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
2022-03-31
N
1073407007.02
18988212.18
1054418794.84
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
34527139.04000000
USD
N
F&G GLOBAL FUNDING
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2B7
2000000.00000000
PA
USD
1887106.42000000
0.178971242663
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAB1
4000000.00000000
PA
USD
3836918.68000000
0.363889443054
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-1
03063FAB0
1413945.87000000
PA
USD
1411336.43000000
0.133849703448
Long
ABS-O
CORP
US
N
2
2024-06-18
Fixed
0.28000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LL3
2800000.00000000
PA
USD
2816257.64000000
0.267090993994
Long
DBT
CORP
US
N
2
2024-05-17
Floating
1.56871000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BA6
1700000.00000000
PA
USD
1698157.66000000
0.161051535529
Long
DBT
CORP
US
N
2
2022-07-13
Floating
0.89443000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
1200000.00000000
PA
USD
1184322.65000000
0.112319948752
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2021-3 Ltd
69702BAA9
7671481.15000000
PA
USD
7652238.77000000
0.725730497924
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
1.05400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZD5
5000000.00000000
PA
USD
4945546.15000000
0.469030538359
Long
DBT
UST
US
N
2
2023-03-15
Fixed
0.50000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBS7
2000000.00000000
PA
USD
2000660.68000000
0.189740612533
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.80000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYM3
4000000.00000000
PA
USD
3847721.16000000
0.364913939207
Long
DBT
CORP
CA
N
2
2025-01-21
Fixed
1.60000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2E0
3000000.00000000
PA
USD
2872291.41000000
0.272405179427
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.49500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBG6
1900000.00000000
PA
USD
1805539.07000000
0.171235478619
Long
DBT
CORP
FR
N
2
2026-01-21
Fixed
2.22600000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDD1
4400000.00000000
PA
USD
4421804.33000000
0.419359399855
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.37500000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAA1
3450000.00000000
PA
USD
3482546.58000000
0.330281155556
Long
DBT
CORP
US
N
2
2024-03-15
Floating
1.99106900
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZH0
5750000.00000000
PA
USD
5609339.53000000
0.531984023563
Long
DBT
CORP
US
N
2
2025-01-24
Fixed
1.75700000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSS 1000 GROWTH
000000000
1.00000000
NC
USD
5155816.07000000
0.488972322499
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
5155816.07000000
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EU3
4200000.00000000
PA
USD
4024474.52000000
0.381677047079
Long
DBT
CORP
AU
N
2
2024-11-18
Fixed
1.01900000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HE6
650000.00000000
PA
USD
649873.99000000
0.061633384493
Long
DBT
CORP
US
N
2
2022-06-13
Floating
0.55302000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
1606000.00000000
PA
USD
1619257.40000000
0.153568715573
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAF3
2500000.00000000
PA
USD
2400761.45000000
0.227685760321
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
1200000.00000000
PA
USD
1146060.00000000
0.108691158163
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z29
30000000.00000000
PA
USD
29997658.50000000
2.844947249309
Long
DBT
UST
US
N
2
2023-01-15
Fixed
1.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZL9
7000000.00000000
PA
USD
6711486.11000000
0.636510477890
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC55
6500000.00000000
PA
USD
6533229.37000000
0.619604790996
Long
DBT
CORP
CA
N
2
2023-07-19
Floating
0.88800000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AG5
2350000.00000000
PA
USD
2257745.77000000
0.214122299512
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-4 Ltd
69701PAA9
781005.30000000
PA
USD
779793.26000000
0.073954795173
Long
ABS-CBDO
CORP
KY
N
2
2028-11-25
Floating
1.49757000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AP3
1600000.00000000
PA
USD
1606462.40000000
0.152355250860
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
3.00000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
1200000.00000000
PA
USD
1151698.57000000
0.109225914374
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BP8
500000.00000000
PA
USD
509879.24000000
0.048356425596
Long
DBT
CORP
US
N
2
2024-02-01
Floating
1.96657000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
1250000.00000000
PA
USD
1219440.09000000
0.115650450842
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAR2
3000000.00000000
PA
USD
3014109.36000000
0.285855048748
Long
DBT
CORP
US
N
2
2023-03-29
Floating
1.93286000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAW6
700000.00000000
PA
USD
704062.37000000
0.066772555027
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.14886000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
3150000.00000000
PA
USD
2954674.61000000
0.280218317850
Long
DBT
CORP
DK
N
2
2025-09-10
Fixed
0.97600000
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
Consolidated Edison Inc
209115AE4
3500000.00000000
PA
USD
3419497.13000000
0.324301610207
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AB4
1500000.00000000
PA
USD
1459840.92000000
0.138449819667
Long
DBT
CORP
CH
N
2
2024-07-30
Fixed
1.00800000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAH3
2500000.00000000
PA
USD
2525728.03000000
0.239537462947
Long
DBT
CORP
US
N
2
2023-11-15
Floating
1.61643000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI Inc
12532HAA2
2000000.00000000
PA
USD
1840319.78000000
0.174534045580
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.45000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7J7
4500000.00000000
PA
USD
4362644.39000000
0.413748731656
Long
DBT
CORP
CA
N
2
2023-10-26
Fixed
0.50000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDD3
2500000.00000000
PA
USD
2519182.68000000
0.238916708648
Long
DBT
CORP
NL
N
2
2023-09-26
Floating
1.82557000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AU2
2800000.00000000
PA
USD
2729888.17000000
0.258899801801
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
2500000.00000000
PA
USD
2465199.15000000
0.233796965879
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YC8
3250000.00000000
PA
USD
3228602.81000000
0.306197388153
Long
DBT
CORP
CH
N
2
2024-02-09
Floating
0.46981000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
2500000.00000000
PA
USD
2385876.68000000
0.226274103959
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2F7
2500000.00000000
PA
USD
2504506.48000000
0.237524832851
Long
DBT
CORP
US
N
2
2022-07-01
Floating
1.44438000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP VALUE INDEX TOT
000000000
1.00000000
NC
USD
-81005.39000000
-0.00768246833
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
-81005.39000000
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAS4
1550000.00000000
PA
USD
1527980.14000000
0.144912073597
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAB0
731019.26000000
PA
USD
730767.42000000
0.069305234654
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.28000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
5450000.00000000
PA
USD
5328069.93000000
0.505308702393
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BR5
1000000.00000000
PA
USD
919447.94000000
0.087199502180
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
2500000.00000000
PA
USD
2562085.98000000
0.242985613736
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAB9
2700000.00000000
PA
USD
2646813.35000000
0.251021070845
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BN4
3000000.00000000
PA
USD
2902265.82000000
0.275247921812
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.75000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
3200000.00000000
PA
USD
3079919.74000000
0.292096437873
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AK5
2700000.00000000
PA
USD
2623596.32000000
0.248819191467
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE
549300406TN7EY0NPH20
Hilton Worldwide Finance LLC
43289DAH6
2000000.00000000
PA
USD
1980694.00000000
0.187846993025
Long
LON
CORP
US
N
2
2026-06-21
Floating
1.75000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
2350000.00000000
PA
USD
2332438.99000000
0.221206128097
Long
DBT
CORP
US
N
2
2024-05-13
Floating
0.76376000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
87000000.00000000
PA
USD
86312967.09000000
8.185833514386
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
2900000.00000000
PA
USD
2757223.49000000
0.261492255590
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MSCI DAILY TR NET EAFE
000000000
1.00000000
NC
USD
-1872575.03000000
-0.17759310049
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
-1872575.03000000
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAC4
3800000.00000000
PA
USD
3613426.46000000
0.342693669506
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AB1
7000000.00000000
PA
USD
6724571.56000000
0.637751488583
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.95000000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSSELL 1000 VAL IDX TR
000000000
1.00000000
NC
USD
-122741.73000000
-0.01164070012
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
-122741.73000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
12000000.00000000
PA
USD
11393814.60000000
1.080577722604
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
10000000.00000000
PA
USD
9857421.90000000
0.934867810422
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AS3
5700000.00000000
PA
USD
5712632.34000000
0.541780208011
Long
DBT
CORP
JP
N
2
2023-03-02
Floating
1.24429000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
TRS RUSS 1000 GRW TR
000000000
1.00000000
NC
USD
1698328.87000000
0.161067772910
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
1698328.87000000
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAB7
915000.00000000
PA
USD
944974.78000000
0.089620441576
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
MISSISSIPPI POWE
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CC6
1900000.00000000
PA
USD
1883631.27000000
0.178641662991
Long
DBT
CORP
US
N
2
2024-06-28
Floating
0.57833800
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
1000000.00000000
PA
USD
936579.34000000
0.088824226633
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
5883750.00000000
PA
USD
6009843.94000000
0.569967452155
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS RUSSELL MIDCAP VALUE INDEX TOT
000000000
1.00000000
NC
USD
2611870.47000000
0.247707123846
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
2611870.47000000
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BW0
3350000.00000000
PA
USD
3279172.06000000
0.310993324099
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55300000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
2812000.00000000
PA
USD
2747560.60000000
0.260575836986
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
1000000.00000000
PA
USD
1002375.00000000
0.095064219729
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.08700000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAA5
2000000.00000000
PA
USD
2034464.72000000
0.192946553111
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
5500000.00000000
PA
USD
5397813.41000000
0.511923102700
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
4000000.00000000
PA
USD
3832096.92000000
0.363432152267
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
4500000.00000000
PA
USD
4495362.71000000
0.426335601375
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CF4
4650000.00000000
PA
USD
4444641.68000000
0.421525270770
Long
DBT
CORP
US
N
2
2024-11-29
Fixed
1.32200000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KA4
3000000.00000000
PA
USD
2988058.89000000
0.283384448818
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSSELL MIDCAP VALUE INDEX
000000000
1.00000000
NC
USD
-555138.18000000
-0.05264873717
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
-555138.18000000
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAU6
1750000.00000000
PA
USD
1680027.42000000
0.159332082112
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
1.45000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
3500000.00000000
PA
USD
3527874.53000000
0.334580011970
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.37500000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
3500000.00000000
PA
USD
3399871.09000000
0.322440296648
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAA1
1000000.00000000
PA
USD
975145.90000000
0.092481839736
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCH1
8000000.00000000
PA
USD
7310206.72000000
0.693292528146
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
1.40200000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796U49
22000000.00000000
PA
USD
21905445.54000000
2.077490049228
Long
DBT
UST
US
N
2
2022-09-15
None
0.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP VALUE INDEX
000000000
1.00000000
NC
USD
1799990.48000000
0.170709256019
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
1799990.48000000
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YU8
9000000.00000000
PA
USD
8557790.04000000
0.811612054136
Long
DBT
CORP
CH
N
2
2025-01-13
Fixed
1.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YP2
3200000.00000000
PA
USD
3189376.19000000
0.302477175635
Long
DBT
CORP
US
N
2
2022-08-03
Floating
1.38271000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAQ7
2000000.00000000
PA
USD
1889861.90000000
0.179232569568
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.75000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BV1
2000000.00000000
PA
USD
1981708.00000000
0.187943159748
Long
DBT
CORP
GB
N
2
2023-10-14
Fixed
1.31900000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAG9
2200000.00000000
PA
USD
2226215.20000000
0.211131972504
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.45000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
7000000.00000000
PA
USD
6640811.10000000
0.629807732231
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAG6
2850000.00000000
PA
USD
2730280.05000000
0.258936967300
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
650000.00000000
PA
USD
629893.84000000
0.059738487504
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BR9
2300000.00000000
PA
USD
2308155.41000000
0.218903098208
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
1.48814000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
1000000.00000000
PA
USD
918167.68000000
0.087078083631
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
BlackRock Liquidity Funds T-Fund
5493002L9DNZ83RX7V61
BlackRock Liquidity Funds T-Fund
09248U718
25261392.36000000
NS
USD
25261392.36000000
2.395764613038
Long
STIV
RF
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CB4
2900000.00000000
PA
USD
2770007.07000000
0.262704637242
Long
DBT
CORP
GB
N
2
2025-03-23
Fixed
1.21400000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
1750000.00000000
PA
USD
1724454.80000000
0.163545529389
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CC6
6000000.00000000
PA
USD
6074656.68000000
0.576114226124
Long
DBT
CORP
US
N
2
2023-10-17
Floating
1.24914000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAB7
5000000.00000000
PA
USD
4803334.00000000
0.455543283513
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVC3
7000000.00000000
PA
USD
6836473.07000000
0.648364113334
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAD1
2900000.00000000
PA
USD
2870763.30000000
0.272260255038
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAM5
2000000.00000000
PA
USD
1995219.60000000
0.189224586071
Long
DBT
CORP
GB
N
2
2023-06-15
Fixed
1.32600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAN1
30000000.00000000
PA
USD
29863629.30000000
2.832236057071
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.12500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDM5
2350000.00000000
PA
USD
2232972.54000000
0.211772831718
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
1519000.00000000
PA
USD
1536125.02000000
0.145684525685
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS RUSSELL MIDCAP GRWTH TR
000000000
1.00000000
NC
USD
-559693.48000000
-0.05308075716
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
-559693.48000000
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BL9
2000000.00000000
PA
USD
2007515.78000000
0.190390743206
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.95000000
N
N
N
N
N
N
AIG GLOBAL FUNDING
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAS7
1000000.00000000
PA
USD
951897.31000000
0.090276967240
Long
DBT
CORP
US
N
2
2024-06-17
Fixed
0.65000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDJ9
2000000.00000000
PA
USD
2001653.56000000
0.189834776257
Long
DBT
CORP
US
N
2
2022-07-12
Floating
0.67829000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAN8
5000000.00000000
PA
USD
4853200.00000000
0.460272523948
Long
DBT
CORP
SE
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HC0
1800000.00000000
PA
USD
1799816.35000000
0.170692741708
Long
DBT
CORP
US
N
2
2024-04-01
Floating
1.11009700
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
10000000.00000000
PA
USD
9866071.70000000
0.935688148606
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
1000000.00000000
PA
USD
1010949.06000000
0.095877374810
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
3000000.00000000
PA
USD
2997230.94000000
0.284254316659
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DV9
2450000.00000000
PA
USD
2419907.92000000
0.229501591952
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.75000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
2500000.00000000
PA
USD
2388658.08000000
0.226537889090
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AK6
2400000.00000000
PA
USD
2326477.80000000
0.220640774935
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBJ7
1000000.00000000
PA
USD
971191.09000000
0.092106769601
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBP3
1650000.00000000
PA
USD
1608266.34000000
0.152526334685
Long
DBT
CORP
NZ
N
2
2025-02-18
Fixed
2.16600000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
TRS MSCI DAILY TR NET EAFE USD
000000000
1.00000000
NC
USD
63476.93000000
0.006020087114
N/A
DE
CORP
US
N
2
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
MSCI Daily TR Net EAFE U
MSCI Daily TR Net EAFE U
Y
2022-06-16
0.00000000
USD
0.00000000
USD
19591860.57000000
USD
63476.93000000
N
N
N
Magnetite CLO Ltd
549300NJNSVWVLHGRY73
Magnetite VIII Ltd
55952YAP2
1665000.00000000
PA
USD
1656928.08000000
0.157141364333
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
1.22129000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBF5
3000000.00000000
PA
USD
2937111.54000000
0.278552654255
Long
DBT
CORP
JP
N
2
2024-07-10
Fixed
1.24100000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAG8
3200000.00000000
PA
USD
3215832.48000000
0.304986263118
Long
DBT
CORP
US
N
2
2023-12-15
Floating
1.83600000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CU1
2650000.00000000
PA
USD
2564358.70000000
0.243201156177
Long
DBT
CORP
GB
N
2
2024-08-17
Fixed
0.73200000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
3000000.00000000
PA
USD
2949705.00000000
0.279747005121
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL 1000 VAL INDEX
000000000
1.00000000
NC
USD
5762328.21000000
0.546493313491
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
5762328.21000000
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAL6
1500000.00000000
PA
USD
1433932.56000000
0.135992697305
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.70000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AD7
2350000.00000000
PA
USD
2423259.23000000
0.229819426764
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
1500000.00000000
PA
USD
1526249.42000000
0.144747933882
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BT5
2000000.00000000
PA
USD
2004677.92000000
0.190121603466
Long
DBT
CORP
US
N
2
2023-02-27
Floating
1.15786000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BV5
4350000.00000000
PA
USD
4218072.77000000
0.400037707089
Long
DBT
CORP
JP
N
2
2024-09-15
Fixed
0.84800000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAB5
541725.91000000
PA
USD
541001.24000000
0.051308004243
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
0.22000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796U64
11500000.00000000
PA
USD
11442074.50000000
1.085154642158
Long
DBT
UST
US
N
2
2022-09-29
None
0.00000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP GROWTH
000000000
1.00000000
NC
USD
-708050.58000000
-0.06715079278
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
-708050.58000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287C8
10000000.00000000
PA
USD
10030614.50000000
0.951293219457
Long
DBT
UST
US
N
2
2022-07-15
Fixed
1.75000000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSSELL MIDCAP GROWTH
000000000
1.00000000
NC
USD
-365087.53000000
-0.03462452791
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
-365087.53000000
N
N
N
SUNTORY HOLDINGS LTD
54930074QUY8RD0UZM08
Suntory Holdings Ltd
86803UAD3
5100000.00000000
PA
USD
4952643.86000000
0.469703677915
Long
DBT
CORP
JP
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
10000000.00000000
PA
USD
9845703.10000000
0.933756411416
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AL9
2150000.00000000
PA
USD
2101259.18000000
0.199281271377
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53400000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSS 1000 GRW TR
000000000
1.00000000
NC
USD
-42752.65000000
-0.00405461759
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
-42752.65000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP GRWTH
000000000
1.00000000
NC
USD
-6323711.65000000
-0.59973434473
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
-6323711.65000000
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAP3
6500000.00000000
PA
USD
6494977.26000000
0.615977000010
Long
DBT
CORP
SE
N
2
2023-09-01
Floating
0.84300000
N
N
N
N
N
N
PROTECTIVE LIFE
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBF0
2500000.00000000
PA
USD
2374257.28000000
0.225172131947
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
0.78100000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BG8
1000000.00000000
PA
USD
985840.11000000
0.093496067674
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
TRS RUSSELL 1000 VAL IDX TR
000000000
1.00000000
NC
USD
7252913.13000000
0.687858862673
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
7252913.13000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZR4
15000000.00000000
PA
USD
14993571.45000000
1.421974980280
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MT5
1200000.00000000
PA
USD
1159883.40000000
0.110002155279
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.77600000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP GRWTH TR
000000000
1.00000000
NC
USD
-24333.74000000
-0.00230778701
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
-24333.74000000
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAX1
6200000.00000000
PA
USD
5977395.57000000
0.566890081934
Long
DBT
CORP
NL
N
2
2024-03-11
Fixed
0.65000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
3000000.00000000
PA
USD
3019789.74000000
0.286393770177
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEQ8
2000000.00000000
PA
USD
1899719.16000000
0.180167422024
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
0.75000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
3000000.00000000
PA
USD
2963206.59000000
0.281027482106
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2021-A
78448YAA9
347557.82000000
PA
USD
347455.81000000
0.032952353628
Long
ABS-O
CORP
US
N
2
2053-01-15
Floating
0.89657000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CQ0
2000000.00000000
PA
USD
1977514.14000000
0.187545418355
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.12500000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS MSCI DAILY TR NET EAFE
000000000
1.00000000
NC
USD
-572742.12000000
-0.05431827683
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
-572742.12000000
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
2500000.00000000
PA
USD
2437540.85000000
0.231173880997
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAN4
1950000.00000000
PA
USD
1854770.58000000
0.175904544672
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBF4
2250000.00000000
PA
USD
2184493.21000000
0.207175101647
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
2000000.00000000
PA
USD
1973801.14000000
0.187193281233
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBL7
1250000.00000000
PA
USD
1248789.41000000
0.118433910331
Long
DBT
CORP
US
N
2
2025-03-28
Fixed
3.21800000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
1500000.00000000
PA
USD
1535716.64000000
0.145645795343
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HA4
2000000.00000000
PA
USD
1999592.80000000
0.189639335886
Long
DBT
CORP
US
N
2
2023-04-03
Floating
0.92009700
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAG3
700000.00000000
PA
USD
704869.35000000
0.066849088184
Long
DBT
CORP
US
N
2
2024-05-08
Floating
1.55900000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
4176000.00000000
PA
USD
4100907.46000000
0.388925868930
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCX2
2200000.00000000
PA
USD
2199055.12000000
0.208556138297
Long
DBT
CORP
US
N
2
2026-02-24
Floating
1.05500800
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641596E1
7500000.00000000
PA
USD
7139308.50000000
0.677084715763
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CQ0
1500000.00000000
PA
USD
1474482.75000000
0.139838435848
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HB2
1300000.00000000
PA
USD
1255428.23000000
0.119063529229
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.10000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
1800000.00000000
PA
USD
1680854.47000000
0.159410518688
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AG0
1750000.00000000
PA
USD
1701559.83000000
0.161374193852
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YB0
5000000.00000000
PA
USD
4769822.45000000
0.452365082388
Long
DBT
CORP
CH
N
2
2024-02-09
Fixed
0.45000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DM5
4000000.00000000
PA
USD
3899712.84000000
0.369844776959
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.35000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
7000000.00000000
PA
USD
6435412.90000000
0.610327977032
Long
DBT
CORP
NL
N
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2020-1 Ltd
69701EAA4
2777116.57000000
PA
USD
2777539.52000000
0.263419007095
Long
ABS-CBDO
CORP
KY
N
2
2028-02-20
Floating
1.27957000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAF0
1750000.00000000
PA
USD
1745546.90000000
0.165545882579
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAT2
3300000.00000000
PA
USD
3160695.85000000
0.299757161525
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
1250000.00000000
PA
USD
1223183.44000000
0.116005466327
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AS8
2500000.00000000
PA
USD
2365407.70000000
0.224332846832
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAL4
3000000.00000000
PA
USD
2891508.30000000
0.274227689619
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAT4
1650000.00000000
PA
USD
1620353.49000000
0.153672667627
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
7537472.33000000
0.714846166142
Long
DBT
CORP
JP
N
2
2023-10-16
Floating
1.04129000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
5750000.00000000
PA
USD
5683228.13000000
0.538991542811
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65400000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS MSCI DAILY TR NET EAFE
000000000
1.00000000
NC
USD
705153.94000000
0.066876078409
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
705153.94000000
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AZ8
1500000.00000000
PA
USD
1490032.23000000
0.141313132627
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.12500000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSSELL 1000 VALUE INDEX
000000000
1.00000000
NC
USD
2304623.85000000
0.218568168670
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
2304623.85000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZU4
7500000.00000000
PA
USD
7138265.78000000
0.676985825265
Long
DBT
CORP
CA
N
2
2024-07-29
Fixed
0.65000000
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
2017830.46000000
0.191368976906
Long
DBT
CORP
US
N
2
2022-07-11
Fixed
4.87500000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AT3
5200000.00000000
PA
USD
5045393.70000000
0.478499977873
Long
DBT
CORP
US
N
2
2023-11-08
Fixed
0.84100000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAG7
1750000.00000000
PA
USD
1660665.60000000
0.157495826907
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDB3
10000000.00000000
PA
USD
9583929.50000000
0.908930070945
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.60000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
91136EAJ4
2000000.00000000
PA
USD
2006608.00000000
0.190304650279
Long
LON
CORP
US
N
2
2025-10-31
Floating
2.05890000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AP1
2800000.00000000
PA
USD
2584856.90000000
0.245145184498
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-4
80285VAB5
7103222.21000000
PA
USD
7073660.73000000
0.670858748403
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.37000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AC4
4000000.00000000
PA
USD
4029868.40000000
0.382188597141
Long
DBT
CORP
US
N
2
2023-07-15
Floating
1.13129000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAM0
2100000.00000000
PA
USD
2103648.33000000
0.199507855919
Long
DBT
CORP
US
N
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGV5
2000000.00000000
PA
USD
1922418.40000000
0.182320194727
Long
DBT
CORP
US
N
2
2024-01-07
Fixed
0.40000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBM5
1800000.00000000
PA
USD
1786632.55000000
0.169442403601
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.75000000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSS 1000 GROWTH
000000000
1.00000000
NC
USD
2593822.64000000
0.245995486109
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
2593822.64000000
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
2000000.00000000
PA
USD
2049107.66000000
0.194335274563
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.62500000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AV5
2500000.00000000
PA
USD
2424978.08000000
0.229982440740
Long
DBT
CORP
US
N
2
2025-03-11
Fixed
1.90000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
3600000.00000000
PA
USD
3468323.88000000
0.328932289235
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
3000000.00000000
PA
USD
2939775.15000000
0.278805268303
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
15000000.00000000
PA
USD
14983193.85000000
1.420990779311
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGD8
7750000.00000000
PA
USD
7868079.00000000
0.746200564567
Long
DBT
CORP
US
N
2
2024-06-12
Floating
1.98286000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAB5
396487.47000000
PA
USD
396327.53000000
0.037587297565
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
0.42000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284A5
2100000.00000000
PA
USD
2118470.47000000
0.200913572516
Long
DBT
UST
US
N
2
2023-02-28
Fixed
2.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
4000000.00000000
PA
USD
3936512.00000000
0.373334771654
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.52900000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
2100000.00000000
PA
USD
2003443.81000000
0.190004561736
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAM6
2500000.00000000
PA
USD
2463915.00000000
0.233675178407
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.70000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
-103.00000000
NC
USD
-202358.44000000
-0.01919146746
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
-23131004.07000000
USD
-202358.44000000
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAW4
1500000.00000000
PA
USD
1501317.54000000
0.142383419884
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
2.62500000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding 2022-1 Ltd
69701CAA8
9500000.00000000
PA
USD
9478663.95000000
0.898946793853
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
1.28424000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYE8
4400000.00000000
PA
USD
4257917.80000000
0.403816568979
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.65700000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAQ5
2000000.00000000
PA
USD
1923141.34000000
0.182388757618
Long
DBT
CORP
NL
N
2
2024-01-12
Fixed
0.37500000
N
N
N
N
N
N
SG AMERICAS SECURITIES, LLC
549300F35UE0BOM1WJ55
TRS RUSSELL 1000 VALUE INDEX
000000000
1.00000000
NC
USD
4555095.93000000
0.432000638862
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
4555095.93000000
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAN1
1000000.00000000
PA
USD
1006026.49000000
0.095410523306
Long
DBT
CORP
US
N
2
2023-01-15
Floating
1.51914000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGF5
5000000.00000000
PA
USD
4841903.30000000
0.459201156475
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AL7
1000000.00000000
PA
USD
927153.13000000
0.087930254519
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
4950000.00000000
PA
USD
4747466.69000000
0.450244884976
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97200000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS MSCI DAILY TR NET EAFE
000000000
1.00000000
NC
USD
-1122653.90000000
-0.10647134757
N/A
DE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
MSCI Daily TR Net EAFE U
MSCI Daily TR Net EAFE U
Y
2022-09-15
0.00000000
USD
0.00000000
USD
16454766.06000000
USD
-1122653.90000000
N
N
N
Stratus CLO
N/A
Stratus CLO 2021-1 Ltd
863162AA1
1000000.00000000
PA
USD
992097.30000000
0.094089493174
Long
ABS-CBDO
CORP
KY
N
2
2029-12-29
Floating
0.89056000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAA1
1500000.00000000
PA
USD
1408823.64000000
0.133611393015
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.80000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796P37
25000000.00000000
PA
USD
24998101.50000000
2.370794377180
Long
DBT
UST
US
N
2
2022-04-28
None
0.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BP6
2800000.00000000
PA
USD
2732900.32000000
0.259185471026
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
600000.00000000
PA
USD
595405.06000000
0.056467606885
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
TRS RUSSELL MIDCAP VALUE INDEX
000000000
1.00000000
NC
USD
3582346.32000000
0.339746060818
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
3582346.32000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CW7
3600000.00000000
PA
USD
3478172.54000000
0.329866326076
Long
DBT
CORP
GB
N
2
2024-11-22
Fixed
1.16200000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DZ3
3251000.00000000
PA
USD
3303978.95000000
0.313345984173
Long
DBT
CORP
AU
N
2
2023-05-15
Fixed
3.65000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAS5
2550000.00000000
PA
USD
2415701.47000000
0.229102656536
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.83300000
N
N
N
N
N
N
Magnetite CLO Ltd
549300Z3WHVYABE20I45
Magnetite XVI Ltd
55953RAL5
10838009.22000000
PA
USD
10843428.22000000
1.028379641283
Long
ABS-CBDO
CORP
KY
N
2
2028-01-18
Floating
1.04129000
N
N
N
N
N
N
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
TRS RUSS 1000 GRW TR
000000000
1.00000000
NC
USD
11982873.18000000
1.136443435818
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
11982873.18000000
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
2000000.00000000
PA
USD
1838015.12000000
0.174315473983
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABE8
1000000.00000000
PA
USD
1005017.92000000
0.095314871559
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.37500000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBE8
2100000.00000000
PA
USD
2099115.69000000
0.199077984978
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBM6
2250000.00000000
PA
USD
2250077.81000000
0.213395078028
Long
DBT
CORP
CA
N
2
2024-02-16
Floating
0.75117500
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BJ8
1000000.00000000
PA
USD
1007571.97000000
0.095557095049
Long
DBT
CORP
GB
N
2
2024-03-15
Fixed
3.88500000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCR2
2000000.00000000
PA
USD
2000130.14000000
0.189690296662
Long
DBT
CORP
US
N
2
2022-06-10
Floating
1.22300000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2021-1
36261LAB7
276407.78000000
PA
USD
276023.38000000
0.026177775031
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
0.23000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAS8
3400000.00000000
PA
USD
3420622.94000000
0.324408380876
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HH9
4550000.00000000
PA
USD
4434318.98000000
0.420546276460
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.70000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAE3
5000000.00000000
PA
USD
4779843.65000000
0.453315482746
Long
DBT
CORP
GB
N
2
2024-05-03
Fixed
0.80000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
1000000.00000000
PA
USD
998736.38000000
0.094719136730
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07100000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
2000000.00000000
PA
USD
1985624.00000000
0.188314549182
Long
LON
CORP
US
N
2
2027-02-01
Floating
1.75000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
1600000.00000000
PA
USD
1603685.30000000
0.152091873537
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
750000.00000000
PA
USD
717733.61000000
0.068069121445
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGW9
3000000.00000000
PA
USD
3021217.65000000
0.286529191701
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZM5
25000000.00000000
PA
USD
24996793.25000000
2.370670304088
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.12500000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAG9
3600000.00000000
PA
USD
3449645.86000000
0.327160884923
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
3500000.00000000
PA
USD
3325361.73000000
0.315373905157
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
2350000.00000000
PA
USD
2245573.05000000
0.212967851198
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
4550000.00000000
PA
USD
4384316.30000000
0.415804073434
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
PPL ELECTRIC UTI
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAY9
2000000.00000000
PA
USD
1987863.42000000
0.188526933484
Long
DBT
CORP
US
N
2
2024-06-24
Floating
0.60750700
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDT7
1650000.00000000
PA
USD
1599236.10000000
0.151669915959
Long
DBT
CORP
US
N
2
2023-10-21
Fixed
0.40000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAN0
490000.00000000
PA
USD
488593.17000000
0.046337676489
Long
DBT
CORP
US
N
2
2023-03-02
Floating
1.00429000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AQ4
2450000.00000000
PA
USD
2375111.59000000
0.225253153834
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
7500000.00000000
PA
USD
7336403.33000000
0.695776987844
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XQ8
10000000.00000000
PA
USD
10040792.90000000
0.952258528502
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AF9
4000000.00000000
PA
USD
3860510.96000000
0.366126910758
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDG8
2000000.00000000
PA
USD
1926139.98000000
0.182673145568
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
2022-04-01
Pacific Funds Series Trust
Trevor Smith
Trevor Smith
VP and Treasurer