0001752724-24-122373.txt : 20240528
0001752724-24-122373.hdr.sgml : 20240528
20240528133816
ACCESSION NUMBER: 0001752724-24-122373
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: 24989980
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
2024-09-30
2024-03-31
N
6688212767.53
36313856.15
6651898911.38
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3007500.00000000
0.00000000
0.00000000
0.00000000
USD
N
OPENLANE Inc
5493004HKD20LBSG7D03
OPENLANE Inc
48238T109
2924000.00000000
NS
USD
50585200.00000000
0.760462548723
Long
EC
CORP
US
N
1
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables
39154TCE6
4000000.00000000
PA
USD
3945017.20000000
0.059306631873
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
2709576.25000000
0.040733875936
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
187734.20000000
PA
USD
187767.99000000
0.002822772752
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
14442759.75000000
0.217122357726
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
8085712.00000000
0.121554944050
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
13195974.15000000
0.198379054249
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
4308581.57000000
0.064772204559
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
40500.00000000
NS
USD
33764850.00000000
0.507597160597
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
7863300.00000000
NS
USD
68646609.00000000
1.031985150624
Long
EC
CORP
US
N
1
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
12242000.00000000
PA
USD
11167524.68000000
0.167884762363
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
RAISING CANE'S RESTAURAN
254900V6ADXFWHYOED66
Raising Cane's Restaurants LLC
75103AAA3
600000.00000000
PA
USD
648444.00000000
0.009748253974
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.37500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
1852400.00000000
NS
USD
84006340.00000000
1.262892613360
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2024-1
80288AAE2
1250000.00000000
PA
USD
1246192.63000000
0.018734389181
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
5.45000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2023-B
344930AG7
11410000.00000000
PA
USD
11449187.65000000
0.172119086632
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
5986956.00000000
0.090003712921
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
831617.00000000
NS
USD
60392026.54000000
0.907891526082
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp 2022 Term Loan B2
15872NAC6
16294368.74000000
PA
USD
16343251.85000000
0.245693027926
Long
LON
CORP
US
N
2
2029-06-07
Floating
8.18000000
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
238192.88000000
0.003580825312
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
14345356.50000000
0.215658065330
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
1105275.62000000
PA
USD
1121128.04000000
0.016854255528
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.42000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
194056239.00000000
PA
USD
194056239.00000000
2.917305893930
Long
RA
CORP
US
N
2
Repurchase
N
5.32000000
2024-04-01
199341600.00000000
USD
197937392.91000000
USD
UST
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBT6
9250000.00000000
PA
USD
9589618.01000000
0.144163616100
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
9250981.22000000
PA
USD
9493819.48000000
0.142723447942
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
8.07000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAG7
3000000.00000000
PA
USD
3021546.90000000
0.045423824689
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 2024-2
46657TBD6
7301720.37000000
PA
USD
7777978.00000000
0.116928686133
Long
ABS-MBS
CORP
US
N
2
2054-08-25
Variable
7.44900000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables
39154TCM8
1950000.00000000
PA
USD
1944180.23000000
0.029227447017
Long
ABS-O
CORP
US
N
2
2031-12-15
Fixed
5.43000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
18750000.00000000
PA
USD
16663611.94000000
0.250509097657
Long
DBT
CORP
GB
N
2
2028-03-17
Fixed
2.25000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAH3
10000000.00000000
PA
USD
10060379.10000000
0.151240709367
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.50000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AE3
2980000.00000000
PA
USD
2861989.02000000
0.043025143017
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
13167480.30000000
0.197950697619
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
1038687.00000000
0.015614894541
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 2024-1 Receivables Funding LLC
826935AC2
7750000.00000000
PA
USD
7716076.70000000
0.115998105244
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
5.94000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2022-2 Receivables Funding LLC
82650TAD9
393933.46000000
PA
USD
396177.23000000
0.005955851633
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
5993168.12000000
0.090097101592
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
631898.00000000
NS
USD
121880486.24000000
1.832266062123
Long
EC
CORP
US
N
1
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAD5
8000000.00000000
PA
USD
8037781.60000000
0.120834391909
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
6.28000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BG9
10000000.00000000
PA
USD
8453010.00000000
0.127076645520
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
4721785.20000000
0.070984019193
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
11608244.25000000
0.174510232411
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
50000000.00000000
PA
USD
46220703.00000000
0.694849750661
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
6383430.37000000
0.095964031550
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
9951037.00000000
0.149596936642
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
8410081.13000000
0.126431282886
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
737800.00000000
NS
USD
58197664.00000000
0.874903013039
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
4957601.65000000
0.074529118918
Long
ABS-O
CORP
US
N
2
2029-07-10
Fixed
5.84000000
N
N
N
N
N
N
PERSHING SQUARE HOLDINGS
U7LC4KOKCTZ0YWGI2G56
Pershing Square Holdings Ltd/Fund
71531QAD3
14000000.00000000
PA
USD
11773860.00000000
0.176999983867
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
274700.00000000
NS
USD
35117648.00000000
0.527934180417
Long
EC
CORP
US
N
1
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust
12511QAD1
2033000.00000000
PA
USD
2067439.22000000
0.031080436542
Long
ABS-O
CORP
US
N
2
2032-04-14
Fixed
6.45000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711BA7
14750000.00000000
PA
USD
11946588.16000000
0.179596658325
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
13420719.00000000
0.201757711276
Long
ABS-MBS
USGSE
US
N
2
2032-05-25
Fixed
2.58000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-9
81748CCE8
2845511.99000000
PA
USD
2283114.19000000
0.034322743331
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.86000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
4905000.00000000
PA
USD
4789833.10000000
0.072007003771
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.95000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2023-3 Receivables Funding LLC
826944AC4
5964251.07000000
PA
USD
6018828.14000000
0.090482856402
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
7.12000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
90000000.00000000
PA
USD
70625390.40000000
1.061732767453
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
12693760.90000000
PA
USD
12742758.82000000
0.191565731677
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
2400000.00000000
PA
USD
2560934.40000000
0.038499298232
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
296300.00000000
NS
USD
89144818.00000000
1.340140900931
Long
EC
CORP
US
N
1
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAH7
14225000.00000000
PA
USD
14897977.35000000
0.223965781027
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
1992500.00000000
NS
USD
86374875.00000000
1.298499513458
Long
EC
CORP
US
N
1
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307503
223913.00000000
NS
USD
5217172.90000000
0.078431331707
Long
EP
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UCP8
883809.70000000
PA
USD
705228.79000000
0.010601916826
Long
ABS-MBS
CORP
US
N
2
2052-08-25
Variable
3.10600000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
71530.00000000
NS
USD
10363266.40000000
0.155794105383
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
9955000.00000000
PA
USD
8530529.89000000
0.128242025377
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
1906400.00000000
NS
USD
109942088.00000000
1.652792525333
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
3890812.86000000
0.058491761703
Long
DBT
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJR3
25000000.00000000
PA
USD
24466797.00000000
0.367816729116
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAA7
11400000.00000000
PA
USD
10587960.79000000
0.159172003830
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
17000000.00000000
PA
USD
15175830.30000000
0.228142828118
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39300000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
1665500.00000000
NS
USD
130708440.00000000
1.964979350127
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
1333500.00000000
NS
USD
201265155.00000000
3.025679699606
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAD8
2771886.81000000
PA
USD
2826726.65000000
0.042495033187
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
0.014064159760
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
1161248.00000000
0.017457390971
Long
ABS-O
CORP
US
N
2
2027-09-08
Fixed
1.82000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
518100.00000000
NS
USD
84626454.00000000
1.272214973911
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
4975000.00000000
PA
USD
4978676.53000000
0.074845943937
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
9809241.00000000
0.147465274663
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
30118544.59000000
PA
USD
28857945.25000000
0.433830183447
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
9347679.54000000
0.140526482205
Long
DBT
US
N
2
2035-04-15
Fixed
4.75000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2023-D
12598VAD6
9237000.00000000
PA
USD
9686754.15000000
0.145623892952
Long
ABS-O
CORP
US
N
2
2030-01-15
Fixed
7.80000000
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
2938513.20000000
0.044175554065
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
174875044.00000000
2.628949211793
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
653200.00000000
NS
USD
50505424.00000000
0.759263252085
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
11000000.00000000
PA
USD
10068344.44000000
0.151360454723
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
2558749.29000000
0.038466448815
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AP0
15000000.00000000
PA
USD
15047000.55000000
0.226206091680
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
5500000.00000000
PA
USD
5516859.15000000
0.082936605373
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
2948672.16000000
0.044328276771
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
5958058.80000000
0.089569292609
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
365859.00000000
NS
USD
14059961.37000000
0.211367634374
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
8697931.65000000
0.130758626459
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
2924073.00000000
0.043958470189
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
33375840.00000000
0.501749056091
Long
EC
CORP
US
N
1
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
4460000.00000000
PA
USD
4151188.98000000
0.062406074345
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
4831503.68000000
0.072633450152
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
3940207.50000000
0.059234326205
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
9869543.87000000
0.148371825872
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
531700.00000000
NS
USD
134461613.00000000
2.021401930356
Long
EC
CORP
US
N
1
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AJ0
9000000.00000000
PA
USD
8256445.20000000
0.124121627673
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
114190587.00000000
1.716661490520
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQBZ7
34882882.24000000
PA
USD
33223234.24000000
0.499454887733
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AN1
9600000.00000000
PA
USD
9718443.55000000
0.146100289247
Long
DBT
CORP
US
N
2
2054-03-05
Fixed
5.90000000
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
35491504.00000000
0.533554470277
Long
ABS-MBS
USGSE
US
N
2
2032-06-25
Variable
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
75000000.00000000
PA
USD
65859375.00000000
0.990083822340
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
1737646.26000000
0.026122559635
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
9252123.40000000
PA
USD
8589018.44000000
0.129121301367
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
1585609.40000000
0.023836943722
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
26539691.11000000
0.398979170663
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
11174882.40000000
0.167995373184
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
20361718.13000000
0.306103841944
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
82005000.00000000
1.232805866302
Long
EC
CORP
IE
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
5895000.00000000
PA
USD
5862874.49000000
0.088138358205
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
4925859.50000000
0.074051929616
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
18406044.00000000
0.276703603665
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
8602837.25000000
0.129329043700
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
5567600.00000000
NS
USD
104893584.00000000
1.576896844005
Long
EC
CORP
US
N
1
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
35813000.00000000
PA
USD
28515241.02000000
0.428678207529
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
25000000.00000000
PA
USD
25058500.00000000
0.376711978546
Long
LON
CORP
US
N
2
2031-01-30
Floating
9.08000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-2
44328UAE6
8000000.00000000
PA
USD
8105079.20000000
0.121846097001
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
1891774.38000000
0.028439614089
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
41223247.78000000
0.619721501020
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
14812249.50000000
0.222677008435
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
2950044.30000000
0.044348904565
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
5.50000000
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
26143878.60000000
0.393028801975
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
4.25000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AF4
4150000.00000000
PA
USD
4503938.64000000
0.067709066238
Long
DBT
CORP
US
N
2
2033-11-27
Fixed
7.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XL3E6
14896635.10000000
PA
USD
14185028.35000000
0.213247803957
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
10390893.16000000
PA
USD
9706617.52000000
0.145922504976
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
2.90000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
18500000.00000000
PA
USD
15928533.30000000
0.239458439044
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
4053393.12000000
0.060935879723
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
38772084.00000000
0.582872417583
Long
EC
CORP
US
N
1
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAF4
4250000.00000000
PA
USD
3690552.53000000
0.055481187840
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
2648306.12000000
0.039812783616
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
3261198.94000000
0.049026585993
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.37500000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2022-A
12659WAJ7
7500000.00000000
PA
USD
7106452.50000000
0.106833441017
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
9145215.54000000
0.137482779907
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
5887391.99000000
PA
USD
5606077.21000000
0.084277847343
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
6050000.00000000
PA
USD
6197821.47000000
0.093173717047
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
52455.00000000
NS
USD
20554491.75000000
0.309001865840
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DJ5
8750000.00000000
PA
USD
8672428.28000000
0.130375226616
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2024-A
22411CAD2
3200000.00000000
PA
USD
3211145.60000000
0.048274119056
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
6.13000000
N
N
N
N
N
N
ENVISTA HOLDINGS CORP
549300BX623VURJZ5269
Envista Holdings Corp
29415FAC8
9900000.00000000
PA
USD
8705812.50000000
0.130877101651
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
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P2
14686TAG3
4000000.00000000
PA
USD
4076128.40000000
0.061277666036
Long
ABS-O
CORP
US
N
2
2030-06-10
Fixed
6.72000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2024-2
46657TBA2
10059970.47000000
PA
USD
11003574.57000000
0.165420050974
Long
ABS-MBS
CORP
US
N
2
2054-08-25
Variable
7.44900000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-6
46655KDD5
4573509.85000000
PA
USD
3756442.25000000
0.056471727848
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
3.30500000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AZ3
7750000.00000000
PA
USD
7063501.67000000
0.106187748252
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
24321127.89000000
0.365626841508
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
4850000.00000000
PA
USD
4846085.61000000
0.072852664698
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
16897249.78000000
0.254021445682
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
3048001.56000000
PA
USD
3087418.32000000
0.046414089587
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.32000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Home Lending Mortgage Trust Series 2024-1
16160DAY9
12673457.99000000
PA
USD
13233698.34000000
0.198946173360
Long
ABS-MBS
CORP
US
N
2
2055-01-25
Variable
6.72500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
3925121.00000000
NS
USD
148840588.32000000
2.237565397534
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
544264.59000000
0.008182093523
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
13665567.90000000
0.205438598542
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
12618223.95000000
0.189693561464
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
10444123.45000000
0.157009653771
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
17115033.37000000
0.257295451990
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
19827154.75000000
PA
USD
19801181.18000000
0.297677121131
Long
LON
CORP
US
N
2
2030-07-29
Floating
7.57700000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial Inc
21871X109
3646176.00000000
NS
USD
104754636.48000000
1.574808004084
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3J0
1350000.00000000
PA
USD
1347154.27000000
0.020252175926
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
20204942.44000000
PA
USD
20246968.72000000
0.304378779499
Long
LON
CORP
US
N
2
2028-10-23
Floating
8.19700000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
4940000.00000000
PA
USD
4275200.19000000
0.064270372219
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
50000000.00000000
PA
USD
47353515.50000000
0.711879662196
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
2199298.00000000
NS
USD
76403612.52000000
1.148598521082
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
10154542.13000000
0.152656290561
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
5689617.69000000
0.085533736543
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
6357890.70000000
0.095580085998
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
4.87500000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue Inc
49177J102
2929900.00000000
NS
USD
62875654.00000000
0.945228645799
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAL3
850000.00000000
PA
USD
856069.65000000
0.012869552911
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.65000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2022-1
39154TBY3
9500000.00000000
PA
USD
9495216.75000000
0.142744453523
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
9378160.96000000
0.140984718573
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
4942969.96000000
0.074309156315
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
12853513.75000000
0.193230743900
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
37507572.00000000
0.563862627795
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCUS5
8830835.90000000
PA
USD
7302457.34000000
0.109780040816
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
39621205.34000000
PA
USD
37746902.83000000
0.567460560253
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
7176168.99000000
PA
USD
7157231.08000000
0.107596810705
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
7230990.50000000
0.108705658283
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
7.14000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
282000.00000000
NS
USD
115828680.00000000
1.741287436010
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
1897600.00000000
NS
USD
137272384.00000000
2.063657097451
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
75000000.00000000
PA
USD
73640625.00000000
1.107061697435
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
14405653.89000000
0.216564534156
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
12721638.58000000
PA
USD
12413816.65000000
0.186620644952
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2023-P3
14688GAE4
2750000.00000000
PA
USD
2786022.53000000
0.041883115890
Long
ABS-O
CORP
US
N
2
2029-09-10
Fixed
5.97000000
N
N
N
N
N
N
VITERRA FINANCE BV
213800HBZGEIZLKJBI17
Viterra Finance BV
92852LAD1
13150000.00000000
PA
USD
12954976.69000000
0.194756066840
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
445900.00000000
NS
USD
37758812.00000000
0.567639594393
Long
EC
CORP
US
N
1
N
N
N
THOR INDUSTRIES
254900XZO1228PDSG060
Thor Industries Inc
885160AA9
17250000.00000000
PA
USD
15431037.53000000
0.231979435279
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
361100.00000000
NS
USD
36319438.00000000
0.546001051487
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
4950073.96000000
0.074415952887
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
8895543.52000000
0.133729385225
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
15223071.50000000
0.228853019307
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
5680989.65000000
0.085404028619
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
4874130.50000000
0.073274271977
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
13056566.83000000
0.196283302015
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
28285974.49000000
0.425231574725
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
787866.90000000
PA
USD
781109.21000000
0.011742650037
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
640277.00000000
NS
USD
92993831.48000000
1.398004279964
Long
EC
CORP
CH
N
1
N
N
N
Warner Music Group Corp
N/A
Warner Music Group Corp
934550203
1608300.00000000
NS
USD
53106066.00000000
0.798359486629
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
45000000.00000000
PA
USD
34954101.45000000
0.525475535868
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
20294067.49000000
PA
USD
19333002.35000000
0.290638847757
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
10121916.00000000
0.152165812121
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
18378148.60000000
0.276284243715
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
7200000.00000000
PA
USD
6825395.59000000
0.102608227829
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81400000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2023-C
223928AD4
4750000.00000000
PA
USD
4859029.13000000
0.073047248533
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
7696281.31000000
0.115700515184
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
2984494.45000000
0.044866804047
Long
ABS-MBS
CORP
US
N
2
2064-03-15
Variable
3.39300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-10
46654ABW8
9970518.68000000
PA
USD
7876405.66000000
0.118408378794
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.80600000
N
N
N
N
N
N
Vestis Corp
254900QDW0TA2TMFAP59
Vestis Corp Term Loan
92550HAE3
2500000.00000000
PA
USD
2496875.00000000
0.037536273976
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
10000000.00000000
PA
USD
8334627.90000000
0.125296971752
Long
DBT
CORP
US
N
2
2031-09-23
Fixed
2.62500000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
Embecta Corp
29082KAA3
18102000.00000000
PA
USD
14787659.57000000
0.222307340610
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
10202827.70000000
0.153382182079
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.87500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
6000000.00000000
PA
USD
3950499.30000000
0.059389045934
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
1198614.28000000
0.018019129514
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
6757261.75000000
PA
USD
6756177.89000000
0.101567657296
Long
ABS-MBS
USGSE
US
N
2
2042-01-25
Floating
6.32000000
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
6685116.82000000
0.100499374826
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFK6
4500000.00000000
PA
USD
4503811.32000000
0.067707152198
Long
DBT
CORP
US
N
2
2030-01-16
Fixed
5.17300000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-2
14317HAG6
5000000.00000000
PA
USD
4858207.00000000
0.073034889205
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
2299900.00000000
NS
USD
93352941.00000000
1.403402881548
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
9182101.80000000
PA
USD
8516384.73000000
0.128029376926
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
12409504.83000000
0.186555824063
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ6
36262LAY6
7272376.05000000
PA
USD
5763341.29000000
0.086642045629
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.68000000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
22886000.00000000
NS
125738841.02000000
1.890269871733
Long
EC
CORP
JE
N
1
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2023-1
12512XAC7
10000000.00000000
PA
USD
10024593.00000000
0.150702726147
Long
ABS-O
CORP
US
N
2
2030-09-16
Fixed
5.99000000
N
N
N
N
N
N
Peer Holding III BV
7245002S0K5Q59JCVQ03
Peer Holding III BV 2023 USD Term Loan B4
000000000
8900000.00000000
PA
USD
8911125.00000000
0.133963626307
Long
LON
CORP
NL
N
2
2030-10-28
Floating
8.55900000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
1775200.00000000
NS
USD
101417176.00000000
1.524634955388
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B1AU5
29353216.20000000
PA
USD
24323965.88000000
0.365669505866
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
45000.00000000
NS
USD
11237400.00000000
0.168935219096
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2023-2 Receivables Funding LLC
82650BAC0
5024044.84000000
PA
USD
5103054.48000000
0.076715755124
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
6188947.16000000
0.093040306872
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
75000000.00000000
PA
USD
68094726.75000000
1.023688538524
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
25092154.10000000
0.377217910769
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
13200273.47000000
PA
USD
13546780.65000000
0.203652834032
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Floating
8.27000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
25000000.00000000
PA
USD
23653195.25000000
0.355585608938
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
25285410.41000000
0.380123191089
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
7214118.30000000
0.108452013419
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
9594105.64000000
0.144231079994
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
4924999.40000000
0.074038999473
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
10221895.47000000
PA
USD
10349865.42000000
0.155592644414
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
7.47000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AH8
3610000.00000000
PA
USD
3645390.27000000
0.054802249982
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
6.55000000
N
N
N
N
N
N
GREAT AMERICA LEASING RECEIVABLES
N/A
GreatAmerica Leasing Receivables
39154TCL0
3700000.00000000
PA
USD
3688188.12000000
0.055445642953
Long
ABS-O
CORP
US
N
2
2030-12-16
Fixed
5.18000000
N
N
N
N
N
N
GTCR W Merger Sub LLC
254900S8RE1OL7TTCU64
GTCR W Merger Sub LLC USD Term Loan B
92943EAB2
15000000.00000000
PA
USD
15040650.00000000
0.226110621949
Long
LON
CORP
US
N
2
2031-01-31
Floating
8.30900000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-2
142921AG0
3750000.00000000
PA
USD
3736805.25000000
0.056176518912
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
64375727.00000000
0.967779695056
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
374781.00000000
NS
USD
108922602.03000000
1.637466285659
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
3756130.00000000
0.056467033700
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
21275254.86000000
0.319837314779
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
10000000.00000000
PA
USD
10750424.50000000
0.161614369719
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
7.15000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2024-1 Receivables Funding LLC
826935AD0
2300000.00000000
PA
USD
2293005.47000000
0.034471441922
Long
ABS-O
CORP
US
N
2
2043-01-20
Fixed
8.02000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
404600.00000000
NS
USD
19368202.00000000
0.291168014698
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3K7
1350000.00000000
PA
USD
1353178.29000000
0.020342736833
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
10500000.00000000
PA
USD
10819410.00000000
0.162651449520
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.06800000
N
N
N
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
597726.00000000
NS
USD
70137168.84000000
1.054393185681
Long
EC
CORP
US
N
1
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2023-2
44328UAF3
4750000.00000000
PA
USD
4833522.10000000
0.072663793668
Long
ABS-O
CORP
US
N
2
2031-07-21
Fixed
6.97000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFE6
142000000.00000000
PA
USD
138766171.52000000
2.086113655194
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
3954976.88000000
0.059456358743
Long
ABS-O
CORP
US
N
2
2031-02-18
Fixed
9.66000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2021-PJ8
36262WBK1
1518538.78000000
PA
USD
1208903.86000000
0.018173815869
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
2.76300000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
590400.00000000
NS
USD
106496352.00000000
1.600991738130
Long
EC
CORP
US
N
1
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
4000000.00000000
PA
USD
4080563.20000000
0.061344335720
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
AMAZON.COM INC
000000000
-2000.00000000
NC
USD
-770000.00000000
-0.01157564193
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Call
Written
Amazon.com, Inc.
Amazon.com, Inc.
100.00000000
195.00000000
USD
2024-05-17
XXXX
-50439.58000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6A5
7487677.26000000
PA
USD
5643420.79000000
0.084839244630
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
6360000.00000000
PA
USD
6349438.14000000
0.095453016117
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35200000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859CA8
1650000.00000000
PA
USD
1650889.28000000
0.024818315822
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.37500000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
1979300.00000000
NS
USD
84595282.00000000
1.271746355845
Long
EC
CORP
US
N
1
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2023-4
379930AG5
8750000.00000000
PA
USD
9014225.50000000
0.135513567179
Long
ABS-O
CORP
US
N
2
2029-05-16
Fixed
6.41000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
682000.00000000
NS
USD
101542980.00000000
1.526526204814
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBK0
13576000.00000000
PA
USD
13317513.64000000
0.200206194012
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
122132808.00000000
1.836059291145
Long
EC
CORP
US
N
1
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2024-A
22411CAE0
3100000.00000000
PA
USD
3110055.47000000
0.046754400682
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
8.42000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAF9
6330000.00000000
PA
USD
6332283.23000000
0.095195121188
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
4962500.00000000
PA
USD
4974906.25000000
0.074789264182
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
19600000.00000000
PA
USD
21648106.90000000
0.325442511806
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.62400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBS1
1909138.53000000
PA
USD
1439107.88000000
0.021634542243
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
388800.00000000
NS
USD
49486464.00000000
0.743944919477
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
3111108.90000000
0.046770237212
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