0001752724-21-114982.txt : 20210527 0001752724-21-114982.hdr.sgml : 20210527 20210527112953 ACCESSION NUMBER: 0001752724-21-114982 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210527 PERIOD START: 20210930 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: 21969761 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 C000225886 R6 Class OAZBX NPORT-P 1 primary_doc.xml NPORT-P false 0000872323 XXXXXXXX S000002760 C000174800 C000174799 C000007559 C000225886 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 2021-09-30 2021-03-31 N 7820389159.30 20982048.42 7799407110.88 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16158750.00000000 0.00000000 0.00000000 0.74000000 USD N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KN0 15000000.00000000 PA USD 16330300.80000000 0.209378745946 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828G53 49785000.00000000 PA USD 50387865.48000000 0.646047382367 Long DBT UST US N 2 2021-11-30 Fixed 1.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828RC6 250000000.00000000 PA USD 251933595.00000000 3.230163413941 Long DBT UST US N 2 2021-08-15 Fixed 2.12500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAN4 4965000.00000000 PA USD 5139198.86000000 0.065892173429 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466L302 277300.00000000 NS USD 58751551.00000000 0.753282270879 Long EC CORP US N 1 N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 MGM Resorts International 552953CH2 13875000.00000000 PA USD 14331071.25000000 0.183745649461 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AU8 1600000.00000000 PA USD 1636656.00000000 0.020984364282 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAG8 14725000.00000000 PA USD 16091702.35000000 0.206319558925 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAM7 22860000.00000000 PA USD 25801489.47000000 0.330813472142 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 PDC Energy Inc 69327R101 2464591.00000000 NS USD 84781930.40000000 1.087030452375 Long EC CORP US N 1 N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 Stifel Financial Corp 860630AG7 6900000.00000000 PA USD 7446500.36000000 0.095475210540 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAP4 2900000.00000000 PA USD 3239521.15000000 0.041535479606 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045V100 5671100.00000000 NS USD 325861406.00000000 4.178027911191 Long EC CORP US N 1 N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAL6 3810000.00000000 PA USD 3892935.70000000 0.049913226026 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Itron Inc 24F6LSZD18II6ICG6S41 Itron Inc 465740AA6 11035000.00000000 PA USD 11305357.50000000 0.144951498739 Long DBT CORP US N 2 2026-01-15 Fixed 5.00000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 Sands China Ltd 80007RAB1 2000000.00000000 PA USD 2138780.00000000 0.027422340821 Long DBT CORP KY N 2 2023-08-08 Fixed 4.60000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 Omega Healthcare Investors Inc 681936BH2 4982000.00000000 PA USD 5629645.70000000 0.072180431409 Long DBT US N 2 2026-01-15 Fixed 5.25000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 741503AZ9 14730000.00000000 PA USD 16097284.26000000 0.206391127314 Long DBT CORP US N 2 2026-06-01 Fixed 3.60000000 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 264328.75000000 0.003389087737 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324P102 116000.00000000 NS USD 43160120.00000000 0.553376934764 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172109 2387800.00000000 NS USD 211893372.00000000 2.716788199251 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBV0 6955000.00000000 PA USD 7405092.27000000 0.094944297236 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Howard Hughes Corp/The 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267D107 622100.00000000 NS USD 59180373.00000000 0.758780406749 Long EC CORP US N 1 N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AM6 500000.00000000 PA USD 525880.00000000 0.006742563793 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N CENTERSTATE BANK CORP N/A CenterState Bank Corp 15201PAA7 4960000.00000000 PA USD 5276026.80000000 0.067646511138 Long DBT CORP US N 2 2030-06-01 Fixed 5.75000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAR2 2980000.00000000 PA USD 3133321.00000000 0.040173835721 Long DBT CORP US N 2 2027-12-15 Fixed 4.25000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AZ3 3750000.00000000 PA USD 3700263.34000000 0.047442879790 Long DBT CORP GB N 2 2028-03-17 Fixed 2.25000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833ED8 9750000.00000000 PA USD 9299320.68000000 0.119231122927 Long DBT CORP US N 2 2031-02-08 Fixed 1.65000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AE3 2980000.00000000 PA USD 3099572.50000000 0.039741129754 Long DBT CORP US N 2 2027-12-15 Fixed 4.62500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80874YAW0 19910000.00000000 PA USD 20620787.00000000 0.264389160699 Long DBT CORP US N 2 2025-10-15 Fixed 5.00000000 N N N N N N FORTUNE BRANDS HOME & SE 54930032LHW54PQUJD44 Fortune Brands Home & Security Inc 34964CAA4 13430000.00000000 PA USD 14786514.88000000 0.189585114224 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828J76 74645000.00000000 PA USD 75881307.81000000 0.972911231985 Long DBT UST US N 2 2022-03-31 Fixed 1.75000000 N N N N N N Boyd Gaming Corp 254900787YGRYS2A1Z35 Boyd Gaming Corp 103304BQ3 4975000.00000000 PA USD 5179849.61000000 0.066413376508 Long DBT CORP US N 2 2026-08-15 Fixed 6.00000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 Reinsurance Group of America Inc 759351604 1086698.00000000 NS USD 136978282.90000000 1.756265328282 Long EC CORP US N 1 N N N OCEANEERING INTL INC 549300L6PH74701W0R30 Oceaneering International Inc 675232AA0 4005000.00000000 PA USD 3865345.65000000 0.049559480548 Long DBT CORP US N 2 2024-11-15 Fixed 4.65000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 MGM Resorts International 552953CG4 9850000.00000000 PA USD 10588750.00000000 0.135763524707 Long DBT CORP US N 2 2025-05-01 Fixed 6.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HRW2 19910000.00000000 PA USD 20220000.89000000 0.259250486640 Long DBT CORP US N 2 2023-10-24 Floating 1.44800000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AQ1 9950000.00000000 PA USD 10915150.00000000 0.139948458194 Long DBT CORP US N 2 2027-10-27 Fixed 3.87500000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 E*TRADE Financial Corp 269246BP8 11965000.00000000 PA USD 12355486.63000000 0.158415716148 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZM3 11590000.00000000 PA USD 11589885.72000000 0.148599573726 Long DBT CORP US N 2 2021-04-19 Fixed 3.40000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 Sands China Ltd 80007RAE5 5000000.00000000 PA USD 5712200.00000000 0.073238900326 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664CW9 1980000.00000000 PA USD 1846429.71000000 0.023673975261 Long DBT CORP US N 2 2030-10-15 Fixed 1.45000000 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 9740501.88000000 0.124887722124 Long DBT US N 2 2031-01-15 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746SJ1 8603000.00000000 PA USD 8737206.80000000 0.112023986897 Long DBT CORP US N 2 2023-10-31 Floating 1.44200000 N N N N N N PERSHING SQUARE HOLDINGS U7LC4KOKCTZ0YWGI2G56 Pershing Square Holdings Ltd 71531QAD3 14000000.00000000 PA USD 13708660.00000000 0.175765411461 Long DBT CORP GG N 2 2030-11-15 Fixed 3.25000000 N N N N N N PENSKE AUTOMOTIVE GROUP 549300W7UTQ0M4C7LB15 Penske Automotive Group Inc 70959WAG8 11343000.00000000 PA USD 11672514.15000000 0.149658993101 Long DBT CORP US N 2 2026-05-15 Fixed 5.50000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 Agilent Technologies Inc 00846U101 612300.00000000 NS USD 77847822.00000000 0.998124868894 Long EC CORP US N 1 N N N Diageo PLC 213800ZVIELEA55JMJ32 Diageo PLC 25243Q205 367200.00000000 NS USD 60297912.00000000 0.773108918957 Long EC CORP GB N 1 N N N TWITTER INC 549300I8RX485XMK6836 Twitter Inc 90184LAG7 700000.00000000 PA USD 733943.00000000 0.009410240926 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N Arconic Corp 549300B4YFWH3U74B152 Arconic Corp 03966V107 1822761.00000000 NS USD 46279901.79000000 0.593377177675 Long EC CORP US N 1 N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 Reinsurance Group of America Inc 759351AM1 4905000.00000000 PA USD 5457839.46000000 0.069977619867 Long DBT CORP US N 2 2026-09-15 Fixed 3.95000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956PAS1 4965000.00000000 PA USD 5301115.16000000 0.067968181230 Long DBT CORP US N 2 2026-01-15 Fixed 3.05000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967424 2529634.00000000 NS USD 184030873.50000000 2.359549525800 Long EC CORP US N 1 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp 369550108 517700.00000000 NS USD 93993612.00000000 1.205137911943 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650CS7 6880000.00000000 PA USD 7790397.10000000 0.099884478259 Long DBT CORP US N 2 2024-12-01 Fixed 5.00000000 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 3161069.64000000 0.040529614559 Long DBT US N 2 2024-05-01 Fixed 5.62500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030N101 1760100.00000000 NS USD 95239011.00000000 1.221105779529 Long EC CORP US N 1 N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 453182520.65000000 PA USD 453182520.65000000 5.810473978436 Long RA CORP US N 2 Repurchase N 0.00000000 2021-04-01 451168700.00000000 USD 462246244.74763400 USD UST N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 Liberty Broadband Corp 530307503 49500.00000000 NS USD 1324125.00000000 0.016977252003 Long EP CORP US N 1 N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LAW9 6970000.00000000 PA USD 7064947.85000000 0.090583139840 Long DBT CORP US N 2 2021-11-21 Fixed 2.37500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AH8 500000.00000000 PA USD 563750.00000000 0.007228113521 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N FORTUNE BRANDS HOME & SE 54930032LHW54PQUJD44 Fortune Brands Home & Security Inc 34964CAC0 9945000.00000000 PA USD 10733068.95000000 0.137613908306 Long DBT CORP US N 2 2023-09-21 Fixed 4.00000000 N N N N N N Apergy Corporation N/A APERGY CORPORATION 2020 TERM LOAN 15872EAB8 13357500.00000000 PA USD 13591256.25000000 0.174260120760 Long LON CORP US N 2 2027-06-03 None 0.00000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 Lear Corp 521865204 915034.00000000 NS USD 165849912.50000000 2.126442563417 Long EC CORP US N 1 N N N Avnet Inc XJI53DCPL7QABOWK4Z75 Avnet Inc 053807AR4 8275000.00000000 PA USD 8783445.96000000 0.112616841705 Long DBT CORP US N 2 2022-12-01 Fixed 4.87500000 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 4404674.25000000 0.056474475397 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498AJ0 6329000.00000000 PA USD 6669183.75000000 0.085508855419 Long DBT CORP US N 2 2023-11-01 Fixed 3.87500000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 186600.00000000 NS USD 384866232.00000000 4.934557544292 Long EC CORP US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829BP1 995000.00000000 PA USD 1156590.15000000 0.014829206035 Long DBT CORP US N 2 2025-04-01 Fixed 5.65000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAD1 6684000.00000000 PA USD 6803059.75000000 0.087225344866 Long DBT CORP XX N 2 2022-01-15 Fixed 3.00000000 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 5739010.75000000 0.073582654019 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 LPL Holdings Inc 50212YAD6 3850000.00000000 PA USD 3878875.00000000 0.049732946938 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956P102 235900.00000000 NS USD 37762872.00000000 0.484176187537 Long EC CORP US N 1 N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AL5 19250000.00000000 PA USD 19250000.00000000 0.246813632450 Long DBT CORP US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 22546DAB2 30000000.00000000 PA USD 32469840.00000000 0.416311644441 Long DBT CORP CH N 2 2023-12-11 Fixed 7.50000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAR6 5860000.00000000 PA USD 5901957.13000000 0.075671868977 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Gaming and Leisure Properties Inc 5493006GWRDBCZYWTM57 Gaming and Leisure Properties Inc 36467J108 913904.00000000 NS USD 38776946.72000000 0.497178133782 Long EC US N 1 N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 Fiserv Inc 337738108 356500.00000000 NS USD 42437760.00000000 0.544115205126 Long EC CORP US N 1 N N N MSCI INC 549300HTIN2PD78UB763 MSCI Inc 55354GAD2 5925000.00000000 PA USD 6138300.00000000 0.078702136107 Long DBT CORP US N 2 2026-08-01 Fixed 4.75000000 N N N N N N Bunge Ltd 5493007M0RIN8HY3MM77 Bunge Ltd 000000000 62360.00000000 NS USD 7216860.44000000 0.092530885199 Long EP CORP BM N 1 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc 620076BL2 2985000.00000000 PA USD 3396196.88000000 0.043544295505 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 State Street Corp 857477103 653200.00000000 NS USD 54875332.00000000 0.703583377811 Long EC CORP US N 1 N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 NortonLifeLock Inc 871503AU2 1000000.00000000 PA USD 1013300.00000000 0.012992013182 Long DBT CORP US N 2 2025-04-15 Fixed 5.00000000 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 3264588.95000000 0.041856886088 Long DBT CORP US N 2 2024-02-01 Fixed 4.50000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 US Foods, Inc. 2016 Term Loan B 90351HAB4 9947780.68000000 PA USD 9806820.63000000 0.125738027142 Long LON CORP US N 2 2023-06-27 None 0.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCD3 2980000.00000000 PA USD 3088025.00000000 0.039593073628 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N ChampionX Corp 549300EP2909K6DYYP38 ChampionX Corp 15872M104 3204650.00000000 NS USD 69637044.50000000 0.892850488633 Long EC CORP US N 1 N N N NOV Inc 549300EHF3IW1AR6U008 NOV Inc 62955J103 1615199.00000000 NS USD 22160530.28000000 0.284130959763 Long EC CORP US N 1 N N N TYCO ELECTRONICS GROUP S C33G1C5SYE2YM95EE712 Tyco Electronics Group SA 902133AT4 9830000.00000000 PA USD 10753522.90000000 0.137876158368 Long DBT CORP LU N 2 2026-02-15 Fixed 3.70000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 Walgreens Boots Alliance Inc 93142WRW5 22500000.00000000 PA USD 22496062.50000000 0.288432981894 Long STIV CORP US N 2 2021-04-30 None 0.00000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 Sealed Air Corp 81211K100 521100.00000000 NS USD 23876802.00000000 0.306136115996 Long EC CORP US N 1 N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 BAT International Finance PLC 05530QAN0 4460000.00000000 PA USD 4412843.39000000 0.056579215923 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N Lithia Motors Inc SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AC7 1990000.00000000 PA USD 2049700.00000000 0.026280202723 Long DBT CORP US N 2 2025-08-01 Fixed 5.25000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 Bacardi Ltd 067316AE9 4900000.00000000 PA USD 5445209.48000000 0.069815684738 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 Wolverine World Wide Inc 978097AD5 12140000.00000000 PA USD 12306925.00000000 0.157793083820 Long DBT CORP US N 2 2026-09-01 Fixed 5.00000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409VAM6 9810000.00000000 PA USD 10462492.43000000 0.134144714864 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 844741BK3 15853000.00000000 PA USD 18216446.09000000 0.233561934016 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AJ0 9000000.00000000 PA USD 8910000.00000000 0.114239452734 Long DBT CORP US N 2 2029-05-01 Fixed 3.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CM5 41847000.00000000 PA USD 42490115.99000000 0.544786486792 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 741503BC9 9950000.00000000 PA USD 10860794.15000000 0.139251535348 Long DBT CORP US N 2 2028-03-15 Fixed 3.55000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857LAP3 1950000.00000000 PA USD 2172066.49000000 0.027849123133 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 05526DBB0 6965000.00000000 PA USD 7401432.75000000 0.094897376746 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands Inc 21036P108 280300.00000000 NS USD 63908400.00000000 0.819400745357 Long EC CORP US N 1 N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 CNO Financial Group Inc 12621EAK9 5895000.00000000 PA USD 6672893.35000000 0.085556418008 Long DBT CORP US N 2 2025-05-30 Fixed 5.25000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 Johnson Controls International plc 000000000 1703399.00000000 NS USD 101641818.33000000 1.303199293036 Long EC CORP IE N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513AW5 19895000.00000000 PA USD 19936152.21000000 0.255611124365 Long DBT CORP US N 2 2021-05-21 Fixed 3.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABC8 19855000.00000000 PA USD 21702309.20000000 0.278255883959 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AC7 19600000.00000000 PA USD 21462000.00000000 0.275174762579 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 Lennox International Inc 526107AE7 2000000.00000000 PA USD 1989337.12000000 0.025506260818 Long DBT CORP US N 2 2025-08-01 Fixed 1.35000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZP6 9425000.00000000 PA USD 9603816.66000000 0.123135214298 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650100 3539653.00000000 NS USD 266288095.19000000 3.414209457261 Long EC CORP US N 1 N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 Reinsurance Group of America Inc 759351AP4 6900000.00000000 PA USD 7132051.90000000 0.091443513572 Long DBT CORP US N 2 2030-06-15 Fixed 3.15000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA Inc 404121AJ4 2985000.00000000 PA USD 3432750.00000000 0.044012960872 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 Schlumberger Holdings Corp 806851AG6 9830000.00000000 PA USD 10870150.83000000 0.139371501903 Long DBT CORP US N 2 2025-12-21 Fixed 4.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial Inc 02005NBH2 7950000.00000000 PA USD 8587384.02000000 0.110103036011 Long DBT CORP US N 2 2024-05-21 Fixed 3.87500000 N N N N N N LivaNova PLC 2138001K2FX6SHK2B339 LivaNova PLC 000000000 1280005.00000000 NS USD 94374768.65000000 1.210024907128 Long EC CORP GB N 1 N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAH0 2490000.00000000 PA USD 2603536.41000000 0.033381209276 Long DBT US N 2 2023-06-15 Fixed 3.12500000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 FedEx Corp 31428XBY1 6950000.00000000 PA USD 7636051.11000000 0.097905533092 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 432833AN1 13500000.00000000 PA USD 13103100.00000000 0.168001231551 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N Under Armour Inc 549300D4549QKWETZ406 Under Armour Inc 904311AA5 12565000.00000000 PA USD 12572539.00000000 0.161198650375 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AQ2 9950000.00000000 PA USD 10963326.11000000 0.140566147581 Long DBT CORP US N 2 2025-08-15 Fixed 3.80000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAF4 8750000.00000000 PA USD 8569531.25000000 0.109874136946 Long DBT CORP US N 2 2031-02-01 Fixed 4.37500000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBR5 2975000.00000000 PA USD 2926821.63000000 0.037526206651 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 Howard Hughes Corp/The 44267DAD9 3400000.00000000 PA USD 3574250.00000000 0.045827201339 Long DBT CORP US N 2 2028-08-01 Fixed 5.37500000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 Lam Research Corp 512807AR9 4910000.00000000 PA USD 4923478.78000000 0.063126321142 Long DBT CORP US N 2 2021-06-15 Fixed 2.80000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBL6 10750000.00000000 PA USD 10215523.65000000 0.130978207763 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BE2 9400000.00000000 PA USD 10508791.76000000 0.134738341140 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AF0 2000000.00000000 PA USD 2075890.00000000 0.026615997478 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828M80 74625000.00000000 PA USD 76922050.78000000 0.986255104861 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 Carlisle Cos Inc 142339100 772700.00000000 NS USD 127170966.00000000 1.630520938221 Long EC CORP US N 1 N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA Inc. Term Loan B12 404122BA0 4164978.29000000 PA USD 4160521.76000000 0.053344077323 Long LON CORP US N 2 2025-03-13 None 0.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAE7 900000.00000000 PA USD 971260.55000000 0.012453004903 Long DBT US N 2 2025-02-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWT7 7000000.00000000 PA USD 7324818.13000000 0.093915063361 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248BA5 3980000.00000000 PA USD 4009852.47000000 0.051412272920 Long DBT CORP US N 2 2021-10-03 Fixed 2.65000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard Inc 57636Q104 221000.00000000 NS USD 78687050.00000000 1.008885020122 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857LAR9 4950000.00000000 PA USD 5762261.14000000 0.073880758602 Long DBT CORP US N 2 2030-04-13 Fixed 4.62500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAP9 4965000.00000000 PA USD 5124721.82000000 0.065706556243 Long DBT CORP US N 2 2027-02-15 Fixed 2.49300000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 Lear Corp 521865BB0 6950000.00000000 PA USD 7241025.83000000 0.092840721442 Long DBT CORP US N 2 2030-05-30 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505104 10240400.00000000 NS USD 396201076.00000000 5.079887103819 Long EC CORP US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 Johnson & Johnson 478160CQ5 915000.00000000 PA USD 858085.13000000 0.011001927682 Long DBT CORP US N 2 2030-09-01 Fixed 1.30000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 Sands China Ltd 80007RAF2 3000000.00000000 PA USD 3355470.00000000 0.043022116326 Long DBT CORP KY N 2 2025-08-08 Fixed 5.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBC4 6950000.00000000 PA USD 7830792.75000000 0.100402410576 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244AR0 2985000.00000000 PA USD 3340369.95000000 0.042828511225 Long DBT CORP US N 2 2028-11-15 Fixed 4.00000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 BorgWarner Inc 099724106 3407098.00000000 NS USD 157953063.28000000 2.025193210643 Long EC CORP US N 1 N N N MSCI INC 549300HTIN2PD78UB763 MSCI Inc 55354GAF7 6965000.00000000 PA USD 7449067.50000000 0.095508125093 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N GMAC Capital Trust I N/A GMAC Capital Trust I 361860208 236761.00000000 NS USD 6032670.28000000 0.077347805983 Long EP CORP US N 1 N N N BORGWARNER INC 549300DSFX2IE88NSX47 BorgWarner Inc 099724AL0 4215000.00000000 PA USD 4374230.52000000 0.056084141497 Long DBT CORP US N 2 2027-07-01 Fixed 2.65000000 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 10972033.75000000 0.140677792478 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 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 5577373.00000000 0.071510217644 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AF6 12000000.00000000 PA USD 13101600.00000000 0.167981999320 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BA0 8094000.00000000 PA USD 8705479.36000000 0.111617193925 Long DBT CORP US N 2 2023-12-01 Fixed 4.15000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABA2 1985000.00000000 PA USD 2142628.85000000 0.027471688803 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAE0 4470000.00000000 PA USD 4939573.50000000 0.063332679391 Long DBT CORP US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Asplundh Tree Expert, LLC N/A Asplundh Tree Expert, LLC 2021 Term Loan B 04538FAD1 12000000.00000000 PA USD 11960640.00000000 0.153353195056 Long LON CORP US N 2 2027-09-07 None 0.00000000 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 Charles River Laboratories International Inc 159864AJ6 1350000.00000000 PA USD 1372342.50000000 0.017595472072 Long DBT CORP US N 2 2031-03-15 Fixed 4.00000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 International Game Technology PLC 460599AD5 200000.00000000 PA USD 221589.00000000 0.002841100571 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA 641069406 723000.00000000 NS USD 80621730.00000000 1.033690495365 Long EC CORP CH N 1 N N N IQVIA Inc 549300PLWY28YB00C717 IQVIA Inc 449934AD0 7800000.00000000 PA USD 8102250.00000000 0.103882896287 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N SIGNATURE BANK NEW YORK VLP5AP0XK2GM6GKD1007 Signature Bank/New York NY 82669G203 376500.00000000 NS USD 9694875.00000000 0.124302717657 Long EP CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 Facebook Inc 30303M102 213000.00000000 NS USD 62734890.00000000 0.804354601678 Long EC CORP US N 1 N N N RENT A CENTER INC N/A RENT A CENTER INC 2021 TERM LOAN B 000000000 1000000.00000000 PA USD 1004170.00000000 0.012874953002 Long LON CORP US N 2 2028-01-17 None 0.00000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAS5 33740000.00000000 PA USD 38359343.40000000 0.491823838077 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N FEDEX 2020-1 CLASS AA N/A FedEx Corp 2020-1 Class AA Pass Through Trust 314353AA1 10608574.23000000 PA USD 10266651.40000000 0.131633741565 Long DBT CORP US N 2 2034-02-20 Fixed 1.87500000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 Aramark Services Inc 038522AR9 9900000.00000000 PA USD 10494000.00000000 0.134548688776 Long DBT CORP US N 2 2025-05-01 Fixed 6.37500000 N N N N N N Carter's Inc 5299003WAQK4R3L3ZU36 Carter's Inc 146229109 471400.00000000 NS USD 41921602.00000000 0.537497291832 Long EC CORP US N 1 N N N CommScope Inc 549300Z6K4JXMFE8QY54 CommScope Inc 20338QAB9 3480000.00000000 PA USD 3588750.00000000 0.046013112906 Long DBT CORP US N 2 2024-03-01 Fixed 5.50000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 CBRE Services Inc 12505BAE0 10750000.00000000 PA USD 10410633.79000000 0.133479809965 Long DBT CORP US N 2 2031-04-01 Fixed 2.50000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 Omega Healthcare Investors Inc 681936BJ8 3098000.00000000 PA USD 3327352.16000000 0.042661603794 Long DBT US N 2 2023-08-01 Fixed 4.37500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AP3 9950000.00000000 PA USD 10267623.70000000 0.131646207897 Long DBT CORP US N 2 2022-10-27 Fixed 3.00000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248AY4 4975000.00000000 PA USD 5074497.76000000 0.065062609091 Long DBT CORP US N 2 2022-02-01 Fixed 3.35000000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 TE Connectivity Ltd 000000000 2053300.00000000 NS USD 265101563.00000000 3.398996349737 Long EC CORP CH N 1 N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAR0 4975000.00000000 PA USD 5279289.56000000 0.067688344574 Long DBT CORP XX N 2 2028-01-15 Fixed 3.50000000 N N N N N N FEDERAL FARM CREDIT BANK N/A Federal Farm Credit Banks Funding Corp 3133ELT53 25000000.00000000 PA USD 24985018.00000000 0.320345093476 Long DBT USGSE US N 2 2023-04-13 Fixed 0.37000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828N30 49745000.00000000 PA USD 51451098.30000000 0.659679608572 Long DBT UST US N 2 2022-12-31 Fixed 2.12500000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 Universal Health Services Inc 913903AT7 8325000.00000000 PA USD 8533125.00000000 0.109407354670 Long DBT CORP US N 2 2026-06-01 Fixed 5.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAF7 7940000.00000000 PA USD 8568609.80000000 0.109862322586 Long DBT CORP US N 2 2025-05-15 Fixed 7.50000000 N N N N N N WESCO Distribution Inc 549300I2CEZJG9N4AH67 WESCO Distribution Inc 95081QAM6 13675000.00000000 PA USD 13931406.25000000 0.178621349699 Long DBT CORP US N 2 2024-06-15 Fixed 5.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CS2 6945000.00000000 PA USD 6510937.50000000 0.083479903118 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N NOV INC 549300EHF3IW1AR6U008 NOV Inc 637071AM3 24835000.00000000 PA USD 24960377.51000000 0.320029165744 Long DBT CORP US N 2 2029-12-01 Fixed 3.60000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886FAE7 5950000.00000000 PA USD 5498478.24000000 0.070498669473 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 Perrigo Finance Unlimited Co 71429MAC9 1050000.00000000 PA USD 1030281.43000000 0.013209740373 Long DBT CORP IE N 2 2030-06-15 Fixed 3.15000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833EF3 6000000.00000000 PA USD 5464866.96000000 0.070067722870 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N Smithfield Foods Inc CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248AZ1 995000.00000000 PA USD 1095962.10000000 0.014051864256 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAL0 11940000.00000000 PA USD 13686225.00000000 0.175477761391 Long DBT CORP US N 2 2025-02-15 Fixed 5.87500000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 Avnet Inc 053807AT0 4710000.00000000 PA USD 4792349.45000000 0.061445048089 Long DBT CORP US N 2 2021-12-01 Fixed 3.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172CS6 2970000.00000000 PA USD 2776598.00000000 0.035600116272 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 Ally Financial Inc 02005N100 4363700.00000000 NS USD 197282877.00000000 2.529459921700 Long EC CORP US N 1 N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 Zayo Group Holdings Inc 98919VAA3 250000.00000000 PA USD 246000.00000000 0.003154085900 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 CSX Corp 126408HT3 3400000.00000000 PA USD 2867586.96000000 0.036766730076 Long DBT CORP US N 2 2051-05-15 Fixed 2.50000000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 HCA Healthcare Inc 40412C101 690600.00000000 NS USD 130067604.00000000 1.667660145840 Long EC CORP US N 1 N N N Glencore PLC 2138002658CPO9NBH955 Glencore PLC 000000000 28370800.00000000 NS 111175750.72000000 1.425438487047 Long EC CORP JE N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278X109 615250.00000000 NS USD 45214722.50000000 0.579719994830 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 Humana Inc 444859102 100300.00000000 NS USD 42050775.00000000 0.539153481824 Long EC CORP US N 1 N N N CHAMPIONX CORP 549300EP2909K6DYYP38 ChampionX Corp 03755LAC8 16119000.00000000 PA USD 16884652.50000000 0.216486359282 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N RENT-A-CENTER INC 529900QUHE15UQNCCJ63 Rent-A-Center Inc/TX 76009NAL4 350000.00000000 PA USD 371000.00000000 0.004756771825 Long DBT CORP US N 2 2029-02-15 Fixed 6.37500000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886F107 121800.00000000 NS USD 57628452.00000000 0.738882471202 Long EC CORP US N 1 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAR0 7250000.00000000 PA USD 7220861.24000000 0.092582181406 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 Uber Technologies Inc 90353TAC4 21430000.00000000 PA USD 23197975.00000000 0.297432544169 Long DBT CORP US N 2 2026-11-01 Fixed 8.00000000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 William Carter Co/The 96926JAC1 1750000.00000000 PA USD 1848437.50000000 0.023699718116 Long DBT CORP US N 2 2027-03-15 Fixed 5.62500000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 Howmet Aerospace Inc 443201AA6 14890000.00000000 PA USD 17253787.50000000 0.221219219034 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 Lear Corp 521865BA2 7955000.00000000 PA USD 8807989.91000000 0.112931531650 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 Howmet Aerospace Inc 443201108 5016616.00000000 NS USD 161183872.08000000 2.066616984964 Long EC CORP US N 1 N N N MPT OPER PARTNERSP/FINL N/A MPT Operating Partnership LP / MPT Finance Corp 55342UAM6 3900000.00000000 PA USD 3824580.24000000 0.049036807357 Long DBT US N 2 2031-03-15 Fixed 3.50000000 N N N N N N PARSLEY ENERGY LLC/FINAN N/A Parsley Energy LLC / Parsley Finance Corp 701885AJ4 18076000.00000000 PA USD 19137965.00000000 0.245377177110 Long DBT CORP US N 2 2028-02-15 Fixed 4.12500000 N N N N N N CAESARS RESORT / FINCO N/A Caesars Resort Collection LLC / CRC Finco Inc 12652AAA1 25870000.00000000 PA USD 26094163.55000000 0.334565989171 Long DBT CORP US N 2 2025-10-15 Fixed 5.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFU8 5000000.00000000 PA USD 5616032.65000000 0.072005891860 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741BJ6 7875000.00000000 PA USD 8957154.94000000 0.114844049203 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 Charter Communications Inc 16119P108 289800.00000000 NS USD 178812396.00000000 2.292640882286 Long EC CORP US N 1 N N N NASDAQ INC 549300L8X1Q78ERXFD06 Nasdaq Inc 63111XAD3 8750000.00000000 PA USD 8005956.35000000 0.102648268466 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 913017DB2 169000.00000000 PA USD 180786.27000000 0.002317948882 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N SkyMiles IP Ltd. N/A SkyMiles IP Ltd. 2020 Skymiles Term Loan B 24736CBS2 8000000.00000000 PA USD 8392000.00000000 0.107597922261 Long LON CORP US N 2 2027-10-20 None 0.00000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857L108 26940.00000000 NS USD 62765889.60000000 0.804752062659 Long EC CORP US N 1 N N N Thor Industries Inc 254900XZO1228PDSG060 Thor Industries Inc 885160101 807726.00000000 NS USD 108833001.24000000 1.395400954108 Long EC CORP US N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 49271V100 3091600.00000000 NS USD 106258292.00000000 1.362389352028 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVX9 2975000.00000000 PA USD 3113302.19000000 0.039917164801 Long DBT CORP US N 2 2027-10-28 Floating 1.96900000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAT3 6965000.00000000 PA USD 8424643.91000000 0.108016465741 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 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 1030580.00000000 0.013213568484 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903AY9 9761000.00000000 PA USD 10388432.59000000 0.133195157558 Long DBT CORP US N 2 2028-04-15 Fixed 4.00000000 N N N N N N Blackstone Mortgage Trust, Inc. 549300OLDJ20R2Y2UW20 Blackstone Mortgage Trust, Inc. 2019 Term Loan B 09259GAC7 16959493.65000000 PA USD 16747499.98000000 0.214727859975 Long LON CORP US N 2 2026-04-23 None 0.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 Cigna Corp 125523CM0 5850000.00000000 PA USD 5752197.95000000 0.073751733538 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N LENNOX INTERNATIONAL INC S7DWAC87RDMPBF77GJ92 Lennox International Inc 526107AF4 1995000.00000000 PA USD 1961364.28000000 0.025147607402 Long DBT CORP US N 2 2027-08-01 Fixed 1.70000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110LAU0 4970000.00000000 PA USD 5877273.50000000 0.075355388126 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA Inc. Term Loan B13 404122BB8 4937343.35000000 PA USD 4932702.25000000 0.063244579746 Long LON CORP US N 2 2026-03-18 None 0.00000000 N N N N N N TRACTOR SUPPLY CO 549300OJ9VZHZRO6I137 Tractor Supply Co 892356AA4 1980000.00000000 PA USD 1825259.16000000 0.023402537321 Long DBT CORP US N 2 2030-11-01 Fixed 1.75000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571900BB4 6960000.00000000 PA USD 7405200.72000000 0.094945687726 Long DBT CORP US N 2 2024-04-15 Fixed 3.60000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MF5 22860000.00000000 PA USD 24430735.97000000 0.313238373413 Long DBT CORP US N 2 2025-04-24 Fixed 3.35200000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YAY6 2975000.00000000 PA USD 3108538.44000000 0.039856086441 Long DBT CORP US N 2 2025-04-15 Fixed 2.85000000 N N N N N N BROADCOM CRP / CAYMN FI N/A Broadcom Corp / Broadcom Cayman Finance Ltd 11134LAF6 9955000.00000000 PA USD 10667761.77000000 0.136776573120 Long DBT CORP XX N 2 2024-01-15 Fixed 3.62500000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBC9 1900000.00000000 PA USD 2078331.07000000 0.026647295627 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 American International Group Inc 026874784 1459600.00000000 NS USD 67448116.00000000 0.864785169451 Long EC CORP US N 1 N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AD3 12470000.00000000 PA USD 12719400.00000000 0.163081626836 Long DBT CORP US N 2 2023-02-15 Fixed 3.50000000 N N N N N N 2021-04-15 HARRIS ASSOCIATES INVESTMENT TRUST Zachary Weber Zachary Weber Chief Financial Officer