0001752724-20-237831.txt : 20201120 0001752724-20-237831.hdr.sgml : 20201120 20201120105047 ACCESSION NUMBER: 0001752724-20-237831 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201120 PERIOD START: 20200930 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: 201331070 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 C000174799 C000174800 C000007559 C000007558 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 2020-09-30 2020-09-30 N 7489402017.08 6801724.66 7482600292.42 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2938356.00000000 0.00000000 0.00000000 0.69000000 USD N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 Lennox International Inc 526107AF4 1995000.00000000 PA USD 1994744.58000000 0.026658440943 Long DBT CORP US N 2 2027-08-01 Fixed 1.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CM5 61847000.00000000 PA USD 60317952.91000000 0.806109514777 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BV0 2985000.00000000 PA USD 3230448.94000000 0.043172811773 Long DBT CORP US N 2 2024-06-06 Fixed 3.36000000 N N N N N N HILTON WORLDWIDE FIN LLC N/A Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp 432891AH2 6708000.00000000 PA USD 6775080.00000000 0.090544459616 Long DBT CORP US N 2 2025-04-01 Fixed 4.63000000 N N N N N N Howard Hughes Corp/The 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267D107 622100.00000000 NS USD 35832960.00000000 0.478883791725 Long EC CORP US N 1 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp 3134GV5J3 25000000.00000000 PA USD 25002474.75000000 0.334141525310 Long DBT USGSE US N 2 2022-07-08 Fixed 0.32000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 Penske Automotive Group Inc 70959WAG8 11343000.00000000 PA USD 11701211.94000000 0.156378952272 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N Foot Locker Inc 549300X383CBNP6MTV94 Foot Locker Inc 344849104 1489500.00000000 NS USD 49198185.00000000 0.657501177095 Long EC CORP US N 1 N N N CHAMPIONX CORP 549300EP2909K6DYYP38 ChampionX Corp 03755LAC8 16119000.00000000 PA USD 15396707.61000000 0.205766805766 Long DBT CORP US N 2 2026-05-01 Fixed 6.38000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741BK3 15853000.00000000 PA USD 17329166.84000000 0.231592844235 Long DBT CORP US N 2 2027-06-15 Fixed 5.13000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 American International Group Inc 026874784 1707520.00000000 NS USD 47008025.60000000 0.628231146432 Long EC CORP US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225436AA2 7000000.00000000 PA USD 7497966.00000000 0.100205352510 Long DBT CORP CH N 2 2024-12-18 Fixed 6.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAE0 41400000.00000000 PA USD 45048695.02000000 0.602045990157 Long DBT CORP US N 2 2023-10-02 Fixed 4.88000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 2018 Term Loan 90351JAD6 1000000.00000000 PA USD 990890.00000000 0.013242588956 Long LON CORP US N 2 2025-04-04 None 0.00000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 Universal Health Services Inc 913903AT7 12805000.00000000 PA USD 13253175.00000000 0.177119911288 Long DBT CORP US N 2 2026-06-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565AAQ6 5000000.00000000 PA USD 5087500.00000000 0.067991069964 Long DBT CORP FR N 2 2021-03-30 Fixed 7.63000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAE0 4470000.00000000 PA USD 4782900.00000000 0.063920292586 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAQ5 2985000.00000000 PA USD 3187111.69000000 0.042593638113 Long DBT CORP US N 2 2023-03-19 Fixed 3.70000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAP4 2900000.00000000 PA USD 3128339.88000000 0.041808191774 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 Tyco Electronics Group SA 902133AT4 9830000.00000000 PA USD 11036691.48000000 0.147498076185 Long DBT CORP LU N 2 2026-02-15 Fixed 3.70000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886F107 121800.00000000 NS USD 68181204.00000000 0.911196660725 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857LAR9 4950000.00000000 PA USD 5946897.13000000 0.079476343752 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 Agilent Technologies Inc 00846U101 1258100.00000000 NS USD 126992614.00000000 1.697172226727 Long EC CORP US N 1 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAR2 2980000.00000000 PA USD 3118361.40000000 0.041674835994 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AQ2 9425000.00000000 PA USD 9811707.75000000 0.131126979479 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AE3 2980000.00000000 PA USD 3076850.00000000 0.041120063611 Long DBT CORP US N 2 2027-12-15 Fixed 4.63000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 MGM Resorts International 552953CG4 19850000.00000000 PA USD 20803395.50000000 0.278023610603 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA Inc 449934AD0 7800000.00000000 PA USD 8151000.00000000 0.108932719662 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741BB3 12148000.00000000 PA USD 12150229.04000000 0.162379768598 Long DBT CORP US N 2 2020-11-05 Fixed 2.65000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LAW9 6970000.00000000 PA USD 7118862.47000000 0.095138884769 Long DBT CORP US N 2 2021-11-21 Fixed 2.38000000 N N N N N N FORTUNE BRANDS HOME & SE 54930032LHW54PQUJD44 Fortune Brands Home & Security Inc 34964CAA4 13430000.00000000 PA USD 15248177.84000000 0.203781803705 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 05530QAN0 4460000.00000000 PA USD 4475164.00000000 0.059807604644 Long DBT CORP GB N 2 2026-03-25 Fixed 1.67000000 N N N N N N Schlumberger Holdings Corp 529900IKZG65COT1D505 Schlumberger Holdings Corp 80686DK94 15000000.00000000 PA USD 14999850.00000000 0.200463066498 Long STIV CORP US N 2 2020-10-09 None 0.00000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AD5 200000.00000000 PA USD 214500.00000000 0.002866650517 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857L108 35540.00000000 NS USD 60797567.20000000 0.812519242295 Long EC CORP US N 1 N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAD5 734000.00000000 PA USD 751347.33000000 0.010041259731 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 TE Connectivity Ltd 000000000 3493311.00000000 NS USD 341436217.14000000 4.563069037455 Long EC CORP CH N 1 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBE7 7115000.00000000 PA USD 7766739.91000000 0.103797337910 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 262100.00000000 NS USD 384133760.00000000 5.133693435277 Long EC CORP US N 1 N N N Under Armour Inc 549300D4549QKWETZ406 Under Armour Inc 904311AA5 12565000.00000000 PA USD 11842512.50000000 0.158267340726 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N WESCO Distribution Inc 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAK0 5305000.00000000 PA USD 5305000.00000000 0.070897813496 Long DBT CORP US N 2 2021-12-15 Fixed 5.38000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903AY9 9761000.00000000 PA USD 10054648.66000000 0.134373723933 Long DBT CORP US N 2 2028-04-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828A83 198945000.00000000 PA USD 200053678.71000000 2.673584995748 Long DBT UST US N 2 2020-12-31 Fixed 2.38000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 Diageo PLC 25243Q205 583700.00000000 NS USD 80352142.00000000 1.073853190867 Long EC CORP GB N 1 N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AQ1 9950000.00000000 PA USD 10849281.00000000 0.144993459172 Long DBT CORP US N 2 2027-10-27 Fixed 3.88000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172109 2622900.00000000 NS USD 196691271.00000000 2.628648642361 Long EC CORP US N 1 N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAF6 9955000.00000000 PA USD 10707009.16000000 0.143092090203 Long DBT CORP US N 2 2024-01-15 Fixed 3.63000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAD1 14930000.00000000 PA USD 15358415.30000000 0.205255054390 Long DBT CORP US N 2 2022-01-15 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MF5 22860000.00000000 PA USD 24732785.61000000 0.330537308468 Long DBT CORP US N 2 2025-04-24 Fixed 3.35000000 N N N N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAB9 3480000.00000000 PA USD 3575943.60000000 0.047790119213 Long DBT CORP US N 2 2024-03-01 Fixed 5.50000000 N N N N N N BORGWARNER INC 549300DSFX2IE88NSX47 BorgWarner Inc 099724AL0 4215000.00000000 PA USD 4448165.54000000 0.059446788097 Long DBT CORP US N 2 2027-07-01 Fixed 2.65000000 N N N N N N TWITTER INC 549300I8RX485XMK6836 Twitter Inc 90184LAG7 700000.00000000 PA USD 719250.00000000 0.009612300161 Long DBT CORP US N 2 2027-12-15 Fixed 3.88000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAP7 4975000.00000000 PA USD 4975874.85000000 0.066499273722 Long DBT CORP US N 2 2021-03-19 Floating 0.98000000 N N N N N N Apergy Corporation N/A APERGY CORPORATION 2020 TERM LOAN 15872EAB8 13700000.00000000 PA USD 13614375.00000000 0.181947110201 Long LON CORP US N 2 2027-05-28 None 0.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513AW5 19895000.00000000 PA USD 20213831.30000000 0.270144475316 Long DBT CORP US N 2 2021-05-21 Fixed 3.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045V100 10691700.00000000 NS USD 316367403.00000000 4.228040930109 Long EC CORP US N 1 N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886FAE7 5950000.00000000 PA USD 5823741.30000000 0.077830447603 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 Oceaneering International Inc 675232AA0 8485000.00000000 PA USD 6236475.00000000 0.083346360306 Long DBT CORP US N 2 2024-11-15 Fixed 4.65000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 Lam Research Corp 512807AR9 4910000.00000000 PA USD 4985952.54000000 0.066633955378 Long DBT CORP US N 2 2021-06-15 Fixed 2.80000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AQ2 9950000.00000000 PA USD 11250557.93000000 0.150356259726 Long DBT CORP US N 2 2025-08-15 Fixed 3.80000000 N N N N N N NATIONAL OILWELL VARCO I 549300EHF3IW1AR6U008 National Oilwell Varco Inc 637071AM3 24835000.00000000 PA USD 24121505.60000000 0.322367955755 Long DBT CORP US N 2 2029-12-01 Fixed 3.60000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA Inc. Term Loan B12 404122BA0 4186120.31000000 PA USD 4162929.20000000 0.055634793217 Long LON CORP US N 2 2025-03-13 None 0.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505104 16014800.00000000 NS USD 385796532.00000000 5.155915282429 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAT3 6965000.00000000 PA USD 8310672.83000000 0.111066641344 Long DBT CORP US N 2 2028-11-15 Fixed 5.88000000 N N N N N N Foot Locker Inc 549300X383CBNP6MTV94 Foot Locker Inc 980883AC6 4340000.00000000 PA USD 4621988.29000000 0.061769814093 Long DBT CORP US N 2 2022-01-15 Fixed 8.50000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAM7 31360000.00000000 PA USD 33445576.73000000 0.446977994586 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AM6 500000.00000000 PA USD 525625.00000000 0.007024630201 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AF8 11765000.00000000 PA USD 12117950.00000000 0.161948380595 Long DBT CORP US N 2 2030-01-15 Fixed 4.88000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 State Street Corp 857477103 751600.00000000 NS USD 44592428.00000000 0.595948283448 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCD3 2980000.00000000 PA USD 3155075.00000000 0.042165488957 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571900BB4 6960000.00000000 PA USD 7173396.66000000 0.095867698121 Long DBT CORP US N 2 2024-04-15 Fixed 3.60000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KN0 15000000.00000000 PA USD 16672792.05000000 0.222820829637 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N Itron Inc 24F6LSZD18II6ICG6S41 Itron Inc 465740AA6 11035000.00000000 PA USD 11310875.00000000 0.151162357442 Long DBT CORP US N 2 2026-01-15 Fixed 5.00000000 N N N N N N Thor Industries Inc 254900XZO1228PDSG060 Thor Industries Inc 885160101 807726.00000000 NS USD 76943978.76000000 1.028305345107 Long EC CORP US N 1 N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 Universal Health Services Inc 913903AR1 0.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2022-08-01 Fixed 4.75000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 Hasbro Inc 418056AY3 4970000.00000000 PA USD 5266008.43000000 0.070376716972 Long DBT CORP US N 2 2026-11-19 Fixed 3.55000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAG8 14725000.00000000 PA USD 16143394.46000000 0.215745781267 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278X109 615250.00000000 NS USD 18531330.00000000 0.247658959129 Long EC CORP US N 1 N N N MSCI INC 549300HTIN2PD78UB763 MSCI Inc 55354GAD2 5925000.00000000 PA USD 6147187.50000000 0.082153091970 Long DBT CORP US N 2 2026-08-01 Fixed 4.75000000 N N N N N N GMAC Capital Trust I N/A GMAC Capital Trust I 361860208 497500.00000000 NS USD 12422575.00000000 0.166019492081 Long EP CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HRW2 19910000.00000000 PA USD 20217324.39000000 0.270191158152 Long DBT CORP US N 2 2023-10-24 Floating 1.49000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAF7 7940000.00000000 PA USD 8460784.60000000 0.113072785787 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AJ8 4975000.00000000 PA USD 5401954.50000000 0.072193546212 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 Lear Corp 521865BA2 7955000.00000000 PA USD 8611973.94000000 0.115093331241 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 Omega Healthcare Investors Inc 681936BH2 14942000.00000000 PA USD 16321318.73000000 0.218123621363 Long DBT US N 2 2026-01-15 Fixed 5.25000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 Qorvo Inc 74736KAF8 4975000.00000000 PA USD 5276286.00000000 0.070514069892 Long DBT CORP US N 2 2026-07-15 Fixed 5.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CS2 6945000.00000000 PA USD 5321259.00000000 0.071115104269 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA Inc. Term Loan B13 404122BB8 4962406.01000000 PA USD 4935509.77000000 0.065959821146 Long LON CORP US N 2 2026-03-18 None 0.00000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 Group 1 Automotive Inc 398905AN9 495000.00000000 PA USD 486337.50000000 0.006499578769 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBC4 6950000.00000000 PA USD 7897372.22000000 0.105543152264 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA 641069406 1706600.00000000 NS USD 203520583.00000000 2.719917876759 Long EC CORP CH N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAS5 33740000.00000000 PA USD 37704450.00000000 0.503895016792 Long DBT CORP US N 2 2028-04-15 Fixed 4.88000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BK9 9950000.00000000 PA USD 11292465.14000000 0.150916321849 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017DB2 169000.00000000 PA USD 182612.42000000 0.002440494117 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 Sands China Ltd 80007RAE5 5000000.00000000 PA USD 5562100.00000000 0.074333784815 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N GCI Liberty Inc N/A GCI Liberty Inc 36164V503 19251.00000000 NS USD 539028.00000000 0.007203752424 Long EP CORP US N 1 N N N Bacardi Ltd 549300R32WTQNHNN5055 Bacardi Ltd 067316AE9 14900000.00000000 PA USD 16642579.88000000 0.222417063983 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 Omega Healthcare Investors Inc 681936BJ8 15046000.00000000 PA USD 16132951.33000000 0.215606215747 Long DBT US N 2 2023-08-01 Fixed 4.38000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AS3 1600000.00000000 PA USD 1610000.00000000 0.021516584303 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 Stifel Financial Corp 860630AG7 6900000.00000000 PA USD 7640551.40000000 0.102110912001 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 56611316.13000000 PA USD 56611316.13000000 0.756572767722 Long RA CORP US N 2 Repurchase N 0.05000000 2020-10-01 53152900.00000000 USD 57743583.09075000 USD UST N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828RC6 300000000.00000000 PA USD 305226564.00000000 4.079150991256 Long DBT UST US N 2 2021-08-15 Fixed 2.13000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 Perrigo Finance Unlimited Co 71429MAC9 1050000.00000000 PA USD 1084198.22000000 0.014489591554 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 Wolverine World Wide Inc 978097AD5 12140000.00000000 PA USD 12170350.00000000 0.162648671910 Long DBT CORP US N 2 2026-09-01 Fixed 5.00000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 E*TRADE Financial Corp 269246BP8 11965000.00000000 PA USD 12465114.51000000 0.166588004475 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N CENOVUS ENERGY INC 549300EIRQ0Z2B9C1W06 Cenovus Energy Inc 15135UAS8 4960000.00000000 PA USD 4773688.36000000 0.063797185115 Long DBT CORP CA N 2 2025-07-15 Fixed 5.38000000 N N N N N N KFC HLD/PIZZA HUT/TACO N/A KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC 48250NAB1 1000000.00000000 PA USD 1039000.00000000 0.013885547261 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498AJ0 6329000.00000000 PA USD 6550515.00000000 0.087543297035 Long DBT CORP US N 2 2023-11-01 Fixed 3.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746SK8 14930000.00000000 PA USD 15399138.82000000 0.205799297279 Long DBT CORP US N 2 2023-01-24 Fixed 3.07000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 22546DAB2 30000000.00000000 PA USD 32700000.00000000 0.437013855104 Long DBT CORP CH N 2 2023-12-11 Fixed 7.50000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YAY6 9915000.00000000 PA USD 10404975.90000000 0.139055615606 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 Qorvo Inc 74736KAJ0 1000000.00000000 PA USD 1016250.00000000 0.013581508570 Long DBT CORP US N 2 2031-04-01 Fixed 3.38000000 N N N N N N FEDEX 2020-1 CLASS AA N/A FedEx Corp 2020-1 Class AA Pass Through Trust 314353AA1 10900000.00000000 PA USD 11059666.47000000 0.147805121719 Long DBT CORP US N 2 2034-02-20 Fixed 1.88000000 N N N N N N Adient US LLC 213800SOTRCDGZUHL712 Adient US LLC 00688JAA5 4575000.00000000 PA USD 4899756.38000000 0.065482000755 Long DBT CORP US N 2 2026-05-15 Fixed 7.00000000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 HCA Healthcare Inc 40412C101 735800.00000000 NS USD 91739544.00000000 1.226038281009 Long EC CORP US N 1 N N N Carter's Inc 5299003WAQK4R3L3ZU36 Carter's Inc 146229109 509700.00000000 NS USD 44129826.00000000 0.589765913925 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CS7 6880000.00000000 PA USD 7913638.68000000 0.105760542735 Long DBT CORP US N 2 2024-12-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWT7 7000000.00000000 PA USD 7422107.63000000 0.099191555608 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAE6 1990000.00000000 PA USD 2009900.00000000 0.026860983100 Long DBT CORP US N 2 2021-02-01 Fixed 5.38000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38145GAG5 14616000.00000000 PA USD 14649499.87000000 0.195780868915 Long DBT CORP US N 2 2021-11-15 Fixed 2.35000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AD3 12470000.00000000 PA USD 12678872.50000000 0.169444738520 Long DBT CORP US N 2 2023-02-15 Fixed 3.50000000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 Reinsurance Group of America Inc 759351AM1 4905000.00000000 PA USD 5524717.32000000 0.073834190042 Long DBT CORP US N 2 2026-09-15 Fixed 3.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFU8 5000000.00000000 PA USD 5766719.15000000 0.077068384313 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248AY4 4975000.00000000 PA USD 5027755.50000000 0.067192624268 Long DBT CORP US N 2 2022-02-01 Fixed 3.35000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABA2 1985000.00000000 PA USD 2178140.50000000 0.029109406020 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAA3 250000.00000000 PA USD 246056.25000000 0.003288378910 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 741503BC9 9950000.00000000 PA USD 11100150.75000000 0.148346167324 Long DBT CORP US N 2 2028-03-15 Fixed 3.55000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AD3 16915000.00000000 PA USD 17410102.05000000 0.232674489744 Long DBT CORP US N 2 2026-05-01 Fixed 5.13000000 N N N N N N MGM GROWTH/MGM FINANCE N/A MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc 55303XAC9 2945000.00000000 PA USD 3122524.60000000 0.041730474406 Long DBT US N 2 2024-05-01 Fixed 5.63000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AP3 9950000.00000000 PA USD 10291626.48000000 0.137540775636 Long DBT CORP US N 2 2022-10-27 Fixed 3.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAV9 13090000.00000000 PA USD 15359479.67000000 0.205269278990 Long DBT CORP US N 2 2030-11-15 Fixed 4.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBT9 250000.00000000 PA USD 263055.00000000 0.003515555952 Long DBT CORP US N 2 2027-05-01 Fixed 5.13000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030N101 1760100.00000000 NS USD 81422226.00000000 1.088154155213 Long EC CORP US N 1 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 Danaher Corp 235851AV4 1980000.00000000 PA USD 1941074.49000000 0.025941175716 Long DBT CORP US N 2 2050-10-01 Fixed 2.60000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AH2 3925000.00000000 PA USD 4350077.50000000 0.058135906369 Long DBT CORP US N 2 2026-04-15 Fixed 5.38000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVX9 2975000.00000000 PA USD 3098379.47000000 0.041407790726 Long DBT CORP US N 2 2027-10-28 Floating 2.00000000 N N N N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 Reinsurance Group of America Inc 759351AP4 6900000.00000000 PA USD 7512287.65000000 0.100396751883 Long DBT CORP US N 2 2030-06-15 Fixed 3.15000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAB3 5895000.00000000 PA USD 5989909.50000000 0.080051175606 Long DBT CORP US N 2 2025-03-15 Fixed 5.38000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAF1 4965000.00000000 PA USD 5179345.65000000 0.069218526282 Long DBT CORP US N 2 2025-02-15 Fixed 2.24000000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 FedEx Corp 31428XBY1 6950000.00000000 PA USD 7862130.37000000 0.105072168267 Long DBT CORP US N 2 2025-05-15 Fixed 3.80000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AH4 900000.00000000 PA USD 948375.00000000 0.012674404123 Long DBT CORP US N 2 2028-05-01 Fixed 5.75000000 N N N N N N Lithia Motors Inc SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AC7 1990000.00000000 PA USD 2044725.00000000 0.027326396173 Long DBT CORP US N 2 2025-08-01 Fixed 5.25000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAH0 2490000.00000000 PA USD 2599188.99000000 0.034736440387 Long DBT US N 2 2023-06-15 Fixed 3.13000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 Reinsurance Group of America Inc 759351604 1086698.00000000 NS USD 103442782.62000000 1.382444318518 Long EC CORP US N 1 N N N Arconic Corp 549300B4YFWH3U74B152 Arconic Corp 03966V107 1822761.00000000 NS USD 34723597.05000000 0.464057890211 Long EC CORP US N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc 620076BL2 2985000.00000000 PA USD 3485208.69000000 0.046577507200 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZM3 11590000.00000000 PA USD 11543623.89000000 0.154272892295 Long DBT CORP US N 2 2021-04-19 Fixed 3.40000000 N N N N N N ChampionX Corp 549300EP2909K6DYYP38 ChampionX Corp 15872M104 3204650.00000000 NS USD 25605153.50000000 0.342195927877 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 Johnson Controls International plc 000000000 2645699.00000000 NS USD 108076804.15000000 1.444374948899 Long EC CORP IE N 1 N N N Avnet Inc XJI53DCPL7QABOWK4Z75 Avnet Inc 053807AT0 4710000.00000000 PA USD 4845194.57000000 0.064752818280 Long DBT CORP US N 2 2021-12-01 Fixed 3.75000000 N N N N N N CAESARS RESORT / FINCO N/A Caesars Resort Collection LLC / CRC Finco Inc 12652AAA1 25870000.00000000 PA USD 25029225.00000000 0.334499024695 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 09857LAP3 1950000.00000000 PA USD 2194180.66000000 0.029323772141 Long DBT CORP US N 2 2025-04-13 Fixed 4.10000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBR5 2975000.00000000 PA USD 2989758.44000000 0.039956142559 Long DBT CORP US N 2 2028-03-25 Fixed 2.26000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828B58 24570000.00000000 PA USD 24733160.03000000 0.330542312343 Long DBT UST US N 2 2021-01-31 Fixed 2.13000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956P102 331800.00000000 NS USD 45171252.00000000 0.603683883071 Long EC CORP US N 1 N N N FEDERAL FARM CREDIT BANK N/A Federal Farm Credit Banks Funding Corp 3133ELT53 25000000.00000000 PA USD 24976586.50000000 0.333795545985 Long DBT USGSE US N 2 2023-04-13 Fixed 0.37000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A Parsley Energy LLC / Parsley Finance Corp 701885AJ4 18076000.00000000 PA USD 16991440.00000000 0.227079348568 Long DBT CORP US N 2 2028-02-15 Fixed 4.13000000 N N N N N N Glencore PLC 2138002658CPO9NBH955 Glencore PLC 000000000 28370800.00000000 NS 58924622.55000000 0.787488576794 Long EC CORP JE N 1 N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAL6 3810000.00000000 PA USD 3940802.79000000 0.052666220778 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 Charter Communications Inc 16119P108 343200.00000000 NS USD 214273488.00000000 2.863623334485 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABC8 19855000.00000000 PA USD 22280089.70000000 0.297758651127 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N LivaNova PLC 2138001K2FX6SHK2B339 LivaNova PLC 000000000 1280005.00000000 NS USD 57869026.05000000 0.773381228296 Long EC CORP GB N 1 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828N30 49745000.00000000 PA USD 51967979.69000000 0.694517649735 Long DBT UST US N 2 2022-12-31 Fixed 2.13000000 N N N N N N FORTUNE BRANDS HOME & SE 54930032LHW54PQUJD44 Fortune Brands Home & Security Inc 34964CAC0 9945000.00000000 PA USD 10875215.92000000 0.145340062210 Long DBT CORP US N 2 2023-09-21 Fixed 4.00000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409VAM6 9810000.00000000 PA USD 10974869.52000000 0.146671866611 Long DBT CORP US N 2 2027-01-22 Fixed 2.95000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741BJ6 7875000.00000000 PA USD 8673209.29000000 0.115911701160 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829BP1 995000.00000000 PA USD 1176689.51000000 0.015725676422 Long DBT CORP US N 2 2025-04-01 Fixed 5.65000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AC7 19600000.00000000 PA USD 20849500.00000000 0.278639766728 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 BorgWarner Inc 099724106 5384398.00000000 NS USD 208591578.52000000 2.787688375273 Long EC CORP US N 1 N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 Credit Suisse Group Funding Guernsey Ltd 225433AK7 25000000.00000000 PA USD 25130000.00000000 0.335845815865 Long DBT CORP GG N 2 2020-12-10 Fixed 3.13000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial Inc 02005N100 6418300.00000000 NS USD 160906781.00000000 2.150412620102 Long EC CORP US N 1 N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YAW0 19910000.00000000 PA USD 20009550.00000000 0.267414390960 Long DBT CORP US N 2 2025-10-15 Fixed 5.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAP6 994000.00000000 PA USD 1021633.20000000 0.013653451475 Long DBT CORP US N 2 2025-01-15 Fixed 4.75000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650100 3539653.00000000 NS USD 206715735.20000000 2.762618970966 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 Lear Corp 521865204 1161234.00000000 NS USD 126632567.70000000 1.692360446251 Long EC CORP US N 1 N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BA0 8094000.00000000 PA USD 8556552.11000000 0.114352655168 Long DBT CORP US N 2 2023-12-01 Fixed 4.15000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 Penske Automotive Group Inc 70959WAF0 3580000.00000000 PA USD 3635525.80000000 0.048586395877 Long DBT CORP US N 2 2024-12-01 Fixed 5.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828M80 74625000.00000000 PA USD 77636235.17000000 1.037556893806 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard Inc 57636Q104 699500.00000000 NS USD 236549915.00000000 3.161333036052 Long EC CORP US N 1 N N N KFC HLD/PIZZA HUT/TACO N/A KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC 48250NAA3 1000000.00000000 PA USD 1025300.00000000 0.013702455829 Long DBT CORP US N 2 2024-06-01 Fixed 5.00000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 William Carter Co/The 96926JAC1 1750000.00000000 PA USD 1826562.50000000 0.024410798768 Long DBT CORP US N 2 2027-03-15 Fixed 5.63000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 Sealed Air Corp 81211K100 257800.00000000 NS USD 10005218.00000000 0.133713115882 Long EC CORP US N 1 N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248AZ1 995000.00000000 PA USD 1087205.73000000 0.014529784934 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N JOHNSON CONTROLS/TYCO FI N/A Johnson Controls International plc / Tyco Fire & Security Finance SCA 47837RAA8 1485000.00000000 PA USD 1494390.41000000 0.019971538657 Long DBT CORP IE N 2 2030-09-15 Fixed 1.75000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 CNO Financial Group Inc 12621EAK9 5895000.00000000 PA USD 6761352.60000000 0.090361002001 Long DBT CORP US N 2 2025-05-30 Fixed 5.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38143U8F1 1000000.00000000 PA USD 1008230.72000000 0.013474336201 Long DBT CORP US N 2 2021-02-25 Fixed 2.88000000 N N N N N N Gaming and Leisure Properties Inc 5493006GWRDBCZYWTM57 Gaming and Leisure Properties Inc 36467J108 2176892.00000000 NS USD 80392621.56000000 1.074394173392 Long EC US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 741503AZ9 14730000.00000000 PA USD 16317151.61000000 0.218067930563 Long DBT CORP US N 2 2026-06-01 Fixed 3.60000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 Howmet Aerospace Inc 443201AA6 14890000.00000000 PA USD 16453450.00000000 0.219889468326 Long DBT CORP US N 2 2025-05-01 Fixed 6.88000000 N N N N N N Boyd Gaming Corp 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BQ3 4975000.00000000 PA USD 5130468.75000000 0.068565318866 Long DBT CORP US N 2 2026-08-15 Fixed 6.00000000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 NortonLifeLock Inc 871503AU2 1000000.00000000 PA USD 1023430.00000000 0.013677464517 Long DBT CORP US N 2 2025-04-15 Fixed 5.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AJ4 2985000.00000000 PA USD 3414690.75000000 0.045635081610 Long DBT CORP US N 2 2028-09-01 Fixed 5.63000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAL0 11940000.00000000 PA USD 13462111.20000000 0.179912205301 Long DBT CORP US N 2 2025-02-15 Fixed 5.88000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZP6 9425000.00000000 PA USD 9125762.09000000 0.121959769777 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BQ6 2985000.00000000 PA USD 3309817.64000000 0.044233521912 Long DBT CORP US N 2 2024-02-01 Fixed 4.50000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 McKesson Corp 581557BM6 19890000.00000000 PA USD 19997585.01000000 0.267254486789 Long DBT CORP US N 2 2020-11-30 Fixed 3.65000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands Inc 21036P108 312700.00000000 NS USD 59259777.00000000 0.791967694172 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 Centene Corp 15135BAD3 20084000.00000000 PA USD 20335050.00000000 0.271764483004 Long DBT CORP US N 2 2022-05-15 Fixed 4.75000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 Johnson & Johnson 478160CQ5 915000.00000000 PA USD 922539.71000000 0.012329132573 Long DBT CORP US N 2 2030-09-01 Fixed 1.30000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AK5 4975000.00000000 PA USD 5679907.75000000 0.075908207414 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 PDC Energy Inc 69327R101 2464591.00000000 NS USD 30548605.45000000 0.408261891002 Long EC CORP US N 1 N N N Sands China Ltd 549300EVO6UZDGY05787 Sands China Ltd 80007RAF2 3000000.00000000 PA USD 3272910.00000000 0.043740275734 Long DBT CORP KY N 2 2025-08-08 Fixed 5.13000000 N N N N N N AUTONATION INC N/A AutoNation Inc 05329WAQ5 1900000.00000000 PA USD 2238607.61000000 0.029917508920 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAS1 4965000.00000000 PA USD 5447944.31000000 0.072808169581 Long DBT CORP US N 2 2026-01-15 Fixed 3.05000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 Howmet Aerospace Inc 443201108 6654716.00000000 NS USD 111266851.52000000 1.487007820432 Long EC CORP US N 1 N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAR6 10830000.00000000 PA USD 10434818.28000000 0.139454439261 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 Lear Corp 521865BB0 6950000.00000000 PA USD 7114763.51000000 0.095084104882 Long DBT CORP US N 2 2030-05-30 Fixed 3.50000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAH7 4965000.00000000 PA USD 5191547.09000000 0.069381590451 Long DBT CORP US N 2 2027-02-15 Fixed 2.49000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746SJ1 8603000.00000000 PA USD 8710167.57000000 0.116405624109 Long DBT CORP US N 2 2023-10-31 Floating 1.49000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAR0 4975000.00000000 PA USD 5375287.90000000 0.071837164754 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967424 3189434.00000000 NS USD 137496499.74000000 1.837549706875 Long EC CORP US N 1 N N N Avnet Inc XJI53DCPL7QABOWK4Z75 Avnet Inc 053807AR4 8275000.00000000 PA USD 8866674.91000000 0.118497241112 Long DBT CORP US N 2 2022-12-01 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828G53 49785000.00000000 PA USD 50792368.61000000 0.678806385815 Long DBT UST US N 2 2021-11-30 Fixed 1.88000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAC4 21430000.00000000 PA USD 22839879.70000000 0.305239873939 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N PBF HOLDING CO LLC N/A PBF Holding Co LLC / PBF Finance Corp 69318FAH1 2000000.00000000 PA USD 1342100.00000000 0.017936278132 Long DBT CORP US N 2 2028-02-15 Fixed 6.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial Inc 02005NBH2 7950000.00000000 PA USD 8472262.29000000 0.113226177517 Long DBT CORP US N 2 2024-05-21 Fixed 3.88000000 N N N N N N WESCO Distribution Inc 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAM6 13675000.00000000 PA USD 14033968.75000000 0.187554702931 Long DBT CORP US N 2 2024-06-15 Fixed 5.38000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248BA5 3980000.00000000 PA USD 4004671.78000000 0.053519787553 Long DBT CORP US N 2 2021-10-03 Fixed 2.65000000 N N N N N N CENTERSTATE BANK CORP N/A CenterState Bank Corp 15201PAA7 4960000.00000000 PA USD 5156334.46000000 0.068910996959 Long DBT CORP US N 2 2030-06-01 Fixed 5.75000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AH8 500000.00000000 PA USD 552500.00000000 0.007383796787 Long DBT CORP US N 2 2026-09-01 Fixed 5.38000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVU5 2000000.00000000 PA USD 2021446.52000000 0.027015294697 Long DBT CORP US N 2 2021-04-25 Fixed 2.63000000 N N N N N N MSCI INC 549300HTIN2PD78UB763 MSCI Inc 55354GAF7 6965000.00000000 PA USD 7435137.50000000 0.099365691196 Long DBT CORP US N 2 2027-05-15 Fixed 5.38000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBB0 6965000.00000000 PA USD 7522274.66000000 0.100530221661 Long DBT CORP US N 2 2027-08-15 Fixed 3.56000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 Sands China Ltd 80007RAB1 2000000.00000000 PA USD 2132220.00000000 0.028495708933 Long DBT CORP KY N 2 2023-08-08 Fixed 4.60000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AR9 9900000.00000000 PA USD 10312582.50000000 0.137820838972 Long DBT CORP US N 2 2025-05-01 Fixed 6.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828J76 74645000.00000000 PA USD 76458640.61000000 1.021819121989 Long DBT UST US N 2 2022-03-31 Fixed 1.75000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBA3 1900000.00000000 PA USD 2012500.10000000 0.026895731715 Long DBT CORP US N 2 2027-05-15 Fixed 3.88000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 McKesson Corp 581557BJ3 2985000.00000000 PA USD 3480026.82000000 0.046508254938 Long DBT CORP US N 2 2028-02-16 Fixed 3.95000000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 Lennox International Inc 526107AE7 2000000.00000000 PA USD 2014990.58000000 0.026929015332 Long DBT CORP US N 2 2025-08-01 Fixed 1.35000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAU0 4970000.00000000 PA USD 5857890.50000000 0.078286829057 Long DBT CORP US N 2 2029-11-15 Fixed 5.38000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AB9 8503000.00000000 PA USD 8683688.75000000 0.116051752207 Long DBT CORP GB N 2 2022-02-15 Fixed 6.25000000 N N N N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AK0 2000000.00000000 PA USD 2050000.00000000 0.027396893057 Long DBT CORP US N 2 2026-08-15 Fixed 5.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBU2 6955000.00000000 PA USD 7575575.87000000 0.101242557051 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N PBF HOLDING CO LLC N/A PBF Holding Co LLC / PBF Finance Corp 69318FAK4 100000.00000000 PA USD 102502.00000000 0.001369871381 Long DBT CORP US N 2 2025-05-15 Fixed 9.25000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 Carlisle Cos Inc 142339100 772700.00000000 NS USD 94555299.00000000 1.263668982770 Long EC CORP US N 1 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAD9 18900000.00000000 PA USD 18890361.00000000 0.252457170793 Long DBT CORP US N 2 2028-08-01 Fixed 5.38000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AR0 2985000.00000000 PA USD 3515536.44000000 0.046982817504 Long DBT CORP US N 2 2028-11-15 Fixed 4.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324P102 351839.00000000 NS USD 109692845.03000000 1.465972265565 Long EC CORP US N 1 N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAE7 900000.00000000 PA USD 972320.88000000 0.012994424959 Long DBT US N 2 2025-02-01 Fixed 3.50000000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 Schlumberger Holdings Corp 806851AG6 9830000.00000000 PA USD 11006240.11000000 0.147091113782 Long DBT CORP US N 2 2025-12-21 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BE2 900000.00000000 PA USD 963852.55000000 0.012881251334 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N National Oilwell Varco Inc 549300EHF3IW1AR6U008 National Oilwell Varco Inc 637071101 1615199.00000000 NS USD 14633702.94000000 0.195569753402 Long EC CORP US N 1 N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AF6 12000000.00000000 PA USD 12839520.00000000 0.171591686021 Long DBT CORP US N 2 2023-11-01 Fixed 5.38000000 N N N N N N 2020-10-14 HARRIS ASSOCIATES INVESTMENT TRUST Zachary Weber Zachary Weber Chief Financial Officer