0001752724-23-118856.txt : 20230525
0001752724-23-118856.hdr.sgml : 20230525
20230525170849
ACCESSION NUMBER: 0001752724-23-118856
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: 23961933
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
OAKCX
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
2023-09-30
2023-03-31
N
94322430.16
157095.48
94165334.68
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
0.00000000
USD
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H9PB9
2000000.00000000
PA
USD
1935754.20000000
2.055697254810
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Variable
3.82000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAE6
500000.00000000
PA
USD
471289.70000000
0.500491716619
Long
ABS-O
CORP
US
N
2
2028-12-11
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
1000000.00000000
PA
USD
941093.75000000
0.999405729505
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
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
990931.80000000
1.052331840976
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
180501.54000000
PA
USD
166237.39000000
0.176537778541
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.28700000
N
N
N
N
N
N
ChampionX Corporation
549300EP2909K6DYYP38
ChampionX Corporation 2022 Term Loan B1
15872NAC6
997500.00000000
PA
USD
991684.58000000
1.053131264674
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
2500000.00000000
PA
USD
2489843.75000000
2.644119259450
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
500000.00000000
PA
USD
437500.00000000
0.464608341792
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R06
20754NAB1
817518.80000000
PA
USD
830599.35000000
0.882064883879
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
744360.90000000
PA
USD
724940.52000000
0.769859229474
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.09000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAD9
487877.92000000
PA
USD
480099.05000000
0.509846910895
Long
ABS-O
CORP
US
N
2
2040-06-20
Fixed
9.22000000
N
N
N
N
N
N
ROCKETMTGE C0-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
250000.00000000
PA
USD
198462.50000000
0.210759618361
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
1000000.00000000
PA
USD
1039953.16000000
1.104390658764
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
1250000.00000000
PA
USD
851171.88000000
0.903912127421
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
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
448856.40000000
0.476668406187
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
410769.17000000
0.436221218132
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
500000.00000000
PA
USD
423852.41000000
0.450115120856
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
428905.18000000
0.455480970207
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAE3
1000000.00000000
PA
USD
1033619.95000000
1.097665030886
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.65000000
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
725853.90000000
0.770829204257
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
91282CFV8
1000000.00000000
PA
USD
1050781.25000000
1.115889678054
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CT7
500000.00000000
PA
USD
517960.00000000
0.550053798205
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
30645.00000000
NS
USD
701464.05000000
0.744928112222
Long
EP
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCP8
978122.83000000
PA
USD
760715.57000000
0.807850970407
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Variable
3.11500000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
1000000.00000000
PA
USD
889979.84000000
0.945124703293
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
3600000.00000000
PA
USD
3156546.96000000
3.352132683143
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39400000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
1000000.00000000
PA
USD
995545.00000000
1.057230883725
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
919653.63000000
0.976637138417
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
1002375.00000000
1.064484083666
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YCH3
995323.32000000
PA
USD
995926.78000000
1.057636319548
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCH2
2000000.00000000
PA
USD
1775156.24000000
1.885148336202
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
486666.67000000
PA
USD
483016.67000000
0.512945312244
Long
LON
CORP
US
N
2
2029-03-29
Variable
8.74800000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
Hpefs Equipment Trust 2022-3
403951AE6
1000000.00000000
PA
USD
1010687.50000000
1.073311642160
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
6.13000000
N
N
N
N
N
N
KKR GROUP FINAN CO XII
N/A
KKR Group Finance Co XII LLC
48255GAA3
1000000.00000000
PA
USD
963007.86000000
1.022677679926
Long
DBT
CORP
US
N
2
2032-05-17
Fixed
4.85000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AG5
1000000.00000000
PA
USD
862306.52000000
0.915736691140
Long
DBT
CORP
US
N
2
2028-12-14
Fixed
2.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
500000.00000000
PA
USD
460629.00000000
0.489170459134
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN4H3
984493.79000000
PA
USD
943242.19000000
1.001687290981
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
1000000.00000000
PA
USD
667000.00000000
0.708328603372
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
3000000.00000000
PA
USD
2444648.43000000
2.596123550463
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AL5
500000.00000000
PA
USD
414950.97000000
0.440662130507
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
1000000.00000000
PA
USD
809287.66000000
0.859432680561
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DU1
500000.00000000
PA
USD
510167.12000000
0.541778056366
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
1100000.00000000
PA
USD
834627.34000000
0.886342455890
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
470759.95000000
PA
USD
402792.43000000
0.427750223974
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
3.58300000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
1000000.00000000
PA
USD
800611.51000000
0.850218939613
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAD3
500000.00000000
PA
USD
388920.72000000
0.413018996132
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
500000.00000000
PA
USD
469453.13000000
0.498541349208
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
107171.01000000
PA
USD
98556.12000000
0.104662846826
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.28700000
N
N
N
N
N
N
Carrols Restaurant Group, Inc.
529900HZEMNWQSAKFJ98
Carrols Restaurant Group, Inc. Term Loan B
14576JAE3
987402.74000000
PA
USD
906623.32000000
0.962799445338
Long
LON
CORP
US
N
2
2026-04-30
Floating
8.15700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-3
46647EBA8
265131.25000000
PA
USD
246726.24000000
0.262013872555
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.28700000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFJ5
2000000.00000000
PA
USD
1946796.88000000
2.067424160510
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
859849.28000000
0.913127195822
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
843750.00000000
0.896030373456
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
1000000.00000000
PA
USD
857348.67000000
0.910471643215
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
983974.25000000
1.044943187791
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
430625.00000000
0.457307353564
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
315000.00000000
PA
USD
306636.75000000
0.325636553028
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AM2
500000.00000000
PA
USD
467103.14000000
0.496045749306
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
183262.03000000
0.194617297992
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
750000.00000000
PA
USD
716250.00000000
0.760630228134
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
398542.60000000
PA
USD
398542.32000000
0.423236768981
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
6.56000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAJ2
1000000.00000000
PA
USD
930133.46000000
0.987766318848
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
398144.61000000
0.422814416104
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
1000000.00000000
PA
USD
851621.97000000
0.904390105864
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
527508.75000000
0.560194207127
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
9128283W8
1000000.00000000
PA
USD
960546.88000000
1.020064212870
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
500000.00000000
PA
USD
351699.22000000
0.373491180374
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BZ8
500000.00000000
PA
USD
513127.03000000
0.544921368084
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
500000.00000000
PA
USD
422500.00000000
0.448678912930
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2022-1
39154TBY3
500000.00000000
PA
USD
506215.05000000
0.537581108504
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
5.74000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GYFA5
1000000.00000000
PA
USD
994735.66000000
1.056371395461
Long
DBT
USGSE
US
N
2
2026-01-28
Fixed
5.05000000
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
3267030.95000000
3.469462473746
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
838840.00000000
0.890816140409
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
785106.70000000
0.833753421753
Long
DBT
US
N
2
2027-01-15
Fixed
3.75000000
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
414570.00000000
0.440257554872
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
500000.00000000
PA
USD
503972.09000000
0.535199170387
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
1117000.00000000
PA
USD
1063261.13000000
1.129142835432
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
477500.00000000
0.507086818756
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
226281.79000000
0.240302645096
Long
DBT
CORP
NL
N
2
2032-04-21
Fixed
5.25000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
1000000.00000000
PA
USD
796168.55000000
0.845500685263
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
490117.05000000
0.520485645450
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
405863.23000000
0.431011296650
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
880443.55000000
PA
USD
876226.23000000
0.930518893154
Long
LON
CORP
US
N
2
2028-11-01
Floating
8.16300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
2500000.00000000
PA
USD
2196093.75000000
2.332167944247
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830BX6
600000.00000000
PA
USD
612000.00000000
0.649920697547
Long
DBT
CORP
KY
N
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
750000.00000000
PA
USD
669825.00000000
0.711328645808
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
603708.08000000
PA
USD
481678.09000000
0.511523791251
Long
ABS-MBS
CORP
US
N
2
2053-01-25
Variable
4.67500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
500000.00000000
PA
USD
377363.28000000
0.400745434912
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
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
500000.00000000
PA
USD
404627.74000000
0.429699253313
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
820849.51000000
0.871710925033
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
283826.40000000
0.301412829853
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
890178.20000000
0.945335354061
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
205723.49000000
0.218470513272
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
CITADEL SECURITIES LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2022 Incremental Term Loan B
17288YAE2
997500.00000000
PA
USD
994387.80000000
1.056001981386
Long
LON
CORP
US
N
2
2028-02-02
Variable
7.92200000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
00687YAB1
500000.00000000
PA
USD
513945.00000000
0.545790021079
Long
DBT
CORP
JE
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-2
14317HAG6
500000.00000000
PA
USD
480020.10000000
0.509763069001
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
723384.03000000
0.768206296359
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
968346.32000000
PA
USD
926324.54000000
0.983721390836
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
2116088.65000000
PA
USD
2116088.65000000
2.247205574313
Long
RA
CORP
US
N
2
Repurchase
N
4.82000000
2023-04-03
2279600.00000000
USD
2158418.02000000
USD
UST
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
1000000.00000000
PA
USD
998915.00000000
1.060809695409
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
91282CGB1
4000000.00000000
PA
USD
4072187.52000000
4.324508094022
Long
DBT
UST
US
N
2
2029-12-31
Fixed
3.87500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
500000.00000000
PA
USD
374375.00000000
0.397571995333
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
1500000.00000000
PA
USD
1427460.93000000
1.515909155795
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
547100.57000000
PA
USD
521820.86000000
0.554153884519
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
1409686.59000000
1.497033483489
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
500000.00000000
PA
USD
445345.00000000
0.472939433086
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2022-1
39154TBZ0
500000.00000000
PA
USD
505169.55000000
0.536470827313
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
5.98000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
550000.00000000
PA
USD
487630.00000000
0.517844493047
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
950000.00000000
PA
USD
983136.00000000
1.044052998208
Long
LON
CORP
KY
N
2
2027-10-20
Floating
8.55800000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
750000.00000000
PA
USD
768929.43000000
0.816573776977
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
1000000.00000000
PA
USD
869101.56000000
0.922952764893
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
2023-04-20
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer