0001752724-22-265405.txt : 20221125
0001752724-22-265405.hdr.sgml : 20221125
20221123195639
ACCESSION NUMBER: 0001752724-22-265405
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: 221417507
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
S000068760
Oakmark Bond Fund
C000219731
Advisor Class
OAYCX
C000219732
Institutional Class
OANCX
C000225891
R6 Class
OAZCX
C000235267
Investor Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000872323
XXXXXXXX
S000068760
C000219731
C000235267
C000225891
C000219732
HARRIS ASSOCIATES INVESTMENT TRUST
811-06279
0000872323
54930037R1JTV3ZYFY28
HARRIS ASSOCIATES LP
111 S. WACKER DRIVE, SUITE 4600
CHICAGO
60606
312-646-3600
Oakmark Bond Fund
S000068760
549300L1TDIYWQTQF247
2022-09-30
2022-09-30
N
88995265.54
2170810.21
86824455.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1901290.00000000
0.00000000
0.00000000
0.00000000
USD
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAE6
500000.00000000
PA
USD
471360.70000000
0.542889325603
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
4.13000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-C
34535AAG5
1000000.00000000
PA
USD
989917.00000000
1.140136147399
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.22000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-3
46647EBB6
194424.59000000
PA
USD
175886.65000000
0.202577314572
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.28000000
N
N
N
N
N
N
ChampionX Corporation
549300EP2909K6DYYP38
ChampionX Corporation 2022 Term Loan B1
15872NAC6
1000000.00000000
PA
USD
995940.00000000
1.147073133041
Long
LON
CORP
US
N
2
2029-06-07
Floating
6.00400000
N
N
N
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
750000.00000000
PA
USD
688357.50000000
0.792815223986
Long
LON
CORP
US
N
2
2028-10-23
Floating
6.36500000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAD9
665647.26000000
PA
USD
645901.90000000
0.743917019168
Long
ABS-O
CORP
US
N
2
2040-06-20
Fixed
9.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
1250000.00000000
PA
USD
826611.33000000
0.952048966916
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KVE6
500000.00000000
PA
USD
458749.30000000
0.528364155302
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.63100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
500000.00000000
PA
USD
455025.22000000
0.524074949011
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
500000.00000000
PA
USD
421803.36000000
0.485811697173
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
500000.00000000
PA
USD
380838.32000000
0.438630243694
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
0.827799606998
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
500000.00000000
PA
USD
365310.00000000
0.420745513014
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
500000.00000000
PA
USD
408707.98000000
0.470729103276
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEBQ2
750000.00000000
PA
USD
711844.20000000
0.819866012743
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Fixed
3.44400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCZ2
5000000.00000000
PA
USD
4398632.80000000
5.066121962161
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
BMW Vehicle Owner Trust
5493002H8OC00FUV1078
BMW Vehicle Owner Trust 2022-A
05602RAE1
1500000.00000000
PA
USD
1438288.65000000
1.656547852253
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
3.44000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
30645.00000000
NS
USD
763673.40000000
0.879560254190
Long
EP
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCP8
989165.34000000
PA
USD
733370.45000000
0.844658854711
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Variable
3.11700000
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
Peloton Interactive Inc
70614WAB6
645000.00000000
PA
USD
432201.19000000
0.497787389920
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
4426531.75000000
PA
USD
4426531.75000000
5.098254556479
Long
RA
CORP
US
N
2
Repurchase
N
2.95000000
2022-10-03
4601400.00000000
USD
4515123.74000000
USD
UST
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
1000000.00000000
PA
USD
849429.01000000
0.978329212399
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
1000000.00000000
PA
USD
868605.80000000
1.000416065610
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.50700000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
1000000.00000000
PA
USD
913837.50000000
1.052511641480
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
1000000.00000000
PA
USD
859314.51000000
0.989714829461
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
1100000.00000000
PA
USD
924687.50000000
1.065008120679
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
500000.00000000
PA
USD
428840.00000000
0.493916141909
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
1000000.00000000
PA
USD
755786.52000000
0.870476546184
Long
DBT
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCH2
2000000.00000000
PA
USD
1714062.50000000
1.974170173006
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor, Inc. 2022 Term Loan B
69073LAD2
497500.00000000
PA
USD
486306.25000000
0.560102851381
Long
LON
CORP
US
N
2
2029-03-29
Floating
7.83100000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
370000.00000000
PA
USD
316720.00000000
0.364782017688
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
KKR GROUP FINAN CO XII
N/A
KKR Group Finance Co XII LLC
48255GAA3
1000000.00000000
PA
USD
920069.82000000
1.059689711272
Long
DBT
CORP
US
N
2
2032-05-17
Fixed
4.85000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AG5
1000000.00000000
PA
USD
815850.04000000
0.939654659391
Long
DBT
CORP
US
N
2
2028-12-14
Fixed
2.37500000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
1000000.00000000
PA
USD
979015.74000000
1.127580629534
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
500000.00000000
PA
USD
433667.94000000
0.499476718110
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Capital One Prime Auto Receivables Trust
N/A
Capital One Prime Auto Receivables Trust 2022-1
14043QAD4
2500000.00000000
PA
USD
2373055.00000000
2.733164280709
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
3.32000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
1000000.00000000
PA
USD
712500.00000000
0.820621329891
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BH5
1000000.00000000
PA
USD
725895.51000000
0.836049598285
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
1100000.00000000
PA
USD
764375.43000000
0.880368816705
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-5
46653JBU4
477548.93000000
PA
USD
391943.27000000
0.451420361360
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
3.59800000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
1000000.00000000
PA
USD
727715.20000000
0.838145424850
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
500000.00000000
PA
USD
452890.63000000
0.521616436611
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-3
46647EBC4
115437.68000000
PA
USD
103770.80000000
0.119517939508
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.28000000
N
N
N
N
N
N
Carrols Restaurant Group, Inc.
529900HZEMNWQSAKFJ98
Carrols Restaurant Group, Inc. Term Loan B
14576JAE3
1000000.00000000
PA
USD
864860.00000000
0.996101843326
Long
LON
CORP
US
N
2
2026-04-30
None
0.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-3
46647EBA8
285582.24000000
PA
USD
258764.95000000
0.298032333190
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.28000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFJ5
2000000.00000000
PA
USD
1898125.00000000
2.186164016561
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.12500000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
1000000.00000000
PA
USD
790733.70000000
0.910726934012
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.60000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
1000000.00000000
PA
USD
765898.72000000
0.882123264797
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
3000000.00000000
PA
USD
2966492.40000000
3.416655352141
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
4.11000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
1000000.00000000
PA
USD
795398.27000000
0.916099348941
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
1250000.00000000
PA
USD
882146.50000000
1.016011556475
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
500000.00000000
PA
USD
409390.00000000
0.471514619290
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572AQ1
1000000.00000000
PA
USD
842875.41000000
0.970781108613
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
1000000.00000000
PA
USD
778797.73000000
0.896979689696
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
1000000.00000000
PA
USD
736122.43000000
0.847828445571
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AM2
500000.00000000
PA
USD
435969.01000000
0.502126973722
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
200000.00000000
PA
USD
166009.77000000
0.191201625589
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
500000.00000000
PA
USD
443750.00000000
0.511088723002
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.87500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
442821.93000000
PA
USD
438402.04000000
0.504929214164
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
4.28100000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAJ2
1000000.00000000
PA
USD
863687.78000000
0.994751739837
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
500000.00000000
PA
USD
386284.52000000
0.444902900377
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
500000.00000000
PA
USD
395084.43000000
0.455038189987
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
750000.00000000
PA
USD
564753.75000000
0.650454699489
Long
DBT
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
500000.00000000
PA
USD
341523.44000000
0.393349360732
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
2000000.00000000
PA
USD
1918437.50000000
2.209558922896
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
MIWD HLDCO II/MIWD FIN
N/A
MIWD Holdco II LLC / MIWD Finance Corp
55337PAA0
500000.00000000
PA
USD
370310.71000000
0.426505076930
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands Inc
50050NAA1
500000.00000000
PA
USD
398364.70000000
0.458816238450
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHQ63
3325000.00000000
PA
USD
3214275.17000000
3.702038967918
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
3.99000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
1000000.00000000
PA
USD
810890.08000000
0.933942029256
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAD2
1000000.00000000
PA
USD
819714.08000000
0.944105064505
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
600000.00000000
PA
USD
586638.00000000
0.675659867683
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
500000.00000000
PA
USD
467070.31000000
0.537947872203
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
74841CAB7
500000.00000000
PA
USD
362426.98000000
0.417424996934
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
1117000.00000000
PA
USD
1035864.86000000
1.193056560001
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
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
500000.00000000
PA
USD
451570.00000000
0.520095402019
Long
DBT
CORP
XX
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAD1
250000.00000000
PA
USD
215082.24000000
0.247720805368
Long
DBT
CORP
NL
N
2
2032-04-21
Fixed
5.25000000
N
N
N
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
500000.00000000
PA
USD
375775.00000000
0.432798568757
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.00000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
1000000.00000000
PA
USD
760917.59000000
0.876386252131
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
500000.00000000
PA
USD
486740.80000000
0.560603344011
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAY1
500000.00000000
PA
USD
362769.55000000
0.417819551670
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
884879.03000000
PA
USD
857447.78000000
0.987564824611
Long
LON
CORP
US
N
2
2028-11-01
Floating
6.68800000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2022-A
34528LAD7
1500000.00000000
PA
USD
1475297.40000000
1.699172651752
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.23000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
750000.00000000
PA
USD
628945.31000000
0.724387279608
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
2500000.00000000
PA
USD
2157421.88000000
2.484808999722
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
750000.00000000
PA
USD
605625.00000000
0.697528130407
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-8
46655VCG5
609973.61000000
PA
USD
494921.49000000
0.570025447460
Long
ABS-MBS
CORP
US
N
2
2053-01-25
Variable
4.68600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
500000.00000000
PA
USD
357851.56000000
0.412155260450
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AM3
500000.00000000
PA
USD
422682.08000000
0.486823762260
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
1.050733409766
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
500000.00000000
PA
USD
378428.80000000
0.435855080877
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
1000000.00000000
PA
USD
749503.91000000
0.863240554923
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAA3
330000.00000000
PA
USD
283248.90000000
0.326231703871
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P1
14688DAG6
1000000.00000000
PA
USD
908518.60000000
1.046385602474
Long
ABS-O
CORP
US
N
2
2029-01-10
Fixed
4.80000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
270000.00000000
PA
USD
192804.00000000
0.222061859492
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669GCK8
1000000.00000000
PA
USD
931113.92000000
1.072409744997
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2022 Incremental Term Loan B
17288YAE2
1000000.00000000
PA
USD
986250.00000000
1.135912682954
Long
LON
CORP
US
N
2
2028-02-02
Floating
6.14900000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-2
14317HAG6
500000.00000000
PA
USD
477856.10000000
0.550370397584
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.75000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
750000.00000000
PA
USD
698516.74000000
0.804516120884
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
250000.00000000
PA
USD
189803.94000000
0.218606542682
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
1000000.00000000
PA
USD
980350.00000000
1.129117362468
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
500000.00000000
PA
USD
462265.63000000
0.532414085689
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2022-1 Receivables Funding LLC
82652TAC9
722605.43000000
PA
USD
676921.81000000
0.779644176778
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
3.94000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
1500000.00000000
PA
USD
1363540.32000000
1.570456520363
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
OCEANEERING INTL INC
549300L6PH74701W0R30
Oceaneering International Inc
675232AB8
500000.00000000
PA
USD
396154.96000000
0.456271172095
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust 2022-DNA5
35564KYW3
1000000.00000000
PA
USD
1002500.80000000
1.154629529422
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
9.03100000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
500000.00000000
PA
USD
412860.00000000
0.475511189135
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
600000.00000000
PA
USD
490176.00000000
0.564559832983
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
150000.00000000
PA
USD
128907.66000000
0.148469298782
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
1000000.00000000
PA
USD
1000780.00000000
1.152647599338
Long
LON
CORP
KY
N
2
2027-10-20
Floating
6.46000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
750000.00000000
PA
USD
739021.19000000
0.851167090183
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
2022-10-27
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer