0001752724-22-121794.txt : 20220525
0001752724-22-121794.hdr.sgml : 20220525
20220525171107
ACCESSION NUMBER: 0001752724-22-121794
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220525
PERIOD START: 20220930
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: 22964020
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
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
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
2022-09-30
2022-03-31
N
7439305330.74
5108836.07
7434196494.67
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
217033.60000000
USD
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238T109
1321600.00000000
NS
USD
23854880.00000000
0.320880407413
Long
EC
CORP
US
N
1
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AH3
3750000.00000000
PA
USD
3282184.61000000
0.044149823216
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
150000000.00000000
PA
USD
141720703.50000000
1.906335185000
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
15000000.00000000
PA
USD
15116074.65000000
0.203331653405
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
92735LAA0
8000000.00000000
PA
USD
8473080.00000000
0.113974388571
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
691000.00000000
PA
USD
672700.62000000
0.009048733383
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
349900.00000000
NS
USD
74290768.00000000
0.999311331806
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
13875000.00000000
PA
USD
13428641.25000000
0.180633391377
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
4334000.00000000
PA
USD
4538376.88000000
0.061047308653
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
24200.00000000
NS
USD
18492914.00000000
0.248754710926
Long
EC
CORP
US
N
1
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
2110791.00000000
NS
USD
153412289.88000000
2.063602838450
Long
EC
CORP
US
N
1
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AN2
18596000.00000000
PA
USD
17891967.34000000
0.240671165375
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
12242000.00000000
PA
USD
12363159.20000000
0.166301216397
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
4051800.00000000
NS
USD
177225732.00000000
2.383925850319
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAG3
3750000.00000000
PA
USD
3367667.40000000
0.045299682385
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
992500.00000000
PA
USD
970794.03000000
0.013058493015
Long
LON
CORP
US
N
2
2028-02-17
Floating
3.81300000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
93142XDT5
14750000.00000000
PA
USD
14739357.88000000
0.198264303217
Long
STIV
CORP
US
N
2
2022-04-27
None
0.00000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BH2
1992000.00000000
PA
USD
2065833.54000000
0.027788255818
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
8230000.00000000
PA
USD
8377674.68000000
0.112691057951
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
250368.75000000
0.003367798391
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
93142XD40
25000000.00000000
PA
USD
24998391.75000000
0.336262187418
Long
STIV
CORP
US
N
2
2022-04-04
None
0.00000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
2256800.00000000
NS
USD
212003792.00000000
2.851737805854
Long
EC
CORP
US
N
1
N
N
N
Medline Borrower, LP
N/A
Medline Borrower, LP USD Term Loan B
58503UAC7
20000000.00000000
PA
USD
19790000.00000000
0.266202272353
Long
LON
CORP
US
N
2
2028-10-23
Floating
3.75000000
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
903500.00000000
NS
USD
93611635.00000000
1.259203130655
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
19855000.00000000
PA
USD
19971058.63000000
0.268637755866
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
18750000.00000000
PA
USD
17123835.19000000
0.230338748811
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
8774449.13000000
0.118028211068
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BC2
5750000.00000000
PA
USD
5483328.80000000
0.073758190329
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
3.00000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
2980000.00000000
PA
USD
2957650.00000000
0.039784393674
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
20407750.00000000
0.274511845558
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
13663986.19000000
0.183799099200
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
1298498.00000000
NS
USD
142133591.08000000
1.911889081515
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
9850000.00000000
PA
USD
10162343.50000000
0.136697267919
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
48783DD59
23500000.00000000
PA
USD
23498185.33000000
0.316082381557
Long
STIV
CORP
US
N
2
2022-04-05
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
14200000.00000000
PA
USD
14180117.59000000
0.190741764764
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRW2
19910000.00000000
PA
USD
20003179.60000000
0.269069826367
Long
DBT
CORP
US
N
2
2023-10-24
Floating
1.48900000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
4950000.00000000
PA
USD
4929249.60000000
0.066305075518
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY DOM HOLD
549300RJIC678ZPVWG08
Morgan Stanley Domestic Holdings Inc
269246BP8
11965000.00000000
PA
USD
12024478.61000000
0.161745504287
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
2.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
19000000.00000000
PA
USD
17574094.27000000
0.236395342557
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
20000000.00000000
PA
USD
18334506.20000000
0.246623911718
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
5000000.00000000
PA
USD
4901100.00000000
0.065926425317
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAP7
750000.00000000
PA
USD
746250.00000000
0.010038072043
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.00000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
7100000.00000000
PA
USD
6248218.68000000
0.084046993975
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.95000000
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
9141119.00000000
0.122960416859
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
8642140.12000000
0.116248475893
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.52900000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd/Fund
71531QAD3
14000000.00000000
PA
USD
12846120.00000000
0.172797692517
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
13053240.09000000
0.175583737924
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
45110696.82000000
0.606799898984
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
4905000.00000000
PA
USD
5011677.23000000
0.067413838652
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
4911118.53000000
0.066061188099
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.05000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
93142XE49
20000000.00000000
PA
USD
19980525.60000000
0.268765099420
Long
STIV
CORP
US
N
2
2022-05-04
None
0.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
2529634.00000000
NS
USD
135082455.60000000
1.817041770376
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
312200.00000000
NS
USD
75296396.00000000
1.012838388842
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CS7
6880000.00000000
PA
USD
7186959.73000000
0.096674331047
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.00000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
59741.00000000
NS
USD
17929468.92000000
0.241175612359
Long
EC
CORP
US
N
1
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAA1
8500000.00000000
PA
USD
8060397.09000000
0.108423245145
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
2.00000000
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
3031818.60000000
0.040782061681
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
82407882.00000000
1.108497496119
Long
EC
CORP
US
N
1
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
223913.00000000
NS
USD
6079237.95000000
0.081773974556
Long
EP
CORP
US
N
1
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
15765000.00000000
PA
USD
13025831.25000000
0.175215051947
Long
DBT
CORP
US
N
2
2026-02-15
None
0.00000000
N
N
N
N
Y
Peloton Interactive Inc
Peloton Interactive Inc
USD
XXXX
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAC0
9945000.00000000
PA
USD
10139950.64000000
0.136396053659
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
12501250.00000000
PA
USD
12522127.09000000
0.168439549573
Long
LON
CORP
US
N
2
2027-06-03
Floating
6.00000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
672134.00000000
NS
USD
95839587.06000000
1.289172099886
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
9955000.00000000
PA
USD
9219636.69000000
0.124016586010
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
8432947.74000000
0.113434555382
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
4101364.77000000
0.055168904574
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
5892125.70000000
0.079257061663
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
6376467.50000000
0.085772114102
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
6093898.85000000
0.081971183494
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
129900.00000000
NS
USD
361297365.00000000
4.859938330376
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
1000000.00000000
PA
USD
1000461.20000000
0.013457556586
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.87500000
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
5354459.67000000
0.072024726193
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
4710000.00000000
PA
USD
4415625.00000000
0.059396129805
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
9350000.00000000
PA
USD
8872949.91000000
0.119353179813
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
SUN COMMUNITIES
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
1750000.00000000
PA
USD
1578737.49000000
0.021236154991
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
18167187.50000000
0.244373248851
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
5577992.31000000
0.075031542601
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
776200.00000000
NS
USD
78706680.00000000
1.058711322150
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
2985000.00000000
PA
USD
3069060.76000000
0.041283019115
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
56906784.00000000
0.765473229565
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
11000000.00000000
PA
USD
10401601.10000000
0.139915606312
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
871503AU2
1000000.00000000
PA
USD
998490.00000000
0.013431041279
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
3927000.00000000
PA
USD
4045371.05000000
0.054415713290
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
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
2861515.20000000
0.038491250561
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
3755773.00000000
NS
USD
91941323.04000000
1.236735175158
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV Inc
62955J103
1615199.00000000
NS
USD
31674052.39000000
0.426058854009
Long
EC
CORP
US
N
1
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
4830000.00000000
PA
USD
4606612.50000000
0.061965170053
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
2985000.00000000
PA
USD
3095478.22000000
0.041638369690
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AT4
9830000.00000000
PA
USD
10030553.33000000
0.134924511844
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
34892856.00000000
0.469356117033
Long
EC
CORP
US
N
1
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
4460000.00000000
PA
USD
4092531.59000000
0.055050086353
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
5015070.82000000
0.067459487028
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
7810000.00000000
PA
USD
7775848.28000000
0.104595678706
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
16947419.94000000
0.227965725040
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
8447985.00000000
0.113636826872
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBT6
13500000.00000000
PA
USD
12704881.19000000
0.170897839451
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
41847000.00000000
PA
USD
40137331.19000000
0.539901403181
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
10035115.88000000
0.134985884314
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
6778684.79000000
0.091182480781
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
2900000.00000000
PA
USD
2872642.04000000
0.038640921612
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAH4
21500000.00000000
PA
USD
19594758.15000000
0.263576005342
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.10000000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC Delayed Draw Term Loan
62984CAE3
54545.46000000
PA
USD
53571.28000000
0.000720606188
Long
LON
CORP
US
N
2
2029-01-24
Floating
3.75000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BH5
13750000.00000000
PA
USD
12134694.69000000
0.163228059665
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
22356112.50000000
0.300719956972
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
162500.00000000
NS
USD
37427000.00000000
0.503443782079
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
5895000.00000000
PA
USD
6115490.33000000
0.082261618110
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
541865.00000000
NS
USD
35530088.05000000
0.477927750167
Long
EC
CORP
IE
N
1
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
25757000.00000000
PA
USD
21813851.08000000
0.293425807289
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
3500000.00000000
PA
USD
3168585.00000000
0.042621754782
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
19600000.00000000
PA
USD
20553638.00000000
0.276474236519
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
1872321.22000000
0.025185253326
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
6440000.00000000
PA
USD
6480250.00000000
0.087168129126
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
713537.00000000
NS
USD
72217079.77000000
0.971417419781
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AP4
6900000.00000000
PA
USD
6646098.15000000
0.089399011107
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AX8
7750000.00000000
PA
USD
7109124.14000000
0.095627337064
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
3227531.25000000
0.043414661588
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
9990005.66000000
0.134379090829
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
150000000.00000000
PA
USD
137625000.00000000
1.851242432166
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
7950000.00000000
PA
USD
8041235.63000000
0.108165497586
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
104742809.15000000
1.408932481473
Long
EC
CORP
GB
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
75000000.00000000
PA
USD
70546875.00000000
0.948950906134
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
3798000.00000000
PA
USD
3620927.75000000
0.048706376709
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
4345000.00000000
PA
USD
4150691.60000000
0.055832417168
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
13500000.00000000
PA
USD
12251250.00000000
0.164795886264
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
12156637.50000000
0.163523220145
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
10161122.78000000
0.136680847584
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
8225000.00000000
0.110637376963
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
2669383.84000000
0.035906823849
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
3413532.00000000
0.045916623302
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
30400000.00000000
PA
USD
26425807.70000000
0.355462862986
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
9735493.24000000
0.130955554470
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M80
74625000.00000000
PA
USD
74951484.38000000
1.008198860949
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
614375.00000000
NS
USD
151087100.00000000
2.032325888995
Long
EC
CORP
US
N
1
N
N
N
BIO RAD LABS
549300ZC1GPV35XYDK53
BNG Bank NV
090572AQ1
8750000.00000000
PA
USD
8646706.69000000
0.116309902438
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAV4
21850000.00000000
PA
USD
19941139.21000000
0.268235299192
Long
DBT
CORP
US
N
2
2031-11-24
Fixed
2.60000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAP6
13900000.00000000
PA
USD
12857500.00000000
0.172950768912
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.25000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
900000.00000000
PA
USD
902428.45000000
0.012138883477
Long
DBT
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
100200.00000000
NS
USD
37533918.00000000
0.504881973820
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
7000000.00000000
PA
USD
7062223.14000000
0.094996455165
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
48783DD18
8450000.00000000
PA
USD
8449876.29000000
0.113662267281
Long
STIV
CORP
US
N
2
2022-04-01
None
0.00000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AL4
25000000.00000000
PA
USD
21780391.50000000
0.292975730673
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
5368694.02000000
0.072216197457
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BB0
6950000.00000000
PA
USD
6653665.00000000
0.089500795476
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
4472621.00000000
NS
USD
184361437.62000000
2.479910744250
Long
EC
CORP
US
N
1
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAJ2
3750000.00000000
PA
USD
3768598.73000000
0.050692751162
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
8750000.00000000
PA
USD
7904459.06000000
0.106325667685
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc. 2021 Term Loan B
90932RAJ3
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-04-21
Floating
4.50000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAL1
15000000.00000000
PA
USD
13917615.60000000
0.187210757880
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
1.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
13575000.00000000
PA
USD
12970679.42000000
0.174473185223
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
9250000.00000000
PA
USD
8954518.93000000
0.120450393481
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
APOLLO CMMRL REAL EST FI
549300E0AN7M2AQHSY29
Apollo Commercial Real Estate Finance Inc
03762UAD7
20373000.00000000
PA
USD
18488497.50000000
0.248695303026
Long
DBT
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
3000000.00000000
PA
USD
2973750.00000000
0.040000960455
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.12500000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
4940000.00000000
PA
USD
4421281.67000000
0.059472219669
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
3080658.30000000
0.041439021718
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.00000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
3140398.00000000
NS
USD
122161482.20000000
1.643237198365
Long
EC
CORP
US
N
1
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AG0
20000000.00000000
PA
USD
18800000.00000000
0.252885433058
Long
DBT
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BC8
14850000.00000000
PA
USD
13117039.75000000
0.176441929661
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
6950000.00000000
PA
USD
6486585.33000000
0.087253347885
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
8000000.00000000
PA
USD
7470000.00000000
0.100481605582
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
130200.00000000
NS
USD
36945552.00000000
0.496967655166
Long
EC
CORP
US
N
1
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands Inc
50050NAA1
3300000.00000000
PA
USD
3019500.00000000
0.040616359846
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
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
10054565.74000000
0.135247511243
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
5120817.25000000
0.068881919568
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
13750000.00000000
PA
USD
12678187.50000000
0.170538773209
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
12300057.72000000
0.165452416126
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
8243343.61000000
0.110884123333
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
27500000.00000000
PA
USD
25575000.00000000
0.344018348429
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
4766182.20000000
0.064111598387
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
13829523.56000000
PA
USD
13658590.65000000
0.183726521888
Long
LON
CORP
US
N
2
2027-09-07
Floating
2.20700000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
200000.00000000
PA
USD
210690.00000000
0.002834065526
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
705800.00000000
NS
USD
59505998.00000000
0.800436174140
Long
EC
CORP
US
N
1
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
449934AD0
7800000.00000000
PA
USD
7936500.00000000
0.106756661674
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
48783DD75
24750000.00000000
PA
USD
24747256.96000000
0.332884084752
Long
STIV
CORP
US
N
2
2022-04-07
None
0.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
14525000.00000000
PA
USD
14997062.50000000
0.201730778985
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
245000.00000000
NS
USD
54478200.00000000
0.732805489323
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
33740000.00000000
PA
USD
35384993.70000000
0.475976034873
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
15840641.87000000
PA
USD
14424295.23000000
0.194026284351
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
10162647.00000000
0.136701350405
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
601700.00000000
NS
USD
55350383.00000000
0.744537530581
Long
EC
CORP
US
N
1
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
19500000.00000000
PA
USD
17119050.00000000
0.230274381532
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.00000000
N
N
N
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & Co Inc
48251W104
695700.00000000
NS
USD
40677579.00000000
0.547168467085
Long
EC
CORP
US
N
1
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
10750000.00000000
PA
USD
9712825.81000000
0.130650646871
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
3145642.96000000
0.042313153307
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
9982835.00000000
0.134282635751
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
3.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAY1
7500000.00000000
PA
USD
6722193.90000000
0.090422601888
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAD1
2500000.00000000
PA
USD
2381485.78000000
0.032034205468
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
ALLSPRING BUYER LLC
N/A
AllSpring Buyer LLC Term Loan B
98922AAC0
2661290.32000000
PA
USD
2640505.64000000
0.035518372992
Long
LON
CORP
US
N
2
2028-11-01
Floating
4.31300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
31000000.00000000
PA
USD
28568528.95000000
0.384285362520
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
1363877.00000000
NS
USD
178640609.46000000
2.402957866234
Long
EC
CORP
CH
N
1
N
N
N
Warner Music Group Corp
N/A
Warner Music Group Corp
934550203
617840.00000000
NS
USD
23385244.00000000
0.314563167879
Long
EC
CORP
US
N
1
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
4975000.00000000
PA
USD
4884694.75000000
0.065705752511
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
49997611.08000000
0.672535506908
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
20000000.00000000
PA
USD
18872000.00000000
0.253853930462
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
8285390.00000000
0.111449704160
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
7.50000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
4250000.00000000
PA
USD
4017270.00000000
0.054037716152
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
24414285.17000000
0.328405163725
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.60000000
N
N
N
N
N
N
Naked Juice LLC
549300Y5TU1XQ1KVLJ64
Naked Juice LLC Term Loan
62984CAD5
945454.55000000
PA
USD
928568.73000000
0.012490505606
Long
LON
CORP
US
N
2
2029-01-24
Floating
3.75000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
20959000.00000000
PA
USD
18187722.63000000
0.244649474129
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
10000000.00000000
PA
USD
8945089.20000000
0.120323550856
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
EMBECTA CORP
N/A
Embecta Corp
29082KAA3
10000000.00000000
PA
USD
9432050.00000000
0.126873832387
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
6000000.00000000
PA
USD
5175500.88000000
0.069617488368
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
1005719.36000000
0.013528285951
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
2665000.00000000
PA
USD
2277951.39000000
0.030641527858
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
11940000.00000000
PA
USD
12731622.00000000
0.171257539521
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
1985000.00000000
PA
USD
1998135.88000000
0.026877630708
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
4606600.00000000
NS
USD
200294968.00000000
2.694238283096
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
12985000.00000000
PA
USD
13084421.34000000
0.176003167919
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
13500000.00000000
PA
USD
12546208.13000000
0.168763472138
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
635600.00000000
NS
USD
159294072.00000000
2.142720764970
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
28370800.00000000
NS
184600385.19000000
2.483124912320
Long
EC
CORP
JE
N
2
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
366650.00000000
NS
USD
50260382.00000000
0.676070131264
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
57600.00000000
NS
USD
25065792.00000000
0.337168811962
Long
EC
CORP
US
N
1
N
N
N
CHAMPIONX CORP
549300EP2909K6DYYP38
ChampionX Corp
03755LAC8
7447000.00000000
PA
USD
7595940.00000000
0.102175668956
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
7701643.46000000
0.103597523491
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
412036976.40000000
PA
USD
412036976.40000000
5.542454745383
Long
RA
CORP
US
N
2
Repurchase
N
0.28000000
2022-04-01
417896800.00000000
USD
420277732.44000000
USD
UST
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
2000000.00000000
PA
USD
1948978.28000000
0.026216394487
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
10200000.00000000
PA
USD
9741526.01000000
0.131036703387
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
9681000.00000000
PA
USD
8854823.46000000
0.119109354539
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
21430000.00000000
PA
USD
22773661.00000000
0.306336549166
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
2483316.00000000
NS
USD
89250377.04000000
1.200538311086
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
20465832.60000000
0.275293135104
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
5000000.00000000
PA
USD
5170940.80000000
0.069556149123
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
8269859.43000000
0.111240796983
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
149363376.00000000
2.009139469303
Long
EC
CORP
US
N
1
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
25500000.00000000
PA
USD
23284687.50000000
0.313210546919
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
14250000.00000000
PA
USD
13240633.03000000
0.178104426476
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAD3
8750000.00000000
PA
USD
7376897.59000000
0.099229252216
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
14435260.00000000
0.194173775341
Long
LON
CORP
KY
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
16340.00000000
NS
USD
38373673.00000000
0.516177814609
Long
EC
CORP
US
N
1
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
807726.00000000
NS
USD
63568036.20000000
0.855076083145
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
3616800.00000000
NS
USD
137076720.00000000
1.843867324441
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
6965000.00000000
PA
USD
7677519.50000000
0.103273023594
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
0.01000000
PA
USD
0.01000000
0.000000000134
Long
LON
CORP
US
N
2
2028-04-10
Floating
3.70700000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
671100.00000000
NS
USD
91833324.00000000
1.235282441967
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
13500.00000000
NS
USD
44009325.00000000
0.591984958045
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CM0
1282000.00000000
PA
USD
1173965.86000000
0.015791428984
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
5380025.00000000
0.072368614467
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
1700759.35000000
0.022877514082
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
7031379.32000000
0.094581564060
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
6360000.00000000
PA
USD
6375125.92000000
0.085754068036
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
100000000.00000000
PA
USD
96453125.00000000
1.297425015186
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665KD53
39800000.00000000
PA
USD
39796771.82000000
0.535320418938
Long
STIV
CORP
US
N
2
2022-04-05
None
0.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
18526000.00000000
PA
USD
19243829.15000000
0.258855535548
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
1459600.00000000
NS
USD
91619092.00000000
1.232400731749
Long
EC
CORP
US
N
1
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
6375000.00000000
PA
USD
5793446.43000000
0.077929691986
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
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
12470000.00000000
0.167738369693
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
2022-04-18
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer