Form NPORT-P GOLDMAN SACHS TRUST For: Feb 28

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April 26, 2021 12:35 PM EDT
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      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Tactical Tilt Overlay Fund
      S000046190
      549300Y7D0XH3BSLUI66
      2021-08-31
      2021-02-28
      N
    
    
      3656580755.62
      195704154.22
      3460876601.40
      0.00000000
      487667078.12000000
      0.00000000
      0.00000000
      0.00000000
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      0.00000000
      0.00000000
      150675481.34000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          HKD
          
          
        
        
          JPY
          
          
        
        
          MXN
          
          
        
        
          NZD
          
          
        
        
          SEK
          
          
        
        
          SGD
          
          
        
        
          USD
          
          
        
        
          ZAR
          
          
        
      
      
      
      
        
        
        
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Enel Finance America LLC
        549300EGNLVUJX1DEC60
        Enel Finance America LLC
        29279GV61
        
          
        
        10000000.00000000
        PA
        USD
        9986270.30000000
        0.288547424544
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-08-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANK CORP MKTS/NY
        213800MBWEIJDM5CU638
        Lloyds Bank Corporate Markets PLC/New York NY
        53947BE48
        
          
        
        8900000.00000000
        PA
        USD
        8899662.96000000
        0.257150542622
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2022-02-17
          Floating
          0.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cancara Asset Securitisation LLC
        N/A
        Cancara Asset Securitisation LLC
        13738JRE2
        
          
        
        17300000.00000000
        PA
        USD
        17296702.45000000
        0.499778074809
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BK AUSTR NY
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia/New York NY
        20271EUW7
        
          
        
        5000000.00000000
        PA
        USD
        5000000.00000000
        0.144472068087
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-09-02
          Floating
          0.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIME FUNDING
        N/A
        LIME FUNDING
        53262QST2
        
          
        
        25000000.00000000
        PA
        USD
        24990000.00000000
        0.722071396301
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        9612C4P88
        
          
        
        10000000.00000000
        PA
        USD
        10000000.00000000
        0.288944136175
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-11-24
          Floating
          0.20800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Bank Ltd/Singapore
        5493006GGLR4BTEL8O61
        Sumitomo Mitsui Trust Bank Ltd/Singapore
        86564YSU7
        
          
        
        8000000.00000000
        PA
        USD
        7997148.64000000
        0.231072920564
        Long
        STIV
        CORP
        SG
        N
        
        2
        
          2021-05-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        N/A
        BNP PARIBAS
        09660EU82
        
          
        
        15000000.00000000
        PA
        USD
        14992080.00000000
        0.433187360506
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-07-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        IOP009233 S P INDEX DEC21 3183.12 PUT
        000000000
        
          
        
        -82040.00000000
        NC
        USD
        -12730665.21000000
        -0.36784510620
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            1.00000000
            3183.12000000
            USD
            2021-12-31
            XXXX
            5273701.93000000
          
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05531MQN1
        
          
        
        8223000.00000000
        PA
        USD
        8222057.07000000
        0.237571517767
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASB Finance Ltd/London
        549300A8V0FZJN79NH08
        ASB Finance Ltd/London
        0020P2XN1
        
          
        
        10500000.00000000
        PA
        USD
        10488546.29000000
        0.303060394749
        Long
        STIV
        CORP
        NZ
        N
        
        2
        
          2021-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Henkel of America Inc
        549300H53PJZUVSNX797
        Henkel of America Inc
        42550LRT8
        
          
        
        7000000.00000000
        PA
        USD
        6998600.00000000
        0.202220443143
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-04-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNZ INTNL FDG LTD
        N/A
        BNZ INTNL FDG LTD
        0556X0V27
        
          
        
        20000000.00000000
        PA
        USD
        19987614.40000000
        0.577530397700
        Long
        STIV
        CORP
        NZ
        N
        
        2
        
          2021-08-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        8225X2TE4
        
          
        
        11000000.00000000
        PA
        USD
        10995314.00000000
        0.317703150570
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-06-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        8225X2U85
        
          
        
        11000000.00000000
        PA
        USD
        10993788.63000000
        0.317659075898
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-07-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA NY
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada/New York NY
        78012UYY5
        
          
        
        10000000.00000000
        PA
        USD
        10006943.10000000
        0.289144752978
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-12-10
          Floating
          0.31100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF KUWAIT SAKP
        N/A
        NATIONAL BANK OF KUWAIT SAKP
        63376DKJ3
        
          
        
        5000000.00000000
        PA
        USD
        5000612.15000000
        0.144489755802
        Long
        STIV
        CORP
        KW
        N
        
        2
        
          2021-03-19
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Bank Corporate Markets PLC/New York NY
        213800MBWEIJDM5CU638
        Lloyds Bank Corporate Markets PLC/New York NY
        53947CH50
        
          
        
        5000000.00000000
        PA
        USD
        5000049.90000000
        0.144473509918
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2022-02-23
          Variable
          0.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        63307LQ12
        
          
        
        3000000.00000000
        PA
        USD
        2999977.50000000
        0.086682590728
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05531MRN0
        
          
        
        6500000.00000000
        PA
        USD
        6497795.40000000
        0.187749987889
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IONIC CAPITAL II
        254900ABXGHL7TZDR053
        IONIC CAPITAL II
        46221LQ51
        
          
        
        8000000.00000000
        PA
        USD
        7999782.24000000
        0.231149016892
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Bank Ltd/New York NY
        C3GTMMZIHMY46P4OIX74
        MUFG Bank Ltd/New York NY
        55380TPD6
        
          
        
        10000000.00000000
        PA
        USD
        10001960.40000000
        0.289000780783
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-10-28
          Fixed
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANDESBANK BADEN-WUR
        N/A
        LANDESBANK BADEN-WUR
        51501G3Y5
        
          
        
        13600000.00000000
        PA
        USD
        13602293.23000000
        0.393030286734
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2021-04-16
          Fixed
          0.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL CHICAGO
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal/Chicago IL
        06367BWZ8
        
          
        
        5000000.00000000
        PA
        USD
        5001471.00000000
        0.144514571769
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-10-01
          Floating
          0.27800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: ES080737  TRS EUR R V 03MEURIB EUR003M+13 BPS / Short: ES080737  TRS EUR P E SX7T INDEX
        000000000
        
          
        
        36698468.80000000
        OU
        Notional Amount
        
        -6128703.71000000
        -0.17708529993
        N/A
        DE
        
        ER
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                EURO STOXX Banks Net Return Index
                SX7T Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-04-06
            0.00000000
            EUR
            0.00000000
            EUR
            36698468.80000000
            EUR
            -6128703.71000000
          
        
        
          N
          N
          N
        
      
      
        ABN AMRO Funding USA LLC
        549300WEQ09INLYV6558
        ABN AMRO Funding USA LLC
        00084BSQ8
        
          
        
        5000000.00000000
        PA
        USD
        4996930.85000000
        0.144383386797
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-05-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER
        N/A
        BANCO SANTANDER
        05970RVQ5
        
          
        
        10000000.00000000
        PA
        USD
        9991547.20000000
        0.288699897475
        Long
        STIV
        CORP
        ES
        N
        
        2
        
          2021-08-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI BKG CORP
        549300MS3WYYVQ4HXM15
        SUMITOMO MITSUI BKG CORP
        86565CTC3
        
          
        
        7000000.00000000
        PA
        USD
        7001861.16000000
        0.202314672449
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-05-04
          Fixed
          0.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Henkel of America Inc
        549300H53PJZUVSNX797
        Henkel of America Inc
        42550LU23
        
          
        
        10750000.00000000
        PA
        USD
        10744431.50000000
        0.310454047845
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-07-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of China Ltd/Hong Kong
        549300OGSFI8KL1WUU09
        Bank of China Ltd/Hong Kong
        06119QT23
        
          
        
        6088000.00000000
        PA
        USD
        6083535.49000000
        0.175780190704
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2021-06-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antalis SA
        549300G2LM2ZKZ0X4Y50
        Antalis SA
        03664ASH2
        
          
        
        10000000.00000000
        PA
        USD
        9997177.80000000
        0.288862590360
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-05-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        43851UAK9
        
          
        
        5000000.00000000
        PA
        USD
        4991779.60000000
        0.144234544449
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-01-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        43851TT89
        
          
        
        3000000.00000000
        PA
        USD
        2999082.00000000
        0.086656715780
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: ES077799  TRS EUR R E SX7T INDEX / Short: ES077799  TRS EUR P V 03MEURIB EURO003M+18 BPS
        000000000
        
          
        
        218197772.87000000
        OU
        Notional Amount
        
        36439381.41000000
        1.052894558426
        N/A
        DE
        
        ER
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                EURO STOXX Banks Net Return Index
                SX7T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-04-06
            0.00000000
            EUR
            0.00000000
            EUR
            218197772.87000000
            EUR
            36439381.41000000
          
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA NY
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada/New York NY
        78012UWQ4
        
          
        
        9900000.00000000
        PA
        USD
        9904078.90000000
        0.286172552237
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-06-18
          Floating
          0.35600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        87019RYK6
        
          
        
        10000000.00000000
        PA
        USD
        9986700.00000000
        0.288559840473
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2021-11-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        9612C0YV5
        
          
        
        11950000.00000000
        PA
        USD
        11934333.55000000
        0.344835569842
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-11-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BK
        N/A
        NORINCHUKIN BK
        65602YBE9
        
          
        
        9967000.00000000
        PA
        USD
        9967552.57000000
        0.288006586711
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-11-04
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Funding USA LLC
        549300WEQ09INLYV6558
        ABN AMRO Funding USA LLC
        00084BXF6
        
          
        
        8750000.00000000
        PA
        USD
        8730405.08000000
        0.252259935429
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-10-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Matchpoint Finance PLC
        635400YCKMVA7GIA6Q33
        Matchpoint Finance PLC
        57666ARS3
        
          
        
        10483000.00000000
        PA
        USD
        10480422.96000000
        0.302825675892
        Long
        STIV
        CORP
        IE
        N
        
        2
        
          2021-04-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT  MAR21 XCME 20210319
        000000000
        
          
        
        -385.00000000
        NC
        USD
        -3267162.48000000
        -0.09440274405
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                E-mini S&P 500 Index
                ESH1 Index
              
            
            2021-03-19
            -70059937.52000000
            USD
            -3267162.48000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        N/A
        VOLKSWAGEN GROUP AMER FIN LLC
        92866BYA7
        
          
        
        12000000.00000000
        PA
        USD
        11953911.36000000
        0.345401259182
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-11-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BK/NY
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank/New York
        85325VC81
        
          
        
        8000000.00000000
        PA
        USD
        8001818.80000000
        0.231207862099
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-06-29
          Floating
          0.31100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        IOP009366 S P 500 PUT DEC21 3520.2093 PUT
        000000000
        
          
        
        -27404.00000000
        NC
        USD
        -6492497.94000000
        -0.18759692088
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            1.00000000
            3520.20930000
            USD
            2021-12-31
            XXXX
            773050.59000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        90276JLM6
        
          
        
        15000000.00000000
        PA
        USD
        15003904.65000000
        0.433529026834
        Long
        STIV
        CORP
        CH
        N
        
        2
        
          2021-10-15
          Floating
          0.36100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89120DS42
        
          
        
        10250000.00000000
        PA
        USD
        10254183.23000000
        0.296288611557
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-06-17
          Floating
          0.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT IND ET CM NY
        N4JDFKKH2FTD8RKFXO39
        CREDIT IND ET CM NY
        22536LU16
        
          
        
        6200000.00000000
        PA
        USD
        6191173.62000000
        0.178890331354
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-07-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Long: ES079667  TRS EUR R V 03MEURIB EUR003M+13 BPS / Short: ES079667  TRS EUR P E SX7T INDEX
        000000000
        
          
        
        71792432.53000000
        OU
        Notional Amount
        
        -11989452.49000000
        -0.34642819929
        N/A
        DE
        
        ER
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                EURO STOXX Banks Net Return Index
                SX7T Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-04-06
            0.00000000
            EUR
            0.00000000
            EUR
            71792432.53000000
            EUR
            -11989452.49000000
          
        
        
          N
          N
          N
        
      
      
        OVERSEA CHINESE BANKING
        N/A
        OVERSEA CHINESE BANKING
        69033MUH8
        
          
        
        17000000.00000000
        PA
        USD
        17001359.32000000
        0.491244308251
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-03-22
          Fixed
          0.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        Nationwide Building Society
        6385E0QH9
        
          
        
        18000000.00000000
        PA
        USD
        17998498.98000000
        0.520056074022
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-03-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        28504GTU0
        
          
        
        17225000.00000000
        PA
        USD
        17210406.64000000
        0.497284607981
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-06-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        43851TSL1
        
          
        
        14000000.00000000
        PA
        USD
        13996836.85000000
        0.404430393280
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER
        N/A
        BANCO SANTANDER
        05966DZK1
        
          
        
        5050000.00000000
        PA
        USD
        5051370.22000000
        0.145956380471
        Long
        STIV
        CORP
        ES
        N
        
        2
        
          2021-10-12
          Fixed
          0.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LMA SA LMA AMERICAS
        N/A
        LMA SA LMA AMERICAS
        53944QW30
        
          
        
        8613000.00000000
        PA
        USD
        8605177.24000000
        0.248641550424
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-09-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB
        86960LBQ2
        
          
        
        5000000.00000000
        PA
        USD
        5001332.45000000
        0.144510568448
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2021-08-09
          Floating
          0.23100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31621YQF9
        
          
        
        17000000.00000000
        PA
        USD
        16998691.51000000
        0.491167223446
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CA IMPERIAL BK OF COMM
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13608CKV3
        
          
        
        5825000.00000000
        PA
        USD
        5826754.49000000
        0.168360654281
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-08-06
          Floating
          0.24300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TRUST NY
        N/A
        SUMITOMO MITSUI TRUST NY
        86564GLU3
        
          
        
        16000000.00000000
        PA
        USD
        16004116.00000000
        0.462429547286
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-05-10
          Fixed
          0.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA NA
        1IE8VN30JCEQV1H4R804
        HSBC Bank USA NA
        40435RKD2
        
          
        
        3000000.00000000
        PA
        USD
        3003442.86000000
        0.086782720273
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-12-03
          Fixed
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antalis SA
        549300G2LM2ZKZ0X4Y50
        Antalis SA
        03664AS41
        
          
        
        3000000.00000000
        PA
        USD
        2999246.25000000
        0.086661461688
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-05-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368YFZ5
        
          
        
        5000000.00000000
        PA
        USD
        5000884.30000000
        0.144497619417
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2022-01-18
          Floating
          0.34400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45856WTQ2
        
          
        
        7000000.00000000
        PA
        USD
        6988954.00000000
        0.201941727629
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Select Sector SPDR Fund
        54930064FLK0RD4TRU75
        Energy Select Sector SPDR Fund
        81369Y506
        
          
        
        2871435.00000000
        NS
        USD
        138259595.25000000
        3.994929931742
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        China Construction Bank Corp/New York
        5493001KQW6DM7KEDR62
        China Construction Bank Corp/New York
        16891MRC5
        
          
        
        5163000.00000000
        PA
        USD
        5161709.25000000
        0.149144562042
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-04-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co Inc
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        0255E2RV4
        
          
        
        8000000.00000000
        PA
        USD
        7996817.36000000
        0.231063348423
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chariot Funding LLC
        549300EEWRNP448AMT79
        Chariot Funding LLC
        15963TRG6
        
          
        
        6000000.00000000
        PA
        USD
        5998807.68000000
        0.173332030317
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS CO
        N/A
        CONOCOPHILLIPS CO
        20826VRD5
        
          
        
        2750000.00000000
        PA
        USD
        2749525.63000000
        0.079445930805
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NY
        N/A
        CREDIT SUISSE NY
        22549L3D5
        
          
        
        8000000.00000000
        PA
        USD
        8007188.08000000
        0.231363004296
        Long
        STIV
        CORP
        CH
        N
        
        2
        
          2021-11-19
          Fixed
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Health Care Select Sector SPDR Fund
        549300EJNY3KKJHPOY44
        Health Care Select Sector SPDR Fund
        81369Y209
        
          
        
        899202.00000000
        NS
        USD
        101259137.22000000
        2.925823393386
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        IOP009438 EQO STOX EUR17DEC21 DEC21 348.537 PUT
        000000000
        
          
        
        -207495.00000000
        NC
        
        -3474165.62000000
        -0.10038397839
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            1.00000000
            348.53700000
            EUR
            2021-12-17
            XXXX
            -329901.46000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        HSBC Bank PLC
        40433GV38
        
          
        
        6045000.00000000
        PA
        USD
        6038924.41000000
        0.174491179707
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-08-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP NY
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp/NY
        96130AFK9
        
          
        
        3000000.00000000
        PA
        USD
        3000886.08000000
        0.086708843614
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-08-03
          Floating
          0.24600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agricultural Bank of China Ltd/New York
        549300E7TSGLCOVSY746
        Agricultural Bank of China Ltd/New York
        00850USC9
        
          
        
        7451000.00000000
        PA
        USD
        7447507.34000000
        0.215191357501
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2021-05-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29366ES49
        
          
        
        10000000.00000000
        PA
        USD
        9995310.00000000
        0.288808621375
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI BANK NY
        549300MS3WYYVQ4HXM15
        Sumitomo Mitsui Banking Corp/New York
        86565BXW6
        
          
        
        5000000.00000000
        PA
        USD
        5001822.05000000
        0.144524715153
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-04-06
          Floating
          0.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST ABU DHABI BK USA
        N/A
        First Abu Dhabi Bank USA NV
        31851XDG4
        
          
        
        9000000.00000000
        PA
        USD
        9004944.78000000
        0.260192599076
        Long
        STIV
        CORP
        CW
        
        N
        
        2
        
          2021-12-14
          Floating
          0.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance America LLC
        549300EGNLVUJX1DEC60
        Enel Finance America LLC
        29279HBG9
        
          
        
        6850000.00000000
        PA
        USD
        6825209.64000000
        0.197210430364
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-02-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94107MU61
        
          
        
        2350000.00000000
        PA
        USD
        2347988.80000000
        0.067843759556
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-07-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        0020A2ZE5
        
          
        
        14244000.00000000
        PA
        USD
        14207155.47000000
        0.410507426478
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-12-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45856WT41
        
          
        
        9458000.00000000
        PA
        USD
        9446281.54000000
        0.272944765964
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        American Honda Finance Corp
        02665JR69
        
          
        
        5000000.00000000
        PA
        USD
        4998846.25000000
        0.144438731157
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kreditanstalt fuer Wiederaufbau
        549300GDPG70E3MBBU98
        Kreditanstalt fuer Wiederaufbau
        48246UAR7
        
          
        
        31400000.00000000
        PA
        USD
        31341910.00000000
        0.905606111102
        Long
        STIV
        CORP
        ZA
        
        N
        
        2
        
          2022-01-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BK
        N/A
        NORINCHUKIN BK
        65602V5N2
        
          
        
        12200000.00000000
        PA
        USD
        12212103.13000000
        0.352861558977
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-12-03
          Fixed
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30229ASH3
        
          
        
        7850000.00000000
        PA
        USD
        7848656.79000000
        0.226782335632
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        86723AQ88
        
          
        
        5000000.00000000
        PA
        USD
        4999786.10000000
        0.144465887572
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-03-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Funding USA LLC
        549300WEQ09INLYV6558
        ABN AMRO Funding USA LLC
        00084BSM7
        
          
        
        12097000.00000000
        PA
        USD
        12089999.83000000
        0.349333455723
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-05-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        86723AR87
        
          
        
        3276000.00000000
        PA
        USD
        3275261.26000000
        0.094636753551
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-04-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN NY
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken/New York NY
        86959RNA4
        
          
        
        11000000.00000000
        PA
        USD
        10998962.15000000
        0.317808561725
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2022-02-11
          Floating
          0.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antalis SA
        549300G2LM2ZKZ0X4Y50
        Antalis SA
        03664AR59
        
          
        
        10000000.00000000
        PA
        USD
        9998490.60000000
        0.288900522947
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-04-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IONIC CAPITAL II
        254900ABXGHL7TZDR053
        IONIC CAPITAL II
        46221LRP6
        
          
        
        5500000.00000000
        PA
        USD
        5498502.79000000
        0.158876013891
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erste Abwicklungsanstalt
        7TG4VWERK338227TR435
        Erste Abwicklungsanstalt
        29604CS78
        
          
        
        10180000.00000000
        PA
        USD
        10177961.15000000
        0.294086219251
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2021-05-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVMH MOET HEN LV SE
        N/A
        LVMH MOET HEN LV SE
        50244LY81
        
          
        
        1000000.00000000
        PA
        USD
        998831.25000000
        0.028860643271
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-11-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY BANK NA
        G1MLHIS0N32I3QPILB75
        Morgan Stanley Bank NA
        61690UUK4
        
          
        
        10000000.00000000
        PA
        USD
        10002933.50000000
        0.289028897937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-25
          Variable
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN21 XCBT 20210630
        000000000
        
          
        
        1241.00000000
        NC
        USD
        -78671.95000000
        -0.00227317986
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                2 Year US Treasury Note
                TUM1 Comdty
              
            
            2021-06-30
            274174852.26000000
            USD
            -78671.95000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        OPS03317A SWAPTION US0003M JUN21 1.40 CALL
        000000000
        
          
        
        100000000.00000000
        NC
        USD
        886550.00000000
        0.025616342392
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    IRS Swap
                    N/A
                    
                      
                    
                    100000000.00000000
                    OU
                    Notional Amount
                    N/A
                    886550.00000000
                    0.03000000
                    DIR
                    
                    US
                  
                  
                    
                      ICE Libor USD 3 Months
                      US0003M Index
                    
                  
                  
                  
                    
                      
                    
                  
                  2051-06-05
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  100000000.00000000
                  USD
                
              
            
            1.00000000
            1.40000000
            USD
            2021-06-02
            XXXX
            396550.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN21 XCBT 20210630
        000000000
        
          
        
        658.00000000
        NC
        USD
        -432964.00000000
        -0.01251024089
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                5 Year US Treasury Note
                FVM1 Comdty
              
            
            2021-06-30
            82204886.20000000
            USD
            -432964.00000000
          
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF KUWAIT SAKP
        N/A
        NATIONAL BANK OF KUWAIT SAKP
        63376DMP7
        
          
        
        11000000.00000000
        PA
        USD
        11001457.50000000
        0.317880663400
        Long
        STIV
        CORP
        KW
        N
        
        2
        
          2021-05-14
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque et Caisse d Epargne de l Etat
        R7CQUF1DQM73HUTV1078
        Banque et Caisse d Epargne de l Etat
        0667K0R54
        
          
        
        12500000.00000000
        PA
        USD
        12498878.50000000
        0.361147765133
        Long
        STIV
        CORP
        LU
        N
        
        2
        
          2021-04-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Matchpoint Finance PLC
        635400YCKMVA7GIA6Q33
        Matchpoint Finance PLC
        57666AT85
        
          
        
        15000000.00000000
        PA
        USD
        14993115.00000000
        0.433217266224
        Long
        STIV
        CORP
        IE
        N
        
        2
        
          2021-06-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gotham Funding Corp
        549300Z2ZR7VTUMRPR17
        Gotham Funding Corp
        38346LUM6
        
          
        
        9611000.00000000
        PA
        USD
        9604457.89000000
        0.277515178845
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-07-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bedford Row Funding Corp
        N/A
        Bedford Row Funding Corp
        07644AQ98
        
          
        
        11000000.00000000
        PA
        USD
        10999613.46000000
        0.317827380945
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        1107375649.47000000
        NS
        USD
        1107375649.47000000
        31.99697004574
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NORINCHUKIN BK
        N/A
        NORINCHUKIN BK
        65602V5G7
        
          
        
        25000000.00000000
        PA
        USD
        25009092.50000000
        0.722623062893
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-06-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Abu Dhabi Bank PJSC
        2138002Y3WMK6RZS8H90
        First Abu Dhabi Bank PJSC
        31849HQA3
        
          
        
        10000000.00000000
        PA
        USD
        9999693.30000000
        0.288935274258
        Long
        STIV
        CORP
        AE
        N
        
        2
        
          2021-03-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Bank Ltd/New York NY
        RB0PEZSDGCO3JS6CEU02
        Mizuho Bank Ltd/New York NY
        60710AYK2
        
          
        
        7000000.00000000
        PA
        USD
        6999589.52000000
        0.202249034743
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-11-17
          Variable
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368YFM4
        
          
        
        12000000.00000000
        PA
        USD
        11992296.00000000
        0.346510360847
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-06-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manhattan Asset Funding Co LLC
        549300S0NSJYSOB32S63
        Manhattan Asset Funding Co LLC
        56274LSC9
        
          
        
        17217000.00000000
        PA
        USD
        17211440.29000000
        0.497314474692
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94107MWL6
        
          
        
        15000000.00000000
        PA
        USD
        14980172.55000000
        0.432843301721
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-09-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLLATERALIZED CP V CO
        549300ZLXI3T111CH173
        COLLATERALIZED CP V CO
        19424HRM4
        
          
        
        6000000.00000000
        PA
        USD
        5998668.00000000
        0.173327994346
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKET
        N/A
        NATWEST MARKET
        63906FAK5
        
          
        
        8050000.00000000
        PA
        USD
        8025431.40000000
        0.231890134330
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2022-01-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS CAPITAL INC
        N/A
        BARCLAYS CAPITAL INC
        06743UV66
        
          
        
        3000000.00000000
        PA
        USD
        2997263.01000000
        0.086604157131
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-08-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNG Bank NV
        529900GGYMNGRQTDOO93
        BNG Bank NV
        09657RQ34
        
          
        
        17000000.00000000
        PA
        USD
        16999787.50000000
        0.491198891434
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-03-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE CIB NY
        254900BN8XS34XZDJ223
        Credit Agricole Corporate and Investment Bank/New York
        22532XPA0
        
          
        
        15000000.00000000
        PA
        USD
        15014656.95000000
        0.433839708238
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-08-09
          Floating
          0.40100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVMH MOET HEN LV SE
        N/A
        LVMH MOET HEN LV SE
        50244LX58
        
          
        
        6980000.00000000
        PA
        USD
        6972886.96000000
        0.201477479930
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-10-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IONIC CAPITAL II
        N/A
        IONIC CAPITAL II
        46221LT41
        
          
        
        5000000.00000000
        PA
        USD
        4997359.45000000
        0.144395770943
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LMA SA LMA AMERICAS
        N/A
        LMA SA LMA AMERICAS
        53944QW22
        
          
        
        5000000.00000000
        PA
        USD
        4995482.80000000
        0.144341546242
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-09-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salisbury Receivables Co LLC
        549300HB2PGDP0V6U989
        Salisbury Receivables Co LLC
        79490AQ84
        
          
        
        8500000.00000000
        PA
        USD
        8499785.12000000
        0.245596306917
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-03-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        90276JKM7
        
          
        
        15000000.00000000
        PA
        USD
        15007752.15000000
        0.433640198091
        Long
        STIV
        CORP
        CH
        N
        
        2
        
          2021-07-14
          Floating
          0.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs MLP Energy Infrastructure Fund
        549300QNI1STTSJRLK10
        Goldman Sachs MLP Energy Infrastructure Fund
        38150C887
        
          
        
        3139521.41500000
        NS
        USD
        63386937.37000000
        1.831528386315
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oglethorpe Power Corp
        3EERXCUSWMS9GV5D9M98
        Oglethorpe Power Corp
        67705AQH0
        
          
        
        5000000.00000000
        PA
        USD
        4999617.35000000
        0.144461011640
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        18905999.38000000
        NS
        USD
        18905999.38000000
        0.546277765938
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton Inc
        529900YISWVEKZT7CN18
        LVMH Moet Hennessy Louis Vuitton Inc
        55078TVB0
        
          
        
        3000000.00000000
        PA
        USD
        2997855.84000000
        0.086621286606
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-08-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS CAP INC DISC COML
        N/A
        BARCLAYS CAP INC DISC COML
        06743VAQ3
        
          
        
        15000000.00000000
        PA
        USD
        14958499.95000000
        0.432217084652
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-01-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        IOP009436 EQO STOX EUR17DEC21 DEC21 430.546 CALL
        000000000
        
          
        
        207495.00000000
        NC
        
        2753991.55000000
        0.079574970944
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                EURO STOXX 50 Index
                SX5E Index
              
            
            1.00000000
            430.54600000
            EUR
            2021-12-17
            XXXX
            -317879.35000000
          
        
        
          N
          N
          N
        
      
      
        TORONTO DOMINION BANK NY
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/NY
        89114NZV0
        
          
        
        8000000.00000000
        PA
        USD
        8001517.84000000
        0.231199166036
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2022-02-16
          Floating
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of China Ltd/Hong Kong
        549300OGSFI8KL1WUU09
        Bank of China Ltd/Hong Kong
        06119QYK7
        
          
        
        18500000.00000000
        PA
        USD
        18444365.32000000
        0.532939120468
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2021-11-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKET
        N/A
        NATWEST MARKET
        63906EV25
        
          
        
        4000000.00000000
        PA
        USD
        3995726.12000000
        0.115454163213
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-08-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05531MRN0
        
          
        
        1750000.00000000
        PA
        USD
        1749406.45000000
        0.050548073551
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        0020A2ZG0
        
          
        
        7306000.00000000
        PA
        USD
        7286971.96000000
        0.210552781831
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-12-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital Canada Ltd
        5299005IX98ZZ9LSGK46
        Total Capital Canada Ltd
        89153PV33
        
          
        
        20000000.00000000
        PA
        USD
        19983058.80000000
        0.577398766310
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-08-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alerian MLP ETF
        549300WPBLCQJSVVVV61
        Alerian MLP ETF
        00162Q452
        
          
        
        2055666.00000000
        NS
        USD
        58483697.70000000
        1.689852151224
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        HSBC BANK USA NA
        1IE8VN30JCEQV1H4R804
        HSBC Bank USA NA
        40435RKG5
        
          
        
        2000000.00000000
        PA
        USD
        2001733.76000000
        0.057838923213
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-12-24
          Fixed
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industrial & Commercial Bank of China Ltd/New York NY
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd/New York NY
        45581BSH1
        
          
        
        9000000.00000000
        PA
        USD
        8995460.04000000
        0.259918543075
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2021-05-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT INDUST ET COMM NY
        N4JDFKKH2FTD8RKFXO39
        Credit Industriel et Commercial/New York
        22536UB90
        
          
        
        4500000.00000000
        PA
        USD
        4502833.65000000
        0.130106737933
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-06-18
          Floating
          0.41600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF KUWAIT SAKP
        N/A
        NATIONAL BANK OF KUWAIT SAKP
        63376DMR3
        
          
        
        7000000.00000000
        PA
        USD
        7002650.83000000
        0.202337489500
        Long
        STIV
        CORP
        KW
        N
        
        2
        
          2021-11-16
          Fixed
          0.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Development Bank/New York NY
        549300ML2LNRZUCS7149
        Korea Development Bank/New York NY
        5006E0QB5
        
          
        
        19000000.00000000
        PA
        USD
        18999368.82000000
        0.548975621156
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-03-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        OPS03042A SWAPTION US0003M JUN21 1.4 CALL
        000000000
        
          
        
        -100000000.00000000
        NC
        USD
        -886550.00000000
        -0.02561634239
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            Call
            Written
            
              
                
                  
                    Barclays Bank PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    Barclays Bank PLC
                    G5GSEF7VJP5I7OUK5573
                    IRS Swap
                    N/A
                    
                      
                    
                    100000000.00000000
                    OU
                    Notional Amount
                    N/A
                    -886550.00000000
                    -0.03000000
                    DIR
                    
                    US
                  
                  
                    
                      ICE Libor USD 3 Months
                      US0003M Index
                    
                  
                  
                    
                      
                    
                  
                  
                  2051-06-05
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  100000000.00000000
                  USD
                
              
            
            1.00000000
            1.40000000
            USD
            2021-06-02
            XXXX
            3908450.00000000
          
        
        
          N
          N
          N
        
      
      
        MUFG Bank Ltd/New York NY
        C3GTMMZIHMY46P4OIX74
        MUFG Bank Ltd/New York NY
        55380TMQ0
        
          
        
        10000000.00000000
        PA
        USD
        10001366.30000000
        0.288983614612
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-04-07
          Fixed
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEXIA CREDIT LOCAL SA
        F4G136OIPBYND1F41110
        DEXIA CREDIT LOCAL SA
        25215VRN1
        
          
        
        7000000.00000000
        PA
        USD
        6998748.75000000
        0.202224741187
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-04-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVMH MOET HEN LV SE
        N/A
        LVMH MOET HEN LV SE
        50244LXD1
        
          
        
        3000000.00000000
        PA
        USD
        2996870.34000000
        0.086592811161
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-10-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPINE SEC LLC
        N/A
        Alpine Securitization LLC
        02089XMJ3
        
          
        
        15000000.00000000
        PA
        USD
        14997405.00000000
        0.433341223259
        Long
        STIV
        CORP
        KY
        N
        
        2
        
          2021-10-12
          Fixed
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ridgefield Funding Co LLC
        N/A
        Ridgefield Funding Co LLC
        76582JQ98
        
          
        
        15000000.00000000
        PA
        USD
        14999472.90000000
        0.433400974017
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNG Bank NV
        529900GGYMNGRQTDOO93
        BNG Bank NV
        09657SAX3
        
          
        
        25000000.00000000
        PA
        USD
        24959037.50000000
        0.721176753019
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2022-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        OPS03316A SWAPTION US0003M NOV21 2.07 CALL
        000000000
        
          
        
        -108400000.00000000
        NC
        USD
        -9325185.88000000
        -0.26944577787
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    Morgan Stanley & Co. LLC
                    9R7GPTSO7KV3UQJZQ078
                    IRS Swap
                    N/A
                    
                      
                    
                    108400000.00000000
                    OU
                    Notional Amount
                    N/A
                    -9325185.88000000
                    -0.27000000
                    DIR
                    
                    US
                  
                  
                    
                      ICE Libor USD 3 Months
                      US0003M Index
                    
                  
                  
                    
                      
                    
                  
                  
                  2051-11-26
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  108400000.00000000
                  USD
                
              
            
            1.00000000
            2.07000000
            USD
            2021-11-24
            XXXX
            -2040705.88000000
          
        
        
          N
          N
          N
        
      
      
        NATWEST MARKET
        N/A
        NATWEST MARKET
        63906FAJ8
        
          
        
        6000000.00000000
        PA
        USD
        5981798.34000000
        0.172840555412
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2022-01-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        IOP009277 SX7E PUT 68.5649 NOV21 68.5649 PUT
        000000000
        
          
        
        -1971727.00000000
        NC
        
        -9457675.53000000
        -0.27327398862
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                DJ Euro STOXX Banks Index
                SX7E Index
              
            
            1.00000000
            68.56490000
            EUR
            2021-11-12
            XXXX
            11993514.11000000
          
        
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton Inc
        529900YISWVEKZT7CN18
        LVMH Moet Hennessy Louis Vuitton Inc
        55078TU13
        
          
        
        19500000.00000000
        PA
        USD
        19490385.33000000
        0.563163255289
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-07-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK AMER SECS INC
        N/A
        BANK AMER SECS INC
        06054Q2L7
        
          
        
        4795000.00000000
        PA
        USD
        4795918.15000000
        0.138575242701
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-04
          Fixed
          0.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYERISCHE LNDBNK NY
        N/A
        BAYERISCHE LNDBNK NY
        0727MCFH5
        
          
        
        10000000.00000000
        PA
        USD
        10002736.00000000
        0.289023191290
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-05
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA FIN AUST CP
        N/A
        TOYOTA FIN AUST CP
        89237DQH5
        
          
        
        16150000.00000000
        PA
        USD
        16148806.68000000
        0.466610299641
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-03-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP NEW YORK
        529900ODI3047E2LIV03
        Nordea Bank Abp/New York NY
        65558TZF5
        
          
        
        7850000.00000000
        PA
        USD
        7852960.00000000
        0.226906674361
        Long
        STIV
        CORP
        FI
        N
        
        2
        
          2021-06-09
          Floating
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMP BK COMM NY
        549300H8L46OOZOFHU82
        Canadian Imperial Bank of Commerce/New York NY
        13606CDK7
        
          
        
        20000000.00000000
        PA
        USD
        20015490.60000000
        0.578335864153
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-08-06
          Floating
          0.35300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS NY BRANCH
        2549003L5ZG5M2ZSE107
        Natixis SA/New York NY
        63873QLW2
        
          
        
        6288000.00000000
        PA
        USD
        6293316.38000000
        0.181841686509
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-12-09
          Floating
          0.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corp
        B6Q2VFHD1797Q7NZ3E43
        American Honda Finance Corp
        02665JR93
        
          
        
        8000000.00000000
        PA
        USD
        7998002.64000000
        0.231097596394
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        43851TXJ0
        
          
        
        3150000.00000000
        PA
        USD
        3146764.95000000
        0.090923928022
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-10-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA HOUS
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/Houston
        06417MND3
        
          
        
        10000000.00000000
        PA
        USD
        9999623.40000000
        0.288933254538
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2022-03-17
          Floating
          0.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albion Capital Corp SA / Albion Capital LLC
        N/A
        Albion Capital Corp SA / Albion Capital LLC
        01329WRT0
        
          
        
        17000000.00000000
        PA
        USD
        16995183.39000000
        0.491065858376
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-04-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        05253MNT7
        
          
        
        5000000.00000000
        PA
        USD
        5000000.00000000
        0.144472068087
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-11-29
          Floating
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATL AUSTRALIA BK LT
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        63254GNZ4
        
          
        
        4650000.00000000
        PA
        USD
        4650644.82000000
        0.134377655017
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-04-23
          Floating
          0.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antalis SA
        549300G2LM2ZKZ0X4Y50
        Antalis SA
        03664AS66
        
          
        
        8632000.00000000
        PA
        USD
        8629783.04000000
        0.249352520587
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-05-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83369BQ41
        
          
        
        2190000.00000000
        PA
        USD
        2189967.15000000
        0.063277816640
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-03-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN21 XCBT 20210621
        000000000
        
          
        
        1766.00000000
        NC
        USD
        -2067796.73000000
        -0.05974777399
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                10 Year US Treasury Note
                TYM1 Comdty
              
            
            2021-06-21
            237221734.23000000
            USD
            -2067796.73000000
          
        
        
          N
          N
          N
        
      
      
        PSP Capital Inc
        549300B456N0WEIC5249
        PSP Capital Inc
        69370ARM8
        
          
        
        24500000.00000000
        PA
        USD
        24496472.00000000
        0.707811194137
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-04-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agricultural Bank of China Ltd/New York
        549300E7TSGLCOVSY746
        Agricultural Bank of China Ltd/New York
        00850USQ8
        
          
        
        3000000.00000000
        PA
        USD
        2998339.74000000
        0.086635268613
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2021-05-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        N/A
        BARCLAYS BANK PLC
        06742TVT0
        
          
        
        5000000.00000000
        PA
        USD
        5001614.75000000
        0.144518725341
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-12-31
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LIMITED
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        55607NHV5
        
          
        
        8500000.00000000
        PA
        USD
        8499999.92000000
        0.245602513437
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-11-12
          Floating
          0.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NY
        N/A
        CREDIT SUISSE NY
        22549L3P8
        
          
        
        18250000.00000000
        PA
        USD
        18273357.63000000
        0.527997953541
        Long
        STIV
        CORP
        CH
        N
        
        2
        
          2021-08-10
          Fixed
          0.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS NY BRANCH
        2549003L5ZG5M2ZSE107
        Natixis SA/New York NY
        63873QNG5
        
          
        
        16465000.00000000
        PA
        USD
        16466160.29000000
        0.475780046111
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-11-15
          Floating
          0.23100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Bank Ltd/New York NY
        C3GTMMZIHMY46P4OIX74
        MUFG Bank Ltd/New York NY
        55380TMS6
        
          
        
        5000000.00000000
        PA
        USD
        5000705.90000000
        0.144492464654
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-04-08
          Fixed
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEXIA CREDIT LOCAL SA
        F4G136OIPBYND1F41110
        DEXIA CREDIT LOCAL SA
        25215VT82
        
          
        
        9700000.00000000
        PA
        USD
        9695657.60000000
        0.280150340988
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-06-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        0020A2WM0
        
          
        
        6000000.00000000
        PA
        USD
        5989822.50000000
        0.173072408810
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-09-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA HOUS
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/Houston
        06417MLQ6
        
          
        
        18500000.00000000
        PA
        USD
        18503327.78000000
        0.534642806175
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-08-13
          Floating
          0.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL CHICAGO
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal/Chicago IL
        06367C3F2
        
          
        
        5000000.00000000
        PA
        USD
        5003938.20000000
        0.144585860067
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-11-17
          Floating
          0.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN NY
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken/New York NY
        86959RHB9
        
          
        
        14300000.00000000
        PA
        USD
        14306733.87000000
        0.413384685955
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2021-06-18
          Floating
          0.35600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BK
        N/A
        NORINCHUKIN BK
        65602V4N3
        
          
        
        2000000.00000000
        PA
        USD
        2000677.02000000
        0.057808389330
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-05-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Total Capital Canada Ltd
        5299005IX98ZZ9LSGK46
        Total Capital Canada Ltd
        89153PVJ8
        
          
        
        2000000.00000000
        PA
        USD
        1998097.00000000
        0.057733841165
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-08-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: ES083212  TRS USD R E MSGSSUIT INDEX / Short: ES083212  TRS USD P V 01MLIBOR US0001M+30 BPS
        000000000
        
          
        
        100883787.12000000
        OU
        Notional Amount
        USD
        7842668.96000000
        0.226609320795
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                MSGSSUIT Index
                MSGSSUIT
                
                  
                    MSCI Inc
                    
                      
                    
                    246.46000000
                    USD
                    102161.98000000
                    USD
                  
                  
                    Delta Air Lines Inc
                    
                      
                    
                    1425.12000000
                    USD
                    68320.23000000
                    USD
                  
                  
                    Deere & Co
                    
                      
                    
                    184.45000000
                    USD
                    64395.06000000
                    USD
                  
                  
                    M&T Bank Corp
                    
                      
                    
                    775.71000000
                    USD
                    117085.09000000
                    USD
                  
                  
                    PVH Corp
                    
                      
                    
                    653.71000000
                    USD
                    65344.41000000
                    USD
                  
                  
                    Eastman Chemical Co
                    
                      
                    
                    538.98000000
                    USD
                    58888.95000000
                    USD
                  
                  
                    JPMorgan Chase & Co
                    
                      
                    
                    415.82000000
                    USD
                    61195.56000000
                    USD
                  
                  
                    KeyCorp
                    
                      
                    
                    3140.91000000
                    USD
                    63257.95000000
                    USD
                  
                  
                    Martin Marietta Materials Inc
                    
                      
                    
                    182.48000000
                    USD
                    61473.11000000
                    USD
                  
                  
                    Alexion Pharmaceuticals Inc
                    
                      
                    
                    657.71000000
                    USD
                    100465.92000000
                    USD
                  
                  
                    Bank of America Corp
                    
                      
                    
                    6494.39000000
                    USD
                    225420.11000000
                    USD
                  
                  
                    Trimble Inc
                    
                      
                    
                    1512.20000000
                    USD
                    112114.56000000
                    USD
                  
                  
                    AbbVie Inc
                    
                      
                    
                    1001.04000000
                    USD
                    107851.83000000
                    USD
                  
                  
                    Newmont Corp
                    
                      
                    
                    3249.36000000
                    USD
                    176700.27000000
                    USD
                  
                  
                    Autodesk Inc
                    
                      
                    
                    357.66000000
                    USD
                    98715.13000000
                    USD
                  
                  
                    Discovery Inc
                    
                      
                    
                    5559.19000000
                    USD
                    250163.73000000
                    USD
                  
                  
                    Dollar General Corp
                    
                      
                    
                    531.29000000
                    USD
                    100408.51000000
                    USD
                  
                  
                    Vontier Corp
                    
                      
                    
                    3098.52000000
                    USD
                    97293.64000000
                    USD
                  
                  
                    Fifth Third Bancorp
                    
                      
                    
                    1827.67000000
                    USD
                    63401.86000000
                    USD
                  
                  
                    FleetCor Technologies Inc
                    
                      
                    
                    215.79000000
                    USD
                    59840.90000000
                    USD
                  
                  
                    Zebra Technologies Corp
                    
                      
                    
                    135.65000000
                    USD
                    67747.88000000
                    USD
                  
                  
                    Chevron Corp
                    
                      
                    
                    1201.87000000
                    USD
                    120187.18000000
                    USD
                  
                  
                    Mastercard Inc
                    
                      
                    
                    167.61000000
                    USD
                    59310.26000000
                    USD
                  
                  
                    W R Berkley Corp
                    
                      
                    
                    1627.92000000
                    USD
                    112863.61000000
                    USD
                  
                  
                    FedEx Corp
                    
                      
                    
                    428.05000000
                    USD
                    108938.20000000
                    USD
                  
                  
                    Masco Corp
                    
                      
                    
                    1859.23000000
                    USD
                    98948.05000000
                    USD
                  
                  
                    NOV Inc
                    
                      
                    
                    4257.35000000
                    USD
                    64285.97000000
                    USD
                  
                  
                    Synchrony Financial
                    
                      
                    
                    5643.25000000
                    USD
                    218281.08000000
                    USD
                  
                  
                    Allstate Corp/The
                    
                      
                    
                    942.01000000
                    USD
                    100418.55000000
                    USD
                  
                  
                    Fiserv Inc
                    
                      
                    
                    506.08000000
                    USD
                    58386.95000000
                    USD
                  
                  
                    DXC Technology Co
                    
                      
                    
                    7601.02000000
                    USD
                    191697.73000000
                    USD
                  
                  
                    Quanta Services Inc
                    
                      
                    
                    1405.13000000
                    USD
                    117820.49000000
                    USD
                  
                  
                    Capital One Financial Corp
                    
                      
                    
                    1898.07000000
                    USD
                    228128.50000000
                    USD
                  
                  
                    Fidelity National Information Services I
                    
                      
                    
                    792.43000000
                    USD
                    109355.82000000
                    USD
                  
                  
                    Target Corp
                    
                      
                    
                    559.85000000
                    USD
                    102698.50000000
                    USD
                  
                  
                    Boston Scientific Corp
                    
                      
                    
                    1499.25000000
                    USD
                    58140.84000000
                    USD
                  
                  
                    Comerica Inc
                    
                      
                    
                    926.56000000
                    USD
                    63098.74000000
                    USD
                  
                  
                    Ford Motor Co
                    
                      
                    
                    4976.73000000
                    USD
                    58227.74000000
                    USD
                  
                  
                    Mosaic Co/The
                    
                      
                    
                    2006.63000000
                    USD
                    58994.83000000
                    USD
                  
                  
                    Cboe Global Markets Inc
                    
                      
                    
                    2058.77000000
                    USD
                    203735.60000000
                    USD
                  
                  
                    L Brands Inc
                    
                      
                    
                    4648.16000000
                    USD
                    254068.20000000
                    USD
                  
                  
                    Huntington Ingalls Industries Inc
                    
                      
                    
                    653.04000000
                    USD
                    114876.83000000
                    USD
                  
                  
                    Discover Financial Services
                    
                      
                    
                    1251.71000000
                    USD
                    117748.58000000
                    USD
                  
                  
                    Intel Corp
                    
                      
                    
                    1817.37000000
                    USD
                    110459.99000000
                    USD
                  
                  
                    Citizens Financial Group Inc
                    
                      
                    
                    2781.27000000
                    USD
                    120818.20000000
                    USD
                  
                  
                    Globe Life Inc
                    
                      
                    
                    2133.25000000
                    USD
                    199245.83000000
                    USD
                  
                  
                    Principal Financial Group Inc
                    
                      
                    
                    2062.60000000
                    USD
                    116701.97000000
                    USD
                  
                  
                    Truist Financial Corp
                    
                      
                    
                    2134.59000000
                    USD
                    121586.23000000
                    USD
                  
                  
                    Schlumberger NV
                    
                      
                    
                    4642.90000000
                    USD
                    129583.32000000
                    USD
                  
                  
                    Citigroup Inc
                    
                      
                    
                    1752.63000000
                    USD
                    115463.30000000
                    USD
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2021-04-05
            0.00000000
            USD
            0.00000000
            USD
            100883787.12000000
            USD
            7842668.96000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BK/NY
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank/New York
        85325VF70
        
          
        
        3000000.00000000
        PA
        USD
        2999999.97000000
        0.086683239985
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-08-23
          Floating
          0.20200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        N/A
        WALT DISNEY CO
        2546R2TW6
        
          
        
        9115000.00000000
        PA
        USD
        9106491.69000000
        0.263126737495
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES083256  TRS USD R V 01MLIBOR US0001M+7BPS / Short: ES083256  TRS USD P E JPGSVENK INDEX
        000000000
        
          
        
        104089987.81000000
        OU
        Notional Amount
        USD
        -8499537.35000000
        -0.24558914774
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                JPGSVENK Index
                JPGSVENK
                
                  
                    Norwegian Cruise Line Holdings Ltd
                    
                      
                    
                    -5177.01000000
                    USD
                    -153032.47000000
                    USD
                  
                  
                    Edwards Lifesciences Corp
                    
                      
                    
                    -1415.59000000
                    USD
                    -117635.47000000
                    USD
                  
                  
                    Delta Air Lines Inc
                    
                      
                    
                    -2044.16000000
                    USD
                    -97996.95000000
                    USD
                  
                  
                    Chipotle Mexican Grill Inc
                    
                      
                    
                    -115.27000000
                    USD
                    -166222.05000000
                    USD
                  
                  
                    MarketAxess Holdings Inc
                    
                      
                    
                    -305.85000000
                    USD
                    -170035.71000000
                    USD
                  
                  
                    Netflix Inc
                    
                      
                    
                    -215.13000000
                    USD
                    -115924.17000000
                    USD
                  
                  
                    Akamai Technologies Inc
                    
                      
                    
                    -1038.65000000
                    USD
                    -98152.23000000
                    USD
                  
                  
                    HollyFrontier Corp
                    
                      
                    
                    -4140.13000000
                    USD
                    -156828.11000000
                    USD
                  
                  
                    Apache Corp
                    
                      
                    
                    -5113.10000000
                    USD
                    -100881.43000000
                    USD
                  
                  
                    Align Technology Inc
                    
                      
                    
                    -213.54000000
                    USD
                    -121102.94000000
                    USD
                  
                  
                    Charles Schwab Corp/The
                    
                      
                    
                    -1448.57000000
                    USD
                    -89405.61000000
                    USD
                  
                  
                    Boston Scientific Corp
                    
                      
                    
                    -3225.73000000
                    USD
                    -125093.90000000
                    USD
                  
                  
                    Illumina Inc
                    
                      
                    
                    -261.55000000
                    USD
                    -114926.75000000
                    USD
                  
                  
                    Fidelity National Information Services I
                    
                      
                    
                    -897.35000000
                    USD
                    -123834.86000000
                    USD
                  
                  
                    DexCom Inc
                    
                      
                    
                    -454.62000000
                    USD
                    -180839.64000000
                    USD
                  
                  
                    TransDigm Group Inc
                    
                      
                    
                    -203.34000000
                    USD
                    -117258.26000000
                    USD
                  
                  
                    Hormel Foods Corp
                    
                      
                    
                    -5560.98000000
                    USD
                    -257862.87000000
                    USD
                  
                  
                    Amazon.com Inc
                    
                      
                    
                    -34.69000000
                    USD
                    -107294.25000000
                    USD
                  
                  
                    Diamondback Energy Inc
                    
                      
                    
                    -1333.39000000
                    USD
                    -92377.39000000
                    USD
                  
                  
                    Live Nation Entertainment Inc
                    
                      
                    
                    -1144.32000000
                    USD
                    -101683.96000000
                    USD
                  
                  
                    Invesco Ltd
                    
                      
                    
                    -5418.93000000
                    USD
                    -121492.39000000
                    USD
                  
                  
                    Twitter Inc
                    
                      
                    
                    -2202.15000000
                    USD
                    -169697.43000000
                    USD
                  
                  
                    Under Armour Inc
                    
                      
                    
                    -7525.31000000
                    USD
                    -136960.69000000
                    USD
                  
                  
                    Exxon Mobil Corp
                    
                      
                    
                    -1721.06000000
                    USD
                    -93574.04000000
                    USD
                  
                  
                    Global Payments Inc
                    
                      
                    
                    -634.00000000
                    USD
                    -125525.76000000
                    USD
                  
                  
                    Marathon Petroleum Corp
                    
                      
                    
                    -1779.29000000
                    USD
                    -97184.65000000
                    USD
                  
                  
                    Phillips 66
                    
                      
                    
                    -1147.37000000
                    USD
                    -95289.42000000
                    USD
                  
                  
                    Southwest Airlines Co
                    
                      
                    
                    -1726.06000000
                    USD
                    -100335.59000000
                    USD
                  
                  
                    Walt Disney Co/The
                    
                      
                    
                    -678.28000000
                    USD
                    -128221.56000000
                    USD
                  
                  
                    Hess Corp
                    
                      
                    
                    -2127.80000000
                    USD
                    -139434.66000000
                    USD
                  
                  
                    Las Vegas Sands Corp
                    
                      
                    
                    -1575.50000000
                    USD
                    -98626.59000000
                    USD
                  
                  
                    Catalent Inc
                    
                      
                    
                    -987.02000000
                    USD
                    -112234.10000000
                    USD
                  
                  
                    Wynn Resorts Ltd
                    
                      
                    
                    -1139.59000000
                    USD
                    -150118.66000000
                    USD
                  
                  
                    Centene Corp
                    
                      
                    
                    -1945.72000000
                    USD
                    -113902.56000000
                    USD
                  
                  
                    CarMax Inc
                    
                      
                    
                    -991.92000000
                    USD
                    -118544.07000000
                    USD
                  
                  
                    MGM Resorts International
                    
                      
                    
                    -2641.27000000
                    USD
                    -99813.64000000
                    USD
                  
                  
                    Occidental Petroleum Corp
                    
                      
                    
                    -5687.35000000
                    USD
                    -151340.38000000
                    USD
                  
                  
                    Albemarle Corp
                    
                      
                    
                    -697.03000000
                    USD
                    -109580.29000000
                    USD
                  
                  
                    salesforce.com Inc
                    
                      
                    
                    -761.39000000
                    USD
                    -164841.30000000
                    USD
                  
                  
                    Starbucks Corp
                    
                      
                    
                    -1176.35000000
                    USD
                    -127081.60000000
                    USD
                  
                  
                    United Airlines Holdings Inc
                    
                      
                    
                    -1935.90000000
                    USD
                    -101983.06000000
                    USD
                  
                  
                    Alaska Air Group Inc
                    
                      
                    
                    -1549.61000000
                    USD
                    -100755.64000000
                    USD
                  
                  
                    Paycom Software Inc
                    
                      
                    
                    -292.51000000
                    USD
                    -109468.43000000
                    USD
                  
                  
                    ServiceNow Inc
                    
                      
                    
                    -311.42000000
                    USD
                    -166130.94000000
                    USD
                  
                  
                    Royal Caribbean Cruises Ltd
                    
                      
                    
                    -2645.59000000
                    USD
                    -246754.23000000
                    USD
                  
                  
                    Incyte Corp
                    
                      
                    
                    -1275.46000000
                    USD
                    -100327.86000000
                    USD
                  
                  
                    Intuitive Surgical Inc
                    
                      
                    
                    -155.43000000
                    USD
                    -114518.01000000
                    USD
                  
                  
                    Carnival Corp
                    
                      
                    
                    -6168.35000000
                    USD
                    -165003.47000000
                    USD
                  
                  
                    ONEOK Inc
                    
                      
                    
                    -2897.68000000
                    USD
                    -128338.17000000
                    USD
                  
                  
                    Expedia Group Inc
                    
                      
                    
                    -607.31000000
                    USD
                    -97776.21000000
                    USD
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2021-04-05
            0.00000000
            USD
            0.00000000
            USD
            104089987.81000000
            USD
            -8499537.35000000
          
        
        
          N
          N
          N
        
      
      
        ING US FUNDING LLC
        N/A
        ING US FUNDING LLC
        45685QUC1
        
          
        
        13000000.00000000
        PA
        USD
        12993271.72000000
        0.375432967322
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-07-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED OVERSEAS BK LTD
        N/A
        UNITED OVERSEAS BK LTD
        91127PST9
        
          
        
        17000000.00000000
        PA
        USD
        16993625.00000000
        0.491020829610
        Long
        STIV
        CORP
        SG
        N
        
        2
        
          2021-05-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DZ BANK AG DEUTSCHE -Z
        N/A
        DZ BANK AG DEUTSCHE -Z
        23343URC7
        
          
        
        3500000.00000000
        PA
        USD
        3499431.25000000
        0.101114013963
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2021-04-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caisse d'Amortissement de la Dette Sociale
        969500P04DQJS4BPM574
        Caisse d'Amortissement de la Dette Sociale
        12802VRL2
        
          
        
        22300000.00000000
        PA
        USD
        22295567.88000000
        0.644217360161
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-04-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45856WTN9
        
          
        
        3500000.00000000
        PA
        USD
        3494603.00000000
        0.100974504510
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA NA
        1IE8VN30JCEQV1H4R804
        HSBC Bank USA NA
        40435RJF9
        
          
        
        10000000.00000000
        PA
        USD
        10006118.80000000
        0.289120935313
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-29
          Floating
          0.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industrial & Commercial Bank of China Ltd/New York NY
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd/New York NY
        45581BS73
        
          
        
        7000000.00000000
        PA
        USD
        6996964.73000000
        0.202173192975
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2021-05-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEA CHINESE BANKING
        N/A
        OVERSEA CHINESE BANKING
        69033MUV7
        
          
        
        6500000.00000000
        PA
        USD
        6500353.60000000
        0.187823905578
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-04-16
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        16677JSB3
        
          
        
        16250000.00000000
        PA
        USD
        16247494.74000000
        0.469461833265
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oglethorpe Power Corp
        3EERXCUSWMS9GV5D9M98
        Oglethorpe Power Corp
        67705AQ80
        
          
        
        8000000.00000000
        PA
        USD
        7999686.64000000
        0.231146254586
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        IOP009302 EQO RUT PUT DEC21 1803.03 PUT
        000000000
        
          
        
        -110313.00000000
        NC
        USD
        -11633919.73000000
        -0.33615528867
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Written
            
              
                Russell 2000 Index
                RTY Index
              
            
            1.00000000
            1803.03000000
            USD
            2021-12-31
            XXXX
            9001715.43000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NY
        N/A
        CREDIT SUISSE NY
        22549L6U4
        
          
        
        800000.00000000
        PA
        USD
        800713.88000000
        0.023136158037
        Long
        STIV
        CORP
        CH
        N
        
        2
        
          2021-11-01
          Fixed
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Energy Infrastructure Fund
        5493004HQKOKO2ODA746
        Goldman Sachs Energy Infrastructure Fund
        38148U239
        
          
        
        10805598.78600000
        NS
        USD
        86228678.31000000
        2.491527096780
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        China Construction Bank Corp/New York
        5493001KQW6DM7KEDR62
        China Construction Bank Corp/New York
        16891MV30
        
          
        
        7650000.00000000
        PA
        USD
        7637207.90000000
        0.220672643945
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-08-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        05253ATU4
        
          
        
        7000000.00000000
        PA
        USD
        6996180.73000000
        0.202150539755
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-06-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK AMER SECS INC
        N/A
        BANK AMER SECS INC
        06054Q2K9
        
          
        
        25000000.00000000
        PA
        USD
        25000231.00000000
        0.722367015047
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29366EQ33
        
          
        
        9960000.00000000
        PA
        USD
        9959816.04000000
        0.287783044214
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-03-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        55607KUS3
        
          
        
        18500000.00000000
        PA
        USD
        18483041.61000000
        0.534056649188
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-07-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs High Yield Floating Rate Fund
        20OHG0KU8S4HBIU77D72
        Goldman Sachs High Yield Floating Rate Fund
        38145L166
        
          
        
        10990423.32700000
        NS
        USD
        103200075.04000000
        2.981905653563
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CA IMPERIAL BK OF COMM
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13608CKV3
        
          
        
        5000000.00000000
        PA
        USD
        5001506.00000000
        0.144515583074
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-08-06
          Floating
          0.24300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG NY
        N/A
        DEUTSCHE BANK AG NY
        25158BV58
        
          
        
        6846000.00000000
        PA
        USD
        6845845.49000000
        0.197806691149
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2021-11-08
          Fixed
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
    
    
      2021-03-25
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
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