0001752724-22-265404.txt : 20221125
0001752724-22-265404.hdr.sgml : 20221125
20221123195639
ACCESSION NUMBER: 0001752724-22-265404
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221125
DATE AS OF CHANGE: 20221123
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: 221417508
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
2022-09-30
N
5983188644.27
43761275.61
5939427368.66
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
0.59000000
USD
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238T109
2403114.00000000
NS
USD
26842783.38000000
0.451942278503
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
2840191.35000000
0.047819279093
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
15000000.00000000
PA
USD
13989523.35000000
0.235536567444
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
7668960.00000000
0.129119518162
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
645683.03000000
0.010871132685
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
13875000.00000000
PA
USD
11611270.58000000
0.195494781892
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
4261571.49000000
0.071750544715
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
73700.00000000
NS
USD
40555636.00000000
0.682820640487
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
3860500.00000000
NS
USD
44395750.00000000
0.747475257198
Long
EC
CORP
US
N
1
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
1932017.00000000
NS
USD
111651262.43000000
1.879832103329
Long
EC
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
12242000.00000000
PA
USD
10539871.10000000
0.177456014625
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
130022262.00000000
2.189138008254
Long
EC
CORP
US
N
1
N
N
N
Rent-A-Center, Inc.
529900QUHE15UQNCCJ63
Rent-A-Center, Inc. 2021 First Lien Term Loan B
76009WAW0
987500.00000000
PA
USD
893687.50000000
0.015046694647
Long
LON
CORP
US
N
2
2028-02-17
Floating
6.06300000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-C
34535AAG5
6000000.00000000
PA
USD
5939502.00000000
0.100001256540
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.22000000
N
N
N
N
N
N
ChampionX Corporation
549300EP2909K6DYYP38
ChampionX Corporation 2022 Term Loan B1
15872NAC6
16500000.00000000
PA
USD
16433010.00000000
0.276676672345
Long
LON
CORP
US
N
2
2029-06-07
Floating
6.00400000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BH2
1992000.00000000
PA
USD
1927812.14000000
0.032457878854
Long
DBT
US
N
2
2026-01-15
Fixed
5.25000000
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
225625.00000000
0.003798766884
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.12500000
N
N
N
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31946MAA1
15000000.00000000
PA
USD
14074867.80000000
0.236973481219
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAB1
7296360.82000000
PA
USD
7289513.19000000
0.122730908849
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
5.03100000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
714800.00000000
NS
USD
59335548.00000000
0.999011256760
Long
EC
CORP
US
N
1
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
22577864.47000000
PA
USD
20722189.79000000
0.348892048067
Long
LON
CORP
US
N
2
2028-10-23
Floating
6.36500000
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
1028255.00000000
NS
USD
56955044.45000000
0.958931575635
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
19855000.00000000
PA
USD
18323003.89000000
0.308497818942
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
15400040.06000000
0.259284929406
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
2980000.00000000
PA
USD
2588419.42000000
0.043580285763
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAA4
13430000.00000000
PA
USD
12914119.99000000
0.217430388292
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
4875000.00000000
PA
USD
3351629.82000000
0.056430184459
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
1233498.00000000
NS
USD
155186383.38000000
2.612817259099
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
9850000.00000000
PA
USD
9702545.50000000
0.163358264993
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
14200000.00000000
PA
USD
12922716.11000000
0.217575118069
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
19910026.28000000
0.335217943484
Long
DBT
CORP
US
N
2
2023-10-24
Floating
4.01300000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
4950000.00000000
PA
USD
4502141.92000000
0.075800942423
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.87500000
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
16028527.68000000
0.269866549165
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
15233532.80000000
0.256481506624
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
TWITTER INC
549300I8RX485XMK6836
Twitter Inc
90184LAP7
750000.00000000
PA
USD
718732.50000000
0.012101040308
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
5187402.00000000
0.087338419649
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
7704145.42000000
0.129711922409
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
8602235.02000000
0.144832733630
Long
DBT
CORP
US
N
2
2023-10-31
Floating
4.03600000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBA5
3750000.00000000
PA
USD
2818150.13000000
0.047448179009
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd/Fund
71531QAD3
14000000.00000000
PA
USD
10807440.00000000
0.181960975851
Long
DBT
CORP
GG
N
2
2030-11-15
Fixed
3.25000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
80723.00000000
NS
USD
9019180.79000000
0.151852699430
Long
EC
CORP
US
N
1
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711BA7
14750000.00000000
PA
USD
11123632.85000000
0.187284601015
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.30000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H7QH9
10000000.00000000
PA
USD
8444544.00000000
0.142177746705
Long
ABS-MBS
USGSE
US
N
2
2055-06-25
Fixed
2.58000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
Arconic Corp
03966V107
1544761.00000000
NS
USD
26322727.44000000
0.443186283898
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
4905000.00000000
PA
USD
4699469.07000000
0.079123268596
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
90000000.00000000
PA
USD
73110937.50000000
1.230942529675
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
129600.00000000
NS
USD
27805680.00000000
0.468154222185
Long
EC
CORP
US
N
1
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAA1
3995000.00000000
PA
USD
3488520.61000000
0.058734965401
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
2.00000000
N
N
N
N
N
N
BMW Vehicle Owner Trust
N/A
BMW Vehicle Owner Trust 2022-A
05602RAD3
9000000.00000000
PA
USD
8758062.00000000
0.147456336383
Long
ABS-O
CORP
US
N
2
2026-08-25
Fixed
3.21000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
1760100.00000000
NS
USD
51623733.00000000
0.869170204393
Long
EC
CORP
US
N
1
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
223913.00000000
NS
USD
5579911.96000000
0.093946968514
Long
EP
CORP
US
N
1
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
19265000.00000000
PA
USD
12909078.87000000
0.217345512769
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
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
214910684.40000000
PA
USD
214910684.40000000
3.618373810478
Long
RA
CORP
US
N
2
Repurchase
N
2.95000000
2022-10-03
261521000.00000000
USD
219208953.96000000
USD
UST
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAC0
9945000.00000000
PA
USD
9804391.52000000
0.165073009760
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
4.00000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
489130.00000000
NS
USD
58543969.70000000
0.985683737946
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
9955000.00000000
PA
USD
7468777.87000000
0.125749123718
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N3
14687GAD7
5100000.00000000
PA
USD
4901289.21000000
0.082521241624
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.02000000
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
3754301.75000000
0.063209826755
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
11400000.00000000
PA
USD
9683490.71000000
0.163037446355
Long
DBT
CORP
NL
N
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBG0
4400000.00000000
PA
USD
3821865.52000000
0.064347373623
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.50700000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
2598000.00000000
NS
USD
248498700.00000000
4.183883135118
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
1000000.00000000
PA
USD
859314.51000000
0.014467968991
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
4658633.88000000
0.078435741205
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
3959343.75000000
0.066662045080
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
2455000.00000000
PA
USD
2105604.40000000
0.035451303119
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-3
80285UAF8
20250000.00000000
PA
USD
19582466.85000000
0.329702943306
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
4.49000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AL5
19250000.00000000
PA
USD
15560352.50000000
0.261984052235
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
4752514.56000000
0.080016376411
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHF0
4000000.00000000
PA
USD
2876916.80000000
0.048437612271
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Fixed
1.71600000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
776200.00000000
NS
USD
72629034.00000000
1.222828893964
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
966100.00000000
NS
USD
58748541.00000000
0.989128031264
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
11000000.00000000
PA
USD
9433575.47000000
0.158829713446
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
952500.00000000
0.016036899533
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2022-3
36265WAG8
5000000.00000000
PA
USD
4866463.50000000
0.081934893684
Long
ABS-O
CORP
US
N
2
2028-03-16
Fixed
4.72000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
3927000.00000000
PA
USD
3937131.66000000
0.066288068118
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
2417525.00000000
0.040702997948
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
73500477.61000000
1.237501076245
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
242800.00000000
NS
USD
36959016.00000000
0.622265644580
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV Inc
62955J103
1615199.00000000
NS
USD
26133919.82000000
0.440007397984
Long
EC
CORP
US
N
1
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
5430000.00000000
PA
USD
4648080.00000000
0.078258049328
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
2910849.79000000
0.049008929806
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
100000000.00000000
PA
USD
96457031.00000000
1.624012299720
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
KKR GROUP FINAN CO XII
N/A
KKR Group Finance Co XII LLC
48255GAA3
9000000.00000000
PA
USD
8280628.38000000
0.139417958433
Long
DBT
CORP
US
N
2
2032-05-17
Fixed
4.85000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2022-1
12511JAD7
3000000.00000000
PA
USD
2898240.60000000
0.048796633414
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.67000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AT4
6840000.00000000
PA
USD
6582044.45000000
0.110819512411
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
659412.00000000
NS
USD
29350428.12000000
0.494162590065
Long
EC
CORP
US
N
1
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
4460000.00000000
PA
USD
3855289.21000000
0.064910116257
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
4697248.14000000
0.079085875597
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
4.45000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AJ0
9000000.00000000
PA
USD
7432020.00000000
0.125130244696
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.75000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
530700.00000000
NS
USD
47948745.00000000
0.807295754688
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
27247000.00000000
PA
USD
23632300.45000000
0.397888533408
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
9078167.57000000
0.152845838605
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.55000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H8BK6
40000000.00000000
PA
USD
35215576.00000000
0.592911973060
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
3.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
6965000.00000000
PA
USD
6116468.68000000
0.102980780811
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
2000000.00000000
PA
USD
1425000.00000000
0.023992211901
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAH4
21500000.00000000
PA
USD
17418951.27000000
0.293276610501
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
13750000.00000000
PA
USD
9981063.26000000
0.168047568233
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
18513353.24000000
0.311702662409
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
298200.00000000
NS
USD
59920308.00000000
1.008856650325
Long
EC
CORP
IE
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
5895000.00000000
PA
USD
5818704.79000000
0.097967437411
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H8U90
20000000.00000000
PA
USD
18290828.00000000
0.307956085068
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
3.50000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
541865.00000000
NS
USD
26670595.30000000
0.449043209800
Long
EC
CORP
IE
N
1
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
35813000.00000000
PA
USD
24885979.18000000
0.418996270773
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
2547003.20000000
0.042882975780
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
6213000.00000000
PA
USD
6197467.50000000
0.104344528779
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
1784509.58000000
0.030045145251
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.35000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AP4
6900000.00000000
PA
USD
5746359.33000000
0.096749382950
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
6494543.09000000
0.109346283520
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
9830000.00000000
PA
USD
9476607.17000000
0.159554222684
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
7767016.20000000
0.130770455094
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
64985853.85000000
1.094143421854
Long
EC
CORP
GB
N
1
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
3798000.00000000
PA
USD
3003206.59000000
0.050563907992
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2022-3
36265WAF0
5030000.00000000
PA
USD
4930832.04000000
0.083018643615
Long
ABS-O
CORP
US
N
2
2028-02-16
Fixed
4.42000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AG1
2445000.00000000
PA
USD
2040914.85000000
0.034362148458
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
18500000.00000000
PA
USD
14169126.32000000
0.238560477980
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAC2
3500000.00000000
PA
USD
3460907.80000000
0.058270058461
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.11000000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311AA5
8985000.00000000
PA
USD
7772025.00000000
0.130854786456
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2022-B35 Mortgage Trust
08163RBQ8
25000000.00000000
PA
USD
23634340.00000000
0.397922872577
Long
ABS-MBS
CORP
US
N
2
2055-05-15
Variable
4.59400000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
8750000.00000000
PA
USD
6285168.75000000
0.105821123146
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
2366309.85000000
0.039840706908
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
2822000.00000000
0.047512997884
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
21453802.88000000
0.361209954232
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
8494594.26000000
0.143020424912
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
74482298.34000000
1.254031638353
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
529555.00000000
NS
USD
148492517.55000000
2.500115050375
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AQ1
11000000.00000000
PA
USD
9271629.51000000
0.156103087629
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
17016730.40000000
0.286504562540
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
23900000.00000000
PA
USD
17593326.08000000
0.296212496390
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
12675000.00000000
PA
USD
10520868.92000000
0.177136081762
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-6
46655KDD5
4767072.52000000
PA
USD
3676332.96000000
0.061897094312
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
3.30900000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
7000000.00000000
PA
USD
6964930.00000000
0.117266018551
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
21055000.00000000
PA
USD
15667941.18000000
0.263795484101
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
4400764.30000000
PA
USD
4356839.39000000
0.073354536044
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
4.28100000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
4950000.00000000
PA
USD
4652182.06000000
0.078327114235
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
5701821.14000000
0.095999509482
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
135073154.20000000
2.274178061554
Long
EC
CORP
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAJ2
3750000.00000000
PA
USD
3238829.18000000
0.054531000700
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
6759979.01000000
0.113815332529
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAL1
15000000.00000000
PA
USD
13044707.70000000
0.219629046544
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
11811068.84000000
0.198858713254
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
7309061.96000000
0.123060044450
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
15340970.87000000
0.258290402723
Long
DBT
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
4940000.00000000
PA
USD
3885078.26000000
0.065411663765
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
3140398.00000000
NS
USD
98608497.20000000
1.660235761452
Long
EC
CORP
US
N
1
N
N
N
RHP HOTEL PPTY/RHP FINAN
N/A
RHP Hotel Properties LP / RHP Finance Corp
749571AG0
10875000.00000000
PA
USD
9023216.96000000
0.151920654971
Long
DBT
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BC8
11880000.00000000
PA
USD
8787566.26000000
0.147953088985
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
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
5924971.28000000
0.099756608040
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
320900.00000000
NS
USD
77757279.00000000
1.309171308505
Long
EC
CORP
US
N
1
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands Inc
50050NAA1
3300000.00000000
PA
USD
2629207.02000000
0.044267011898
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
8932965.03000000
0.150401115722
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
4808727.04000000
0.080962805696
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
11149738.60000000
0.187724134128
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
11793000.00000000
0.198554494701
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.37500000
N
N
N
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries Inc
000957100
395600.00000000
NS
USD
15123788.00000000
0.254633772942
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAD2
27500000.00000000
PA
USD
22542137.20000000
0.379533847302
Long
DBT
US
N
2
2027-01-15
Fixed
3.75000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BD7
7400000.00000000
PA
USD
7235202.00000000
0.121816490899
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.62500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAE0
4470000.00000000
PA
USD
4380600.00000000
0.073754584879
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
13759323.00000000
PA
USD
13385894.97000000
0.225373493758
Long
LON
CORP
US
N
2
2027-09-07
Floating
4.86500000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2022-1
501687AA5
6781160.73000000
PA
USD
6694804.68000000
0.112718015802
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.21000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
200000.00000000
PA
USD
193522.00000000
0.003258260232
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
1090900.00000000
NS
USD
78402983.00000000
1.320042794254
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
14525000.00000000
PA
USD
13469952.66000000
0.226788742818
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
30303M8D7
10000000.00000000
PA
USD
8791273.10000000
0.148015499716
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
33740000.00000000
PA
USD
31577772.10000000
0.531663578657
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
9204715.46000000
PA
USD
7567537.15000000
0.127411898155
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
1.87500000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAH9
5000000.00000000
PA
USD
4515700.00000000
0.076029214934
Long
DBT
CORP
XX
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
9900000.00000000
PA
USD
9702000.00000000
0.163349080606
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
530300.00000000
NS
USD
32385421.00000000
0.545261672377
Long
EC
CORP
US
N
1
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAD1
19750000.00000000
PA
USD
16991497.16000000
0.286079719564
Long
DBT
CORP
NL
N
2
2032-04-21
Fixed
5.25000000
N
N
N
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
846300.00000000
NS
USD
55458039.00000000
0.933727033899
Long
EC
CORP
US
N
1
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
19500000.00000000
PA
USD
14655225.00000000
0.246744746426
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.00000000
N
N
N
N
N
N
KKR & Co Inc
54930013V5I303TF9571
KKR & Co Inc
48251W104
1283900.00000000
NS
USD
55207700.00000000
0.929512166295
Long
EC
CORP
US
N
1
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
10750000.00000000
PA
USD
8179864.09000000
0.137721426364
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
3083533.36000000
0.051916340896
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
9930487.06000000
0.167196034964
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
5750000.00000000
PA
USD
5597519.20000000
0.094243415274
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2022-1
12511JAC9
5000000.00000000
PA
USD
4840510.50000000
0.081497932368
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.42000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAY1
15500000.00000000
PA
USD
11245856.05000000
0.189342429025
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
AllSpring Buyer LLC
N/A
AllSpring Buyer LLC Term Loan B
98922AAC0
2654637.09000000
PA
USD
2572343.34000000
0.043309618593
Long
LON
CORP
US
N
2
2028-11-01
Floating
6.68800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
31000000.00000000
PA
USD
26213772.05000000
0.441351841228
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAC1
1775059.33000000
PA
USD
1721867.72000000
0.028990466809
Long
ABS-O
CORP
US
N
2
2040-06-20
Fixed
6.36000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
1243877.00000000
NS
USD
137274265.72000000
2.311237383663
Long
EC
CORP
CH
N
1
N
N
N
Warner Music Group Corp
N/A
Warner Music Group Corp
934550203
1231340.00000000
NS
USD
28579401.40000000
0.481181090803
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-3
80285UAD3
8500000.00000000
PA
USD
8345987.65000000
0.140518388928
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
45000000.00000000
PA
USD
38833593.75000000
0.653827235179
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
4975000.00000000
PA
USD
4404847.94000000
0.074162838714
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
49576164.97000000
0.834696038739
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
16150000.00000000
0.271911734878
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
7920150.00000000
0.133348713746
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
8540000.00000000
PA
USD
6853350.00000000
0.115387386268
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Bank
N/A
BANK 2022-BNK40
06541LBP0
3500000.00000000
PA
USD
2874088.70000000
0.048389996570
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.50700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-10
46654ABW8
10360461.25000000
PA
USD
7666646.01000000
0.129080558345
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.81100000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AM3
14835000.00000000
PA
USD
12540977.17000000
0.211147916988
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
997500.01000000
PA
USD
912293.56000000
0.015359958180
Long
LON
CORP
US
N
2
2029-01-24
Floating
6.90300000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
20959000.00000000
PA
USD
15862978.44000000
0.267079256220
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
7495039.10000000
0.126191274592
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAA3
6602000.00000000
PA
USD
5666694.66000000
0.095408097586
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
3939198.18000000
0.066322861371
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
9336485.59000000
PA
USD
9068719.85000000
0.152686770745
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
3.28100000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
995000.00000000
PA
USD
921601.11000000
0.015516666048
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
6665000.00000000
PA
USD
4759402.52000000
0.080132346513
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
11930094.58000000
0.200862706781
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
4606600.00000000
NS
USD
128201678.00000000
2.158485490983
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
18081000.00000000
PA
USD
16839841.51000000
0.283526347992
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
11544703.07000000
0.194374008695
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
714200.00000000
NS
USD
131262818.00000000
2.210024802940
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
28370800.00000000
NS
149088899.92000000
2.510156125600
Long
EC
CORP
JE
N
2
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBQ2
10000000.00000000
PA
USD
9225774.80000000
0.155331048388
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
5000000.00000000
PA
USD
3796078.70000000
0.063913210220
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
1444000.00000000
PA
USD
1158335.13000000
0.019502471502
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAB7
6750000.00000000
PA
USD
5515361.55000000
0.092860156504
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
9681000.00000000
PA
USD
7221251.52000000
0.121581611690
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
21396140.60000000
0.360239115186
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
100000000.00000000
PA
USD
92453125.00000000
1.556599976082
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
1315793.00000000
NS
USD
40697477.49000000
0.685208774582
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
18704137.08000000
0.314914821228
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA5
35564KYN3
18709262.89000000
PA
USD
18719601.63000000
0.315175192288
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
5.23100000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4RG7
14500000.00000000
PA
USD
10971087.15000000
0.184716243991
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
2.36100000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
5000000.00000000
PA
USD
4818035.75000000
0.081119533095
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH36
16000000.00000000
PA
USD
15904956.80000000
0.267786030753
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
4.43500000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
273800.00000000
NS
USD
83057230.00000000
1.398404675141
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NY6
5000000.00000000
PA
USD
3712419.50000000
0.062504670392
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
2.18400000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
25500000.00000000
PA
USD
20832480.00000000
0.350748964621
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
4370000.00000000
PA
USD
3755509.92000000
0.063230168278
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
14000000.00000000
PA
USD
14010920.00000000
0.235896815136
Long
LON
CORP
KY
N
2
2027-10-20
Floating
6.46000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
11340.00000000
NS
USD
18634001.40000000
0.313733972037
Long
EC
CORP
US
N
1
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
807726.00000000
NS
USD
56524665.48000000
0.951685439883
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
2341800.00000000
NS
USD
83883276.00000000
1.412312514210
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFE6
300000000.00000000
PA
USD
290789064.00000000
4.895910766320
Long
DBT
UST
US
N
2
2025-08-15
Fixed
3.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
6965000.00000000
PA
USD
6796307.70000000
0.114426985602
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
671100.00000000
NS
USD
72512355.00000000
1.220864411653
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
802000.00000000
NS
USD
90626000.00000000
1.525837330349
Long
EC
CORP
US
N
1
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
4000000.00000000
PA
USD
3941446.32000000
0.066360712495
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAU0
4970000.00000000
PA
USD
4671800.00000000
0.078657414427
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H74A8
9000000.00000000
PA
USD
7500356.10000000
0.126280795006
Long
ABS-MBS
USGSE
US
N
2
2055-04-25
Fixed
2.35000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
3975000.00000000
PA
USD
3881115.51000000
0.065344944370
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
6133361.85000000
0.103265205032
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35200000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
173800.00000000
NS
USD
16019146.00000000
0.269708593197
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
18526000.00000000
PA
USD
17397831.26000000
0.292921020497
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
1159600.00000000
NS
USD
55057808.00000000
0.926988488663
Long
EC
CORP
US
N
1
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
6375000.00000000
PA
USD
4756233.16000000
0.080078985140
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
480000.00000000
NS
USD
49123200.00000000
0.827069630638
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
12329712.50000000
0.207590929810
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
2022-10-17
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer