0001752724-24-122372.txt : 20240528
0001752724-24-122372.hdr.sgml : 20240528
20240528133815
ACCESSION NUMBER: 0001752724-24-122372
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240528
DATE AS OF CHANGE: 20240528
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HARRIS ASSOCIATES INVESTMENT TRUST
CENTRAL INDEX KEY: 0000872323
ORGANIZATION NAME:
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: 24989977
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
2024-09-30
2024-03-31
N
155199717.11
1303000.01
153896717.10
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1000000.00000000
0.00000000
0.00000000
0.00000000
USD
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P4
14687NAH3
29007.15000000
PA
USD
29012.37000000
0.018851844631
Long
ABS-O
CORP
US
N
2
2030-10-10
Fixed
8.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XNFJ8
3854927.56000000
PA
USD
3775260.82000000
2.453113289965
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.00000000
N
N
N
N
N
N
RAISING CANE'S RESTAURAN
254900V6ADXFWHYOED66
Raising Cane's Restaurants LLC
75103AAA3
1000000.00000000
PA
USD
1080740.00000000
0.702250197642
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.37500000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2024-1
80288AAE2
500000.00000000
PA
USD
498477.05000000
0.323903627961
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.45000000
N
N
N
N
N
N
PHINIA INC
254900HG6MORZE1FFM18
Phinia Inc
71880KAA9
1000000.00000000
PA
USD
1009643.00000000
0.656052331086
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AT7
500000.00000000
PA
USD
507019.53000000
0.329454415632
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
5.40000000
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
997826.00000000
0.648373804719
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.22000000
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp 2022 Term Loan B2
15872NAC6
987537.50000000
PA
USD
990500.11000000
0.643613540733
Long
LON
CORP
US
N
2
2029-06-07
Floating
8.18000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGJ4
2500000.00000000
PA
USD
2405664.05000000
1.563167879946
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
1250000.00000000
PA
USD
1219365.38000000
0.792327089867
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
4.70000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
2104240.21000000
PA
USD
2104240.21000000
1.367306755889
Long
RA
CORP
US
N
2
Repurchase
N
5.32000000
2024-04-01
2121600.00000000
USD
2146337.51000000
USD
UST
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP USD TERM LOAN B
58503UAC7
0.00000000
PA
USD
0.00000000
0.000000
Long
LON
CORP
US
N
2
2028-10-23
None
0.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAG7
500000.00000000
PA
USD
503591.15000000
0.327226700796
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
6.44000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-13
46592XBZ6
452189.01000000
PA
USD
368690.18000000
0.239569879687
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
3.14000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAH3
250000.00000000
PA
USD
251509.48000000
0.163427449746
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAD9
295450.10000000
PA
USD
297132.92000000
0.193072942424
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
500000.00000000
PA
USD
423545.45000000
0.275214090320
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJX0
3000000.00000000
PA
USD
2960625.00000000
1.923773980231
Long
DBT
UST
US
N
2
2031-01-31
Fixed
4.00000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
750000.00000000
PA
USD
633975.75000000
0.411948845918
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
850000.00000000
PA
USD
764213.50000000
0.496575569902
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.95000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust
12511QAD1
500000.00000000
PA
USD
508470.05000000
0.330396943860
Long
ABS-O
CORP
US
N
2
2032-04-14
Fixed
6.45000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-9
81748CCE8
649725.02000000
PA
USD
521310.90000000
0.338740754074
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140YWUV3
2336334.98000000
PA
USD
2283767.93000000
1.483961434028
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
5.00000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc 2023 Term Loan B
90351JAH7
897425.20000000
PA
USD
900889.26000000
0.585385625487
Long
LON
CORP
US
N
2
2030-03-03
Floating
8.07900000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CT7
750000.00000000
PA
USD
800292.00000000
0.520018889993
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAH7
500000.00000000
PA
USD
523654.74000000
0.340263749524
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
30645.00000000
NS
USD
714028.50000000
0.463966037388
Long
EP
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCP8
955469.95000000
PA
USD
762409.51000000
0.495403361661
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Variable
3.10600000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
1000000.00000000
PA
USD
928768.49000000
0.603501171111
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
2400000.00000000
PA
USD
2142470.16000000
1.392148059017
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39300000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAD8
692971.71000000
PA
USD
706681.67000000
0.459192166874
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
935533.69000000
0.607897106337
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
1043699.58000000
0.678181834978
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271BA6
1150000.00000000
PA
USD
1086719.72000000
0.706135738616
Long
DBT
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNCK6
5039481.54000000
PA
USD
3991123.49000000
2.593377925928
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHF0
1050000.00000000
PA
USD
771359.72000000
0.501219086758
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Fixed
1.71600000
N
N
N
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc 2022 Term Loan B
69073LAD2
429583.33000000
PA
USD
430790.46000000
0.279921799579
Long
LON
CORP
US
N
2
2029-03-29
Floating
9.18000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-6
46650JAT1
2172645.17000000
PA
USD
1955063.45000000
1.270373720012
Long
ABS-MBS
CORP
US
N
2
2048-12-25
Variable
3.88800000
N
N
N
N
N
N
AMER SPORTS COMPANY
549300NRKH9WF70VFC95
Amer Sports Co
02352NAA7
500000.00000000
PA
USD
498727.71000000
0.324066503430
Long
DBT
CORP
US
N
2
2031-02-16
Fixed
6.75000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AP0
850000.00000000
PA
USD
852663.36000000
0.554049089589
Long
DBT
CORP
US
N
2
2033-07-05
Fixed
5.45000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
Hpefs Equipment Trust 2022-3
403951AE6
1000000.00000000
PA
USD
1003065.30000000
0.651778230817
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
951426.30000000
0.618223908819
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
966436.85000000
0.627977560672
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
1350000.00000000
PA
USD
1418474.70000000
0.921705626168
Long
DBT
CORP
XX
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
5026293.09000000
PA
USD
4008600.38000000
2.604734172071
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
1100000.00000000
PA
USD
1113487.00000000
0.723528754207
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AN1
250000.00000000
PA
USD
253084.47000000
0.164450856892
Long
DBT
CORP
US
N
2
2054-03-05
Fixed
5.90000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
1000000.00000000
PA
USD
792804.70000000
0.515153743978
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
3000000.00000000
PA
USD
2402460.93000000
1.561086536003
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
423280.56000000
0.275041968390
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
812718.72000000
0.528093604148
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
2400000.00000000
PA
USD
2360250.00000000
1.533658446051
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DU1
500000.00000000
PA
USD
500134.60000000
0.324980681475
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
1600000.00000000
PA
USD
1273961.57000000
0.827802953829
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
Wand NewCo 3 Inc
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc 2024 Term Loan B
93369PAK0
1500000.00000000
PA
USD
1503510.00000000
0.976960411067
Long
LON
CORP
US
N
2
2031-01-30
Floating
9.08000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-5
46653JBU4
458664.59000000
PA
USD
392410.63000000
0.254983106459
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
3.57200000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAD3
500000.00000000
PA
USD
407074.44000000
0.264511451362
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TK4
500000.00000000
PA
USD
431875.00000000
0.280626518965
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
987483.30000000
0.641653258502
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
800000.00000000
PA
USD
852980.74000000
0.554255318809
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.70000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AF4
1250000.00000000
PA
USD
1356608.03000000
0.881505502887
Long
DBT
CORP
US
N
2
2033-11-27
Fixed
7.85000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
1000000.00000000
PA
USD
861001.80000000
0.559467294835
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
Amer Sports Co
549300NRKH9WF70VFC95
Amer Sports Co USD Term Loan
02351YAB2
1000000.00000000
PA
USD
1000000.00000000
0.649786440441
Long
LON
CORP
US
N
2
2031-02-17
Floating
8.57600000
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
506674.14000000
0.329229985894
Long
DBT
CORP
IE
N
2
2028-06-06
Fixed
5.75000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BJ7
1000000.00000000
PA
USD
991243.77000000
0.644096760917
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.00000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
500000.00000000
PA
USD
434182.65000000
0.282125998644
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
890186.93000000
0.578431396572
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
1500000.00000000
PA
USD
1317890.63000000
0.856347461358
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AF0
1100000.00000000
PA
USD
985299.52000000
0.640234267869
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-D
345295AG4
500000.00000000
PA
USD
512216.65000000
0.332831433738
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
6.46000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DJ5
1000000.00000000
PA
USD
991134.66000000
0.644025862719
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
ENVISTA HOLDINGS CORP
549300BX623VURJZ5269
Envista Holdings Corp
29415FAC8
500000.00000000
PA
USD
439687.50000000
0.285702975531
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.75000000
N
N
N
N
Y
Envista Holdings Corp
Envista Holdings Corp
USD
XXXX
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
200000.00000000
PA
USD
176019.17000000
0.114374869923
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
1350000.00000000
PA
USD
1382464.11000000
0.898306433074
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85300000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust Series 2024-1
16160DAY9
798328.08000000
PA
USD
833618.81000000
0.541674199234
Long
ABS-MBS
CORP
US
N
2
2055-01-25
Variable
6.72500000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2024-1
403963AF8
650000.00000000
PA
USD
650511.16000000
0.422693331123
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
5.82000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
1350000.00000000
PA
USD
1199963.12000000
0.779719764405
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
1250000.00000000
PA
USD
1050105.13000000
0.682344074511
Long
DBT
US
N
2
2029-06-15
Fixed
4.62500000
N
N
N
N
N
N
Citadel Securities LP
549300NV5RXBUS3X7L47
Citadel Securities LP 2024 Term Loan B
17288YAM4
1732110.06000000
PA
USD
1729841.00000000
1.124027225919
Long
LON
CORP
US
N
2
2030-07-29
Floating
7.57700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3J0
850000.00000000
PA
USD
848208.24000000
0.551154213022
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.19800000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP 2024 Term Loan B
58503UAE3
1352597.72000000
PA
USD
1355411.12000000
0.880727766999
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.19700000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDT4
1000000.00000000
PA
USD
1018230.00000000
0.661632047250
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
500000.00000000
PA
USD
309785.16000000
0.201294196417
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
1250000.00000000
PA
USD
1251553.29000000
0.813242357331
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
4.87500000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAL3
1000000.00000000
PA
USD
1007140.77000000
0.654426415961
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.65000000
N
N
N
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II LLC
65505PAA5
500000.00000000
PA
USD
520825.00000000
0.338425022842
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TU2
1500000.00000000
PA
USD
1482187.50000000
0.963105339691
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
499748.25000000
0.324729636484
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
934801.00000000
0.607421014310
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
750000.00000000
PA
USD
653399.43000000
0.424570089806
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
1617000.00000000
PA
USD
1603713.76000000
1.042071455597
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPXA1
1130407.63000000
PA
USD
1103055.47000000
0.716750487460
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings Inc
34965KAA5
200000.00000000
PA
USD
206456.80000000
0.134152829176
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
246292.33000000
0.160037416418
Long
DBT
CORP
NL
N
2
2032-04-21
Fixed
5.25000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P4
14687NAG5
250000.00000000
PA
USD
261079.85000000
0.169646146402
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
1000000.00000000
PA
USD
827492.42000000
0.537693354083
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
524933.50000000
0.341094670433
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
493999.10000000
0.320993916770
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
850000.00000000
PA
USD
716005.28000000
0.465250522228
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
2500000.00000000
PA
USD
1941894.53000000
1.261816734360
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AE7
1100000.00000000
PA
USD
1010798.17000000
0.656802944888
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
591767.41000000
PA
USD
525953.05000000
0.341757160198
Long
ABS-MBS
CORP
US
N
2
2053-01-25
Variable
4.67200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TC2
500000.00000000
PA
USD
350781.25000000
0.227932899811
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Vestis Corp
254900QDW0TA2TMFAP59
Vestis Corp Term Loan
92550HAE3
1500000.00000000
PA
USD
1498125.00000000
0.973461311086
Long
LON
CORP
US
N
2
2031-02-22
Floating
7.57600000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BG2
1350000.00000000
PA
USD
1125174.77000000
0.731123308672
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAA3
830000.00000000
PA
USD
678033.23000000
0.440576799022
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
961198.30000000
0.624573621915
Long
ABS-O
CORP
US
N
2
2029-01-10
Fixed
4.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFK6
1000000.00000000
PA
USD
1000846.96000000
0.650336783564
Long
DBT
CORP
US
N
2
2030-01-16
Fixed
5.17300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140N25R8
3690843.28000000
PA
USD
3615209.60000000
2.349114177432
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-2
14317HAG6
500000.00000000
PA
USD
485820.70000000
0.315679703345
Long
ABS-O
CORP
US
N
2
2028-10-16
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
806784.88000000
0.524237875377
Long
ABS-O
CORP
US
N
2
2027-12-10
Fixed
1.82000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ6
36262LAY6
1391398.48000000
PA
USD
1102680.10000000
0.716506577124
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.68000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-11
46654KBY2
1062307.38000000
PA
USD
850545.75000000
0.552673095324
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
3.02400000
N
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV 2023 USD Term Loan B4
000000000
1500000.00000000
PA
USD
1501875.00000000
0.975898010237
Long
LON
CORP
NL
N
2
2030-10-28
Floating
8.55900000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
1000000.00000000
PA
USD
1009335.00000000
0.655852196862
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
AAR ESCROW ISSUER LLC
N/A
AAR Escrow Issuer LLC
00253PAA6
250000.00000000
PA
USD
251923.50000000
0.163696474328
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
1000000.00000000
PA
USD
888275.50000000
0.577189375276
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
3000000.00000000
PA
USD
2723789.07000000
1.769881204308
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
501621.84000000
PA
USD
478178.89000000
0.310714158827
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
1430458.77000000
0.929492712356
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
1000000.00000000
PA
USD
946127.81000000
0.614781021862
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
4002561.16000000
2.600809968804
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
500000.00000000
PA
USD
497525.40000000
0.323285258695
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
777900.46000000
0.505469170920
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
504901.70000000
0.328078278415
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
6.55000000
N
N
N
N
N
N
GTCR W Merger Sub LLC
254900S8RE1OL7TTCU64
GTCR W Merger Sub LLC USD Term Loan B
92943EAB2
1500000.00000000
PA
USD
1504065.00000000
0.977321042542
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.30900000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H2NY6
5200000.00000000
PA
USD
3906375.20000000
2.538309636235
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
900000.00000000
PA
USD
812721.96000000
0.528095709456
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
967538.21000000
0.628693209466
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
7.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3K7
850000.00000000
PA
USD
852001.15000000
0.553618794510
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.49900000
N
N
N
N
N
N
SkyMiles IP Ltd
2549008L7P4I8VB90936
SkyMiles IP Ltd 2020 Skymiles Term Loan B
24736CBS2
750000.00000000
PA
USD
772815.00000000
0.502164707969
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.06800000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-2
44328UAF3
500000.00000000
PA
USD
508791.80000000
0.330606012647
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
527330.25000000
0.342652046084
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
9.66000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
500000.00000000
PA
USD
480546.88000000
0.312252846620
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
750000.00000000
PA
USD
765105.60000000
0.497155244385
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
1000000.00000000
PA
USD
842734.38000000
0.547597373017
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
5200000.00000000
PA
USD
3985390.24000000
2.589652537818
Long
ABS-MBS
USGSE
US
N
2
2035-02-25
Fixed
1.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
2000000.00000000
PA
USD
1966875.00000000
1.278048705042
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TW8
2000000.00000000
PA
USD
2074687.50000000
1.348103805652
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859CA8
1000000.00000000
PA
USD
1000538.96000000
0.650136649341
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.37500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-4
14317JAH0
495000.00000000
PA
USD
457081.66000000
0.297005464842
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
1.48000000
N
N
N
N
N
N
Fortrea Holdings Inc
5493000FIVFABOVCDU97
Fortrea Holdings Inc Term Loan B
34965PAD8
744375.00000000
PA
USD
746235.94000000
0.484893995181
Long
LON
CORP
US
N
2
2030-07-01
Floating
9.08000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDC6
600000.00000000
PA
USD
662697.15000000
0.430611622189
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.62400000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-C
12664DAJ2
750000.00000000
PA
USD
777777.23000000
0.505389097737
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
9.08000000
N
N
N
N
N
N
2024-04-22
HARRIS ASSOCIATES INVESTMENT TRUST
Zachary Weber
Zachary Weber
Chief Financial Officer