0001752724-23-118852.txt : 20230525
0001752724-23-118852.hdr.sgml : 20230525
20230525170848
ACCESSION NUMBER: 0001752724-23-118852
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230525
DATE AS OF CHANGE: 20230525
PERIOD START: 20230930
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: 23961929
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
2023-09-30
2023-03-31
N
6184279549.05
4160631.79
6180118917.26
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
122479.48000000
USD
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238T109
2561600.00000000
NS
USD
35042688.00000000
0.567022875597
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8H8
10000000.00000000
PA
USD
9356380.00000000
0.151394821447
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
15000000.00000000
PA
USD
14314167.45000000
0.231616375698
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
7942080.00000000
0.128510148531
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
659307.98000000
0.010668208635
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
12916977.04000000
0.209008551662
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
4314229.77000000
0.069808199935
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
49500.00000000
NS
USD
33121440.00000000
0.535935318453
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
3860500.00000000
NS
USD
58293550.00000000
0.943243176716
Long
EC
CORP
US
N
1
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
1749017.00000000
NS
USD
112251911.06000000
1.816339014877
Long
EC
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
12242000.00000000
PA
USD
10746534.79000000
0.173888802689
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
3640100.00000000
NS
USD
133518868.00000000
2.160457910075
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
932328.54000000
PA
USD
920674.43000000
0.014897357839
Long
LON
CORP
US
N
2
2028-02-17
Floating
8.12500000
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
5945590.80000000
0.096205119668
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
16458750.00000000
PA
USD
16362795.49000000
0.264765058877
Long
LON
CORP
US
N
2
2029-06-07
Variable
8.17800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGJ4
100000000.00000000
PA
USD
99593750.00000000
1.611518343471
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
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
236250.00000000
0.003822741975
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
13830105.30000000
0.223783805540
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-R03
20753XAA2
1366995.60000000
PA
USD
1364443.42000000
0.022077947661
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.66000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAB1
6612892.18000000
PA
USD
6718700.44000000
0.108714743679
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
7.31000000
N
N
N
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
22408106.10000000
PA
USD
21823478.61000000
0.353123926936
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.09000000
N
N
N
N
N
N
Howard Hughes Corp/The
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267D107
1028255.00000000
NS
USD
82260400.00000000
1.331048821249
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
18750000.00000000
PA
USD
16224624.00000000
0.262529317270
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
2772094.46000000
0.044855034298
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964CAA4
13430000.00000000
PA
USD
13149062.53000000
0.212763908041
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
7075000.00000000
PA
USD
5616488.75000000
0.090879946246
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
843598.00000000
NS
USD
111996070.48000000
1.812199279324
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
9850000.00000000
PA
USD
9926741.35000000
0.160623791918
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAD5
8000000.00000000
PA
USD
8148836.80000000
0.131855663444
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
6.28000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
7200000.00000000
PA
USD
6810931.66000000
0.110207129525
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
4950000.00000000
PA
USD
4673601.90000000
0.075623171051
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
17056543.20000000
0.275990533974
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
16430766.60000000
0.265864893863
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
50000000.00000000
PA
USD
50445312.50000000
0.816251486021
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
7100000.00000000
PA
USD
6018704.22000000
0.097388161952
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
8084862.55000000
0.130820501324
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
1322900.00000000
NS
USD
65774588.00000000
1.064293242259
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
62954HBA5
3750000.00000000
PA
USD
3100120.54000000
0.050162797536
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
10952900.00000000
0.177227981316
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
618500.00000000
NS
USD
70898655.00000000
1.147205352343
Long
EC
CORP
US
N
1
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711BA7
14750000.00000000
PA
USD
12023962.82000000
0.194558761424
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
8757769.00000000
0.141708745693
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
2.58000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
Arconic Corp
03966V107
1544761.00000000
NS
USD
40519081.03000000
0.655635944428
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
4905000.00000000
PA
USD
4730570.60000000
0.076544976938
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
76584375.00000000
1.239205523798
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc. 2023 Term Loan B
90351JAH7
6000000.00000000
PA
USD
5983140.00000000
0.096812700210
Long
LON
CORP
US
N
2
2030-02-28
Variable
7.87000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CT7
2400000.00000000
PA
USD
2486208.00000000
0.040229128812
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
215800.00000000
NS
USD
49403094.00000000
0.799387433501
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
1760100.00000000
NS
USD
66725391.00000000
1.079678108031
Long
EC
CORP
US
N
1
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
223913.00000000
NS
USD
5125368.57000000
0.082933170681
Long
EP
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCP8
904763.62000000
PA
USD
703661.90000000
0.011385895796
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Variable
3.11500000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964CAC0
9945000.00000000
PA
USD
9882195.44000000
0.159902998183
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
4.00000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
324130.00000000
NS
USD
45212893.70000000
0.731586144301
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
9955000.00000000
PA
USD
8175862.31000000
0.132292961016
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
3179346.43000000
PA
USD
3025716.91000000
0.048958878469
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
3809014.17000000
0.061633347529
Long
DBT
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
10145770.18000000
0.164167879547
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
26302000.00000000
PA
USD
23062082.82000000
0.373165680608
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39400000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
2598000.00000000
NS
USD
269490540.00000000
4.360604441564
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
1000000.00000000
PA
USD
919653.63000000
0.014880840357
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
4852642.56000000
0.078520213364
Long
DBT
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
4291987.50000000
0.069448299579
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
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
19761039.45000000
0.319751767151
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
4.49000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
5860000.00000000
PA
USD
5078266.92000000
0.082171022726
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
3018546.00000000
0.048842846560
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
1094200.00000000
NS
USD
123677426.00000000
2.001214339979
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
966100.00000000
NS
USD
73124109.00000000
1.183215241955
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
11000000.00000000
PA
USD
9905047.90000000
0.160272771974
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
871503AU2
1000000.00000000
PA
USD
981984.96000000
0.015889418523
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
4944004.50000000
0.079998533461
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
3925455.08000000
0.063517468394
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
2581857.10000000
0.041776819096
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
520373.00000000
NS
USD
14117719.49000000
0.228437667284
Long
EC
CORP
US
N
1
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAG8
2000000.00000000
PA
USD
2092389.04000000
0.033856776350
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.85700000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
242800.00000000
NS
USD
50147912.00000000
0.811439272793
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV Inc
62955J103
632199.00000000
NS
USD
11702003.49000000
0.189349163772
Long
EC
CORP
US
N
1
N
N
N
HPEFS Equipment Trust
N/A
Hpefs Equipment Trust 2022-3
403951AE6
5500000.00000000
PA
USD
5558781.25000000
0.089946185897
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
6.13000000
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
2955211.13000000
0.047818030195
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2023-1
14318DAF6
6000000.00000000
PA
USD
5988198.00000000
0.096894543295
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.19000000
N
N
N
N
N
N
KKR GROUP FINAN CO XII
N/A
KKR Group Finance Co XII LLC
48255GAA3
9000000.00000000
PA
USD
8667070.74000000
0.140241164547
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
2890579.50000000
0.046772231063
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.67000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
897200.00000000
NS
USD
41190452.00000000
0.666499343321
Long
EC
CORP
US
N
1
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
4460000.00000000
PA
USD
4058570.34000000
0.065671395556
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
4823963.17000000
0.078056154494
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
8055000.00000000
0.130337297839
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
667000.00000000
NS
USD
69561430.00000000
1.125567823714
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
27247000.00000000
PA
USD
25101516.45000000
0.406165589789
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
9554337.85000000
0.154597961267
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
36262676.00000000
0.586763401893
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
50000000.00000000
PA
USD
49640625.00000000
0.803230903233
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
6965000.00000000
PA
USD
6474882.63000000
0.104769547587
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN4H3
9844937.90000000
PA
USD
9432421.91000000
0.152625249388
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
2000000.00000000
PA
USD
1334000.00000000
0.021585345166
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AL5
31350000.00000000
PA
USD
26017425.51000000
0.420985839565
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.30000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BH5
13750000.00000000
PA
USD
11127705.33000000
0.180056492099
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
17040625.00000000
0.275732962878
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BR4
2048000.00000000
PA
USD
2017634.84000000
0.032647184738
Long
DBT
US
N
2
2030-03-15
Fixed
4.85000000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
298200.00000000
NS
USD
69295716.00000000
1.121268327159
Long
EC
CORP
IE
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
5895000.00000000
PA
USD
5832733.71000000
0.094378988302
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
18878166.00000000
0.305466063885
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Variable
3.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2023-1
14318DAG4
7500000.00000000
PA
USD
7513332.75000000
0.121572624258
Long
ABS-O
CORP
US
N
2
2029-11-15
Fixed
6.27000000
N
N
N
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
1711900.00000000
NS
USD
37285182.00000000
0.603308488059
Long
EC
CORP
US
N
1
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
35813000.00000000
PA
USD
27173190.03000000
0.439687170971
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
2802140.29000000
0.045341203422
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
4444000.00000000
PA
USD
4490573.12000000
0.072661597294
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
1832196.50000000
0.029646622088
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
6104833.65000000
0.098781815232
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
3798000.00000000
PA
USD
3265707.57000000
0.052842147759
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
4965876.05000000
0.080352435227
Long
ABS-O
CORP
US
N
2
2028-02-16
Fixed
4.42000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
18500000.00000000
PA
USD
15609375.00000000
0.252574023396
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
2975000.00000000
PA
USD
2550612.29000000
0.041271249374
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
3096074.00000000
0.050097320803
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
23930253.76000000
0.387213483759
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-A
12659WAJ7
7500000.00000000
PA
USD
6355402.50000000
0.102836249351
Long
ABS-O
CORP
US
N
2
2029-04-16
Fixed
4.88000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
9400000.00000000
PA
USD
9126111.45000000
0.147668864825
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-D
345295AG4
5300000.00000000
PA
USD
5434534.14000000
0.087935753547
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
6.46000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
519555.00000000
NS
USD
117455798.85000000
1.900542698652
Long
EC
CORP
US
N
1
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-1
40443DAD4
10000000.00000000
PA
USD
9962519.00000000
0.161202707154
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
5.73000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
6215000.00000000
PA
USD
6049991.75000000
0.097894422922
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-6
46655KDD5
4703768.47000000
PA
USD
3773256.76000000
0.061054759795
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
3.30800000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AZ3
7750000.00000000
PA
USD
6818648.17000000
0.110331989744
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AL4
21055000.00000000
PA
USD
16354411.03000000
0.264629390614
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
3960716.40000000
PA
USD
3960713.63000000
0.064087984115
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.56000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
4950000.00000000
PA
USD
4946850.66000000
0.080044586944
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
5548921.00000000
NS
USD
158699140.60000000
2.567897846702
Long
EC
CORP
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAJ2
3750000.00000000
PA
USD
3488000.48000000
0.056439051201
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
6967530.68000000
0.112741045492
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
13341712.35000000
0.215881159062
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
12347738.28000000
0.199797745728
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
11750000.00000000
PA
USD
10006558.15000000
0.161915301047
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
14329247.69000000
0.231860387831
Long
DBT
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial Inc
21871X109
941100.00000000
NS
USD
15076422.00000000
0.243950354383
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
4940000.00000000
PA
USD
4088869.67000000
0.066161666543
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
50000000.00000000
PA
USD
50078125.00000000
0.810310055040
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
2429298.00000000
NS
USD
119302824.78000000
1.930429274537
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
9823170.00000000
0.158947912354
Long
DBT
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BC8
6935000.00000000
PA
USD
5425374.08000000
0.087787535363
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BZ8
6350000.00000000
PA
USD
6516713.22000000
0.105446404951
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
4.87500000
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
6760000.00000000
0.109383008490
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
107857699.00000000
1.745236628032
Long
EC
CORP
US
N
1
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2022-1
39154TBY3
9500000.00000000
PA
USD
9618085.95000000
0.155629464072
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
5.74000000
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
9417194.81000000
0.152378860926
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
4856900.56000000
0.078589111714
Long
DBT
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
11534050.00000000
0.186631522053
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
ABM Industries Inc
QF02R89VEIOROM77J447
ABM Industries Inc
000957100
544100.00000000
NS
USD
24451854.00000000
0.395653454688
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAD2
27500000.00000000
PA
USD
21590434.25000000
0.349353055160
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
2000000.00000000
PA
USD
2017170.00000000
0.032639663200
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
4609061.70000000
0.074578851340
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
1868496.00000000
PA
USD
1856817.90000000
0.030045018952
Long
LON
CORP
US
N
2
2027-09-07
Floating
6.59000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2022-1
501687AA5
5255688.76000000
PA
USD
5224838.39000000
0.084542683724
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
202250.00000000
0.003272590749
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
57141342.00000000
0.924599393070
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
75000000.00000000
PA
USD
72647460.75000000
1.175502635509
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
7025000.00000000
PA
USD
7080807.79000000
0.114573973167
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
14525000.00000000
PA
USD
13826202.25000000
0.223720650607
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
33740000.00000000
PA
USD
33571300.00000000
0.543214466411
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
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
4775000.00000000
0.077263885435
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
9972864.00000000
0.161370098755
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
807900.00000000
NS
USD
75070068.00000000
1.214702645775
Long
EC
CORP
US
N
1
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAD1
19750000.00000000
PA
USD
17876261.41000000
0.289254327454
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
60865896.00000000
0.984866097479
Long
EC
CORP
US
N
1
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
17250000.00000000
PA
USD
14260747.50000000
0.230751991845
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
2312700.00000000
NS
USD
121463004.00000000
1.965382958259
Long
EC
CORP
US
N
1
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
10750000.00000000
PA
USD
8558811.91000000
0.138489437251
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
3078117.01000000
0.049806760213
Long
DBT
US
N
2
2023-08-01
Fixed
4.37500000
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
5636346.08000000
0.091201256083
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
4856324.50000000
0.078579790535
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
12581759.98000000
0.203584431763
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
2641330.63000000
PA
USD
2628678.66000000
0.042534434938
Long
LON
CORP
US
N
2
2028-11-01
Floating
8.16300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
31000000.00000000
PA
USD
27339171.87000000
0.442372909583
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
1301007.77000000
PA
USD
1281379.47000000
0.020733896663
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
163134468.55000000
2.639665526409
Long
EC
CORP
CH
N
1
N
N
N
Warner Music Group Corp
N/A
Warner Music Group Corp
934550203
1231340.00000000
NS
USD
41089815.80000000
0.664870957179
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
45000000.00000000
PA
USD
39529687.50000000
0.639626648438
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
4667380.33000000
0.075522500335
Long
DBT
CORP
XX
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
20000000.00000000
PA
USD
17862000.00000000
0.289023564742
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
8540000.00000000
PA
USD
7387100.00000000
0.119530062429
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
2863192.50000000
0.046329084251
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-10
46654ABW8
10232695.24000000
PA
USD
7820298.45000000
0.126539611206
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.80900000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AM3
10000000.00000000
PA
USD
9038242.90000000
0.146247070986
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
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2029-01-24
Floating
8.24800000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
8849000.00000000
PA
USD
7161101.65000000
0.115873201565
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
8208495.10000000
0.132820989529
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
5678248.16000000
0.091879270221
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
4204523.58000000
0.068033053025
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
8511428.15000000
PA
USD
8341786.02000000
0.134977759031
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
5.56000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
995000.00000000
PA
USD
925742.66000000
0.014979366455
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
8665000.00000000
PA
USD
6602200.05000000
0.106829660373
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-2
14317HAG6
5000000.00000000
PA
USD
4800201.00000000
0.077671660760
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
11940000.00000000
PA
USD
12178800.00000000
0.197064169202
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
3767900.00000000
NS
USD
96043771.00000000
1.554076422894
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
17439342.20000000
0.282184573363
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
9683463.20000000
PA
USD
9263245.44000000
0.149887818729
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
13500000.00000000
PA
USD
12061220.49000000
0.195161624743
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
476200.00000000
NS
USD
125564416.00000000
2.031747571221
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
28370800.00000000
NS
162601632.30000000
2.631043746518
Long
EC
CORP
JE
N
1
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAC7
10000000.00000000
PA
USD
10185910.00000000
0.164817378700
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
5.99000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
168254798.70000000
PA
USD
168254798.70000000
2.722517170828
Long
RA
CORP
US
N
2
Repurchase
N
4.82000000
2023-04-03
177044200.00000000
USD
171619983.85000000
USD
UST
N
N
N
FHLMC Multifamily WI Certificates
N/A
Freddie Mac Multifamily WI Certificates
3137H9QY8
27000000.00000000
PA
USD
26924578.20000000
0.435664403233
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
4.25000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAB7
6750000.00000000
PA
USD
5936047.13000000
0.096050694322
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
Novelis Corp
670001AH9
4181000.00000000
PA
USD
3521405.44000000
0.056979574133
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
100000000.00000000
PA
USD
95164062.00000000
1.539841923336
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
20576000.00000000
PA
USD
19337140.85000000
0.312892698488
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
16943886.04000000
PA
USD
17235469.99000000
0.278885733765
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
7.51000000
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
11182024.45000000
0.180935425348
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
2.36100000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2022-1
39154TBZ0
7250000.00000000
PA
USD
7324958.48000000
0.118524555563
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
5.98000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
5000000.00000000
PA
USD
4883219.85000000
0.079014981999
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
14098123.85000000
PA
USD
14135039.79000000
0.228717925645
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
6.71000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2022-1
39154TBX5
10000000.00000000
PA
USD
10117396.00000000
0.163708759256
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
5.35000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
273800.00000000
NS
USD
97913618.00000000
1.584332264651
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
3867033.50000000
0.062572153574
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
23560000.00000000
PA
USD
20888296.00000000
0.337991813420
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
13300000.00000000
PA
USD
13763904.00000000
0.222712607706
Long
LON
CORP
KY
N
2
2027-10-20
Floating
8.55800000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
8320.00000000
NS
USD
22068051.20000000
0.357081336062
Long
EC
CORP
US
N
1
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
807726.00000000
NS
USD
64327298.64000000
1.040874771201
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFE6
300000000.00000000
PA
USD
294363282.00000000
4.763068250643
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
7319170.25000000
0.118430896686
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
1905400.00000000
NS
USD
196808766.00000000
3.184546586156
Long
EC
CORP
US
N
1
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
4000000.00000000
PA
USD
4100956.96000000
0.066357249996
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
5049196.95000000
0.081700643913
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6A5
7845194.00000000
PA
USD
6162618.38000000
0.099716825234
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
6360000.00000000
PA
USD
6198467.13000000
0.100296890933
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
836600.00000000
NS
USD
80447456.00000000
1.301713722293
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
18526000.00000000
PA
USD
18156608.97000000
0.293790608450
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
1562400.00000000
NS
USD
78682464.00000000
1.273154530736
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBS1
2020419.00000000
PA
USD
1587419.79000000
0.025685910113
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
93142XR45
14850000.00000000
PA
USD
14841337.55000000
0.240146472077
Long
STIV
CORP
US
N
2
2023-04-04
None
0.00000000
N
N
N
N
N
N
2023-04-24
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer