0001752724-23-266691.txt : 20231127
0001752724-23-266691.hdr.sgml : 20231127
20231127122126
ACCESSION NUMBER: 0001752724-23-266691
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: 231439142
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
2023-09-30
N
109282191.84
2031219.32
107250972.52
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1495000.00000000
0.00000000
0.00000000
0.00000000
USD
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P4
14687NAH3
250000.00000000
PA
USD
250011.30000000
0.233108655451
Long
ABS-O
CORP
US
N
2
2030-10-10
Fixed
8.05000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H9PB9
2000000.00000000
PA
USD
1788921.00000000
1.667976483538
Long
ABS-MBS
USGSE
US
N
2
2032-12-25
Variable
3.82000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AT7
1000000.00000000
PA
USD
981409.43000000
0.915058770042
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
5.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
1000000.00000000
PA
USD
865937.50000000
0.807393611128
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
974790.70000000
0.908887515978
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
992500.00000000
PA
USD
993432.95000000
0.926269409645
Long
LON
CORP
US
N
2
2029-06-07
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGJ4
2500000.00000000
PA
USD
2343261.73000000
2.184839610254
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
450104.39000000
0.419673947400
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
4.70000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBT6
500000.00000000
PA
USD
489247.23000000
0.456170436970
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
1185850.73000000
PA
USD
1215544.43000000
1.133364482800
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
740601.51000000
PA
USD
738157.53000000
0.688252528304
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
500000.00000000
PA
USD
492743.35000000
0.459430192959
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
6.44000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAD9
369325.39000000
PA
USD
364489.78000000
0.339847529058
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
250000.00000000
PA
USD
188795.75000000
0.176031737115
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
1014373.04000000
0.945793792043
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
696728.51000000
0.649624421699
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
250000.00000000
PA
USD
191531.01000000
0.178582072963
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.35000000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
500000.00000000
PA
USD
406988.34000000
0.379472866713
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
416258.35000000
0.388116154305
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H7QH9
2000000.00000000
PA
USD
1630876.40000000
1.520616887362
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
2.58000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
1000000.00000000
PA
USD
964453.12000000
0.899248834149
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies Inc 2023 Term Loan B
90351JAH7
498743.72000000
PA
USD
498289.86000000
0.464601717161
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
750000.00000000
PA
USD
724630.95000000
0.675640446863
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
692577.00000000
0.645753585004
Long
EP
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCP8
966897.90000000
PA
USD
718120.39000000
0.669570049694
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Variable
3.11300000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2023 Term Loan B
17288YAK8
1242500.00000000
PA
USD
1238623.40000000
1.154883140820
Long
LON
CORP
US
N
2
2030-07-29
Variable
7.93100000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
15000.00000000
NS
USD
429150.00000000
0.400136231790
Long
EC
CORP
US
N
1
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
1000000.00000000
PA
USD
901113.15000000
0.840191122585
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
3003158.52000000
2.800122413286
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.50700000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAD8
907198.52000000
PA
USD
908413.44000000
0.846997858066
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
0.835515025127
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
983242.37000000
0.916767789510
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20753YCH3
878216.64000000
PA
USD
884244.10000000
0.824462547260
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.31500000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271BA6
650000.00000000
PA
USD
571484.26000000
0.532847625128
Long
DBT
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
Owens & Minor, Inc.
549300LMT5KQQXCEZ733
Owens & Minor Inc 2022 Term Loan B
69073LAD2
468750.00000000
PA
USD
466603.13000000
0.435057248467
Long
LON
CORP
US
N
2
2029-03-29
Variable
9.16600000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
Hpefs Equipment Trust 2022-3
403951AE6
1000000.00000000
PA
USD
994060.50000000
0.926854532544
Long
ABS-O
CORP
US
N
2
2029-08-20
Fixed
6.13000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1000000.00000000
PA
USD
873348.30000000
0.814303385302
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
KKR GROUP FINAN CO XII
N/A
KKR Group Finance Co XII LLC
48255GAA3
1000000.00000000
PA
USD
908180.37000000
0.846780545351
Long
DBT
CORP
US
N
2
2032-05-17
Fixed
4.85000000
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
1000000.00000000
PA
USD
972990.00000000
0.907208556844
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
750000.00000000
PA
USD
705917.10000000
0.658191793895
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQBZ7
3125574.31000000
PA
USD
2870971.78000000
2.676872491263
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
250000.00000000
PA
USD
226370.87000000
0.211066496350
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
TRUIST FINANCIAL CORP
000000000
-150.00000000
NC
USD
-31125.00000000
-0.02902071586
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Truist Financial Corp.
Truist Financial Corp.
100.00000000
30.00000000
USD
2024-03-15
XXXX
-3529.98000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DN4H3
954462.23000000
PA
USD
851662.07000000
0.794083307581
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
626196.40000000
0.583860812901
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
2302382.82000000
2.146724422075
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
401508.97000000
0.374363943343
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
754564.26000000
0.703550039939
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
473704.53000000
0.441678540408
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
1250000.00000000
PA
USD
915077.00000000
0.853210911285
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
464785.88000000
PA
USD
377116.48000000
0.351620569155
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
3.57800000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
1000000.00000000
PA
USD
763711.80000000
0.712079137424
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
379360.72000000
0.353713081649
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAMB9
2200000.00000000
PA
USD
2071011.36000000
1.930995413224
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Variable
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
500000.00000000
PA
USD
405117.19000000
0.377728220529
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
1000000.00000000
PA
USD
922600.00000000
0.860225299894
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAY0
450000.00000000
PA
USD
438036.48000000
0.408421918895
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
Carrols Restaurant Group, Inc.
529900HZEMNWQSAKFJ98
Carrols Restaurant Group Inc Term Loan B
14576JAE3
974805.48000000
PA
USD
944518.27000000
0.880661729966
Long
LON
CORP
US
N
2
2026-04-30
Variable
8.66600000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AJ7
1000000.00000000
PA
USD
815763.94000000
0.760612161207
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
806196.00000000
0.751691085924
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
500000.00000000
PA
USD
488484.89000000
0.455459636889
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
500000.00000000
PA
USD
383638.95000000
0.357702071119
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
1000000.00000000
PA
USD
845728.51000000
0.788550900871
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
1500000.00000000
PA
USD
1241953.13000000
1.157987756025
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
1250000.00000000
PA
USD
942971.40000000
0.879219440014
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
750000.00000000
PA
USD
620487.83000000
0.578538185175
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPLB2
1354128.83000000
PA
USD
1245976.01000000
1.161738659076
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327RAJ0
315000.00000000
PA
USD
313913.25000000
0.292690352939
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
200000.00000000
PA
USD
172758.21000000
0.161078455459
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
1000000.00000000
PA
USD
950893.47000000
0.886605918489
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
500000.00000000
PA
USD
481027.39000000
0.448506319987
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16400000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
348249.31000000
PA
USD
350733.41000000
0.327021193150
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.31500000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
1000000.00000000
PA
USD
812798.19000000
0.757846918216
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
565576.80000000
0.527339553862
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
29000.00000000
NS
USD
572750.00000000
0.534027791583
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDT4
1000000.00000000
PA
USD
964470.30000000
0.899264852652
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
500000.00000000
PA
USD
288515.63000000
0.269009803101
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
481675.97000000
0.449111051100
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
413122.13000000
0.385191966369
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.50000000
N
N
N
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II LLC
65505PAA5
500000.00000000
PA
USD
506539.00000000
0.472293153244
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TU2
1500000.00000000
PA
USD
1399453.13000000
1.304839571257
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
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
492076.40000000
0.458808333796
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
5.74000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
1000000.00000000
PA
USD
872197.20000000
0.813230108321
Long
DBT
CORP
US
N
2
2051-09-15
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
398685.00000000
0.371730894958
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.87500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
1117000.00000000
PA
USD
1051037.91000000
0.979979841025
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
685000.00000000
PA
USD
530452.51000000
0.494589930082
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings Inc
34965KAA5
200000.00000000
PA
USD
194603.02000000
0.181446391979
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAD1
250000.00000000
PA
USD
230370.85000000
0.214796047613
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
775135.76000000
0.722730751793
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PE5
500000.00000000
PA
USD
487801.02000000
0.454822001645
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
500000.00000000
PA
USD
485910.00000000
0.453058828822
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
386760.66000000
0.360612730041
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
ACUSHNET CO
549300H805O14KEFES79
Acushnet Co
005095AA2
500000.00000000
PA
USD
503750.00000000
0.469692710624
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
2500000.00000000
PA
USD
1821679.70000000
1.698520448996
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
1866375.92000000
PA
USD
1715357.89000000
1.599386793140
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
750000.00000000
PA
USD
632428.65000000
0.589671715920
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
597306.16000000
PA
USD
491730.03000000
0.458485381014
Long
ABS-MBS
CORP
US
N
2
2053-01-25
Variable
4.67300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
500000.00000000
PA
USD
324472.66000000
0.302535867392
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
500000.00000000
PA
USD
384725.00000000
0.358714695970
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
771817.53000000
0.719636859102
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
257400.00000000
0.239997823751
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.00000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAP9
230000.00000000
PA
USD
221610.12000000
0.206627608862
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.37900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-P1
14688DAG6
1000000.00000000
PA
USD
926188.70000000
0.863571376779
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
196769.04000000
0.183465972733
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
500000.00000000
PA
USD
472616.25000000
0.440663836322
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
712757.16000000
0.664569414386
Long
DBT
CORP
XX
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P1
14687BAL0
880000.00000000
PA
USD
775662.36000000
0.723221749672
Long
ABS-O
CORP
US
N
2
2027-12-10
Fixed
1.82000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
940016.32000000
PA
USD
837307.87000000
0.780699559478
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
1000000.00000000
PA
USD
980085.00000000
0.913823881473
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
500000.00000000
PA
USD
375295.55000000
0.349922747721
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
1000000.00000000
PA
USD
877773.44000000
0.818429352550
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
420207.43000000
PA
USD
393471.27000000
0.366869652325
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
1376616.90000000
1.283547242187
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
650000.00000000
PA
USD
588586.21000000
0.548793354661
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
5200000.00000000
PA
USD
3698277.44000000
3.448246065377
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
2.36100000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
500000.00000000
PA
USD
423012.76000000
0.394413915380
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
491395.05000000
0.458173048182
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
750000.00000000
PA
USD
733856.10000000
0.684241907329
Long
DBT
CORP
US
N
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AH8
500000.00000000
PA
USD
488038.90000000
0.455043799168
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
1000000.00000000
PA
USD
999270.00000000
0.931711831157
Long
LON
CORP
US
N
2
2030-09-20
None
0.00000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AB4
550000.00000000
PA
USD
465552.68000000
0.434077816789
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3.00000000
N
N
N
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481AD3
900000.00000000
PA
USD
903233.28000000
0.842167915849
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
7.15000000
N
N
N
N
N
N
SkyMiles IP Ltd.
2549008L7P4I8VB90936
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
850000.00000000
PA
USD
879435.50000000
0.819979044792
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.07600000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-2
44328UAF3
500000.00000000
PA
USD
500767.15000000
0.466911523722
Long
ABS-O
CORP
US
N
2
2031-07-21
Fixed
6.97000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2023-C
223928AE2
500000.00000000
PA
USD
495119.90000000
0.461646070302
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
104896.41000000
PA
USD
104888.10000000
0.097796875436
Long
ABS-O
CORP
US
N
2
2030-06-10
Fixed
8.64000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
750000.00000000
PA
USD
747928.91000000
0.697363289512
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
811875.00000000
0.756986142805
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZL4
2700000.00000000
PA
USD
1932960.51000000
1.802277839149
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Fixed
1.94000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
5171328.39000000
PA
USD
5171328.39000000
4.821707690376
Long
RA
CORP
US
N
2
Repurchase
N
5.30000000
2023-10-02
5304300.00000000
USD
5274782.11000000
USD
UST
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
COREBRIDGE FINANCIAL INC
000000000
-290.00000000
NC
USD
-101500.00000000
-0.09463783648
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Corebridge Financial, Inc.
Corebridge Financial, Inc.
100.00000000
16.88000000
USD
2024-01-19
XXXX
-55398.79000000
N
N
N
Fortrea Holdings Inc
5493000FIVFABOVCDU97
Fortrea Holdings Inc Term Loan B
34965PAD8
748125.00000000
PA
USD
745005.32000000
0.694637356189
Long
LON
CORP
US
N
2
2030-07-01
Variable
9.06600000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-C
12664DAJ2
750000.00000000
PA
USD
752229.08000000
0.701372735673
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