29
19228000.00000000
PA
USD
19225429.79000000
0.161148483423
Long
STIV
CORP
US
N
2
2019-10-02
None
0.00000000
N
N
N
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
3519600.00000000
NS
USD
151905936.00000000
1.273282911059
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311AA5
12565000.00000000
PA
USD
12117613.75000000
0.101570425205
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176EAD0
6965000.00000000
PA
USD
7845703.15000000
0.065763063703
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.30000000
N
N
N
N
N
N
CBRE Services Inc
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAD2
19665000.00000000
PA
USD
21836258.67000000
0.183032577515
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.88000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAA0
10345000.00000000
PA
USD
10381934.55000000
0.087021878106
Long
DBT
CORP
US
N
2
2019-11-30
Fixed
4.63000000
N
N
N
N
N
N
WILLIAM CARTER
TGI2A0HXEYNQPU7TYV27
William Carter Co/The
96926JAC1
1750000.00000000
PA
USD
1872500.00000000
0.015695385669
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.63000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AJ0
6329000.00000000
PA
USD
6566337.50000000
0.055039358876
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.88000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AH2
3925000.00000000
PA
USD
4316950.50000000
0.036184888124
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
Scientific Games International Inc
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
19910000.00000000
PA
USD
20543138.00000000
0.172193577444
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
WALGREENS BOOTS
549300RPTUOIXG4LIH86
WALGREENS BOOTS
93142XXW6
20000000.00000000
PA
USD
19962166.60000000
0.167323847038
Long
STIV
CORP
US
N
2
2019-10-30
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAB7
29765000.00000000
PA
USD
30303517.90000000
0.254005554378
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.97000000
N
N
N
N
N
N
GENERAL MILLS INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC.
3703E1X37
23750000.00000000
PA
USD
23745259.98000000
0.199033918932
Long
STIV
CORP
US
N
2
2019-10-03
None
0.00000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
718200.00000000
NS
USD
104526828.00000000
0.876148933637
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
40540.00000000
NS
USD
79564209.40000000
0.666911055806
Long
EC
CORP
US
N
1
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BN8
7465000.00000000
PA
USD
8151395.18000000
0.068325389101
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Oceaneering International Inc
549300L6PH74701W0R30
Oceaneering International Inc
675232AA0
8485000.00000000
PA
USD
7975900.00000000
0.066854380004
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.65000000
N
N
N
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959WAG8
11343000.00000000
PA
USD
11863076.55000000
0.099436882069
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.50000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369AB1
13040000.00000000
PA
USD
13845126.63000000
0.116050521813
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
4.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAW0
23340000.00000000
PA
USD
23361006.00000000
0.195813083466
Long
DBT
CORP
US
N
2
2019-11-18
Fixed
3.75000000
N
N
N
N
N
N
Omnicom Group Inc / Omnicom Capital Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc / Omnicom Capital Inc
681919AZ9
30425000.00000000
PA
USD
31522531.37000000
0.264223384310
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
3.63000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
997700.00000000
NS
USD
76453751.00000000
0.640839042884
Long
EC
CORP
US
N
1
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DB2
4975000.00000000
PA
USD
5264702.76000000
0.044128993458
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
581557BJ3
2985000.00000000
PA
USD
3131855.70000000
0.026251366126
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
3.95000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AD1
19655000.00000000
PA
USD
22238162.70000000
0.186401356555
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.80000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AP3
9950000.00000000
PA
USD
10025023.00000000
0.084030228212
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
3.00000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AT0
4710000.00000000
PA
USD
4807060.71000000
0.040293015636
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.75000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AM6
500000.00000000
PA
USD
530100.00000000
0.004443323868
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAZ3
4970000.00000000
PA
USD
5001062.50000000
0.041919148033
Long
DBT
CORP
US
N
2
2020-03-30
Fixed
4.13000000
N
N
N
N
N
N
Apergy Corp
549300EP2909K6DYYP38
Apergy Corp
03755L104
2397846.00000000
NS
USD
64861734.30000000
0.543674197602
Long
EC
CORP
US
N
1
N
N
N
GLP Capital LP / GLP Financing II Inc
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AJ8
4975000.00000000
PA
USD
5480111.75000000
0.045934562043
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
4975000.00000000
PA
USD
5415088.75000000
0.045389536109
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAA8
24830000.00000000
PA
USD
25636975.00000000
0.214890365829
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WC0
223550000.00000000
PA
USD
223401549.39000000
1.872562604416
Long
DBT
UST
US
N
2
2020-10-31
Fixed
1.75000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
03675MX46
24750000.00000000
PA
USD
24743573.17000000
0.207401828430
Long
STIV
CORP
US
N
2
2019-10-04
None
0.00000000
N
N
N
N
N
N
National Oilwell Varco Inc
549300EHF3IW1AR6U008
National Oilwell Varco Inc
637071101
3124881.00000000
NS
USD
66247477.20000000
0.555289561690
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAQ8
6955000.00000000
PA
USD
6935166.01000000
0.058130897306
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
5493006GWRDBCZYWTM57
GLP Capital LP / GLP Financing II Inc
361841AK5
4975000.00000000
PA
USD
5659012.75000000
0.047434118888
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
2985000.00000000
PA
USD
3113619.08000000
0.026098505894
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
2351232.00000000
NS
USD
65176151.04000000
0.546309653941
Long
EC
CORP
US
N
1
N
N
N
Mead Johnson Nutrition Co
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AJ5
6885000.00000000
PA
USD
6944771.16000000
0.058211408139
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.00000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
735800.00000000
NS
USD
88605036.00000000
0.742691702137
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
5651598.00000000
NS
USD
207300614.64000000
1.737603789711
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AG7
2460000.00000000
PA
USD
2683958.03000000
0.022497066168
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.38000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AC3
14740000.00000000
PA
USD
15029696.13000000
0.125979640721
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
3.70000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
15000000.00000000
PA
USD
15667622.10000000
0.131326767091
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828A83
198945000.00000000
PA
USD
200351602.82000000
1.679356836154
Long
DBT
UST
US
N
2
2020-12-31
Fixed
2.38000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
3642300.00000000
NS
USD
276559839.00000000
2.318137961929
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
5000000.00000000
PA
USD
5448950.25000000
0.045673364841
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AK7
25000000.00000000
PA
USD
25234424.00000000
0.211516163855
Long
DBT
CORP
GG
N
2
2020-12-10
Fixed
3.13000000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
35440100.00000000
NS
106650688.36000000
0.893951234015
Long
EC
CORP
JE
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BE8
6068000.00000000
PA
USD
6069470.70000000
0.050874597300
Long
DBT
CORP
US
N
2
2019-12-15
Fixed
2.68000000
N
N
N
N
N
N
CoreLogic Inc/United States
54930086CD8K2UIL0516
CoreLogic Inc/United States
21871D103
1293000.00000000
NS
USD
59827110.00000000
0.501473732936
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
21430000.00000000
PA
USD
21697875.00000000
0.181872638892
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZM3
11590000.00000000
PA
USD
11751880.43000000
0.098504830807
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
3.40000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
549300TJB5YBRUPOG437
Dell International LLC / EMC Corp
25272KAD5
2940000.00000000
PA
USD
3031456.90000000
0.025409818523
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
4.42000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AR9
4910000.00000000
PA
USD
4968555.68000000
0.041646674294
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.80000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
2235600.00000000
NS
USD
123025068.00000000
1.031202077029
Long
EC
CORP
US
N
1
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
203372AM9
23854000.00000000
PA
USD
22415126.72000000
0.187884677540
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.50000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAL6
3810000.00000000
PA
USD
3883578.42000000
0.032552342364
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BD1
16625000.00000000
PA
USD
16925580.00000000
0.141871031121
Long
DBT
CORP
US
N
2
2021-11-30
Fixed
2.90000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAF8
4975000.00000000
PA
USD
5254843.75000000
0.044046354759
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
5.50000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BQ3
4975000.00000000
PA
USD
5248164.81000000
0.043990371561
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBC2
6965000.00000000
PA
USD
7324787.10000000
0.061396720149
Long
DBT
CORP
US
N
2
2023-11-14
Fixed
3.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
7950000.00000000
PA
USD
8226660.00000000
0.068956262466
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.88000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
30000000.00000000
PA
USD
33150000.00000000
0.277864905171
Long
DBT
CORP
CH
N
2
2023-12-11
Variable
7.50000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
0J0XRGZE3PBRFEZ7MV65
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BK9
9950000.00000000
PA
USD
10464036.30000000
0.087710058950
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
5000000.00000000
PA
USD
5631400.00000000
0.047202667480
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
CDW LLC / CDW Finance Corp
N/A
CDW LLC / CDW Finance Corp
12513GBC2
9955000.00000000
PA
USD
10340756.25000000
0.086676719602
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5T0
10000000.00000000
PA
USD
10289620.70000000
0.086248098945
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
3.63000000
N
N
N
N
N
N
METLIFE SHORT TERM FDG
54930024MDLTV1K1YL10
METLIFE SHORT TERM FDG
59157UXH8
22931000.00000000
PA
USD
22908703.96000000
0.192021865865
Long
STIV
CORP
US
N
2
2019-10-17
None
0.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225436AA2
7000000.00000000
PA
USD
7402500.00000000
0.062048113439
Long
DBT
CORP
CH
N
2
2024-12-18
Variable
6.25000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
CommScope Inc
20338QAD5
3480000.00000000
PA
USD
3601104.00000000
0.030184628098
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AQ2
9950000.00000000
PA
USD
10766709.53000000
0.090247080620
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.80000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AE8
6965000.00000000
PA
USD
6966251.75000000
0.058391459484
Long
DBT
CORP
US
N
2
2020-04-17
Floating
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCQ2
9950000.00000000
PA
USD
10246864.32000000
0.085889712898
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XM7
99485000.00000000
PA
USD
99294579.74000000
0.832291975369
Long
DBT
UST
US
N
2
2020-07-31
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828N30
49745000.00000000
PA
USD
50594162.57000000
0.424082720505
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.13000000
N
N
N
N
N
N
Federal Farm Credit Banks
N/A
Federal Farm Credit Banks
3133EGAN5
17165000.00000000
PA
USD
17098520.30000000
0.143320625089
Long
DBT
USGSE
US
N
2
2021-08-16
Fixed
1.68000000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAC8
8585000.00000000
PA
USD
8566078.23000000
0.071801282505
Long
DBT
CORP
NL
N
2
2021-10-28
Fixed
2.00000000
N
N
N
N
N
N
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
549300JE8XHZZ7OHN517
KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC
48250NAB1
1000000.00000000
PA
USD
1058500.00000000
0.008872398254
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
549300U6G4UOCMLQK204
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
55303XAC9
2945000.00000000
PA
USD
3228456.25000000
0.027061076614
Long
DBT
US
N
2
2024-05-01
Fixed
5.63000000
N
N
N
N
N
N
2019-10-24
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer