0001752724-23-266689.txt : 20231127
0001752724-23-266689.hdr.sgml : 20231127
20231127122125
ACCESSION NUMBER: 0001752724-23-266689
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230930
FILED AS OF DATE: 20231127
DATE AS OF CHANGE: 20231127
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: 231439141
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
2023-09-30
N
6046948169.99
20865651.07
6026082518.92
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12110125.00000000
0.00000000
0.00000000
0.00000000
USD
N
OPENLANE Inc
5493004HKD20LBSG7D03
OPENLANE Inc
48238T109
2924000.00000000
NS
USD
43626080.00000000
0.723954241632
Long
EC
CORP
US
N
1
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables
39154TCE6
4000000.00000000
PA
USD
3858675.60000000
0.064032903430
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.21000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P3
14688GAF1
2675000.00000000
PA
USD
2631606.15000000
0.043670264085
Long
ABS-O
CORP
US
N
2
2029-11-13
Fixed
6.09000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P4
14687NAH3
1618000.00000000
PA
USD
1618073.13000000
0.026851161180
Long
ABS-O
CORP
US
N
2
2030-10-10
Fixed
8.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
15000000.00000000
PA
USD
14088762.90000000
0.233796381907
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
7828822.40000000
0.129915618901
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CH2
13875000.00000000
PA
USD
12224306.51000000
0.202856606619
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
4244289.58000000
0.070431985733
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
32001255.00000000
0.531045748204
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
3860500.00000000
NS
USD
41925030.00000000
0.695726118392
Long
EC
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
12242000.00000000
PA
USD
10347528.71000000
0.171712363339
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
2272400.00000000
NS
USD
74921028.00000000
1.243279157973
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2023-B
344930AG7
11410000.00000000
PA
USD
11245107.24000000
0.186607256118
Long
ABS-O
CORP
US
N
2
2030-12-15
Fixed
5.71000000
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
5848744.20000000
0.097057154156
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.22000000
N
N
N
N
N
N
Howard Hughes Holdings Inc
N/A
Howard Hughes Holdings Inc
44267T102
1028255.00000000
NS
USD
76224543.15000000
1.264910377690
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corporation
549300EP2909K6DYYP38
ChampionX Corporation 2022 Term Loan B1
15872NAC6
16376250.00000000
PA
USD
16391643.68000000
0.272011603368
Long
LON
CORP
US
N
2
2029-06-07
None
0.00000000
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
232929.05000000
0.003865347832
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
13991692.50000000
0.232185544357
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753XAA2
1214254.65000000
PA
USD
1228452.44000000
0.020385589413
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.41500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBT6
9250000.00000000
PA
USD
9051073.76000000
0.150198304314
Long
DBT
CORP
US
N
2
2029-06-13
Fixed
6.99200000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754NAB1
8391494.91000000
PA
USD
8601617.94000000
0.142739796758
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
8.06500000
N
N
N
N
N
N
Medline Borrower, LP
254900QT3R363TVK6F09
Medline Borrower, LP USD Term Loan B
58503UAC7
22294934.12000000
PA
USD
22221360.84000000
0.368753012761
Long
LON
CORP
US
N
2
2028-10-23
Variable
8.68100000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAG7
3000000.00000000
PA
USD
2956460.10000000
0.049061062318
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
6.44000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
18750000.00000000
PA
USD
16002258.19000000
0.265549934634
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
2720918.80000000
0.045152365429
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
12949992.46000000
0.214899023027
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P3
14688GAG9
1000000.00000000
PA
USD
985320.80000000
0.016350934407
Long
ABS-O
CORP
US
N
2
2030-08-12
Fixed
6.82000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAD9
492433.85000000
PA
USD
485986.36000000
0.008064714654
Long
ABS-O
CORP
US
N
2
2040-06-20
Fixed
9.22000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
7075000.00000000
PA
USD
5342919.80000000
0.088663236575
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
736098.00000000
NS
USD
106874068.62000000
1.773524811259
Long
EC
CORP
US
N
1
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAD5
8000000.00000000
PA
USD
7907643.20000000
0.131223612938
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
6643251.94000000
0.110241635741
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
10000000.00000000
PA
USD
7661240.30000000
0.127134672914
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
4950000.00000000
PA
USD
4580227.08000000
0.076006710256
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
12500000.00000000
PA
USD
11196193.75000000
0.185795559799
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
50000000.00000000
PA
USD
43515625.00000000
0.722121292952
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
5779234.36000000
0.095903671113
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.95000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2023-A
344928AG1
10000000.00000000
PA
USD
9788273.00000000
0.162431778344
Long
ABS-O
CORP
US
N
2
2030-09-15
Fixed
5.51000000
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
7846469.90000000
0.130208470849
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
70709005.00000000
1.173382620931
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P2
14686TAF5
4982000.00000000
PA
USD
4791002.58000000
0.079504430365
Long
ABS-O
CORP
US
N
2
2029-07-10
Fixed
5.84000000
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
2928033.64000000
0.048589338609
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
10586296.00000000
0.175674594012
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
78401060.00000000
1.301028649273
Long
EC
CORP
US
N
1
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711BA7
14750000.00000000
PA
USD
11245177.42000000
0.186608420722
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
15600000.00000000
PA
USD
12720835.92000000
0.211096278221
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
2.58000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
4905000.00000000
PA
USD
4631648.72000000
0.076860028143
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
65981250.00000000
1.094927754355
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
15929874.37000000
PA
USD
15915378.18000000
0.264108201804
Long
LON
CORP
US
N
2
2030-03-03
Variable
8.15900000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CT7
2400000.00000000
PA
USD
2318819.04000000
0.038479709375
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
258900.00000000
NS
USD
76460937.00000000
1.268833222245
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
1760100.00000000
NS
USD
78042834.00000000
1.295084057594
Long
EC
CORP
US
N
1
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
223913.00000000
NS
USD
5060433.80000000
0.083975514509
Long
EP
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCP8
894380.55000000
PA
USD
664261.35000000
0.011023104113
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Variable
3.11300000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
181530.00000000
NS
USD
24361326.00000000
0.404264726271
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
9955000.00000000
PA
USD
7818768.79000000
0.129748783981
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
1269415.79000000
PA
USD
1167233.15000000
0.019369684141
Long
ABS-O
CORP
US
N
2
2028-06-12
Fixed
1.02000000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2023 Term Loan B
17288YAK8
19974489.79000000
PA
USD
19912169.38000000
0.330433068539
Long
LON
CORP
US
N
2
2030-07-29
Variable
7.93100000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
1214500.00000000
NS
USD
62133820.00000000
1.031081466357
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
3925000.00000000
PA
USD
3805613.67000000
0.063152365704
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
10272689.91000000
0.170470448716
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
21941409.83000000
0.364107357659
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.50700000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
933000.00000000
NS
USD
64265040.00000000
1.066448058058
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
1515000.00000000
NS
USD
198252900.00000000
3.289913461648
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAD8
3628794.07000000
PA
USD
3633653.75000000
0.060298771857
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
9.72000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
1000000.00000000
PA
USD
896097.99000000
0.014870323915
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2020-P1
14687AAS7
1250000.00000000
PA
USD
1118773.63000000
0.018565521240
Long
ABS-O
CORP
US
N
2
2027-09-08
Fixed
1.82000000
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
4770032.49000000
0.079156441602
Long
DBT
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2022-3
80285UAF8
10000000.00000000
PA
USD
9663135.00000000
0.160355172197
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
4.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N25C1
32755030.71000000
PA
USD
30163976.11000000
0.500556970723
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271BA6
9892000.00000000
PA
USD
8697111.29000000
0.144324463906
Long
DBT
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
Veralto Corp
635400FJE6GSOJUSNY27
Veralto Corp
92338C103
-57666.00000000
NS
USD
-4876236.96000000
-0.08091885474
Short
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
5860000.00000000
PA
USD
4956406.69000000
0.082249233634
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
2743496.40000000
0.045527030062
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
123600832.00000000
2.051097568145
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
653200.00000000
NS
USD
43738272.00000000
0.725816015009
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
11000000.00000000
PA
USD
9646660.21000000
0.160081780820
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
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
2501564.87000000
0.041512290317
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
Hpefs Equipment Trust 2022-3
403951AE6
5500000.00000000
PA
USD
5467332.75000000
0.090727810859
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
2916799.65000000
0.048402915838
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
5833894.80000000
0.096810735360
Long
ABS-O
CORP
US
N
2
2029-01-16
Fixed
5.19000000
N
N
N
N
N
N
Phinia Inc
254900HG6MORZE1FFM18
Phinia Inc
71880K101
465859.00000000
NS
USD
12480362.61000000
0.207105736949
Long
EC
CORP
US
N
1
N
N
N
KKR GROUP FINAN CO XII
N/A
KKR Group Finance Co XII LLC
48255GAA3
9000000.00000000
PA
USD
8173623.33000000
0.135637427870
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
2849257.20000000
0.047282080705
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
29481992.00000000
0.489239765758
Long
EC
CORP
US
N
1
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
4460000.00000000
PA
USD
4018307.87000000
0.066681925735
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
4754804.52000000
0.078903740615
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
4.45000000
N
N
N
N
N
N
JBS USA LUX SA/FOOD/LUX
N/A
JBS USA LUX SA / JBS USA Food Co / JBS Luxembourg SARL
47214BAA6
3750000.00000000
PA
USD
3648712.50000000
0.060548664717
Long
DBT
CORP
XX
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
9750000.00000000
PA
USD
9176922.30000000
0.152286701537
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
435100.00000000
NS
USD
85605925.00000000
1.420589989121
Long
EC
CORP
US
N
1
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AJ0
9000000.00000000
PA
USD
7783272.00000000
0.129159731476
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
830900.00000000
NS
USD
91415618.00000000
1.516999107014
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQBZ7
35498947.00000000
PA
USD
32607279.46000000
0.541102438568
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
0.00000000
PA
USD
0.00000000
0.000000
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
9262329.03000000
0.153703985979
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
33716672.00000000
0.559512285039
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
100000000.00000000
PA
USD
82703125.00000000
1.372419390878
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
1835000.00000000
PA
USD
1678827.11000000
0.027859344851
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
9544622.30000000
PA
USD
8516620.66000000
0.141329306946
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
1252392.80000000
0.020782868406
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
25174612.42000000
0.417760831202
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
10375258.58000000
0.172172527465
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
16298205.23000000
0.270461036317
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
62311872.00000000
1.034036155402
Long
EC
CORP
IE
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
5895000.00000000
PA
USD
5776848.46000000
0.095864078227
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAY2
5000000.00000000
PA
USD
4572817.00000000
0.075883743470
Long
DBT
CORP
XX
N
2
2033-04-01
Fixed
5.75000000
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
17530782.00000000
0.290915067043
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
8500000.00000000
PA
USD
8271609.25000000
0.137263458043
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
3921800.00000000
NS
USD
80043938.00000000
1.328291435583
Long
EC
CORP
US
N
1
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
35813000.00000000
PA
USD
26217322.08000000
0.435064106700
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
2672991.30000000
0.044357031149
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-2
44328UAE6
8000000.00000000
PA
USD
8005524.00000000
0.132847898694
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
6.48000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
2000000.00000000
PA
USD
1842034.34000000
0.030567691932
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.35000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAMB9
41800000.00000000
PA
USD
39349215.84000000
0.652981696092
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Variable
4.50000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
15000000.00000000
PA
USD
13839000.00000000
0.229651684266
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables
39154TCF3
3000000.00000000
PA
USD
2894489.10000000
0.048032682773
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
5.50000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AP4
6900000.00000000
PA
USD
5712367.58000000
0.094794048406
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H9ZV4
27000000.00000000
PA
USD
24944789.70000000
0.413947031453
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XL3E6
15404807.66000000
PA
USD
14151076.45000000
0.234830445908
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.50000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-N2
14686KAF4
11650000.00000000
PA
USD
10694146.63000000
0.177464324400
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
2.90000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
3798000.00000000
PA
USD
3098271.44000000
0.051414354686
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
18500000.00000000
PA
USD
14914626.00000000
0.247501190917
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBC8
4000000.00000000
PA
USD
3907879.08000000
0.064849411997
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
401700.00000000
NS
USD
31734300.00000000
0.526615755764
Long
EC
CORP
US
N
1
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
4250000.00000000
PA
USD
3260931.08000000
0.054113614769
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
2516042.32000000
0.041752536778
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
2995638.00000000
0.049711201109
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
22933064.45000000
0.380563398824
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
6780579.75000000
0.112520526041
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
8658892.63000000
0.143690243251
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPLB2
6238079.70000000
PA
USD
5739850.95000000
0.095250121981
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
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
5304634.85000000
0.088027915869
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
377955.00000000
NS
USD
97988613.30000000
1.626074866919
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P2
14686TAG3
4000000.00000000
PA
USD
3903393.60000000
0.064774977570
Long
ABS-O
CORP
US
N
2
2030-06-10
Fixed
6.72000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-1
40443DAD4
10000000.00000000
PA
USD
9998358.00000000
0.165918039930
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
6193558.25000000
0.102779180845
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
4639355.16000000
PA
USD
3561039.12000000
0.059093766287
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
3.30400000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AZ3
7750000.00000000
PA
USD
6831331.51000000
0.113362727585
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
23750000.00000000
PA
USD
22583719.91000000
0.374766190789
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
9350000.00000000
PA
USD
8995212.10000000
0.149271306387
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16400000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AL4
21055000.00000000
PA
USD
15949233.46000000
0.264670014224
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
3460901.65000000
PA
USD
3485588.61000000
0.057841700624
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.31500000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
4950000.00000000
PA
USD
4699028.81000000
0.077978168988
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
151929456.98000000
2.521197751656
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P2
14687TAG2
605000.00000000
PA
USD
521205.87000000
0.008649165828
Long
ABS-O
CORP
US
N
2
2028-05-10
Fixed
2.02000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAL1
15000000.00000000
PA
USD
13061015.25000000
0.216741393915
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
12104479.30000000
0.200868130530
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
9550378.73000000
0.158484035026
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
15363328.20000000
0.254947192504
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
2790276.00000000
NS
USD
55107951.00000000
0.914490480788
Long
EC
CORP
US
N
1
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
4940000.00000000
PA
USD
4023880.56000000
0.066774401899
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
45875000.00000000
0.761274009374
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
93142XX63
24700000.00000000
PA
USD
24671759.75000000
0.409416228080
Long
STIV
CORP
US
N
2
2023-10-06
None
0.00000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
2199298.00000000
NS
USD
88785660.26000000
1.473356197517
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
9319386.82000000
0.154650833119
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
5236036.31000000
0.086889555421
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
6117284.76000000
0.101513458217
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
6609954.08000000
0.109689073444
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
109500.00000000
NS
USD
42652440.00000000
0.707797144597
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
9349451.60000000
0.155149743977
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
9132492.48000000
0.151549409609
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
4872488.14000000
0.080856644838
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
11992711.50000000
0.199013396553
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
840600.00000000
NS
USD
33632406.00000000
0.558113930474
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCUS5
9021731.60000000
PA
USD
7163438.57000000
0.118873887762
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKJ50
40779180.29000000
PA
USD
37477825.49000000
0.621926855006
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4.50000000
N
N
N
N
N
N
LAD Auto Receivables Trust
N/A
LAD Auto Receivables Trust 2022-1
501687AA5
17876044.07000000
PA
USD
17739944.81000000
0.294386025320
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
5.21000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-B
12663BAE8
7250000.00000000
PA
USD
6922289.85000000
0.114872138379
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
7.14000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
181300.00000000
NS
USD
9953370.00000000
0.165171485268
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
75000000.00000000
PA
USD
72451171.50000000
1.202293053115
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
14525000.00000000
PA
USD
13667256.63000000
0.226801683964
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CS6
6830000.00000000
PA
USD
5289037.39000000
0.087769083370
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P3
14688GAE4
2750000.00000000
PA
USD
2708263.53000000
0.044942357186
Long
ABS-O
CORP
US
N
2
2029-09-10
Fixed
5.97000000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
038522AR9
9900000.00000000
PA
USD
10057806.00000000
0.166904551479
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
365300.00000000
NS
USD
38692576.00000000
0.642085067347
Long
EC
CORP
US
N
1
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAD1
13150000.00000000
PA
USD
12117506.58000000
0.201084312104
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
58521645.00000000
0.971139124236
Long
EC
CORP
US
N
1
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
17250000.00000000
PA
USD
14209687.50000000
0.235803068666
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
1905000.00000000
NS
USD
117348000.00000000
1.947334767347
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P4
14687NAG5
4740000.00000000
PA
USD
4713701.06000000
0.078221648064
Long
ABS-O
CORP
US
N
2
2030-10-10
Fixed
7.37000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
10750000.00000000
PA
USD
8332709.42000000
0.138277386574
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PE5
14500000.00000000
PA
USD
14146229.58000000
0.234750014384
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7.62500000
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
5587965.00000000
0.092729646208
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
4780027.00000000
0.079322295786
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
11989580.31000000
0.198961435930
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
31000000.00000000
PA
USD
27158675.61000000
0.450685424979
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
984867.70000000
PA
USD
966890.91000000
0.016045099066
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
777877.00000000
NS
USD
96091145.81000000
1.594587287981
Long
EC
CORP
CH
N
1
N
N
N
Warner Music Group Corp
N/A
Warner Music Group Corp
934550203
1733300.00000000
NS
USD
54425620.00000000
0.903167519348
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
45000000.00000000
PA
USD
32790234.60000000
0.544138492910
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KP4X3
20483332.01000000
PA
USD
18825920.74000000
0.312407284183
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8N5
10000000.00000000
PA
USD
9583488.10000000
0.159033469420
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
20000000.00000000
PA
USD
16864764.00000000
0.279862812151
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2023-C
223928AD4
4750000.00000000
PA
USD
4698230.23000000
0.077964916929
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
6.77000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
8540000.00000000
PA
USD
7197512.00000000
0.119439320278
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
2746128.35000000
0.045570706032
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
10102720.36000000
PA
USD
7385987.73000000
0.122566986210
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.80800000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
3919000.00000000
PA
USD
3015474.55000000
0.050040379309
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
7718175.30000000
0.128079482412
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
5149560.00000000
0.085454521803
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964CAH9
10000000.00000000
PA
USD
9630886.70000000
0.159820026854
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.87500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
4630000.00000000
PA
USD
4461108.11000000
0.074029987076
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
6000000.00000000
PA
USD
3639223.86000000
0.060391205207
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P1
14688DAG6
1247000.00000000
PA
USD
1154957.31000000
0.019165972360
Long
ABS-O
CORP
US
N
2
2029-01-10
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
7526498.48000000
PA
USD
7456273.24000000
0.123733341131
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
6.31500000
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
6314828.53000000
0.104791604000
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
4726162.50000000
0.078428439789
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
3767900.00000000
NS
USD
100527572.00000000
1.668207690226
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
17183149.61000000
0.285146271330
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
9400163.20000000
PA
USD
8373078.71000000
0.138947295920
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
11919862.94000000
0.197804509025
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
130200.00000000
NS
USD
32026596.00000000
0.531466270158
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
28370800.00000000
NS
162656876.42000000
2.699214222661
Long
EC
CORP
JE
N
1
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAC7
10000000.00000000
PA
USD
9883976.00000000
0.164019924535
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
5.99000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
1775200.00000000
NS
USD
79440200.00000000
1.318272687945
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B1AU5
29798621.16000000
PA
USD
23683857.09000000
0.393022448923
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
173000.00000000
NS
USD
42921300.00000000
0.712258749614
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAC0
6577189.26000000
PA
USD
6535117.61000000
0.108447197486
Long
ABS-O
CORP
US
N
2
2040-04-20
Fixed
7.30000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAB7
6750000.00000000
PA
USD
5931087.71000000
0.098423605906
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
75000000.00000000
PA
USD
65833008.00000000
1.092467748214
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
26312000.00000000
PA
USD
24147695.92000000
0.400719635753
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Freddie Mac STACR REMIC Trust 2022-DNA5
35564KYN3
14854333.18000000
PA
USD
15237316.51000000
0.252856087883
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
8.26500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
25000000.00000000
PA
USD
22637931.00000000
0.375665798284
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4RG7
32850000.00000000
PA
USD
23363156.52000000
0.387700574073
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
7125228.23000000
0.118239805174
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
5.98000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAD7
9250000.00000000
PA
USD
9050891.90000000
0.150195286433
Long
DBT
CORP
US
N
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
5000000.00000000
PA
USD
4815652.35000000
0.079913481683
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust 2022-DNA6
35564KH36
11915357.30000000
PA
USD
12035568.96000000
0.199724595908
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
7.46500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AH8
3610000.00000000
PA
USD
3523640.86000000
0.058473159783
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
6.55000000
N
N
N
N
N
N
GTCR W MERGER SUB LLC
N/A
GTCR W MERGER SUB LLC
92943EAB2
7500000.00000000
PA
USD
7494525.00000000
0.124368111065
Long
LON
CORP
US
N
2
2030-09-20
None
0.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AG0
3750000.00000000
PA
USD
3653551.50000000
0.060628965642
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
5.57000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
1972900.00000000
NS
USD
56543314.00000000
0.938309653451
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P3
14688GAH7
1222079.33000000
PA
USD
1222115.14000000
0.020280424905
Long
ABS-O
CORP
US
N
2
2030-08-12
Fixed
8.05000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
354100.00000000
NS
USD
155740262.00000000
2.584436265368
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
3495161.50000000
0.058000558223
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
19942583.70000000
0.330937779849
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
11900000.00000000
PA
USD
12312097.00000000
0.204313448435
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.07600000
N
N
N
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
634726.00000000
NS
USD
60381484.38000000
1.002002282418
Long
EC
CORP
US
N
1
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-2
44328UAF3
4750000.00000000
PA
USD
4757287.93000000
0.078944951634
Long
ABS-O
CORP
US
N
2
2031-07-21
Fixed
6.97000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFE6
142000000.00000000
PA
USD
136991171.52000000
2.273303943148
Long
DBT
UST
US
N
2
2025-08-15
Fixed
3.12500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2023-C
223928AE2
3750000.00000000
PA
USD
3713399.25000000
0.061622110854
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
9.66000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P2
14686TAJ7
881129.81000000
PA
USD
881060.02000000
0.014620775889
Long
ABS-O
CORP
US
N
2
2030-06-10
Fixed
8.64000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
735400.00000000
NS
USD
93484048.00000000
1.551323728251
Long
EC
CORP
US
N
1
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
4000000.00000000
PA
USD
3988954.16000000
0.066194814748
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
4849384.21000000
0.080473246006
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
7651332.53000000
PA
USD
5505079.28000000
0.091354196739
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
1.50000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
174585622.50000000
PA
USD
174585622.50000000
2.897166143209
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2023-10-02
179073900.00000000
USD
178077371.62000000
USD
UST
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
6360000.00000000
PA
USD
6246564.57000000
0.103658795749
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35200000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
1508500.00000000
NS
USD
56930790.00000000
0.944739635098
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
1017500.00000000
NS
USD
98748375.00000000
1.638682754342
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
18526000.00000000
PA
USD
17666110.71000000
0.293160783220
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
94681440.00000000
1.571193884297
Long
EC
CORP
US
N
1
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAF9
6330000.00000000
PA
USD
6227504.64000000
0.103342505192
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.61000000
N
N
N
N
N
N
Fortrea Holdings Inc
5493000FIVFABOVCDU97
Fortrea Holdings Inc Term Loan B
34965PAD8
4987500.00000000
PA
USD
4966702.13000000
0.082420081610
Long
LON
CORP
US
N
2
2030-07-01
Variable
9.06600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBS1
1958094.54000000
PA
USD
1408508.10000000
0.023373528251
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
305100.00000000
NS
USD
36550980.00000000
0.606546290815
Long
EC
CORP
US
N
1
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-C
12664DAJ2
3000000.00000000
PA
USD
3008916.30000000
0.049931548241
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
9.08000000
N
N
N
N
N
N
2023-10-18
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer