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