0001752724-21-241210.txt : 20211116
0001752724-21-241210.hdr.sgml : 20211116
20211116121208
ACCESSION NUMBER: 0001752724-21-241210
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211116
PERIOD START: 20220331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PACIFIC FUNDS SERIES TRUST
CENTRAL INDEX KEY: 0001137761
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-10385
FILM NUMBER: 211414970
BUSINESS ADDRESS:
STREET 1: 700 NEWPORT CENTER DRIVE
STREET 2: POST OFFFICE BOX 7500
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 9492193233
MAIL ADDRESS:
STREET 1: 700 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC FUNDS SERIES TRUST (formerly called PACIFIC LIFE FUNDS)
DATE OF NAME CHANGE: 20150126
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC LIFE FUNDS
DATE OF NAME CHANGE: 20070103
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC FUNDS
DATE OF NAME CHANGE: 20010405
0001137761
S000059407
PF Multi-Asset Fund
C000194827
Class P
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001137761
XXXXXXXX
S000059407
C000194827
Pacific Funds Series Trust
811-10385
0001137761
549300LB41OPP7XTUV13
700 Newport Center Drive
PO Box 7500
Newport Beach
92660
949-219-3233
PF Multi-Asset Fund
S000059407
549300349DCR61UQVY74
2022-03-31
2021-09-30
N
1137258738.51
13397176.18
1123861562.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
17879382.57000000
USD
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EA7
1750000.00000000
PA
USD
1769432.02000000
0.157442168974
Long
DBT
CORP
AU
N
2
2023-05-15
Floating
0.84475000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFU7
3350000.00000000
PA
USD
3354818.67000000
0.298508177737
Long
DBT
CORP
US
N
2
2023-02-24
Floating
0.45338000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2020-2 Owner Trust
43813DAB4
153392.30000000
PA
USD
153465.84000000
0.013655226332
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
0.74000000
N
N
N
N
N
N
SUNTORY HOLDINGS LTD
54930074QUY8RD0UZM08
Suntory Holdings Ltd
86803UAD3
3500000.00000000
PA
USD
3627194.83000000
0.322743917184
Long
DBT
CORP
JP
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BA6
1700000.00000000
PA
USD
1702418.32000000
0.151479361610
Long
DBT
CORP
US
N
2
2022-07-13
Floating
0.77863000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2020-B Owner Trust
89239RAB2
461840.90000000
PA
USD
462255.31000000
0.041130983165
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
1.38000000
N
N
N
N
N
N
JPMORGAN CHASE &
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
2350000.00000000
PA
USD
2353782.98000000
0.209437092511
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285L0
29000000.00000000
PA
USD
29100046.81000000
2.589291046636
Long
DBT
UST
US
N
2
2021-11-15
Fixed
2.87500000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
17723485.11000000
NS
USD
17723485.11000000
1.577016752246
Long
STIV
RF
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CB4
2900000.00000000
PA
USD
2905694.67000000
0.258545604493
Long
DBT
CORP
GB
N
2
2025-03-23
Fixed
1.21400000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDG8
2000000.00000000
PA
USD
2009167.40000000
0.178773566722
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGV5
2000000.00000000
PA
USD
1991570.30000000
0.177207795582
Long
DBT
CORP
US
N
2
2024-01-07
Fixed
0.40000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAA5
2000000.00000000
PA
USD
2131110.46000000
0.189623929799
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZG8
25000000.00000000
PA
USD
25039685.00000000
2.228004394783
Long
DBT
UST
US
N
2
2022-03-31
Fixed
0.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LN9
3200000.00000000
PA
USD
3220375.04000000
0.286545527308
Long
DBT
CORP
US
N
2
2023-07-24
Floating
1.07525000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL 1000
000000000
1.00000000
NC
USD
3646071.10000000
0.324423507503
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
RUSSELL 1000 VALUE INDEX
RUSSELL 1000 VALUE INDEX
Y
2022-03-22
0.00000000
USD
0.00000000
USD
30870869.25000000
USD
3646071.10000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
1800000.00000000
PA
USD
1826331.43000000
0.162505017629
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
4550000.00000000
PA
USD
4572927.72000000
0.406894218405
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGW9
3000000.00000000
PA
USD
3115572.42000000
0.277220302253
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAG9
2200000.00000000
PA
USD
2323118.60000000
0.206708608770
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284A5
2100000.00000000
PA
USD
2173089.85000000
0.193359211030
Long
DBT
UST
US
N
2
2023-02-28
Fixed
2.62500000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAB0
3991492.42000000
PA
USD
3992427.63000000
0.355241941162
Long
ABS-O
CORP
US
N
2
2024-06-18
Fixed
0.28000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
1000000.00000000
PA
USD
992541.78000000
0.088315306196
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAB5
871061.67000000
PA
USD
871399.12000000
0.077536161855
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
0.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
3500000.00000000
PA
USD
3494711.43000000
0.310955685925
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
600000.00000000
PA
USD
611858.63000000
0.054442526598
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAB5
1519231.68000000
PA
USD
1519439.21000000
0.135198076073
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
0.22000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
2000000.00000000
PA
USD
1977686.96000000
0.175972470835
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GMVSOGAWY1JE39
SMB Private Education Loan Trust 2015-A
78448PAB6
1085397.86000000
PA
USD
1090274.88000000
0.097011492922
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
2.49000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
3500000.00000000
PA
USD
3512060.27000000
0.312499367156
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAR2
3000000.00000000
PA
USD
3033861.99000000
0.269949795570
Long
DBT
CORP
US
N
2
2023-03-29
Floating
1.08175000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
1750000.00000000
PA
USD
1766604.11000000
0.157190544566
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796G52
6000000.00000000
PA
USD
5999951.22000000
0.533869243428
Long
DBT
UST
US
N
2
2021-10-14
None
0.00000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABE8
1000000.00000000
PA
USD
1026858.22000000
0.091368746331
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.37500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-A
63941FAA4
60107.97000000
PA
USD
60110.86000000
0.005348600042
Long
ABS-O
CORP
US
N
2
2068-11-15
Floating
0.43375000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAM5
2000000.00000000
PA
USD
2013082.70000000
0.179121945929
Long
DBT
CORP
GB
N
2
2023-06-15
Fixed
1.32600000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAC5
2850000.00000000
PA
USD
2856783.00000000
0.254193496401
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7J7
8500000.00000000
PA
USD
8506582.74000000
0.756906635579
Long
DBT
CORP
CA
N
2
2023-10-26
Fixed
0.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
7000000.00000000
PA
USD
6963498.85000000
0.619604681164
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAW6
1000000.00000000
PA
USD
1013420.17000000
0.090173043012
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.02788000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
1200000.00000000
PA
USD
1250700.56000000
0.111285998375
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAN1
1000000.00000000
PA
USD
1014355.17000000
0.090256238312
Long
DBT
CORP
US
N
2
2023-01-15
Floating
1.40613000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z29
30000000.00000000
PA
USD
30527343.60000000
2.716290388712
Long
DBT
UST
US
N
2
2023-01-15
Fixed
1.50000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAX7
4500000.00000000
PA
USD
4512539.88000000
0.401520972978
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
0.49000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS RUSSELL 1000 VAL IDX TR
000000000
1.00000000
NC
USD
2944447.36000000
0.261993777409
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUSSELL 1000 VALUE INDEX
RUSSELL 1000 VALUE INDEX
Y
2022-06-16
0.00000000
USD
0.00000000
USD
61020763.06000000
USD
2944447.36000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMH2
4550000.00000000
PA
USD
4558619.29000000
0.405621069604
Long
DBT
CORP
US
N
2
2024-03-25
Floating
0.69000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
1500000.00000000
PA
USD
1510177.71000000
0.134373997707
Long
DBT
CORP
CH
N
2
2024-07-30
Fixed
1.00800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LL3
2800000.00000000
PA
USD
2843689.80000000
0.253028477466
Long
DBT
CORP
US
N
2
2024-05-17
Floating
1.22425000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CQ0
2000000.00000000
PA
USD
2025890.44000000
0.180261564938
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.12500000
N
N
N
N
N
N
SLM Student Loan Trust
5493006Z6MTP02OKOJ80
SLM Student Loan Trust 2007-1
78443VAE2
66503.90000000
PA
USD
66501.51000000
0.005917233245
Long
ABS-O
CORP
US
N
2
2026-01-26
Floating
0.21525000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2E0
3000000.00000000
PA
USD
2989823.58000000
0.266031304941
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.49500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
3750000.00000000
PA
USD
3750192.60000000
0.333688127230
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAB1
4000000.00000000
PA
USD
3995804.00000000
0.355542366954
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBE8
2100000.00000000
PA
USD
2152211.46000000
0.191501474215
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AK5
2700000.00000000
PA
USD
2702601.99000000
0.240474635007
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
2900000.00000000
PA
USD
2892082.97000000
0.257334449983
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HC0
1800000.00000000
PA
USD
1809600.97000000
0.161016359190
Long
DBT
CORP
US
N
2
2024-04-01
Floating
0.01000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC55
10000000.00000000
PA
USD
10101890.90000000
0.898855449692
Long
DBT
CORP
CA
N
2
2023-07-19
Floating
0.77388000
N
N
N
N
N
N
BMW Vehicle Owner Trust
N/A
BMW Vehicle Owner Trust 2020-A
09661RAB7
301543.32000000
PA
USD
301623.35000000
0.026838123138
Long
ABS-O
CORP
US
N
2
2023-02-27
Fixed
0.39000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS MSCI DAILY TR NET EAFE
000000000
1.00000000
NC
USD
1837554.35000000
0.163503621050
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MSCI
MSCI DAILY NET TOTAL RETURN EAFE USD
Y
2022-03-22
0.00000000
USD
0.00000000
USD
30637780.04000000
USD
1837554.35000000
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AG5
2350000.00000000
PA
USD
2352513.68000000
0.209324151554
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAM0
2100000.00000000
PA
USD
2146174.53000000
0.190964314639
Long
DBT
CORP
US
N
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP VALUE INDEX
000000000
1.00000000
NC
USD
-1068237.05000000
-0.09505059037
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL MIDCAP VALUE TOTAL RETURN
Y
2023-03-28
0.00000000
USD
0.00000000
USD
46484489.52000000
USD
-1068237.05000000
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HA4
2000000.00000000
PA
USD
2005277.00000000
0.178427403090
Long
DBT
CORP
US
N
2
2023-04-03
Floating
0.01000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
3000000.00000000
PA
USD
3010663.89000000
0.267885653439
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73100000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAF3
2500000.00000000
PA
USD
2508525.08000000
0.223205879094
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS MSCI DAILY TR NET EAFE
000000000
1.00000000
NC
USD
-294238.43000000
-0.02618102085
N/A
DE
CORP
US
N
2
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
MSCI
MSCI DAILY NET TOTAL RETURN EAFE USD
Y
2023-03-28
0.00000000
USD
0.00000000
USD
8355511.22000000
USD
-294238.43000000
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AX2
5000000.00000000
PA
USD
5002843.20000000
0.445147638079
Long
DBT
CORP
US
N
2
2024-02-15
Floating
0.74475000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAB0
5494956.35000000
PA
USD
5496992.78000000
0.489116539282
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.28000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAB7
915000.00000000
PA
USD
996438.96000000
0.088662073105
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2020-B
47787NAB5
245441.41000000
PA
USD
245535.88000000
0.021847520035
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
0.41000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS MSCI DAILY TR NET EAFE
000000000
1.00000000
NC
USD
-577515.07000000
-0.05138667335
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MSCI
MSCI DAILY NET TOTAL RETURN EAFE USD
Y
2022-09-15
0.00000000
USD
0.00000000
USD
16454766.06000000
USD
-577515.07000000
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
4654604.17000000
PA
USD
4976935.51000000
0.442842399528
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z60
27000000.00000000
PA
USD
27119202.57000000
2.413037644403
Long
DBT
UST
US
N
2
2022-01-31
Fixed
1.37500000
N
N
N
N
N
N
PPL ELECTRIC UTI
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAY9
3850000.00000000
PA
USD
3853696.00000000
0.342897749079
Long
DBT
CORP
US
N
2
2024-06-24
Floating
0.38000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YP2
3200000.00000000
PA
USD
3190728.35000000
0.283907596535
Long
DBT
CORP
US
N
2
2022-08-03
Floating
1.19775000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
1500000.00000000
PA
USD
1652377.25000000
0.147026760713
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
1500000.00000000
PA
USD
1500234.80000000
0.133489288208
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
4500000.00000000
PA
USD
4493264.04000000
0.399805829348
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMJ8
1400000.00000000
PA
USD
1402309.61000000
0.124776009519
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.90000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAH3
2500000.00000000
PA
USD
2549736.73000000
0.226872847640
Long
DBT
CORP
US
N
2
2023-11-15
Floating
1.23475000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS RUSSELL 1000 VALUE INDEX
000000000
1.00000000
NC
USD
29357269.32000000
2.612178430512
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
RUSSELL 1000 VALUE INDEX
RUSSELL 1000 VALUE INDEX
Y
2021-10-15
0.00000000
USD
0.00000000
USD
91418906.60000000
USD
29357269.32000000
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AC4
8678000.00000000
PA
USD
8786608.03000000
0.781822986434
Long
DBT
CORP
US
N
2
2023-07-15
Floating
1.01613000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAF0
1750000.00000000
PA
USD
1779604.79000000
0.158347331170
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796J67
15000000.00000000
PA
USD
14999018.40000000
1.334596617834
Long
DBT
UST
US
N
2
2021-12-16
None
0.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HE6
650000.00000000
PA
USD
650388.28000000
0.057870853653
Long
DBT
CORP
US
N
2
2022-06-13
Floating
0.40000100
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAS8
3400000.00000000
PA
USD
3506231.78000000
0.311980754349
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DT2
2200000.00000000
PA
USD
2200441.12000000
0.195792897786
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.53700000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
TRS RUSS 1000 GRW TR
000000000
1.00000000
NC
USD
10890449.93000000
0.969020588925
N/A
DE
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
RUSSELL 1000 GROWTH INDEX
RUSSELL 1000 GROWTH INDEX
Y
2022-06-16
0.00000000
USD
0.00000000
USD
72045216.56000000
USD
10890449.93000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
1500000.00000000
PA
USD
1585075.64000000
0.141038335425
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AQ4
2450000.00000000
PA
USD
2450197.47000000
0.218015950729
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
48000000.00000000
PA
USD
48001874.88000000
4.271155495387
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BV1
2000000.00000000
PA
USD
2012936.74000000
0.179108958564
Long
DBT
CORP
GB
N
2
2023-10-14
Fixed
1.31900000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XW61
6000000.00000000
PA
USD
6070742.22000000
0.540168150907
Long
DBT
CORP
CA
N
2
2023-10-05
Floating
0.79788000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAL6
1500000.00000000
PA
USD
1490939.27000000
0.132662181889
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAG3
700000.00000000
PA
USD
711652.70000000
0.063322096230
Long
DBT
CORP
US
N
2
2024-05-08
Floating
1.34538000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAB2
4693032.63000000
PA
USD
4691914.28000000
0.417481515274
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
0.29000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBF5
3000000.00000000
PA
USD
3035875.20000000
0.270128928842
Long
DBT
CORP
JP
N
2
2024-07-10
Fixed
1.24100000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AP3
1600000.00000000
PA
USD
1638400.00000000
0.145783079955
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
3.00000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCR2
2000000.00000000
PA
USD
2007333.54000000
0.178610391820
Long
DBT
CORP
US
N
2
2022-06-10
Floating
0.63575000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBE3
2650000.00000000
PA
USD
2672994.82000000
0.237840220681
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2F7
4500000.00000000
PA
USD
4536178.34000000
0.403624297871
Long
DBT
CORP
US
N
2
2022-07-01
Floating
1.36788000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AT0
350000.00000000
PA
USD
353690.59000000
0.031471010474
Long
DBT
CORP
US
N
2
2023-01-30
Floating
0.99850000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBJ7
1000000.00000000
PA
USD
1016335.67000000
0.090432461084
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45000000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAS4
1550000.00000000
PA
USD
1552464.16000000
0.138136600808
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MT5
1200000.00000000
PA
USD
1204829.12000000
0.107204406697
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.77600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZD5
5000000.00000000
PA
USD
5024511.70000000
0.447075678038
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
1000000.00000000
PA
USD
1057347.09000000
0.094081613380
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07100000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CU1
2650000.00000000
PA
USD
2652559.74000000
0.236021929115
Long
DBT
CORP
GB
N
2
2024-08-17
Fixed
0.73200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAD8
1000000.00000000
PA
USD
1007652.75000000
0.089659864148
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.02525000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRS RUSSELL MIDCAP VALUE TOTAL RETURN
000000000
1.00000000
NC
USD
-3365536.54000000
-0.29946184234
N/A
DE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL MIDCAP VALUE TOTAL RETURN
Y
2021-10-15
0.00000000
USD
0.00000000
USD
-8670369.75000000
USD
-3365536.54000000
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAB2
875034.57000000
PA
USD
875223.49000000
0.077876450208
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
0.42000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGH6
9321000.00000000
PA
USD
9353524.04000000
0.832266566765
Long
DBT
CORP
US
N
2
2023-01-20
Floating
1.29425000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAL4
3000000.00000000
PA
USD
3002549.94000000
0.267163682844
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAN8
5000000.00000000
PA
USD
5009400.00000000
0.445731055132
Long
DBT
CORP
SE
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
2350000.00000000
PA
USD
2355010.41000000
0.209546307920
Long
DBT
CORP
US
N
2
2024-05-13
Floating
0.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAQ9
1200000.00000000
PA
USD
1211031.18000000
0.107756259364
Long
DBT
CORP
US
N
2
2024-04-23
Floating
0.86788000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBM5
1800000.00000000
PA
USD
1897649.95000000
0.168850863274
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.75000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAZ7
2400000.00000000
PA
USD
2407998.77000000
0.214261155529
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
0.63100000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MW8
600000.00000000
PA
USD
605750.43000000
0.053899025494
Long
DBT
CORP
US
N
2
2025-05-01
Floating
0.71900200
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAE3
3850000.00000000
PA
USD
3852260.57000000
0.342770026053
Long
DBT
CORP
US
N
2
2023-10-01
Floating
1.14488000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
2000000.00000000
PA
USD
2096068.14000000
0.186505901639
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
2100000.00000000
PA
USD
2107306.40000000
0.187505869996
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDJ9
2000000.00000000
PA
USD
2007114.92000000
0.178590939246
Long
DBT
CORP
US
N
2
2022-07-12
Floating
0.55900000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRS MSCI EAFE NET TOTAL RETURN INDEX
000000000
1.00000000
NC
USD
9959640.97000000
0.886198203037
N/A
DE
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MSCI
MSCI DAILY NET TOTAL RETURN EAFE USD
Y
2021-10-15
0.00000000
USD
0.00000000
USD
45296714.64000000
USD
9959640.97000000
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DV9
2450000.00000000
PA
USD
2468521.56000000
0.219646408662
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.75000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641596E1
7500000.00000000
PA
USD
7490039.93000000
0.666455743398
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BW0
3350000.00000000
PA
USD
3350111.76000000
0.298089361918
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55300000
N
N
N
N
N
N
AIG GLOBAL FUNDING
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAS7
1000000.00000000
PA
USD
997822.58000000
0.088785186133
Long
DBT
CORP
US
N
2
2024-06-17
Fixed
0.65000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
650000.00000000
PA
USD
650892.42000000
0.057915711491
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS RUSSELL MIDCAP GRWTH TR
000000000
1.00000000
NC
USD
7860602.92000000
0.699428041982
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
RUSSELL MIDCAP GROWTH TOTAL RETURN
RUSSELL MIDCAP GROWTH TOTAL RETURN
Y
2022-06-16
0.00000000
USD
0.00000000
USD
73661206.84000000
USD
7860602.92000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BP8
500000.00000000
PA
USD
514328.33000000
0.045764384799
Long
DBT
CORP
US
N
2
2024-02-01
Floating
1.77575000
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RNW7
2000000.00000000
PA
USD
2033179.32000000
0.180910121686
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
2.15000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBA7
4170000.00000000
PA
USD
4217806.21000000
0.375295886199
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.20000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BT5
5000000.00000000
PA
USD
5037782.95000000
0.448256539671
Long
DBT
CORP
US
N
2
2023-02-27
Floating
0.77375000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BP6
2800000.00000000
PA
USD
2801969.88000000
0.249316283599
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AL9
2150000.00000000
PA
USD
2153793.05000000
0.191642202402
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53400000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAH0
2500000.00000000
PA
USD
2519427.90000000
0.224176000358
Long
DBT
CORP
CH
N
2
2022-02-01
Fixed
2.65000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSS 1000 GROWTH
000000000
1.00000000
NC
USD
4004960.02000000
0.356357059822
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
RUSSELL 1000 GROWTH INDEX
RUSSELL 1000 GROWTH INDEX
Y
2022-09-15
0.00000000
USD
0.00000000
USD
83578362.71000000
USD
4004960.02000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFZ7
600000.00000000
PA
USD
600647.63000000
0.053444983806
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
2.50300000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP VALUE INDEX
000000000
1.00000000
NC
USD
-2090394.38000000
-0.18600105654
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL MIDCAP VALUE TOTAL RETURN
Y
2022-09-15
0.00000000
USD
0.00000000
USD
91561350.13000000
USD
-2090394.38000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZA1
15000000.00000000
PA
USD
15065937.30000000
1.340550989996
Long
DBT
UST
US
N
2
2022-02-28
Fixed
1.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
3750000.00000000
PA
USD
3824372.70000000
0.340288593202
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65400000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
2250000.00000000
PA
USD
2266291.98000000
0.201652236891
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.75000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAG7
1750000.00000000
PA
USD
1751053.38000000
0.155806857240
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP GROWTH
000000000
1.00000000
NC
USD
373661.88000000
0.033248034502
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
RUSSELL MIDCAP GROWTH TOTAL RETURN
RUSSELL MIDCAP GROWTH TOTAL RETURN
Y
2022-09-15
0.00000000
USD
0.00000000
USD
10129488.93000000
USD
373661.88000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS RUSSELL 1000 GROWTH INDEX
000000000
1.00000000
NC
USD
12170618.54000000
1.082928622878
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
RUSSELL 1000 GROWTH INDEX
RUSSELL 1000 GROWTH INDEX
Y
2021-10-15
0.00000000
USD
0.00000000
USD
45253544.73000000
USD
12170618.54000000
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAG8
3200000.00000000
PA
USD
3243751.23000000
0.288625515697
Long
DBT
CORP
US
N
2
2023-12-15
Floating
1.12600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXE9
2300000.00000000
PA
USD
2451448.79000000
0.218127291845
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.62500000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAX1
6200000.00000000
PA
USD
6216351.88000000
0.553124342744
Long
DBT
CORP
NL
N
2
2024-03-11
Fixed
0.65000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS RUSSELL MIDCAP GROWTH TOTAL RETURN
000000000
1.00000000
NC
USD
15024001.45000000
1.336819582907
N/A
DE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
RUSSELL MIDCAP GROWTH TOTAL RETURN
RUSSELL MIDCAP GROWTH TOTAL RETURN
Y
2021-10-15
0.00000000
USD
0.00000000
USD
46023209.77000000
USD
15024001.45000000
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HB2
1300000.00000000
PA
USD
1306572.92000000
0.116257461220
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.10000000
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO Series 2015-A
00900LAG9
479641.80000000
PA
USD
479641.80000000
0.042678014452
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
0.97613000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
TRS RUSS 1000 GRW TR
000000000
1.00000000
NC
USD
7047092.55000000
0.627042759198
N/A
DE
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
RUSSELL 1000 GROWTH INDEX
RUSSELL 1000 GROWTH INDEX
Y
2022-03-22
0.00000000
USD
0.00000000
USD
49850380.11000000
USD
7047092.55000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYE8
8100000.00000000
PA
USD
8102774.09000000
0.720976173720
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.65700000
N
N
N
N
N
N
GM Financial Consumer Automobi
N/A
GM Financial Consumer Automobile Receivables Trust 2020-2
36258VAB0
28212.08000000
PA
USD
28227.53000000
0.002511655433
Long
ABS-O
CORP
US
N
2
2023-03-16
Fixed
1.50000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
1950000.00000000
PA
USD
1940123.76000000
0.172630137467
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AS3
5700000.00000000
PA
USD
5751335.57000000
0.511747688752
Long
DBT
CORP
JP
N
2
2023-03-02
Floating
0.85963000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
4176000.00000000
PA
USD
4367289.03000000
0.388596707671
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
15000000.00000000
PA
USD
15005247.90000000
1.335150912083
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.12500000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
TRS MSCI DAILY TR NET EAFE USD
000000000
1.00000000
NC
USD
756971.52000000
0.067354516372
N/A
DE
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
MSCI
MSCI DAILY NET TOTAL RETURN EAFE USD
Y
2022-06-16
0.00000000
USD
0.00000000
USD
19591860.57000000
USD
756971.52000000
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAB9
7500000.00000000
PA
USD
7645316.18000000
0.680272058077
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.20000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AL3
2000000.00000000
PA
USD
2000824.32000000
0.178031208385
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.85000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
1519000.00000000
PA
USD
1583851.99000000
0.140929456357
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAN1
15000000.00000000
PA
USD
15005435.10000000
1.335167568938
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.12500000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDB3
10000000.00000000
PA
USD
9999514.20000000
0.889746080404
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.60000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BL6
2000000.00000000
PA
USD
2024569.92000000
0.180144066481
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.82500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
2500000.00000000
PA
USD
2509001.35000000
0.223248257089
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BL9
2000000.00000000
PA
USD
2048027.52000000
0.182231298644
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
10000000.00000000
PA
USD
9994531.20000000
0.889302698392
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
7000000.00000000
PA
USD
7012765.34000000
0.623988360760
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVC3
7000000.00000000
PA
USD
7001673.77000000
0.623001444722
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
4000000.00000000
PA
USD
4003707.48000000
0.356245610153
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.52900000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAN6
550000.00000000
PA
USD
548451.43000000
0.048800621747
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.83300000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AS8
1500000.00000000
PA
USD
1500316.04000000
0.133496516856
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDT7
1650000.00000000
PA
USD
1652217.77000000
0.147012570353
Long
DBT
CORP
US
N
2
2023-10-21
Fixed
0.40000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AH3
2000000.00000000
PA
USD
2000507.78000000
0.178003042995
Long
DBT
CORP
US
N
2
2022-08-10
Floating
0.57838000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DM5
4000000.00000000
PA
USD
3999681.92000000
0.355887420129
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.35000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YB0
5000000.00000000
PA
USD
4978193.35000000
0.442954320786
Long
DBT
CORP
CH
N
2
2024-02-09
Fixed
0.45000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAE3
5000000.00000000
PA
USD
4985697.70000000
0.443622049824
Long
DBT
CORP
GB
N
2
2024-05-03
Fixed
0.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZR4
15000000.00000000
PA
USD
15004599.45000000
1.335093213695
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.12500000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AV5
2500000.00000000
PA
USD
2576074.38000000
0.229216343573
Long
DBT
CORP
US
N
2
2025-03-11
Fixed
1.90000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AL7
1000000.00000000
PA
USD
1005835.61000000
0.089498176974
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2021-1
36261LAB7
878564.08000000
PA
USD
878786.71000000
0.078193501713
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
0.23000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BV5
4350000.00000000
PA
USD
4370421.90000000
0.388875467093
Long
DBT
CORP
JP
N
2
2024-09-15
Fixed
0.84800000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAT4
1650000.00000000
PA
USD
1725262.69000000
0.153512029223
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.65000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBE9
7500000.00000000
PA
USD
7605404.78000000
0.676720784384
Long
DBT
CORP
JP
N
2
2023-10-16
Floating
0.92638000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
1000000.00000000
PA
USD
1015950.00000000
0.090398144580
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.08700000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSSELL 1000 VALUE INDEX
000000000
1.00000000
NC
USD
-946094.95000000
-0.08418251693
N/A
DE
CORP
US
N
2
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
RUSSELL 1000 VALUE INDEX
RUSSELL 1000 VALUE INDEX
Y
2023-03-28
0.00000000
USD
0.00000000
USD
49537901.14000000
USD
-946094.95000000
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAA9
8750000.00000000
PA
USD
8731658.25000000
0.776933613771
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
0.97100000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSSELL MIDCAP GROWTH
000000000
1.00000000
NC
USD
187512.30000000
0.016684643935
N/A
DE
CORP
US
N
2
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
RUSSELL MIDCAP GROWTH TOTAL RETURN
RUSSELL MIDCAP GROWTH TOTAL RETURN
Y
2023-03-28
0.00000000
USD
0.00000000
USD
5140650.19600000
USD
187512.30000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZU4
7500000.00000000
PA
USD
7486166.33000000
0.666111074613
Long
DBT
CORP
CA
N
2
2024-07-29
Fixed
0.65000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
1650000.00000000
PA
USD
1647735.54000000
0.146613746321
Long
DBT
CORP
DK
N
2
2025-09-10
Fixed
0.97600000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2021-A
78448YAA9
1063232.93000000
PA
USD
1064832.67000000
0.094747672283
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
0.58375000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTE1
2650000.00000000
PA
USD
2677161.07000000
0.238210929151
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBS7
5000000.00000000
PA
USD
5092239.15000000
0.453101994114
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.80000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796N21
15000000.00000000
PA
USD
14997042.75000000
1.334420826610
Long
DBT
UST
US
N
2
2022-03-17
None
0.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AH7
2000000.00000000
PA
USD
2067516.06000000
0.183965368093
Long
DBT
CORP
US
N
2
2022-07-11
Fixed
4.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAD1
2900000.00000000
PA
USD
3051021.10000000
0.271476594828
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287C8
10000000.00000000
PA
USD
10130867.00000000
0.901433712084
Long
DBT
UST
US
N
2
2022-07-15
Fixed
1.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
2500000.00000000
PA
USD
2500177.55000000
0.222463124801
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
1000000.00000000
PA
USD
1063555.00000000
0.094633986573
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AN3
3060000.00000000
PA
USD
3096357.05000000
0.275510539178
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.80000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP VALUE INDEX
000000000
1.00000000
NC
USD
1686866.70000000
0.150095595092
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL MIDCAP VALUE TOTAL RETURN
Y
2022-03-22
0.00000000
USD
0.00000000
USD
12912184.25000000
USD
1686866.70000000
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
3000000.00000000
PA
USD
3136825.47000000
0.279111375915
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XQ8
10000000.00000000
PA
USD
10159796.10000000
0.904007792466
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAM6
2500000.00000000
PA
USD
2511697.50000000
0.223488157633
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.70000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XW20
400000.00000000
PA
USD
425582.24000000
0.037867852613
Long
DBT
CORP
CA
N
2
2023-10-05
Fixed
3.70000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAB9
2700000.00000000
PA
USD
2729558.55000000
0.242873200889
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J76
18750000.00000000
PA
USD
18908673.19000000
1.682473520208
Long
DBT
UST
US
N
2
2022-03-31
Fixed
1.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGD8
7750000.00000000
PA
USD
7942517.21000000
0.706716687910
Long
DBT
CORP
US
N
2
2024-06-12
Floating
1.29413000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAB5
2177714.54000000
PA
USD
2178927.09000000
0.193878602403
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
0.42000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-A
78449UAA6
371556.55000000
PA
USD
371558.78000000
0.033060902913
Long
ABS-O
CORP
US
N
2
2027-03-15
Floating
0.38375000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAC2
1800000.00000000
PA
USD
1810518.48000000
0.161097998248
Long
DBT
CORP
GB
N
2
2024-08-12
Floating
0.58000200
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
7000000.00000000
PA
USD
7009772.98000000
0.623722103767
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BN4
3000000.00000000
PA
USD
3014923.95000000
0.268264709022
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
E-MINI STANDARD & POOR'S 500 INDEX
000000000
-170.00000000
NC
USD
1236115.06000000
0.109988196182
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2021-12-17
-37766990.06000000
USD
1236115.06000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
5450000.00000000
PA
USD
5704313.90000000
0.507563750839
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
2500000.00000000
PA
USD
2503668.25000000
0.222773723554
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
1606000.00000000
PA
USD
1657080.44000000
0.147445245530
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAC5
1650000.00000000
PA
USD
1650147.92000000
0.146828397314
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
0.44500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BR9
2300000.00000000
PA
USD
2328263.11000000
0.207166361769
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
1.12450000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSSELL 1000 VALUE INDEX
000000000
1.00000000
NC
USD
-1857809.75000000
-0.16530592488
N/A
DE
CORP
US
N
2
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
RUSSELL 1000 VALUE INDEX
RUSSELL 1000 VALUE INDEX
Y
2022-09-15
0.00000000
USD
0.00000000
USD
97576378.38000000
USD
-1857809.75000000
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAG9
3600000.00000000
PA
USD
3607305.48000000
0.320974184090
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGF5
5000000.00000000
PA
USD
5020401.10000000
0.446709921246
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
4000000.00000000
PA
USD
3995318.88000000
0.355499201495
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
Consolidated Edison Inc
209115AE4
3500000.00000000
PA
USD
3496921.44000000
0.311152330252
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS RUSSELL MIDCAP VALUE INDEX TOT
000000000
1.00000000
NC
USD
971897.04000000
0.086478359308
N/A
DE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL MIDCAP VALUE TOTAL RETURN
Y
2022-06-16
0.00000000
USD
0.00000000
USD
24894918.16000000
USD
971897.04000000
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
1000000.00000000
PA
USD
1065861.63000000
0.094839228044
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE PEET'S NV 0.8 9/24
47216QAA1
1500000.00000000
PA
USD
1496187.30000000
0.133129145986
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCH1
8000000.00000000
PA
USD
7938389.44000000
0.706349403350
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
1.40200000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAP3
6500000.00000000
PA
USD
6523309.98000000
0.580437146233
Long
DBT
CORP
SE
N
2
2023-09-01
Floating
0.43988000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBF4
2250000.00000000
PA
USD
2250427.57000000
0.200240638654
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSS 1000 GROWTH
000000000
1.00000000
NC
USD
2024550.79000000
0.180142364314
N/A
DE
CORP
US
N
2
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
RUSSELL 1000 GROWTH INDEX
RUSSELL 1000 GROWTH INDEX
Y
2023-03-28
0.00000000
USD
0.00000000
USD
42432213.72000000
USD
2024550.79000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
1500000.00000000
PA
USD
1557963.86000000
0.138625958233
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.37500000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AP1
2800000.00000000
PA
USD
2754432.86000000
0.245086490393
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
PROTECTIVE LIFE
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBF0
1500000.00000000
PA
USD
1501238.90000000
0.133578631952
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
0.78100000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSW2
1850000.00000000
PA
USD
1880723.82000000
0.167344794326
Long
DBT
CORP
US
N
2
2022-06-27
Fixed
2.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP GRWTH TR
000000000
1.00000000
NC
USD
486633.77000000
0.043300152466
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
RUSSELL MIDCAP GROWTH TOTAL RETURN
RUSSELL MIDCAP GROWTH TOTAL RETURN
Y
2022-03-22
0.00000000
USD
0.00000000
USD
8842487.22000000
USD
486633.77000000
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
2200000.00000000
PA
USD
2204643.89000000
0.196166855767
Long
DBT
CORP
ES
N
2
2024-06-30
Fixed
0.70100000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCG1
5000000.00000000
PA
USD
5030843.15000000
0.447639043688
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
0.75000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CC6
7061000.00000000
PA
USD
7185735.81000000
0.639379088212
Long
DBT
CORP
US
N
2
2023-10-17
Floating
1.14388000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
2000000.00000000
PA
USD
2180143.36000000
0.193986824807
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.62500000
N
N
N
N
N
N
SYNNEX CORP
5493004HI6PFLF46NS53
SYNNEX Corp
87162WAC4
2800000.00000000
PA
USD
2801218.36000000
0.249249414153
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
Nissan Auto Receivables Owner
N/A
Nissan Auto Receivables 2020-A Owner Trust
65479MAB2
178319.50000000
PA
USD
178446.43000000
0.015877972517
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
1.45000000
N
N
N
N
N
N
MISSISSIPPI POWE
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CC6
1900000.00000000
PA
USD
1902359.50000000
0.169269913996
Long
DBT
CORP
US
N
2
2024-06-28
Floating
0.35000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAW4
1500000.00000000
PA
USD
1521292.74000000
0.135363001190
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
2.62500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HH9
4550000.00000000
PA
USD
4558262.48000000
0.405589321032
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.70000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AK6
2400000.00000000
PA
USD
2399479.13000000
0.213503087072
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
10000000.00000000
PA
USD
10354687.50000000
0.921349020828
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAQ5
2000000.00000000
PA
USD
1991259.24000000
0.177180117795
Long
DBT
CORP
NL
N
2
2024-01-12
Fixed
0.37500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
1250000.00000000
PA
USD
1311693.11000000
0.116713050251
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AD7
2350000.00000000
PA
USD
2618788.04000000
0.233016959363
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
10000000.00000000
PA
USD
10361328.10000000
0.921939894315
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZM5
25000000.00000000
PA
USD
25008539.50000000
2.225233101499
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.12500000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YC8
7250000.00000000
PA
USD
7278412.61000000
0.647625370771
Long
DBT
CORP
CH
N
2
2024-02-09
Floating
0.41000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBZ8
2500000.00000000
PA
USD
2507790.93000000
0.223140555212
Long
DBT
CORP
US
N
2
2024-03-16
Fixed
0.69700000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BJ8
1000000.00000000
PA
USD
1044553.65000000
0.092943266769
Long
DBT
CORP
GB
N
2
2024-03-15
Fixed
3.88500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AL5
1250000.00000000
PA
USD
1256811.25000000
0.111829721037
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.65000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDD3
2500000.00000000
PA
USD
2536730.63000000
0.225715578771
Long
DBT
CORP
NL
N
2
2023-09-26
Floating
0.99225000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2020-C Owner Trust
89237VAA7
394279.00000000
PA
USD
394403.91000000
0.035093638150
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
0.36000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAN0
850000.00000000
PA
USD
850141.47000000
0.075644678890
Long
DBT
CORP
US
N
2
2023-03-02
Floating
0.61963000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAG2
1400000.00000000
PA
USD
1400149.28000000
0.124583785666
Long
DBT
CORP
US
N
2
2023-04-05
Floating
0.59475000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AV6
4950000.00000000
PA
USD
4954687.75000000
0.440862817634
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DZ3
3251000.00000000
PA
USD
3426850.78000000
0.304917517856
Long
DBT
CORP
AU
N
2
2023-05-15
Fixed
3.65000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AG0
1750000.00000000
PA
USD
1752744.04000000
0.155957290359
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDD1
4400000.00000000
PA
USD
4499863.85000000
0.400393073384
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.37500000
N
N
N
N
N
N
2021-11-12
Pacific Funds Series Trust
Trevor Smith
Trevor Smith
VP and Treasurer