0001752724-21-252064.txt : 20211123
0001752724-21-252064.hdr.sgml : 20211123
20211123135147
ACCESSION NUMBER: 0001752724-21-252064
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211123
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: 211437130
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
2021-09-30
N
7865349120.77
21059638.94
7844289481.83
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12702558.00000000
0.00000000
0.00000000
0.71000000
USD
N
American Honda Finance Corp
N/A
American Honda Finance Corp
02665JY46
30000000.00000000
PA
USD
29995829.10000000
0.382390644423
Long
STIV
CORP
US
N
2
2021-11-04
None
0.00000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
13443CXM8
5000000.00000000
PA
USD
4999591.65000000
0.063735430233
Long
STIV
CORP
US
N
2
2021-10-21
None
0.00000000
N
N
N
N
N
N
Campbell Soup Co
N/A
Campbell Soup Co
13443CX55
2000000.00000000
PA
USD
1999964.72000000
0.025495804618
Long
STIV
CORP
US
N
2
2021-10-05
None
0.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
15000000.00000000
PA
USD
16322503.05000000
0.208081344879
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
49933250.27000000
0.636555425263
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.87500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
4965000.00000000
PA
USD
5142674.71000000
0.065559471280
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
75209306.00000000
0.958777798476
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
13875000.00000000
PA
USD
14620781.25000000
0.186387578937
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAM7
22860000.00000000
PA
USD
25807065.02000000
0.328991747178
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
2387591.00000000
NS
USD
113147937.49000000
1.442424297982
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AN2
200000.00000000
PA
USD
200413.50000000
0.002554896787
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
6900000.00000000
PA
USD
7669662.23000000
0.097773829583
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
3238325.92000000
0.041282590698
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
4704900.00000000
NS
USD
247995279.00000000
3.161475358277
Long
EC
CORP
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAL6
3810000.00000000
PA
USD
3845580.56000000
0.049023950083
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAG3
3750000.00000000
PA
USD
3780406.35000000
0.048193100965
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
Rent-A-Center, Inc.
529900QUHE15UQNCCJ63
Rent-A-Center, Inc. 2021 First Lien Term Loan B
76009WAW0
995000.00000000
PA
USD
997487.50000000
0.012716097516
Long
LON
CORP
US
N
2
2028-02-17
None
0.00000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BH2
4982000.00000000
PA
USD
5654285.08000000
0.072081545347
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
16196794.25000000
0.206478793108
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
260327.50000000
0.003318688080
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
2256800.00000000
NS
USD
213922072.00000000
2.727105781798
Long
EC
CORP
US
N
1
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
622100.00000000
NS
USD
54626601.00000000
0.696386857299
Long
EC
CORP
US
N
1
N
N
N
CENTERSTATE BANK CORP
N/A
CenterState Bank Corp
15201PAA7
4960000.00000000
PA
USD
5459634.94000000
0.069600120605
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
5.75000000
N
N
N
N
N
N
Campbell Soup Co
N/A
Campbell Soup Co
13443CXE6
8000000.00000000
PA
USD
7999595.52000000
0.101979861127
Long
STIV
CORP
US
N
2
2021-10-14
None
0.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
19855000.00000000
PA
USD
21863531.01000000
0.278719074055
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
General Mills Inc
N/A
General Mills Inc
3703E0X13
18750000.00000000
PA
USD
18749932.31000000
0.239026521821
Long
STIV
CORP
US
N
2
2021-10-01
None
0.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
3750000.00000000
PA
USD
3724258.28000000
0.047477318227
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
9489240.54000000
0.120970045304
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
3136450.00000000
0.039983863513
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
20482412.50000000
0.261112399630
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
14674428.10000000
0.187071475804
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
75274817.19000000
0.959612943458
Long
DBT
UST
US
N
2
2022-03-31
Fixed
1.75000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
1086698.00000000
NS
USD
120906019.48000000
1.541325313912
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
9850000.00000000
PA
USD
10379437.50000000
0.132318389371
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
20141741.65000000
0.256769484306
Long
DBT
CORP
US
N
2
2023-10-24
Floating
1.35500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
9950000.00000000
PA
USD
10846495.00000000
0.138272497784
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
12202903.80000000
0.155564169683
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
2.95000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
5000000.00000000
PA
USD
5521800.00000000
0.070392608696
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
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
10169669.25000000
0.129644237040
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JX54
15000000.00000000
PA
USD
14999756.25000000
0.191218800437
Long
STIV
CORP
US
N
2
2021-10-05
None
0.00000000
N
N
N
N
N
N
American Honda Finance Corp
N/A
American Honda Finance Corp
02665JY87
25000000.00000000
PA
USD
24996045.75000000
0.318652770373
Long
STIV
CORP
US
N
2
2021-11-08
None
0.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SJ1
8603000.00000000
PA
USD
8709593.75000000
0.111031008865
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.35900000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd
71531QAD3
14000000.00000000
PA
USD
14088620.00000000
0.179603519638
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711BA7
14750000.00000000
PA
USD
14464882.50000000
0.184400161843
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.30000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
Arconic Corp
03966V107
1760761.00000000
NS
USD
55534401.94000000
0.707959619142
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
4905000.00000000
PA
USD
5424493.55000000
0.069152133696
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
5308338.49000000
0.067671374218
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
177529714.12000000
2.263171374937
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
517700.00000000
NS
USD
101484731.00000000
1.293740258248
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CS7
6880000.00000000
PA
USD
7701516.65000000
0.098179913781
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
3202687.50000000
0.040828267587
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
98442393.00000000
1.254956146481
Long
EC
CORP
US
N
1
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
142512.00000000
NS
USD
3968959.20000000
0.050596796678
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
6989694.50000000
0.089105514478
Long
DBT
CORP
US
N
2
2021-11-21
Fixed
2.37500000
N
N
N
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAC0
9945000.00000000
PA
USD
10577067.60000000
0.134837803022
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
12843750.00000000
PA
USD
13036406.25000000
0.166189764926
Long
LON
CORP
US
N
2
2027-06-03
None
0.00000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
832434.00000000
NS
USD
130259272.32000000
1.660561770721
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
9955000.00000000
PA
USD
10266815.99000000
0.130882676038
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AR4
8275000.00000000
PA
USD
8660885.43000000
0.110410069007
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
4462528.75000000
0.056888884077
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
6400000.00000000
PA
USD
6442705.47000000
0.082132428755
Long
DBT
CORP
NL
N
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AJ0
6329000.00000000
PA
USD
6621716.25000000
0.084414480946
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.87500000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAA9
6750000.00000000
PA
USD
6698362.50000000
0.085391577089
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
153100.00000000
NS
USD
409315912.00000000
5.218011305525
Long
EC
CORP
US
N
1
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAD1
6684000.00000000
PA
USD
6716813.03000000
0.085626786792
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
5836918.75000000
0.074409782600
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
850000.00000000
PA
USD
854471.00000000
0.010892904984
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
3850000.00000000
PA
USD
3954335.00000000
0.050410365516
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
34526324.00000000
0.440145969625
Long
EC
CORP
US
N
1
N
N
N
SUN COMMUNITIES
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
1750000.00000000
PA
USD
1766292.50000000
0.022516921438
Long
DBT
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
19250000.00000000
PA
USD
19538750.00000000
0.249082470060
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
5860000.00000000
PA
USD
6054458.18000000
0.077183002922
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
356500.00000000
NS
USD
38680250.00000000
0.493100746595
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
234360.00000000
NS
USD
28111482.00000000
0.358368747929
Long
EP
CORP
BM
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
2985000.00000000
PA
USD
3436300.66000000
0.043806397863
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
55339104.00000000
0.705469936164
Long
EC
CORP
US
N
1
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
871503AU2
1000000.00000000
PA
USD
1015940.00000000
0.012951332333
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
3229122.11000000
0.041165259358
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
14725000.00000000
PA
USD
15806508.55000000
0.201503381365
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2016 Term Loan B
90351HAB4
8471398.06000000
PA
USD
8418451.82000000
0.107319494512
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
3113563.60000000
0.039692104775
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
2672850.00000000
NS
USD
59764926.00000000
0.761890877923
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV Inc
62955J103
1615199.00000000
NS
USD
21175258.89000000
0.269944893531
Long
EC
CORP
US
N
1
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AT4
9830000.00000000
PA
USD
10674215.73000000
0.136076259739
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
521100.00000000
NS
USD
28551069.00000000
0.363972658914
Long
EC
CORP
US
N
1
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
4460000.00000000
PA
USD
4460621.77000000
0.056864573653
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AE9
4900000.00000000
PA
USD
5398922.61000000
0.068826152100
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
4.45000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAM6
9810000.00000000
PA
USD
10567433.24000000
0.134714982975
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
18530758.92000000
0.236232471569
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
9090000.00000000
0.115880476122
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
43291476.42000000
0.551885247481
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
11040075.63000000
0.140740288276
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.55000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
6965000.00000000
PA
USD
7500554.03000000
0.095618016741
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAH4
6500000.00000000
PA
USD
6556076.35000000
0.083577695152
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.10000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BH5
8750000.00000000
PA
USD
8546855.89000000
0.108956405928
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
23750000.00000000
PA
USD
24720187.50000000
0.315136094317
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
280300.00000000
NS
USD
59056407.00000000
0.752858587597
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
5895000.00000000
PA
USD
6632623.31000000
0.084553525534
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
1018399.00000000
NS
USD
69332603.92000000
0.883860852924
Long
EC
CORP
IE
N
1
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
3750000.00000000
PA
USD
3621423.34000000
0.046166365333
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
19600000.00000000
PA
USD
21872620.00000000
0.278834941656
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
1999736.28000000
0.025492892436
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
9811334.90000000
0.125076145171
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
General Mills Inc
N/A
General Mills Inc
3703E0XN5
20000000.00000000
PA
USD
19998276.60000000
0.254940573602
Long
STIV
CORP
US
N
2
2021-10-22
None
0.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
3246653.00000000
NS
USD
275510973.58000000
3.512248932400
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AP4
6900000.00000000
PA
USD
7327708.71000000
0.093414562618
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
700633631.93000000
PA
USD
700633631.93000000
8.931766650796
Long
RA
CORP
US
N
2
Repurchase
N
0.01000000
2021-10-01
659389700.00000000
USD
714646325.59000000
USD
UST
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AX8
7750000.00000000
PA
USD
7698764.13000000
0.098144824306
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
2985000.00000000
PA
USD
3551254.50000000
0.045271844036
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
10828777.74000000
0.138046635900
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
8550861.00000000
0.109007463579
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
101363595.95000000
1.292196013224
Long
EC
CORP
GB
N
1
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
13500000.00000000
PA
USD
13297500.00000000
0.169518221258
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
13004775.00000000
0.165786525728
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
10912168.48000000
0.139109711660
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
8801712.50000000
0.112205350406
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
2950228.37000000
0.037609886489
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
3582750.00000000
0.045673352676
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.37500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
10750000.00000000
PA
USD
10271219.73000000
0.130938815475
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
10728591.02000000
0.136769442852
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
2135000.00000000
0.027217251542
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
76251592.17000000
0.972064995135
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
748700.00000000
NS
USD
148834073.00000000
1.897355692249
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
13443CXL0
5750000.00000000
PA
USD
5749559.15000000
0.073296111308
Long
STIV
CORP
US
N
2
2021-10-20
None
0.00000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
5750000.00000000
PA
USD
5610019.59000000
0.071517243250
Long
DBT
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
900000.00000000
PA
USD
962772.26000000
0.012273543221
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
7252000.00000000
0.092449418354
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AL4
25000000.00000000
PA
USD
24240714.00000000
0.309023705157
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
4950000.00000000
PA
USD
5878042.98000000
0.074934039515
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
5188784.37000000
0.066147283090
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
7451956.11000000
0.094998484276
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
7060400.00000000
NS
USD
299713980.00000000
3.820791936532
Long
EC
CORP
US
N
1
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc. 2021 Term Loan B
90932RAJ3
2985000.00000000
PA
USD
3003327.90000000
0.038286806051
Long
LON
CORP
US
N
2
2028-04-21
None
0.00000000
N
N
N
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
20373000.00000000
PA
USD
19761810.00000000
0.251926067310
Long
DBT
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
American Honda Finance Corp
N/A
American Honda Finance Corp
02665JY53
25000000.00000000
PA
USD
24996400.00000000
0.318657286397
Long
STIV
CORP
US
N
2
2021-11-05
None
0.00000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
3000000.00000000
PA
USD
3230280.00000000
0.041180020287
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.12500000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
48783CX18
40000000.00000000
PA
USD
39999855.60000000
0.509923246619
Long
STIV
CORP
US
N
2
2021-10-01
None
0.00000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
4940000.00000000
PA
USD
4866708.09000000
0.062041413709
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AR0
2985000.00000000
PA
USD
3389888.50000000
0.043214729745
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.00000000
N
N
N
N
N
N
General Mills Inc
N/A
General Mills Inc
3703E0X70
34250000.00000000
PA
USD
34249134.16000000
0.436612318290
Long
STIV
CORP
US
N
2
2021-10-07
None
0.00000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
3140398.00000000
NS
USD
135696597.58000000
1.729877484688
Long
EC
CORP
US
N
1
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AG0
8050000.00000000
PA
USD
8066261.00000000
0.102829721145
Long
DBT
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
6950000.00000000
PA
USD
7202775.67000000
0.091821900335
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
General Mills Inc
N/A
General Mills Inc
3703E0X62
10000000.00000000
PA
USD
9999783.30000000
0.127478509343
Long
STIV
CORP
US
N
2
2021-10-06
None
0.00000000
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
11105046.05000000
0.141568539454
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
5547523.00000000
0.070720528772
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
3750000.00000000
PA
USD
3825750.00000000
0.048771147582
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
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
12970404.00000000
0.165348359848
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
8632252.13000000
0.110045048056
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
4.15000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAD2
7500000.00000000
PA
USD
7434375.00000000
0.094774358050
Long
DBT
US
N
2
2027-01-15
Fixed
3.75000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
4470000.00000000
PA
USD
4880681.25000000
0.062219545330
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
13899724.18000000
PA
USD
13845654.25000000
0.176506161355
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
1414435.50000000
0.018031403650
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
226000.00000000
0.002881076744
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
641069406
463000.00000000
NS
USD
55657230.00000000
0.709525446873
Long
EC
CORP
CH
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
556100.00000000
NS
USD
40506324.00000000
0.516379770198
Long
EC
CORP
US
N
1
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
7800000.00000000
PA
USD
7993986.00000000
0.101908350252
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
120609.00000000
NS
USD
3147894.90000000
0.040129764554
Long
EP
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
213000.00000000
NS
USD
72290070.00000000
0.921563006661
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
33740000.00000000
PA
USD
38885350.00000000
0.495715387481
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
10317148.47000000
PA
USD
10184143.92000000
0.129828761975
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
10407375.00000000
0.132674540174
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
45838936.00000000
0.584360586209
Long
EC
CORP
US
N
1
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
10750000.00000000
PA
USD
10813996.36000000
0.137858200988
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
3279735.12000000
0.041810480446
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
10183825.00000000
0.129824696342
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
5003340.83000000
0.063783225256
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
1625300.00000000
NS
USD
223023666.00000000
2.843134059707
Long
EC
CORP
CH
N
1
N
N
N
Warner Music Group Corp
N/A
Warner Music Group Corp
934550203
123600.00000000
NS
USD
5282664.00000000
0.067344072554
Long
EC
CORP
US
N
1
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAT8
1250000.00000000
PA
USD
1256250.00000000
0.016014834777
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.95000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
4975000.00000000
PA
USD
5400541.55000000
0.068846790553
Long
DBT
CORP
XX
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828N30
49745000.00000000
PA
USD
50971136.65000000
0.649786532841
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.12500000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
2500000.00000000
PA
USD
2532625.00000000
0.032286225615
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAF7
7940000.00000000
PA
USD
8464040.00000000
0.107900658429
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
1985000.00000000
PA
USD
2018983.20000000
0.025738254620
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.50000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
4250000.00000000
PA
USD
4411330.00000000
0.056236195900
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AM3
24835000.00000000
PA
USD
26092065.25000000
0.332624966358
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.60000000
N
N
N
N
N
N
American Honda Finance Corp
N/A
American Honda Finance Corp
02665JY38
60000000.00000000
PA
USD
59991896.40000000
0.764784325450
Long
STIV
CORP
US
N
2
2021-11-03
None
0.00000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
5950000.00000000
PA
USD
5653955.67000000
0.072077345986
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
48783CX67
14829000.00000000
PA
USD
14828678.66000000
0.189037881561
Long
STIV
CORP
US
N
2
2021-10-06
None
0.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
6000000.00000000
PA
USD
5727562.68000000
0.073015697511
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
1087306.64000000
0.013861123337
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
N/A
Walgreens Boots Alliance Inc
93142WX57
29000000.00000000
PA
USD
28999355.62000000
0.369687473762
Long
STIV
CORP
US
N
2
2021-10-05
None
0.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
11940000.00000000
PA
USD
13589212.50000000
0.173237009310
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CS6
2970000.00000000
PA
USD
2857144.46000000
0.036423240965
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
N/A
Walgreens Boots Alliance Inc
93142WXN8
49750000.00000000
PA
USD
49744801.13000000
0.634153051659
Long
STIV
CORP
US
N
2
2021-10-22
None
0.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
1985000.00000000
PA
USD
2137767.35000000
0.027252530072
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
4145700.00000000
NS
USD
211637985.00000000
2.697987950218
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
635600.00000000
NS
USD
154272832.00000000
1.966689683716
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
28370800.00000000
NS
133459198.90000000
1.701354841749
Long
EC
CORP
JE
N
2
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
615250.00000000
NS
USD
58245717.50000000
0.742523814743
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
03675LX14
23000000.00000000
PA
USD
22999923.41000000
0.293205948904
Long
STIV
CORP
US
N
2
2021-10-01
None
0.00000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
193600.00000000
NS
USD
75339440.00000000
0.960436763259
Long
EC
CORP
US
N
1
N
N
N
CHAMPIONX CORP
549300EP2909K6DYYP38
ChampionX Corp
03755LAC8
7683000.00000000
PA
USD
8009527.50000000
0.102106475271
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.37500000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
8444000.00000000
PA
USD
8556605.81000000
0.109080699148
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
N
RENT-A-CENTER INC
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009NAL4
350000.00000000
PA
USD
377562.50000000
0.004813214770
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.37500000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
2000000.00000000
PA
USD
2002419.30000000
0.025527095916
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
74800.00000000
NS
USD
45267464.00000000
0.577075388470
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
7250000.00000000
PA
USD
7519801.72000000
0.095863388741
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
22648831.25000000
0.288730181394
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
1817812.50000000
0.023173704950
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
462000.00000000
PA
USD
540549.24000000
0.006890990461
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
American Honda Finance Corp
N/A
American Honda Finance Corp
02665JYA2
25000000.00000000
PA
USD
24995814.50000000
0.318649822369
Long
STIV
CORP
US
N
2
2021-11-10
None
0.00000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
7955000.00000000
PA
USD
8893200.61000000
0.113371652468
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
3083816.00000000
NS
USD
96215059.20000000
1.226561811912
Long
EC
CORP
US
N
1
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
20576000.00000000
PA
USD
21527640.00000000
0.274437092739
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
7609000.00000000
PA
USD
7712482.40000000
0.098319706556
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.25000000
N
N
N
N
N
N
General Mills Inc
N/A
General Mills Inc
3703E0X88
32900000.00000000
PA
USD
32899049.52000000
0.419401267587
Long
STIV
CORP
US
N
2
2021-10-08
None
0.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
5000000.00000000
PA
USD
5597262.95000000
0.071354619981
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JX62
25000000.00000000
PA
USD
24999504.25000000
0.318696859771
Long
STIV
CORP
US
N
2
2021-10-06
None
0.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
7875000.00000000
PA
USD
8888788.52000000
0.113315406584
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
273800.00000000
NS
USD
199205928.00000000
2.539502506395
Long
EC
CORP
US
N
1
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
20500000.00000000
PA
USD
20628125.00000000
0.262969961113
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
93142WY31
30000000.00000000
PA
USD
29994815.10000000
0.382377717822
Long
STIV
CORP
US
N
2
2021-11-03
None
0.00000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAD3
8750000.00000000
PA
USD
8234648.10000000
0.104976341312
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
14000000.00000000
PA
USD
14881160.00000000
0.189706920358
Long
LON
CORP
KY
N
2
2027-10-20
None
0.00000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
16340.00000000
NS
USD
38789035.80000000
0.494487561809
Long
EC
CORP
US
N
1
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
807726.00000000
NS
USD
99156443.76000000
1.264058956387
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
3091600.00000000
NS
USD
105609056.00000000
1.346317677906
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVX9
2975000.00000000
PA
USD
3123750.00000000
0.039821962297
Long
DBT
CORP
US
N
2
2027-10-28
Floating
1.88200000
N
N
N
N
N
N
American Honda Finance Corp
N/A
American Honda Finance Corp
02665JYN4
25000000.00000000
PA
USD
24994295.25000000
0.318630454777
Long
STIV
CORP
US
N
2
2021-11-22
None
0.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
6965000.00000000
PA
USD
8526274.40000000
0.108694030475
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC 2021 Term Loan B
00687MAC5
5985000.00000000
PA
USD
5982486.30000000
0.076265496242
Long
LON
CORP
US
N
2
2028-04-08
None
0.00000000
N
N
N
N
N
N
ZEBRA BUYER LLC
N/A
ZEBRA BUYER LLC TERM LOAN B
000000000
3000000.00000000
PA
USD
3008040.00000000
0.038346876501
Long
LON
CORP
US
N
2
2028-04-21
None
0.00000000
N
N
N
N
N
N
Blackstone Mortgage Trust, Inc.
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust, Inc. 2019 Term Loan B
09259GAC7
19855657.62000000
PA
USD
19623942.10000000
0.250168509786
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
5892318.43000000
0.075116024767
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
4970000.00000000
PA
USD
6019912.50000000
0.076742610199
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
TRACTOR SUPPLY CO
549300OJ9VZHZRO6I137
Tractor Supply Co
892356AA4
1980000.00000000
PA
USD
1899951.41000000
0.024220822222
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
7414761.81000000
0.094524326609
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
24279671.38000000
0.309520338792
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35200000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
1900000.00000000
PA
USD
2073639.23000000
0.026435016642
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
N/A
Walgreens Boots Alliance Inc
93142WXM0
6000000.00000000
PA
USD
5999404.98000000
0.076481177726
Long
STIV
CORP
US
N
2
2021-10-21
None
0.00000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
1459600.00000000
NS
USD
80117444.00000000
1.021347365947
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
N/A
General Mills Inc
3703E0X47
44750000.00000000
PA
USD
44749353.81000000
0.570470453871
Long
STIV
CORP
US
N
2
2021-10-04
None
0.00000000
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
12752320.80000000
0.162568207478
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
2021-10-15
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer