0001752724-22-259197.txt : 20221121 0001752724-22-259197.hdr.sgml : 20221121 20221121163055 ACCESSION NUMBER: 0001752724-22-259197 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221121 DATE AS OF CHANGE: 20221121 PERIOD START: 20230331 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: 221406152 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 2023-03-31 2022-09-30 N 899855873.64 141782503.83 758073369.81 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 600000.00000000 0.00000000 0.00000000 4618583.83000000 USD N MSCI World MXWO AT&T INC 549300Z40J86GGSTL398 00206RGD8 7750000.00000000 PA USD 7781641.47000000 1.026502417826 Long DBT CORP US N 2 2024-06-12 Floating 4.41571000 N N N N N N BlackRock Liquidity Funds T-Fund 5493002L9DNZ83RX7V61 09248U718 34947497.49000000 NS USD 34947497.49000000 4.610041571406 Long STIV RF US N 1 N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BD8 1400000.00000000 PA USD 1374352.00000000 0.181295380464 Long DBT CORP US N 2 2024-11-01 Variable 4.22000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CV9 2400000.00000000 PA USD 2341566.77000000 0.308883923806 Long DBT CORP US N 2 2024-05-03 Fixed 3.37500000 N N N N N N Santander Drive Auto Receivabl N/A 80287HAB4 3000000.00000000 PA USD 2981867.40000000 0.393348126810 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.98000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GGV5 2000000.00000000 PA USD 1890355.76000000 0.249363166585 Long DBT CORP US N 2 2024-01-07 Fixed 0.40000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AX3 500000.00000000 PA USD 485144.49000000 0.063997036345 Long DBT CORP US N 2 2025-05-23 Fixed 3.95000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AP1 2800000.00000000 PA USD 2465314.43000000 0.325207892557 Long DBT CORP US N 2 2025-08-15 Fixed 0.80000000 N N N N N N MISSISSIPPI POWE LNZ0J6YZ5SC6ILIRU850 605417CC6 1900000.00000000 PA USD 1862163.50000000 0.245644231041 Long DBT CORP US N 2 2024-06-28 Floating 3.28358100 N N N N N N John Deere Owner Trust N/A 47800AAB6 1700000.00000000 PA USD 1685677.84000000 0.222363415881 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.73000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAR2 2000000.00000000 PA USD 1999858.82000000 0.263808082389 Long DBT CORP US N 2 2023-03-29 Floating 4.59186000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD 286060.50000000 0.037735199703 N/A DE CORP US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 RUSSELL MIDCAP GROWTH TOTAL RETURN RUSSELL MIDCAP GROWTH TOTAL RETURN Y 2023-06-23 0.00000000 USD 0.00000000 USD 29316993.16000000 USD 286060.50000000 N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207AZ8 1500000.00000000 PA USD 1441350.05000000 0.190133317882 Long DBT CORP US N 2 2024-03-17 Fixed 2.12500000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAU6 1750000.00000000 PA USD 1619794.31000000 0.213672498534 Long DBT CORP US N 2 2024-11-22 Fixed 1.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEA9 2900000.00000000 PA USD 2670916.97000000 0.352329612985 Long DBT CORP US N 2 2025-05-30 Fixed 0.79000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKN8 3000000.00000000 PA USD 2865908.46000000 0.378051594230 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702QAA6 3000000.00000000 PA USD 2977412.10000000 0.392760413249 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 4.08380000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701PAA9 676515.31000000 PA USD 671334.08000000 0.088557929447 Long ABS-CBDO CORP KY N 2 2028-11-25 Floating 3.99686000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 4903125.00000000 PA USD 4835504.83000000 0.637867655371 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BP6 2800000.00000000 PA USD 2704702.17000000 0.356786331998 Long DBT CORP US N 2 2023-08-03 Fixed 0.65000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAD1 2900000.00000000 PA USD 2770624.48000000 0.365482364945 Long DBT CORP ES N 2 2024-06-27 Fixed 2.70600000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBL7 1250000.00000000 PA USD 1187094.08000000 0.156593560369 Long DBT CORP US N 2 2025-03-28 Fixed 3.21800000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AT3 5200000.00000000 PA USD 4961377.51000000 0.654471942635 Long DBT CORP US N 2 2023-11-08 Fixed 0.84100000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WDK3 1650000.00000000 PA USD 1607838.97000000 0.212095429549 Long DBT CORP US N 2 2025-08-26 Fixed 4.15000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BW2 2812000.00000000 PA USD 2700294.20000000 0.356204861895 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N CONSOLIDATED EDISON INC 54930033SBW53OO8T749 209115AE4 3500000.00000000 PA USD 3334540.72000000 0.439870446951 Long DBT CORP US N 2 2023-12-01 Fixed 0.65000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZH0 5750000.00000000 PA USD 5466712.05000000 0.721132316172 Long DBT CORP US N 2 2025-01-24 Fixed 1.75700000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WDT7 1650000.00000000 PA USD 1583376.18000000 0.208868460898 Long DBT CORP US N 2 2023-10-21 Fixed 0.40000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CQ0 1500000.00000000 PA USD 1407373.02000000 0.185651293931 Long DBT CORP US N 2 2025-03-04 Fixed 2.25000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BL7 2000000.00000000 PA USD 1739671.06000000 0.229485842569 Long DBT CORP US N 2 2025-11-15 Fixed 1.20000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796YL7 6000000.00000000 PA USD 5899240.20000000 0.778188554688 Long DBT UST US N 2 2023-03-16 None 0.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBF5 3000000.00000000 PA USD 2903099.16000000 0.382957544165 Long DBT CORP JP N 2 2024-07-10 Fixed 1.24100000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701CAA8 9036181.31000000 PA USD 8924592.60000000 1.177272933652 Long ABS-CBDO CORP KY N 2 2030-04-15 Floating 3.37787000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78015K7J7 4500000.00000000 PA USD 4315454.37000000 0.569266055485 Long DBT CORP CA N 2 2023-10-26 Fixed 0.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2R3 1750000.00000000 PA USD 1709382.59000000 0.225490388935 Long DBT CORP US N 2 2024-06-02 Fixed 1.65400000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z29 30000000.00000000 PA USD 29833482.60000000 3.935434720187 Long DBT UST US N 2 2023-01-15 Fixed 1.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAN1 1000000.00000000 PA USD 1000952.90000000 0.132039053192 Long DBT CORP US N 2 2023-01-15 Floating 3.79200000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CF9 2000000.00000000 PA USD 1916007.20000000 0.252746934044 Long DBT CORP JP N 2 2026-04-17 Fixed 3.83700000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2D2 1750000.00000000 PA USD 1706377.65000000 0.225093997224 Long DBT CORP CH N 2 2023-05-05 Fixed 1.00000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD -2355790.43000000 -0.31076021448 N/A DE CORP US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MSCI Daily TR Net EAFE U MSCI Daily TR Net EAFE U Y 2023-03-28 0.00000000 USD 0.00000000 USD 8355511.22000000 USD -2355790.43000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDM5 2350000.00000000 PA USD 2159182.04000000 0.284824942543 Long DBT CORP US N 2 2024-10-15 Fixed 1.20000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBL8 1250000.00000000 PA USD 1175331.26000000 0.155041887343 Long DBT CORP CA N 2 2025-02-14 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAS8 3400000.00000000 PA USD 3386158.43000000 0.446679512149 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CC6 4000000.00000000 PA USD 4020991.16000000 0.530422426131 Long DBT CORP US N 2 2023-10-17 Floating 3.75029000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKS7 3500000.00000000 PA USD 3407321.93000000 0.449471260394 Long DBT CORP US N 2 2025-04-25 Fixed 3.84100000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 1984654.73000000 PA USD 1913419.52000000 0.252405584498 Long LON CORP US N 2 2027-02-01 Floating 4.83030000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAQ7 2000000.00000000 PA USD 1834998.00000000 0.242060738851 Long DBT CORP NL N 2 2024-09-24 Fixed 0.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YK0 25000000.00000000 PA USD 24989072.75000000 3.296392373770 Long DBT UST US N 2 2022-10-15 Fixed 1.37500000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAZ3 650000.00000000 PA USD 619640.40000000 0.081738842792 Long DBT CORP US N 2 2023-10-15 Fixed 0.50000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBM9 1400000.00000000 PA USD 1370589.70000000 0.180799082857 Long DBT CORP US N 2 2024-05-09 Fixed 3.60000000 N N N N N N EBAY INC OML71K8X303XQONU6T67 278642AV5 2500000.00000000 PA USD 2322653.65000000 0.306389030732 Long DBT CORP US N 2 2025-03-11 Fixed 1.90000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAL4 3000000.00000000 PA USD 2827851.24000000 0.373031338735 Long DBT CORP US N 2 2024-03-15 Fixed 0.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 797552.42000000 0.105207813882 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 RUSSELL MIDCAP GROWTH TOTAL RETURN RUSSELL MIDCAP GROWTH TOTAL RETURN Y 2023-03-28 0.00000000 USD 0.00000000 USD -3634589.91000000 USD 797552.42000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BJ8 1000000.00000000 PA USD 990379.36000000 0.130644262078 Long DBT CORP GB N 2 2024-03-15 Fixed 3.88500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCG3 1250000.00000000 PA USD 1229639.35000000 0.162205849587 Long DBT CORP US N 2 2025-06-20 Fixed 4.45000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD 3229064.55000000 0.425956731709 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 -18409834.09000000 USD 3229064.55000000 N N N Capital One Prime Auto Receiva N/A 14043GAB0 4850000.00000000 PA USD 4818606.92000000 0.635638595405 Long ABS-O CORP US N 2 2025-09-15 Fixed 3.74000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAP4 600000.00000000 PA USD 597054.00000000 0.078759395037 Long DBT CORP US N 2 2025-10-01 Fixed 5.67800000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -17699464.67000000 -2.33479573018 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 RUSSELL 1000 GROWTH INDEX RUSSELL 1000 GROWTH INDEX Y 2023-03-28 0.00000000 USD 0.00000000 USD 76861846.84000000 USD -17699464.67000000 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABA8 3150000.00000000 PA USD 2854453.46000000 0.376540526771 Long DBT CORP DK N 2 2025-09-10 Fixed 0.97600000 N N N N N N HORMEL FOODS CORP MSD54751OJP1FS2ND863 440452AG5 2350000.00000000 PA USD 2199163.53000000 0.290099034945 Long DBT CORP US N 2 2024-06-03 Fixed 0.65000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CB4 2900000.00000000 PA USD 2720167.06000000 0.358826357491 Long DBT CORP GB N 2 2025-03-23 Fixed 1.21400000 N N N N N N Santander Drive Auto Receivabl N/A 802918AB8 3100000.00000000 PA USD 3090147.89000000 0.407631769306 Long ABS-O CORP US N 2 2025-05-15 Fixed 4.37000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -1839337.09000000 -0.24263312276 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 MSCI Daily TR Net EAFE U MSCI Daily TR Net EAFE U Y 2023-09-21 0.00000000 USD 0.00000000 USD 19346263.46000000 USD -1839337.09000000 N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAP3 6500000.00000000 PA USD 6467920.62000000 0.853205095652 Long DBT CORP SE N 2 2023-09-01 Floating 3.40214000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094AQ7 1250000.00000000 PA USD 1223488.89000000 0.161394521787 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LL3 2800000.00000000 PA USD 2800904.93000000 0.369476760633 Long DBT CORP US N 2 2024-05-17 Floating 4.04186000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZU4 7500000.00000000 PA USD 6972124.20000000 0.919716280463 Long DBT CORP CA N 2 2024-07-29 Fixed 0.65000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CS6 3500000.00000000 PA USD 3218131.14000000 0.424514468936 Long DBT CORP GB N 2 2025-05-24 Fixed 0.97600000 N N N N N N Toyota Auto Receivables Owner N/A 89231CAB3 2100000.00000000 PA USD 2087538.60000000 0.275374216155 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.83000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AR2 500000.00000000 PA USD 438554.42000000 0.057851183996 Long DBT CORP US N 2 2025-11-01 Fixed 1.00000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAB9 2700000.00000000 PA USD 2606099.70000000 0.343779349570 Long DBT CORP US N 2 2023-07-15 Fixed 1.45000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD -1018137.96000000 -0.13430599207 N/A DE CORP US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 FINANCIAL TIMES STOCK EXCHANGE RUSSELL MIDCAP VALUE TOTAL RETURN Y 2023-06-23 0.00000000 USD 0.00000000 USD 15182607.40000000 USD -1018137.96000000 N N N MCKESSON CORP 549300WZWOM80UCFSF54 581557BR5 1000000.00000000 PA USD 864554.70000000 0.114046309292 Long DBT CORP US N 2 2026-08-15 Fixed 1.30000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAB1 4000000.00000000 PA USD 3773924.40000000 0.497831021414 Long DBT CORP JP N 2 2024-03-01 Fixed 0.58300000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EK9 1250000.00000000 PA USD 1231839.48000000 0.162496076113 Long DBT CORP US N 2 2025-09-08 Fixed 4.40000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HH9 4550000.00000000 PA USD 4402093.88000000 0.580694963747 Long DBT CORP US N 2 2023-08-01 Fixed 0.70000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02343JAA8 3200000.00000000 PA USD 3092799.10000000 0.407981499307 Long DBT CORP US N 2 2025-05-17 Fixed 4.00000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 466313AL7 1000000.00000000 PA USD 869861.85000000 0.114746393243 Long DBT CORP US N 2 2026-04-15 Fixed 1.70000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1151917.14000000 -0.15195325226 N/A DE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 RUSSELL 1000 GROWTH INDEX RUSSELL 1000 GROWTH INDEX Y 2023-06-23 0.00000000 USD 0.00000000 USD 61151581.30000000 USD -1151917.14000000 N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCH1 8000000.00000000 PA USD 6834469.12000000 0.901557737308 Long DBT CORP JP N 2 2026-09-17 Fixed 1.40200000 N N N N N N GM Financial Securitized Term N/A 36265WAB9 2175000.00000000 PA USD 2154064.97000000 0.284149932682 Long ABS-O CORP US N 2 2025-09-16 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZD5 5000000.00000000 PA USD 4924523.05000000 0.649610347245 Long DBT UST US N 2 2023-03-15 Fixed 0.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 600000.00000000 PA USD 568048.65000000 0.074933202064 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCB9 3000000.00000000 PA USD 2770110.00000000 0.365414498163 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAA1 3000000.00000000 PA USD 2928185.67000000 0.386266789814 Long DBT CORP US N 2 2024-04-05 Fixed 0.73100000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAA7 1650000.00000000 PA USD 1569219.00000000 0.207000939815 Long DBT CORP US N 2 2025-04-04 Fixed 3.50000000 N N N N N N SMB Private Education Loan Tru 5493008SQ2WS8HE83M61 78449GAB5 442801.33000000 PA USD 427171.28000000 0.056349595832 Long ABS-O CORP US N 2 2032-02-17 Fixed 2.43000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAA4 4176000.00000000 PA USD 3953601.61000000 0.521532844636 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCT6 54500000.00000000 PA USD 50706288.79000000 6.688836570358 Long DBT UST US N 2 2024-08-15 Fixed 0.37500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QC55 4500000.00000000 PA USD 4501375.25000000 0.593791502150 Long DBT CORP CA N 2 2023-07-19 Floating 3.37757000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAW6 700000.00000000 PA USD 700420.32000000 0.092394792891 Long DBT CORP US N 2 2024-07-23 Floating 3.67300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYE8 4400000.00000000 PA USD 4190081.59000000 0.552727711705 Long DBT CORP US N 2 2024-09-10 Fixed 0.65700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKM0 3000000.00000000 PA USD 2835307.02000000 0.374014855674 Long DBT CORP US N 2 2026-04-02 Fixed 3.38400000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KA4 3000000.00000000 PA USD 2897455.35000000 0.382213050265 Long DBT CORP US N 2 2024-02-16 Fixed 3.25000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EU3 4200000.00000000 PA USD 3896675.16000000 0.514023485744 Long DBT CORP AU N 2 2024-11-18 Fixed 1.01900000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596E1 7500000.00000000 PA USD 6930886.28000000 0.914276448167 Long DBT CORP CA N 2 2024-07-31 Fixed 0.65000000 N N N N N N Chase Auto Owner Trust N/A 16144JAB7 1500000.00000000 PA USD 1489382.25000000 0.196469406434 Long ABS-O CORP US N 2 2025-10-27 Fixed 3.86000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBQ8 4000000.00000000 PA USD 3754017.80000000 0.495205075062 Long DBT CORP US N 2 2024-03-01 Fixed 0.60000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AT5 1600000.00000000 PA USD 1573457.12000000 0.207560004435 Long DBT CORP US N 2 2024-03-12 Fixed 4.12500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 407668.59000000 0.053776930602 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 RUSSELL MIDCAP GROWTH TOTAL RETURN RUSSELL MIDCAP GROWTH TOTAL RETURN Y 2023-09-21 0.00000000 USD 0.00000000 USD -4413326.96000000 USD 407668.59000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDG8 2000000.00000000 PA USD 1875837.28000000 0.247447985208 Long DBT CORP US N 2 2024-03-08 Fixed 1.05000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AJ4 1750000.00000000 PA USD 1730203.76000000 0.228236979282 Long DBT CORP US N 2 2024-09-20 Fixed 4.25000000 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 60920LAS3 1250000.00000000 PA USD 1224279.24000000 0.161498779505 Long DBT CORP NL N 2 2025-09-15 Fixed 4.25000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 83051GAN8 5000000.00000000 PA USD 4810550.00000000 0.634575780073 Long DBT CORP SE N 2 2023-09-01 Fixed 0.55000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2B7 2000000.00000000 PA USD 1821408.10000000 0.240268049576 Long DBT CORP US N 2 2024-09-20 Fixed 0.90000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAG8 1500000.00000000 PA USD 1437111.66000000 0.189574217646 Long DBT CORP GB N 2 2023-09-02 Fixed 0.75000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBL3 1000000.00000000 PA USD 986319.24000000 0.130108678035 Long DBT CORP US N 2 2024-09-01 Fixed 4.25500000 N N N N N N COCA-COLA EUROPACIFIC 549300LTH67W4GWMRF57 19123MAE3 5000000.00000000 PA USD 4667155.85000000 0.615660176952 Long DBT CORP GB N 2 2024-05-03 Fixed 0.80000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GH1 1350000.00000000 PA USD 1276079.52000000 0.168331928124 Long DBT CORP US N 2 2027-05-15 Fixed 3.75000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BW3 7000000.00000000 PA USD 6445071.29000000 0.850190963918 Long DBT CORP JP N 2 2025-07-19 Fixed 0.95300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAL7 1519000.00000000 PA USD 1515340.38000000 0.199893630398 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAB7 5000000.00000000 PA USD 4599678.40000000 0.606759000273 Long DBT CORP CA N 2 2025-01-10 Fixed 1.45000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BP8 500000.00000000 PA USD 502748.01000000 0.066319175692 Long DBT CORP US N 2 2024-02-01 Floating 4.43229000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -876049.65000000 -0.11556264668 N/A DE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 MSCI Daily TR Net EAFE U MSCI Daily TR Net EAFE U Y 2023-06-23 0.00000000 USD 0.00000000 USD 8801528.72000000 USD -876049.65000000 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 200000.00000000 PA USD 200839.01000000 0.026493347213 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702HAA6 435227.49000000 PA USD 430091.02000000 0.056734748525 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 3.31200000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAH9 550000.00000000 PA USD 548414.97000000 0.072343257505 Long DBT CORP US N 2 2025-09-27 Fixed 5.00000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AU3 2500000.00000000 PA USD 2310977.58000000 0.304848801189 Long DBT CORP US N 2 2024-08-23 Fixed 1.03700000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AH1 2000000.00000000 PA USD 1981903.86000000 0.261439583413 Long DBT CORP US N 2 2024-04-29 Fixed 4.62500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -16207357.67000000 -2.13796689284 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 RUSSELL 1000 VALUE INDEX RUSSELL 1000 VALUE INDEX Y 2022-11-18 0.00000000 USD 0.00000000 USD 115781392.43000000 USD -16207357.67000000 N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAQ5 2000000.00000000 PA USD 1890911.52000000 0.249436478750 Long DBT CORP NL N 2 2024-01-12 Fixed 0.37500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAF9 750000.00000000 PA USD 689767.46000000 0.090989538410 Long DBT CORP US N 2 2024-11-15 Fixed 1.50000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YU8 9000000.00000000 PA USD 8285462.46000000 1.092963133908 Long DBT CORP CH N 2 2025-01-13 Fixed 1.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCV6 5500000.00000000 PA USD 5119383.45000000 0.675315035968 Long DBT CORP US N 2 2026-02-24 Fixed 2.59500000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBP3 1650000.00000000 PA USD 1543039.41000000 0.203547502319 Long DBT CORP NZ N 2 2025-02-18 Fixed 2.16600000 N N N N N N DXC TECHNOLOGY CO 549300DOVZ3EDJB7O259 23355LAL0 1000000.00000000 PA USD 858053.67000000 0.113188736627 Long DBT CORP US N 2 2026-09-15 Fixed 1.80000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796V71 22000000.00000000 PA USD 21962325.00000000 2.897123929508 Long DBT UST US N 2 2022-10-27 None 0.00000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD -8416751.13000000 -1.11028186257 N/A DE CORP US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 FINANCIAL TIMES STOCK EXCHANGE RUSSELL MIDCAP VALUE TOTAL RETURN Y 2023-09-21 0.00000000 USD 0.00000000 USD 80849814.96000000 USD -8416751.13000000 N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBD5 1200000.00000000 PA USD 1110565.67000000 0.146498441210 Long DBT CORP CA N 2 2024-12-02 Fixed 1.35000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1606231.49000000 0.211883381473 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 -8455250.08000000 USD 1606231.49000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CS2 1500000.00000000 PA USD 1495178.18000000 0.197233966993 Long DBT CORP US N 2 2023-05-01 Fixed 4.50800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468W2 4000000.00000000 PA USD 3935455.24000000 0.519139096125 Long DBT CORP US N 2 2024-01-25 Fixed 0.52900000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AA1 1850000.00000000 PA USD 1763697.50000000 0.232655250829 Long DBT CORP US N 2 2025-05-15 Fixed 4.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -7868283.40000000 -1.03793164531 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 RUSSELL 1000 GROWTH INDEX RUSSELL 1000 GROWTH INDEX Y 2022-11-18 0.00000000 USD 0.00000000 USD 31658636.29000000 USD -7868283.40000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -7780964.94000000 -1.02641317448 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 -7780964.94000000 N N N PENSKE TRUCK LEASING/PTL N/A 709599BG8 1000000.00000000 PA USD 942759.48000000 0.124362564039 Long DBT CORP US N 2 2024-11-01 Fixed 2.70000000 N N N N N N Honda Auto Receivables Owner T N/A 43815PAB5 1700000.00000000 PA USD 1689810.54000000 0.222908574195 Long ABS-O CORP US N 2 2025-03-18 Fixed 3.81000000 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138CAS7 1000000.00000000 PA USD 929694.28000000 0.122639089700 Long DBT CORP US N 2 2024-06-17 Fixed 0.65000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD -1429308.94000000 -0.18854493468 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 -1429308.94000000 N N N DELTA AIR LINES/SKYMILES N/A 830867AA5 3000000.00000000 PA USD 2913766.80000000 0.384364748326 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDB2 1000000.00000000 PA USD 959812.12000000 0.126612034959 Long DBT CORP US N 2 2024-08-15 Variable 3.07100000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -8053269.25000000 -1.06233374904 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 RUSSELL 1000 VALUE INDEX RUSSELL 1000 VALUE INDEX Y 2023-09-21 0.00000000 USD 0.00000000 USD 88707230.21000000 USD -8053269.25000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 3250000.00000000 PA USD 3108535.20000000 0.410057301020 Long DBT CORP US N 2 2026-04-25 Fixed 3.90800000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CH0 4650000.00000000 PA USD 4297015.34000000 0.566833701212 Long DBT CORP US N 2 2024-11-29 Fixed 1.32200000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MBE9 7500000.00000000 PA USD 7501760.03000000 0.989582318645 Long DBT CORP JP N 2 2023-10-16 Floating 3.53757000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBG6 1900000.00000000 PA USD 1714157.11000000 0.226120211877 Long DBT CORP FR N 2 2026-01-21 Fixed 2.22600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKG3 7500000.00000000 PA USD 7132027.20000000 0.940809621341 Long DBT CORP US N 2 2025-02-04 Fixed 1.84300000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYM3 4000000.00000000 PA USD 3707914.68000000 0.489123457921 Long DBT CORP CA N 2 2025-01-21 Fixed 1.60000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD -7103881.52000000 -0.93709683032 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 -7103881.52000000 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BB9 4950000.00000000 PA USD 4667305.85000000 0.615679963955 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAA1 1500000.00000000 PA USD 1373982.17000000 0.181246594949 Long DBT CORP NL N 2 2024-09-24 Fixed 0.80000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBS7 2000000.00000000 PA USD 1981396.28000000 0.261372626833 Long DBT CORP US N 2 2023-01-30 Fixed 1.80000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AF9 4000000.00000000 PA USD 3766887.52000000 0.496902762979 Long DBT CORP CA N 2 2024-04-06 Fixed 1.60000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAG6 2850000.00000000 PA USD 2679680.98000000 0.353485702930 Long DBT CORP US N 2 2024-02-15 Fixed 0.95000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74739DAA2 1200000.00000000 PA USD 1109829.00000000 0.146401264600 Long DBT CORP US N 2 2024-12-15 Fixed 1.75000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZX8 12000000.00000000 PA USD 11026936.20000000 1.454600126998 Long DBT CORP CA N 2 2024-10-07 Fixed 0.75000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571900BB4 1000000.00000000 PA USD 977080.82000000 0.128890007077 Long DBT CORP US N 2 2024-04-15 Fixed 3.60000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AQ4 2450000.00000000 PA USD 2347588.68000000 0.309678294145 Long DBT CORP US N 2 2023-11-01 Fixed 0.75000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BR9 2300000.00000000 PA USD 2272868.81000000 0.299821745561 Long DBT CORP GB N 2 2024-05-18 Floating 3.96057000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BV5 4350000.00000000 PA USD 4150779.87000000 0.547543290043 Long DBT CORP JP N 2 2024-09-15 Fixed 0.84800000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CW7 3600000.00000000 PA USD 3403448.17000000 0.448960259724 Long DBT CORP GB N 2 2024-11-22 Fixed 1.16200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCK0 2350000.00000000 PA USD 2175487.64000000 0.286975868911 Long DBT CORP US N 2 2025-06-23 Fixed 0.96900000 N N N N N N SMB Private Education Loan Tru 54930039BHEBCRK29U41 78449FAB7 673909.74000000 PA USD 652733.34000000 0.086104243467 Long ABS-O CORP US N 2 2031-05-15 Fixed 2.70000000 N N N N N N Magnetite CLO Ltd 549300Z3WHVYABE20I45 55953RAL5 9106699.04000000 PA USD 8991386.37000000 1.186083923809 Long ABS-CBDO CORP KY N 2 2028-01-18 Floating 3.54029000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEQ0 2500000.00000000 PA USD 2406152.35000000 0.317403624216 Long DBT UST US N 2 2025-05-15 Fixed 2.75000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YB0 5000000.00000000 PA USD 4705100.25000000 0.620665549982 Long DBT CORP CH N 2 2024-02-09 Fixed 0.45000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AB1 7000000.00000000 PA USD 6541198.16000000 0.862871381649 Long DBT CORP US N 2 2024-04-01 Fixed 0.95000000 N N N N N N MID-AMERICA APARTMENTS 549300FXWGE3QSYCUJ38 59523UAA5 2000000.00000000 PA USD 1986539.00000000 0.262051020272 Long DBT CORP US N 2 2023-10-15 Fixed 4.30000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AN9 1000000.00000000 PA USD 949271.48000000 0.125221583794 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Magnetite CLO Ltd 549300NJNSVWVLHGRY73 55952YAP2 1655164.40000000 PA USD 1629733.63000000 0.214983627562 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 3.49200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCC7 1800000.00000000 PA USD 1578763.39000000 0.208259972302 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607HVC3 3000000.00000000 PA USD 2914202.82000000 0.384422265186 Long DBT CORP CA N 2 2023-06-22 Fixed 0.45000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBF0 2500000.00000000 PA USD 2313435.55000000 0.305173040253 Long DBT CORP US N 2 2024-07-05 Fixed 0.78100000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 1250000.00000000 PA USD 1144342.36000000 0.150954037639 Long DBT CORP ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEU1 15000000.00000000 PA USD 14468554.65000000 1.908595556341 Long DBT UST US N 2 2025-06-15 Fixed 2.87500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -10797606.55000000 -1.42434848393 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 MSCI Daily TR Net EAFE U MSCI Daily TR Net EAFE U Y 2023-03-28 0.00000000 USD 0.00000000 USD 48836677.08000000 USD -10797606.55000000 N N N RELIANCE STAND LIFE II N/A 75951AAM0 2100000.00000000 PA USD 2082736.53000000 0.274740759000 Long DBT CORP US N 2 2023-01-21 Fixed 2.15000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -5949548.93000000 -0.78482494794 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 RUSSELL 1000 GROWTH INDEX RUSSELL 1000 GROWTH INDEX Y 2023-09-21 0.00000000 USD 0.00000000 USD 65996017.46000000 USD -5949548.93000000 N N N EMERA US FINANCE LP N/A 29103DAS5 2550000.00000000 PA USD 2364392.59000000 0.311894954256 Long DBT CORP US N 2 2024-06-15 Fixed 0.83300000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 82620KAX1 6200000.00000000 PA USD 5844532.55000000 0.770971885144 Long DBT CORP NL N 2 2024-03-11 Fixed 0.65000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBM5 1800000.00000000 PA USD 1744562.03000000 0.230131026820 Long DBT CORP US N 2 2024-06-01 Fixed 2.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 5450000.00000000 PA USD 5083189.17000000 0.670540527135 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAG3 700000.00000000 PA USD 700577.70000000 0.092415553414 Long DBT CORP US N 2 2024-05-08 Floating 4.08329000 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073EAS4 686000.00000000 PA USD 675095.57000000 0.089054120205 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 91136EAJ4 1984496.12000000 PA USD 1989870.14000000 0.262490442118 Long LON CORP US N 2 2025-10-31 Floating 4.53830000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AK6 2400000.00000000 PA USD 2304579.36000000 0.304004790535 Long DBT CORP US N 2 2023-09-01 Fixed 0.55000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZL9 7000000.00000000 PA USD 6487397.63000000 0.855774373346 Long DBT CORP CA N 2 2025-01-10 Fixed 1.45000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HB2 1300000.00000000 PA USD 1225713.72000000 0.161688006572 Long DBT CORP US N 2 2024-04-01 Fixed 1.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AB4 1500000.00000000 PA USD 1447765.98000000 0.190979664720 Long DBT CORP CH N 2 2024-07-30 Fixed 1.00800000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAD2 3800000.00000000 PA USD 3496796.48000000 0.461274148289 Long DBT CORP US N 2 2024-08-09 Fixed 1.25000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD -8560494.40000000 -1.12924351928 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 -8560494.40000000 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BM3 500000.00000000 PA USD 493413.16000000 0.065087784329 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CU1 2650000.00000000 PA USD 2527273.33000000 0.333381098802 Long DBT CORP GB N 2 2024-08-17 Fixed 0.73200000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AD7 2350000.00000000 PA USD 2297841.61000000 0.303115991342 Long DBT CORP US N 2 2025-05-15 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MT5 1200000.00000000 PA USD 1140175.32000000 0.150404349421 Long DBT CORP US N 2 2024-10-30 Fixed 0.77600000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAG8 3200000.00000000 PA USD 3189913.06000000 0.420792127389 Long DBT CORP US N 2 2023-12-15 Floating 4.30257000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WEU3 7000000.00000000 PA USD 6781448.45000000 0.894563602953 Long DBT CORP US N 2 2025-08-05 Fixed 3.60000000 N N N N N N Stratus CLO N/A 863162AA1 925101.51000000 PA USD 913810.28000000 0.120543778002 Long ABS-CBDO CORP KY N 2 2029-12-29 Floating 3.50986000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAT4 1650000.00000000 PA USD 1553401.84000000 0.204914445205 Long DBT CORP US N 2 2025-01-15 Fixed 2.65000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAH9 4000000.00000000 PA USD 3921816.80000000 0.517340003776 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 3.47200000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAC8 2000000.00000000 PA USD 1731611.62000000 0.228422694815 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -50.00000000 NC USD 123610.00000000 0.016305809559 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2022-12-16 -9127360.00000000 USD 123610.00000000 N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAN4 1950000.00000000 PA USD 1812265.36000000 0.239062000087 Long DBT CORP US N 2 2024-04-15 Fixed 0.82100000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DM5 4000000.00000000 PA USD 3884163.44000000 0.512373022808 Long DBT CORP US N 2 2023-06-01 Fixed 0.35000000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 43289DAH6 2000000.00000000 PA USD 1936250.00000000 0.255417229665 Long LON CORP US N 2 2026-06-21 Floating 4.80900000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBJ7 1000000.00000000 PA USD 949907.68000000 0.125305507069 Long DBT CORP US N 2 2024-04-01 Fixed 1.45000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -14508540.97000000 -1.91387028588 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 MSCI Daily TR Net EAFE U MSCI Daily TR Net EAFE U Y 2022-11-18 0.00000000 USD 0.00000000 USD 56169131.17000000 USD -14508540.97000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BV1 2000000.00000000 PA USD 1998034.46000000 0.263567424944 Long DBT CORP GB N 2 2023-10-14 Fixed 1.31900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284A5 2100000.00000000 PA USD 2090772.66000000 0.275800831854 Long DBT UST US N 2 2023-02-28 Fixed 2.62500000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796XQ7 10000000.00000000 PA USD 9708844.10000000 1.280726178579 Long DBT UST US N 2 2023-07-13 None 0.00000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BG1 1000000.00000000 PA USD 896176.65000000 0.118217666744 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -2166778.69000000 -0.28582704211 N/A DE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 RUSSELL 1000 VALUE INDEX RUSSELL 1000 VALUE INDEX Y 2023-06-23 0.00000000 USD 0.00000000 USD 35795508.30000000 USD -2166778.69000000 N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BN8 2100000.00000000 PA USD 2000323.23000000 0.263869344269 Long DBT CORP US N 2 2025-04-01 Fixed 3.30000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2S9 4550000.00000000 PA USD 4285783.91000000 0.565352125622 Long DBT CORP US N 2 2024-01-08 Fixed 0.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBN0 10000000.00000000 PA USD 9850588.90000000 1.299424210412 Long DBT UST US N 2 2023-02-28 Fixed 0.12500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAT2 3300000.00000000 PA USD 3136665.94000000 0.413768121255 Long DBT CORP IE N 2 2023-10-29 Fixed 1.15000000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WDB3 10000000.00000000 PA USD 9370579.90000000 1.236104613772 Long DBT CORP US N 2 2024-04-12 Fixed 0.60000000 N N N N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1.00000000 NC USD 2544013.79000000 0.335589389010 N/A DE CORP US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 FINANCIAL TIMES STOCK EXCHANGE RUSSELL MIDCAP VALUE TOTAL RETURN Y 2022-11-18 0.00000000 USD 0.00000000 USD -15102087.01000000 USD 2544013.79000000 N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2E0 3000000.00000000 PA USD 2796337.41000000 0.368874243755 Long DBT CORP CH N 2 2024-02-02 Fixed 0.49500000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAF3 2500000.00000000 PA USD 2354380.73000000 0.310574256234 Long DBT CORP US N 2 2024-03-15 Fixed 0.80000000 N N N N N N Ford Credit Auto Owner Trust N/A 34534LAB3 1750000.00000000 PA USD 1736717.68000000 0.229096252310 Long ABS-O CORP US N 2 2025-02-15 Fixed 3.44000000 N N N N N N Santander Drive Auto Receivabl N/A 80286FAB9 3750000.00000000 PA USD 3733084.50000000 0.492443693271 Long ABS-O CORP US N 2 2025-07-15 Fixed 4.05000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -16805548.17000000 -2.21687620740 N/A DE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 RUSSELL MIDCAP GROWTH TOTAL RETURN RUSSELL MIDCAP GROWTH TOTAL RETURN Y 2022-11-18 0.00000000 USD 0.00000000 USD 52656949.10000000 USD -16805548.17000000 N N N WI TREASURY N/B 254900HROIFWPRGM1V77 912828Y87 10000000.00000000 PA USD 9558984.40000000 1.260957683079 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N CINTAS CORPORATION NO. 2 549300QVUQTTKMTE0G41 17252MAP5 1000000.00000000 PA USD 966604.19000000 0.127507999686 Long DBT CORP US N 2 2025-05-01 Fixed 3.45000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAX9 87000000.00000000 PA USD 86579917.02000000 11.42104715295 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MX6 2100000.00000000 PA USD 1947191.21000000 0.256860521361 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABM0 2000000.00000000 PA USD 1903624.12000000 0.251113440441 Long DBT CORP US N 2 2024-10-15 Fixed 2.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80285UAC5 397754.32000000 PA USD 396058.49000000 0.052245403383 Long ABS-O CORP US N 2 2025-03-17 Fixed 2.76000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286Z8 10000000.00000000 PA USD 9576171.90000000 1.263224943833 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEQ8 2000000.00000000 PA USD 1839363.48000000 0.242636603955 Long DBT CORP US N 2 2024-08-23 Fixed 0.75000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAS7 1650000.00000000 PA USD 1628377.31000000 0.214804710843 Long DBT CORP US N 2 2024-06-27 Fixed 4.20000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCH7 2500000.00000000 PA USD 2316254.90000000 0.305544950164 Long DBT CORP US N 2 2025-06-01 Fixed 0.82400000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAK8 3600000.00000000 PA USD 3511368.00000000 0.463196326350 Long DBT CORP US N 2 2024-05-13 Fixed 4.87500000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AS8 2500000.00000000 PA USD 2304166.75000000 0.303950361767 Long DBT CORP US N 2 2024-08-18 Fixed 0.85000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAN0 490000.00000000 PA USD 488907.88000000 0.064493477738 Long DBT CORP US N 2 2023-03-02 Floating 3.59971000 N N N N N N Palmer Square Loan Funding Ltd N/A 69702BAA9 6951305.03000000 PA USD 6870033.85000000 0.906249200090 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 3.50986000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CS9 3200000.00000000 PA USD 2978532.32000000 0.392908185225 Long DBT CORP US N 2 2024-10-18 Fixed 1.21500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGF5 5000000.00000000 PA USD 4729299.45000000 0.623857747593 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AK5 2700000.00000000 PA USD 2584244.30000000 0.340896330476 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAN3 3600000.00000000 PA USD 3311038.73000000 0.436770220648 Long DBT CORP US N 2 2026-01-25 Fixed 2.01400000 N N N N N N Palmer Square Loan Funding Ltd N/A 69701EAA4 2189922.75000000 PA USD 2161453.75000000 0.285124611426 Long ABS-CBDO CORP KY N 2 2028-02-20 Floating 3.78400000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBE8 2000000.00000000 PA USD 1969883.94000000 0.259853995464 Long DBT CORP JP N 2 2025-07-03 Fixed 5.09900000 N N N N N N SUNTORY HOLDINGS LTD 54930074QUY8RD0UZM08 86803UAD3 5100000.00000000 PA USD 4765183.67000000 0.628591355371 Long DBT CORP JP N 2 2024-10-16 Fixed 2.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MR9 600000.00000000 PA USD 587297.75000000 0.077472415387 Long DBT CORP US N 2 2024-05-15 Fixed 1.67800000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAB7 915000.00000000 PA USD 915716.42000000 0.120795223321 Long DBT CORP US N 2 2023-11-15 Fixed 5.62500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AJ2 1200000.00000000 PA USD 1133691.58000000 0.149549057538 Long DBT CORP US N 2 2025-01-15 Fixed 2.37500000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AL6 2500000.00000000 PA USD 2406042.50000000 0.317389133535 Long DBT CORP US N 2 2023-10-01 Fixed 1.30000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFC8 5000000.00000000 PA USD 4852042.65000000 0.640049214657 Long DBT CORP US N 2 2025-08-25 Fixed 4.05000000 N N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BK7 1200000.00000000 PA USD 1178673.17000000 0.155482729896 Long DBT CORP US N 2 2024-07-12 Fixed 3.87500000 N N N N N N 2022-11-18 Pacific Funds Series Trust Trevor Smith Trevor Smith VP and Treasurer