Form NPORT-P GOLDMAN SACHS TRUST For: Aug 31

October 29, 2020 5:26 PM

  
    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000046190
        C000144475
        C000196984
        C000201713
      
      
      
    
  
  
    
      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
      2020-08-31
      2020-08-31
      N
    
    
      3115374496.64
      93111159.87
      3022263336.77
      0.00000000
      496117626.77000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      99725678.74000000
      
        
          USD
          
          
        
        
          JPY
          
          
        
        
          MXN
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          ZAR
          
          
        
        
          HKD
          
          
        
        
          NZD
          
          
        
        
          SGD
          
          
        
        
          SEK
          
          
        
      
      
      
      
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Total Capital Canada Ltd
        5299005IX98ZZ9LSGK46
        Total Capital Canada Ltd
        89153PL59
        
          
        
        15000000.00000000
        PA
        USD
        14996260.05000000
        0.496193030817
        Long
        STIV
        CORP
        CA
        
        N
        
        2
        
          2020-11-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton Inc
        529900YISWVEKZT7CN18
        LVMH Moet Hennessy Louis Vuitton Inc
        55078TU13
        
          
        
        19500000.00000000
        PA
        USD
        19453399.29000000
        0.643669896442
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-07-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        8225X2U85
        
          
        
        11000000.00000000
        PA
        USD
        10960658.50000000
        0.362663913718
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-07-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IONIC CAPITAL II
        254900ABXGHL7TZDR053
        IONIC CAPITAL II
        46221LK81
        
          
        
        5156000.00000000
        PA
        USD
        5154296.51000000
        0.170544255601
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landesbank Baden-Wuerttemberg/New York NY
        B81CK4ESI35472RHJ606
        Landesbank Baden-Wuerttemberg/New York NY
        5148X0NB7
        
          
        
        12180000.00000000
        PA
        USD
        12169380.38000000
        0.402657843608
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2021-01-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMS WERTMANAGEMENT
        N/A
        FMS WERTMANAGEMENT
        34411GM37
        
          
        
        5000000.00000000
        PA
        USD
        4998263.60000000
        0.165381472196
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-12-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF KUWAIT SAKP
        N/A
        NATIONAL BANK OF KUWAIT SAKP
        63376DFK6
        
          
        
        17000000.00000000
        PA
        USD
        17000725.39000000
        0.562516349358
        Long
        STIV
        CORP
        KW
        N
        
        2
        
          2020-11-16
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        FXO001627 CALL USD PUT CNH DEC20 7.1305 CALL
        000000000
        
          
        
        186000000.00000000
        OU
        Notional Amount
        USD
        1022628.00000000
        0.033836495568
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    1022628.00000000
                    0.03000000
                    DFE
                    
                    US
                  
                  1326273000.00000000
                  CNY
                  186000000.00000000
                  USD
                  2020-12-30
                
              
            
            1.00000000
            7.13050000
            USD
            2020-12-30
            XXXX
            -1785972.00000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NY
        N/A
        CREDIT SUISSE NY
        22549L3P8
        
          
        
        18250000.00000000
        PA
        USD
        18271344.29000000
        0.604558314548
        Long
        STIV
        CORP
        CH
        N
        
        2
        
          2021-08-10
          Fixed
          0.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Long: ES072650  TRS EUR R V 01MEURIB EUR001M-10BPS / Short: ES072650  TRS EUR P E SX7T INDEX
        000000000
        
          
        
        23169964.28000000
        OU
        Notional Amount
        
        82431.38000000
        0.002727471792
        N/A
        DE
        
        ER
        N
        
        2
        
          
            
              Credit Suisse Group AG
              549300506SI9CRFV9Z86
            
            
              
                EURO STOXX Banks Net Return Index
                SX7T Index
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2020-10-02
            0.00000000
            EUR
            0.00000000
            EUR
            23169964.28000000
            EUR
            82431.38000000
          
        
        
          N
          N
          N
        
      
      
        COLUMBIA FDG CO
        N/A
        COLUMBIA FDG CO
        19767CJ31
        
          
        
        5000000.00000000
        PA
        USD
        4999945.40000000
        0.165437119233
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        OPS02578A SWAPTION US0003M JUL21 1.05 PUT
        000000000
        
          
        
        94000000.00000000
        NC
        USD
        8176872.00000000
        0.270554584060
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    IRS Swap
                    N/A
                    
                      
                    
                    94000000.00000000
                    OU
                    Notional Amount
                    N/A
                    8176872.00000000
                    0.27000000
                    DIR
                    
                    US
                  
                  
                    
                      ICE Libor USD 3 Months
                      US0003M Index
                    
                  
                  
                    
                      
                    
                  
                  
                  2051-07-30
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  94000000.00000000
                  USD
                
              
            
            1.00000000
            1.05000000
            USD
            2021-07-28
            XXXX
            3433504.06000000
          
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        N/A
        WALT DISNEY CO
        2546R2TW6
        
          
        
        9115000.00000000
        PA
        USD
        9085617.07000000
        0.300622945706
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        9612C4H79
        
          
        
        15000000.00000000
        PA
        USD
        15003863.55000000
        0.496444613791
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2020-10-30
          Floating
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEA-CHINESE BANKING
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp Ltd
        69034CJN9
        
          
        
        24000000.00000000
        PA
        USD
        24000099.84000000
        0.794110147451
        Long
        STIV
        CORP
        SG
        N
        
        2
        
          2020-09-03
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) DEC20 XCBT 20201231
        000000000
        
          
        
        913.00000000
        NC
        USD
        98306.36000000
        0.003252739720
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                2 Year US Treasury Note
                TUZ0 Comdty
              
            
            2020-12-31
            201617631.14000000
            USD
            98306.36000000
          
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        43851TSA5
        
          
        
        1500000.00000000
        PA
        USD
        1497249.00000000
        0.049540653250
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Bank Ltd/New York NY
        C3GTMMZIHMY46P4OIX74
        MUFG Bank Ltd/New York NY
        55379W4H6
        
          
        
        11000000.00000000
        PA
        USD
        11025265.13000000
        0.364801604011
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2020-10-15
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Construction Bank Corp/New York
        5493001KQW6DM7KEDR62
        China Construction Bank Corp/New York
        16891MK65
        
          
        
        12000000.00000000
        PA
        USD
        11996712.00000000
        0.396944629345
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-10-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Select Sector SPDR Fund
        54930064FLK0RD4TRU75
        Energy Select Sector SPDR Fund
        81369Y506
        
          
        
        2099638.00000000
        NS
        USD
        74852094.70000000
        2.476690028606
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PepsiCo Inc
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        71344TM74
        
          
        
        5000000.00000000
        PA
        USD
        4998162.50000000
        0.165378127021
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-12-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT  SEP20 XCME 20200918
        000000000
        
          
        
        -227.00000000
        NC
        USD
        -4001272.98000000
        -0.13239326074
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                E-mini S&P 500 Index
                ESU0 Index
              
            
            2020-09-18
            -35711242.02000000
            USD
            -4001272.98000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        SX5E DIVIDEND FUT DEC21 XEUR 20211217
        000000000
        
          
        
        9940.00000000
        NC
        
        -8163221.33000000
        -0.27010291362
        N/A
        DE
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                EURO STOXX 50 DIVIDEND POINTS
                DEDZ1 Index
              
            
            2021-12-17
            87652791.72000000
            EUR
            -8163221.33000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        Long: ES070511  TRS EUR R E SX7T INDEX / Short: ES070511  TRS EUR P V 01MEURIB EUR001M+ 5 BPS
        000000000
        
          
        
        6557463.00000000
        OU
        Notional Amount
        
        -71139.54000000
        -0.00235384981
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            
              
                EURO STOXX Banks Net Return Index
                SX7T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2020-10-02
            0.00000000
            EUR
            0.00000000
            EUR
            6557463.00000000
            EUR
            -71139.54000000
          
        
        
          N
          N
          N
        
      
      
        Chariot Funding LLC
        549300EEWRNP448AMT79
        Chariot Funding LLC
        15963TLC1
        
          
        
        9000000.00000000
        PA
        USD
        8997572.79000000
        0.297709755484
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEXIA CREDIT LOCAL SA
        F4G136OIPBYND1F41110
        DEXIA CREDIT LOCAL SA
        25215VJE0
        
          
        
        12550000.00000000
        PA
        USD
        12549560.75000000
        0.415237170014
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2020-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATL AUSTRALIA BK LT
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        63254GNZ4
        
          
        
        4650000.00000000
        PA
        USD
        4651496.65000000
        0.153907721852
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-04-23
          Floating
          0.28000000
          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
        45581BJH1
        
          
        
        4391000.00000000
        PA
        USD
        4390695.18000000
        0.145278378842
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2020-09-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BK/NY
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank/New York
        85325V2E9
        
          
        
        8000000.00000000
        PA
        USD
        8003477.60000000
        0.264817347404
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2020-10-30
          Floating
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05571BNF6
        
          
        
        17674000.00000000
        PA
        USD
        17661220.64000000
        0.584370674293
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        GP0001006 EWZ.P EQ BARRIER OCT20 28.89 PUT
        000000000
        
          
        
        1548741.00000000
        NC
        USD
        838039.24000000
        0.027728862333
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                iShares MSCI Brazil ETF
                iShares MSCI Brazil ETF
                
                  
                  
                
              
            
            1.00000000
            28.89000000
            USD
            2020-10-16
            XXXX
            61035.88000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        GP0001005 EWZ.P EQ BARRIER OCT20 28.52 PUT
        000000000
        
          
        
        1548741.00000000
        NC
        USD
        769093.94000000
        0.025447615058
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                iShares MSCI Brazil ETF
                iShares MSCI Brazil ETF
                
                  
                  
                
              
            
            1.00000000
            28.52000000
            USD
            2020-10-16
            XXXX
            15941.19000000
          
        
        
          N
          N
          N
        
      
      
        SKANDINAV ENSKILDA BK NY
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB/New York NY
        83050PFB0
        
          
        
        11000000.00000000
        PA
        USD
        11002992.00000000
        0.364064635471
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2020-10-21
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Korea Development Bank/New York NY
        549300ML2LNRZUCS7149
        Korea Development Bank/New York NY
        5006E0QB5
        
          
        
        19000000.00000000
        PA
        USD
        18988245.27000000
        0.628278980159
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-03-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -849520.77000000
        -0.02810876073
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            630000000.00000000
            MXN
            27881148.73000000
            USD
            2020-09-17
            -849520.77000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        90276JKM7
        
          
        
        15000000.00000000
        PA
        USD
        15002592.45000000
        0.496402555908
        Long
        STIV
        CORP
        CH
        N
        
        2
        
          2021-07-14
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albion Capital Corp SA / Albion Capital LLC
        N/A
        Albion Capital Corp SA / Albion Capital LLC
        01329WLL3
        
          
        
        18000000.00000000
        PA
        USD
        17994289.50000000
        0.595391185178
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-11-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUPONT DE NEMOURS INC
        N/A
        DUPONT DE NEMOURS INC
        26082MKD8
        
          
        
        4500000.00000000
        PA
        USD
        4499102.39000000
        0.148865333316
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sheffield Receivables Co LLC
        549300MYF6MOTU9T3G29
        Sheffield Receivables Co LLC
        82124LJ11
        
          
        
        5000000.00000000
        PA
        USD
        4999980.55000000
        0.165438282269
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-09-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN NY
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken/New York NY
        86959RCU2
        
          
        
        10000000.00000000
        PA
        USD
        10002442.50000000
        0.330958668568
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2020-10-16
          Floating
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services PLC
        213800LAXWIUOOBZ3908
        Reckitt Benckiser Treasury Services PLC
        7562E0JE7
        
          
        
        21480000.00000000
        PA
        USD
        21478412.84000000
        0.710673109741
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sanofi
        549300E9PC51EN656011
        Sanofi
        8010M2JE3
        
          
        
        10000000.00000000
        PA
        USD
        9999727.80000000
        0.330868845157
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2020-09-14
          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
        22262922.46000000
        0.736630795508
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-04-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA NY
        N/A
        Royal Bank of Canada/New York NY
        78012UWQ4
        
          
        
        9900000.00000000
        PA
        USD
        9907068.01000000
        0.327802937932
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-06-18
          Floating
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI BANK NY
        549300MS3WYYVQ4HXM15
        Sumitomo Mitsui Banking Corp/New York
        86565BXW6
        
          
        
        5000000.00000000
        PA
        USD
        5008459.05000000
        0.165718817055
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-04-06
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO BANK LTD/NY
        RB0PEZSDGCO3JS6CEU02
        Mizuho Bank Ltd/New York NY
        60710APH9
        
          
        
        4850000.00000000
        PA
        USD
        4852308.55000000
        0.160552142858
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-02-10
          Floating
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BK/NY
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank/New York
        85325V3L2
        
          
        
        17000000.00000000
        PA
        USD
        17002127.21000000
        0.562562732477
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2020-10-13
          Floating
          0.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: ES075300  TRS USD R E MSGSSUIT INDEX / Short: ES075300  TRS USD P V 01MLIBOR US0001M+21 BPS
        000000000
        
          
        
        130904781.70000000
        OU
        Notional Amount
        USD
        7031923.36000000
        0.232670769434
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                MSGSSUIT Index
                MSGSSUIT
                
                  
                    Discover Financial Services
                    
                      
                    
                    720.98000000
                    USD
                    38269.77000000
                    USD
                  
                  
                    Alphabet Inc
                    
                      
                    
                    23.86000000
                    USD
                    38882.53000000
                    USD
                  
                  
                    Booking Holdings Inc
                    
                      
                    
                    43.28000000
                    USD
                    82691.20000000
                    USD
                  
                  
                    Wells Fargo & Co
                    
                      
                    
                    5877.90000000
                    USD
                    141951.40000000
                    USD
                  
                  
                    ConocoPhillips
                    
                      
                    
                    3873.31000000
                    USD
                    146759.62000000
                    USD
                  
                  
                    AbbVie Inc
                    
                      
                    
                    1482.06000000
                    USD
                    141937.19000000
                    USD
                  
                  
                    Coty Inc
                    
                      
                    
                    19409.88000000
                    USD
                    69487.36000000
                    USD
                  
                  
                    Alphabet Inc Class C
                    
                      
                    
                    48.44000000
                    USD
                    79166.31000000
                    USD
                  
                  
                    Intel Corp
                    
                      
                    
                    2963.87000000
                    USD
                    151009.08000000
                    USD
                  
                  
                    HP Inc
                    
                      
                    
                    1991.02000000
                    USD
                    38924.44000000
                    USD
                  
                  
                    LKQ Corp
                    
                      
                    
                    1234.49000000
                    USD
                    39182.58000000
                    USD
                  
                  
                    Dover Corp
                    
                      
                    
                    520.09000000
                    USD
                    57127.13000000
                    USD
                  
                  
                    Aflac Inc
                    
                      
                    
                    2035.24000000
                    USD
                    73920.07000000
                    USD
                  
                  
                    Cboe Global Markets Inc
                    
                      
                    
                    1654.66000000
                    USD
                    151881.18000000
                    USD
                  
                  
                    Boston Properties Inc
                    
                      
                    
                    828.25000000
                    USD
                    71950.15000000
                    USD
                  
                  
                    EOG Resources Inc
                    
                      
                    
                    1540.40000000
                    USD
                    69841.77000000
                    USD
                  
                  
                    Union Pacific Corp
                    
                      
                    
                    311.94000000
                    USD
                    60029.42000000
                    USD
                  
                  
                    Walmart Inc
                    
                      
                    
                    274.75000000
                    USD
                    38149.73000000
                    USD
                  
                  
                    Capital One Financial Corp
                    
                      
                    
                    2243.08000000
                    USD
                    154839.93000000
                    USD
                  
                  
                    Honeywell International Inc
                    
                      
                    
                    361.59000000
                    USD
                    59860.51000000
                    USD
                  
                  
                    Equity Residential
                    
                      
                    
                    676.10000000
                    USD
                    38165.90000000
                    USD
                  
                  
                    Bank of America Corp
                    
                      
                    
                    5689.84000000
                    USD
                    146456.54000000
                    USD
                  
                  
                    International Paper Co
                    
                      
                    
                    2044.00000000
                    USD
                    74135.88000000
                    USD
                  
                  
                    Mohawk Industries Inc
                    
                      
                    
                    3587.74000000
                    USD
                    331255.91000000
                    USD
                  
                  
                    Biogen Inc
                    
                      
                    
                    511.18000000
                    USD
                    147035.13000000
                    USD
                  
                  
                    Citizens Financial Group Inc
                    
                      
                    
                    5868.31000000
                    USD
                    151813.18000000
                    USD
                  
                  
                    Citigroup Inc
                    
                      
                    
                    1417.51000000
                    USD
                    72463.13000000
                    USD
                  
                  
                    Southwest Airlines Co
                    
                      
                    
                    9026.15000000
                    USD
                    339202.75000000
                    USD
                  
                  
                    Caterpillar Inc
                    
                      
                    
                    405.25000000
                    USD
                    57671.69000000
                    USD
                  
                  
                    JPMorgan Chase & Co
                    
                      
                    
                    1479.60000000
                    USD
                    148240.68000000
                    USD
                  
                  
                    CSX Corp
                    
                      
                    
                    761.72000000
                    USD
                    58241.34000000
                    USD
                  
                  
                    Xerox Holdings Corp
                    
                      
                    
                    17804.24000000
                    USD
                    335787.91000000
                    USD
                  
                  
                    Alexion Pharmaceuticals Inc
                    
                      
                    
                    337.44000000
                    USD
                    38542.18000000
                    USD
                  
                  
                    FirstEnergy Corp
                    
                      
                    
                    2480.44000000
                    USD
                    70915.82000000
                    USD
                  
                  
                    Zions Bancorp NA
                    
                      
                    
                    4424.30000000
                    USD
                    142285.41000000
                    USD
                  
                  
                    Bank of New York Mellon Corp/The
                    
                      
                    
                    3946.41000000
                    USD
                    145938.22000000
                    USD
                  
                  
                    Parker-Hannifin Corp
                    
                      
                    
                    294.84000000
                    USD
                    60740.98000000
                    USD
                  
                  
                    General Electric Co
                    
                      
                    
                    23271.54000000
                    USD
                    147541.57000000
                    USD
                  
                  
                    Chevron Corp
                    
                      
                    
                    1700.73000000
                    USD
                    142742.35000000
                    USD
                  
                  
                    PPG Industries Inc
                    
                      
                    
                    331.09000000
                    USD
                    39863.48000000
                    USD
                  
                  
                    PNC Financial Services Group Inc/The
                    
                      
                    
                    674.30000000
                    USD
                    74981.89000000
                    USD
                  
                  
                    Cigna Corp
                    
                      
                    
                    821.90000000
                    USD
                    145780.84000000
                    USD
                  
                  
                    Discovery Inc
                    
                      
                    
                    3733.84000000
                    USD
                    74564.76000000
                    USD
                  
                  
                    Halliburton Co
                    
                      
                    
                    2434.99000000
                    USD
                    39398.11000000
                    USD
                  
                  
                    National Oilwell Varco Inc
                    
                      
                    
                    6162.93000000
                    USD
                    73955.16000000
                    USD
                  
                  
                    M&T Bank Corp
                    
                      
                    
                    687.31000000
                    USD
                    70971.66000000
                    USD
                  
                  
                    eBay Inc
                    
                      
                    
                    1266.38000000
                    USD
                    69372.31000000
                    USD
                  
                  
                    Synchrony Financial
                    
                      
                    
                    3143.85000000
                    USD
                    77999.01000000
                    USD
                  
                  
                    Schlumberger NV
                    
                      
                    
                    15226.81000000
                    USD
                    289461.60000000
                    USD
                  
                  
                    Huntington Bancshares Inc/OH
                    
                      
                    
                    30765.88000000
                    USD
                    289506.89000000
                    USD
                  
                
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2020-10-05
            0.00000000
            USD
            0.00000000
            USD
            130904781.70000000
            USD
            7031923.36000000
          
        
        
          N
          N
          N
        
      
      
        Nederlandse Waterschapsbank NV
        JLP5FSPH9WPSHY3NIM24
        Nederlandse Waterschapsbank NV
        63975UJ11
        
          
        
        4000000.00000000
        PA
        USD
        3999989.88000000
        0.132350805812
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-09-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        Long: ES073694  TRS EUR R E SX7T INDEX / Short: ES073694  TRS EUR P V 01MEURIB EUR001M+20 BPS
        000000000
        
          
        
        11113966.76000000
        OU
        Notional Amount
        
        402101.66000000
        0.013304653340
        N/A
        DE
        
        ER
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                EURO STOXX Banks Net Return Index
                SX7T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2020-10-02
            0.00000000
            EUR
            0.00000000
            EUR
            11113966.76000000
            EUR
            402101.66000000
          
        
        
          N
          N
          N
        
      
      
        MIZUHO BANK LTD/NY
        RB0PEZSDGCO3JS6CEU02
        Mizuho Bank Ltd/New York NY
        60710ARE4
        
          
        
        21250000.00000000
        PA
        USD
        21254370.06000000
        0.703260030369
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-03-11
          Floating
          0.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Abu Dhabi Bank PJSC
        2138002Y3WMK6RZS8H90
        First Abu Dhabi Bank PJSC
        31849HLD2
        
          
        
        17000000.00000000
        PA
        USD
        16995317.52000000
        0.562337414917
        Long
        STIV
        CORP
        AE
        N
        
        2
        
          2020-11-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        86723AL26
        
          
        
        2000000.00000000
        PA
        USD
        1999251.00000000
        0.066150787579
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-11-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDLSBNKN A
        N/A
        SVENSKA HANDLSBNKN A
        86959RCW8
        
          
        
        7000000.00000000
        PA
        USD
        7017176.39000000
        0.232182824859
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2020-10-19
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erste Abwicklungsanstalt
        7TG4VWERK338227TR435
        Erste Abwicklungsanstalt
        29604CJ86
        
          
        
        10000000.00000000
        PA
        USD
        9999784.40000000
        0.330870717926
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2020-09-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Bank Ltd/ New York
        5493006GGLR4BTEL8O61
        Sumitomo Mitsui Trust Bank Ltd/ New York
        86563GM33
        
          
        
        15400000.00000000
        PA
        USD
        15393003.32000000
        0.509320386900
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2020-12-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nieuw Amsterdam Receivables Corp
        54930052Z500U6IGFJ82
        Nieuw Amsterdam Receivables Corp
        65409RJ27
        
          
        
        16850000.00000000
        PA
        USD
        16849900.75000000
        0.557525896072
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada PipeLine USA Ltd
        549300D7N93SC2UZ5R10
        TransCanada PipeLine USA Ltd
        89356TJQ3
        
          
        
        8000000.00000000
        PA
        USD
        7999008.00000000
        0.264669458239
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-09-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kreditanstalt fuer Wiederaufbau
        549300GDPG70E3MBBU98
        Kreditanstalt fuer Wiederaufbau
        48246TQ10
        
          
        
        24000000.00000000
        PA
        USD
        23977189.44000000
        0.793352093058
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89120DS42
        
          
        
        10250000.00000000
        PA
        USD
        10254860.65000000
        0.339310626087
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-06-17
          Floating
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA NA
        1IE8VN30JCEQV1H4R804
        HSBC Bank USA NA
        40435RGK1
        
          
        
        14400000.00000000
        PA
        USD
        14402037.74000000
        0.476531530683
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-23
          Floating
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN NY
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken/New York NY
        86959RHB9
        
          
        
        14300000.00000000
        PA
        USD
        14313614.89000000
        0.473605814419
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2021-06-18
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        05526LJE8
        
          
        
        3000000.00000000
        PA
        USD
        2999791.17000000
        0.099256445773
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2020-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada PipeLines Ltd
        5BV01I6231JPDAPMGH09
        TransCanada PipeLines Ltd
        89355PJA7
        
          
        
        5000000.00000000
        PA
        USD
        4999768.05000000
        0.165431251114
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2020-09-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        IOP009027 EQO SPX USD 20NOV20 NOV20 2914.98 PUT
        000000000
        
          
        
        -55306.00000000
        NC
        USD
        -2401927.69000000
        -0.07947446738
        N/A
        DE
        
        US
        
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            1.00000000
            2914.98000000
            USD
            2020-11-20
            XXXX
            63729.93000000
          
        
        
          N
          N
          N
        
      
      
        ABN AMRO Funding USA LLC
        549300WEQ09INLYV6558
        ABN AMRO Funding USA LLC
        00084BSM7
        
          
        
        12097000.00000000
        PA
        USD
        12065361.63000000
        0.399216093555
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-05-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        19121ANM9
        
          
        
        5000000.00000000
        PA
        USD
        4998828.20000000
        0.165400153559
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-01-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barton Capital SA
        549300KOFKIMD0C37W24
        Barton Capital SA
        06945LNB0
        
          
        
        5000000.00000000
        PA
        USD
        4997247.65000000
        0.165347856660
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-01-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antalis SA
        549300G2LM2ZKZ0X4Y50
        Antalis SA
        03664AK15
        
          
        
        14000000.00000000
        PA
        USD
        13998071.08000000
        0.463165168623
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2020-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Short Term Funding LLC
        54930024MDLTV1K1YL10
        MetLife Short Term Funding LLC
        59157TM18
        
          
        
        5000000.00000000
        PA
        USD
        4998709.45000000
        0.165396224385
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nederlandse Waterschapsbank NV
        JLP5FSPH9WPSHY3NIM24
        Nederlandse Waterschapsbank NV
        63975UKS0
        
          
        
        10000000.00000000
        PA
        USD
        9997962.20000000
        0.330810425364
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-10-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE SHORT TERM
        N/A
        PACIFIC LIFE SHORT TERM
        69448WK29
        
          
        
        17600000.00000000
        PA
        USD
        17597794.19000000
        0.582272033541
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BK
        N/A
        NORINCHUKIN BK
        65602VN28
        
          
        
        10000000.00000000
        PA
        USD
        10000984.50000000
        0.330910426577
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2020-09-18
          Fixed
          0.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368YFM4
        
          
        
        17000000.00000000
        PA
        USD
        16957398.00000000
        0.561082741986
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-06-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE SHORT TERM
        N/A
        PACIFIC LIFE SHORT TERM
        69448WKG8
        
          
        
        5000000.00000000
        PA
        USD
        4999073.60000000
        0.165408273302
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA/New York
        5493006QMFDDMYWIAM13
        Banco Santander SA/New York
        05971RKL7
        
          
        
        23000000.00000000
        PA
        USD
        22996262.50000000
        0.760895393204
        Long
        STIV
        CORP
        ES
        N
        
        2
        
          2020-10-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYERISCHE LANDESBANK NY
        VDYMYTQGZZ6DU0912C88
        Bayerische Landesbank/New York
        0727MAX30
        
          
        
        12554000.00000000
        PA
        USD
        12546687.80000000
        0.415142110462
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2021-01-22
          Floating
          0.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        N/A
        BAT CAPITAL CORP
        05491WK52
        
          
        
        2900000.00000000
        PA
        USD
        2899455.84000000
        0.095936571930
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chariot Funding LLC
        549300EEWRNP448AMT79
        Chariot Funding LLC
        15963TJG5
        
          
        
        14000000.00000000
        PA
        USD
        13999371.54000000
        0.463208197964
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BK
        N/A
        NORINCHUKIN BK
        65602VX76
        
          
        
        13600000.00000000
        PA
        USD
        13599324.35000000
        0.449971522485
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-02-26
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VW Credit Inc
        549300UUPJ2NXDB68M19
        VW Credit Inc
        91842JNV7
        
          
        
        14950000.00000000
        PA
        USD
        14927300.07000000
        0.493911297814
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-01-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        86723AKT8
        
          
        
        10100000.00000000
        PA
        USD
        10096673.77000000
        0.334076572585
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-10-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        71708EJP1
        
          
        
        10600000.00000000
        PA
        USD
        10599492.05000000
        0.350713715811
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29366EJE7
        
          
        
        7500000.00000000
        PA
        USD
        7499229.98000000
        0.248132910483
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNG Bank NV
        529900GGYMNGRQTDOO93
        BNG Bank NV
        09657RJ16
        
          
        
        7000000.00000000
        PA
        USD
        6999985.23000000
        0.231614007450
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-09-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKET
        N/A
        NATWEST MARKET
        63906ENE8
        
          
        
        7850000.00000000
        PA
        USD
        7842704.76000000
        0.259497730213
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-01-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Funding USA LLC
        549300WEQ09INLYV6558
        ABN AMRO Funding USA LLC
        00084BLD4
        
          
        
        2500000.00000000
        PA
        USD
        2498782.08000000
        0.082679164637
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-11-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29366EL20
        
          
        
        9500000.00000000
        PA
        USD
        9494962.63000000
        0.314167283653
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLLATERALIZED CP V CO
        N/A
        COLLATERALIZED CP V CO
        19424HK58
        
          
        
        15000000.00000000
        PA
        USD
        14998468.80000000
        0.496266113462
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05571BJ38
        
          
        
        8000000.00000000
        PA
        USD
        7999946.64000000
        0.264700515758
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2020-09-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Siemens Capital Co LLC
        EOSCVWUER252U910GR08
        Siemens Capital Co LLC
        82619TQ18
        
          
        
        5000000.00000000
        PA
        USD
        4998685.55000000
        0.165395433587
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP NY
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp/NY
        96130AFK9
        
          
        
        3000000.00000000
        PA
        USD
        2999999.82000000
        0.099263349540
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-08-03
          Floating
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landesbank Hessen-Thueringen Girozentrale/New York
        DIZES5CFO5K3I5R58746
        Landesbank Hessen-Thueringen Girozentrale/New York
        51489GP43
        
          
        
        6000000.00000000
        PA
        USD
        5995368.48000000
        0.198373464253
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-02-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salisbury Receivables Co LLC
        549300HB2PGDP0V6U989
        Salisbury Receivables Co LLC
        79490AJ82
        
          
        
        5000000.00000000
        PA
        USD
        4999900.00000000
        0.165435617047
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-09-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRC Funding LLC
        549300HKCCNTZDBBEN75
        CRC Funding LLC
        12619TKD5
        
          
        
        17000000.00000000
        PA
        USD
        16996669.87000000
        0.562382161184
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        Long: ES075295  TRS USD R V 01MLIBOR US0001M+0.07 BPS / Short: ES075295  TRS USD P E JPGSVENK INDEX
        000000000
        
          
        
        93465367.00000000
        OU
        Notional Amount
        USD
        -5182794.80000000
        -0.17148720089
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            
              
                JPGSVENK Index
                JPGSVENK
                
                  
                    Hess Corp
                    
                      
                    
                    -971.89000000
                    USD
                    -44745.92000000
                    USD
                  
                  
                    Vornado Realty Trust
                    
                      
                    
                    -467.28000000
                    USD
                    -16742.60000000
                    USD
                  
                  
                    Iron Mountain Inc
                    
                      
                    
                    -850.10000000
                    USD
                    -25579.48000000
                    USD
                  
                  
                    Paycom Software Inc
                    
                      
                    
                    -84.07000000
                    USD
                    -25176.31000000
                    USD
                  
                  
                    Lincoln National Corp
                    
                      
                    
                    -1288.96000000
                    USD
                    -46467.02000000
                    USD
                  
                  
                    PerkinElmer Inc
                    
                      
                    
                    -198.76000000
                    USD
                    -23398.45000000
                    USD
                  
                  
                    DexCom Inc
                    
                      
                    
                    -109.11000000
                    USD
                    -46414.62000000
                    USD
                  
                  
                    Equinix Inc
                    
                      
                    
                    -40.81000000
                    USD
                    -32228.69000000
                    USD
                  
                  
                    Broadridge Financial Solutions Inc
                    
                      
                    
                    -353.47000000
                    USD
                    -48566.36000000
                    USD
                  
                  
                    Alexandria Real Estate Equities Inc
                    
                      
                    
                    -180.31000000
                    USD
                    -30360.24000000
                    USD
                  
                  
                    WEC Energy Group Inc
                    
                      
                    
                    -171.63000000
                    USD
                    -16147.05000000
                    USD
                  
                  
                    Danaher Corp
                    
                      
                    
                    -117.02000000
                    USD
                    -24161.31000000
                    USD
                  
                  
                    ABIOMED Inc
                    
                      
                    
                    -156.99000000
                    USD
                    -48292.30000000
                    USD
                  
                  
                    Welltower Inc
                    
                      
                    
                    -601.36000000
                    USD
                    -34589.97000000
                    USD
                  
                  
                    Xcel Energy Inc
                    
                      
                    
                    -233.73000000
                    USD
                    -16238.68000000
                    USD
                  
                  
                    Sempra Energy
                    
                      
                    
                    -259.13000000
                    USD
                    -32042.01000000
                    USD
                  
                  
                    Eversource Energy
                    
                      
                    
                    -179.59000000
                    USD
                    -15392.69000000
                    USD
                  
                  
                    Duke Realty Corp
                    
                      
                    
                    -801.45000000
                    USD
                    -30896.04000000
                    USD
                  
                  
                    Prologis Inc
                    
                      
                    
                    -302.85000000
                    USD
                    -30848.77000000
                    USD
                  
                  
                    DTE Energy Co
                    
                      
                    
                    -141.14000000
                    USD
                    -16749.03000000
                    USD
                  
                  
                    Verisk Analytics Inc
                    
                      
                    
                    -259.09000000
                    USD
                    -48363.98000000
                    USD
                  
                  
                    Roper Technologies Inc
                    
                      
                    
                    -55.65000000
                    USD
                    -23773.79000000
                    USD
                  
                  
                    Atmos Energy Corp
                    
                      
                    
                    -305.22000000
                    USD
                    -30467.42000000
                    USD
                  
                  
                    ResMed Inc
                    
                      
                    
                    -119.82000000
                    USD
                    -21660.87000000
                    USD
                  
                  
                    Ventas Inc
                    
                      
                    
                    -843.11000000
                    USD
                    -34744.58000000
                    USD
                  
                  
                    Corning Inc
                    
                      
                    
                    -783.80000000
                    USD
                    -25442.29000000
                    USD
                  
                  
                    Global Payments Inc
                    
                      
                    
                    -270.55000000
                    USD
                    -47784.38000000
                    USD
                  
                  
                    First Republic Bank/CA
                    
                      
                    
                    -214.45000000
                    USD
                    -24213.14000000
                    USD
                  
                  
                    NextEra Energy Inc
                    
                      
                    
                    -57.90000000
                    USD
                    -16163.01000000
                    USD
                  
                  
                    Linde PLC
                    
                      
                    
                    -99.13000000
                    USD
                    -24757.85000000
                    USD
                  
                  
                    Entergy Corp
                    
                      
                    
                    -313.22000000
                    USD
                    -31053.08000000
                    USD
                  
                  
                    Edison International
                    
                      
                    
                    -596.02000000
                    USD
                    -31278.89000000
                    USD
                  
                  
                    Varian Medical Systems Inc
                    
                      
                    
                    -277.93000000
                    USD
                    -48267.94000000
                    USD
                  
                  
                    IDEXX Laboratories Inc
                    
                      
                    
                    -123.49000000
                    USD
                    -48292.04000000
                    USD
                  
                  
                    International Flavors & Fragrances Inc
                    
                      
                    
                    -388.94000000
                    USD
                    -48147.44000000
                    USD
                  
                  
                    Marsh & McLennan Cos Inc
                    
                      
                    
                    -209.11000000
                    USD
                    -24029.25000000
                    USD
                  
                  
                    Incyte Corp
                    
                      
                    
                    -475.56000000
                    USD
                    -45819.90000000
                    USD
                  
                  
                    FedEx Corp
                    
                      
                    
                    -143.12000000
                    USD
                    -31464.54000000
                    USD
                  
                  
                    Arista Networks Inc
                    
                      
                    
                    -185.94000000
                    USD
                    -41548.19000000
                    USD
                  
                  
                    CMS Energy Corp
                    
                      
                    
                    -255.23000000
                    USD
                    -15438.61000000
                    USD
                  
                  
                    Healthpeak Properties Inc
                    
                      
                    
                    -591.18000000
                    USD
                    -16340.21000000
                    USD
                  
                  
                    Alliant Energy Corp
                    
                      
                    
                    -300.35000000
                    USD
                    -16263.77000000
                    USD
                  
                  
                    Ingersoll Rand Inc
                    
                      
                    
                    -742.25000000
                    USD
                    -26023.23000000
                    USD
                  
                  
                    PPL Corp
                    
                      
                    
                    -1212.03000000
                    USD
                    -33488.47000000
                    USD
                  
                  
                    Pinnacle West Capital Corp
                    
                      
                    
                    -196.02000000
                    USD
                    -14377.95000000
                    USD
                  
                  
                    Realty Income Corp
                    
                      
                    
                    -535.16000000
                    USD
                    -33195.80000000
                    USD
                  
                  
                    NVIDIA Corp
                    
                      
                    
                    -54.99000000
                    USD
                    -29420.29000000
                    USD
                  
                  
                    American Water Works Co Inc
                    
                      
                    
                    -109.29000000
                    USD
                    -15446.44000000
                    USD
                  
                  
                    Bio-Rad Laboratories Inc
                    
                      
                    
                    -45.58000000
                    USD
                    -23180.26000000
                    USD
                  
                  
                    NIKE Inc
                    
                      
                    
                    -246.31000000
                    USD
                    -27559.51000000
                    USD
                  
                
              
            
            Y
            
              
                
              
            
            equity-performance leg
            2020-10-05
            0.00000000
            USD
            0.00000000
            USD
            93465367.00000000
            USD
            -5182794.80000000
          
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45856WLA5
        
          
        
        10600000.00000000
        PA
        USD
        10591997.00000000
        0.350465721207
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thunder Bay Funding LLC
        N/A
        Thunder Bay Funding LLC
        88602TLL5
        
          
        
        10000000.00000000
        PA
        USD
        9997052.50000000
        0.330780325406
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alerian MLP ETF
        549300WPBLCQJSVVVV61
        Alerian MLP ETF
        00162Q452
        
          
        
        1529082.00000000
        NS
        USD
        35306503.38000000
        1.168213998775
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          
        
      
      
        J.P. Morgan Securities LLC
        ZBUT11V806EZRVTWT807
        IOP008854 EQO SPX USD DEC20 2845.92 CALL
        000000000
        
          
        
        -45906.00000000
        NC
        USD
        -32075960.80000000
        -1.06132249992
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              J.P. Morgan Securities LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                S&P 500 Index
                SPX Index
              
            
            1.00000000
            2845.92000000
            USD
            2020-12-31
            XXXX
            -21016525.99000000
          
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Banking Corp
        5U0XI89JRFVHWIBS4F54
        Sumitomo Mitsui Banking Corp
        86562KLA0
        
          
        
        13750000.00000000
        PA
        USD
        13746013.60000000
        0.454825144876
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2020-11-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        71708EJW6
        
          
        
        5000000.00000000
        PA
        USD
        4999666.65000000
        0.165427896013
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Energy Infrastructure Fund
        5493004HQKOKO2ODA746
        Goldman Sachs Energy Infrastructure Fund
        38148U239
        
          
        
        7768871.14400000
        NS
        USD
        53372144.76000000
        1.765966059630
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LLOYDS BANK CORP MKTS/NY
        213800MBWEIJDM5CU638
        Lloyds Bank Corporate Markets PLC/New York NY
        53947BCE8
        
          
        
        16062000.00000000
        PA
        USD
        16066921.40000000
        0.531618843550
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-01-19
          Floating
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Henkel of America Inc
        549300H53PJZUVSNX797
        Henkel of America Inc
        42550LU23
        
          
        
        10750000.00000000
        PA
        USD
        10722586.00000000
        0.354786621984
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-07-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs MLP Energy Infrastructure Fund
        549300QNI1STTSJRLK10
        Goldman Sachs MLP Energy Infrastructure Fund
        38150C887
        
          
        
        3026812.31100000
        NS
        USD
        49912135.01000000
        1.651482000352
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN IMP BK COMM NY
        549300H8L46OOZOFHU82
        Canadian Imperial Bank of Commerce/New York NY
        13606CDK7
        
          
        
        20000000.00000000
        PA
        USD
        20024154.20000000
        0.662554912286
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-08-06
          Floating
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Corp
        4XM3TW50JULSLG8BNC79
        Entergy Corp
        29366ELW4
        
          
        
        6012000.00000000
        PA
        USD
        6006984.97000000
        0.198757828178
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30229ANV7
        
          
        
        4400000.00000000
        PA
        USD
        4397600.77000000
        0.145506869520
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-01-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDLSBNKN A
        N/A
        SVENSKA HANDLSBNKN A
        86959RFQ8
        
          
        
        11000000.00000000
        PA
        USD
        11053235.27000000
        0.365727073995
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2021-03-03
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        IOP009025 EQO SPX USD 20NOV20 NOV20 3257.92 PUT
        000000000
        
          
        
        55306.00000000
        NC
        USD
        5115666.40000000
        0.169266070820
        N/A
        DE
        
        US
        
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            Put
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            1.00000000
            3257.92000000
            USD
            2020-11-20
            XXXX
            -398867.21000000
          
        
        
          N
          N
          N
        
      
      
        ABN AMRO Funding USA LLC
        549300WEQ09INLYV6558
        ABN AMRO Funding USA LLC
        00084BNV2
        
          
        
        5000000.00000000
        PA
        USD
        4991820.85000000
        0.165168295868
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-01-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAFCO LLC
        8O46YQAGJ63WE5QHIG35
        CAFCO LLC
        1247P2KG8
        
          
        
        17000000.00000000
        PA
        USD
        16997502.02000000
        0.562409695184
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife Short Term Funding LLC
        54930024MDLTV1K1YL10
        MetLife Short Term Funding LLC
        59157TK93
        
          
        
        12240000.00000000
        PA
        USD
        12238925.94000000
        0.404958952156
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        8225X2TE4
        
          
        
        11000000.00000000
        PA
        USD
        10965009.88000000
        0.362807891244
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-06-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO DOMINION BANK NY
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/NY
        89114NGJ8
        
          
        
        6000000.00000000
        PA
        USD
        6000139.14000000
        0.198531314826
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2020-09-08
          Floating
          0.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        IOP008641 EQO SPX USD DEC20 2845.92 CALL
        000000000
        
          
        
        45906.00000000
        NC
        USD
        32075960.80000000
        1.061322499920
        N/A
        DE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            Call
            Purchased
            
              
                S&P 500 Index
                SPX Index
              
            
            1.00000000
            2845.92000000
            USD
            2020-12-31
            XXXX
            25031542.79000000
          
        
        
          N
          N
          N
        
      
      
        FED CAISSES DESJARDINS
        549300B2Q47IR0CR5B54
        Federation des Caisses Desjardins du Quebec
        31428HBF7
        
          
        
        11000000.00000000
        PA
        USD
        11000412.06000000
        0.363979270971
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-11
          Floating
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS NY BRANCH
        2549003L5ZG5M2ZSE107
        Natixis SA/New York NY
        63873QAL8
        
          
        
        11000000.00000000
        PA
        USD
        11005716.92000000
        0.364154797039
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2020-11-13
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Fayette Asset Securitization LLC
        549300WQLPP9XYITNS62
        La Fayette Asset Securitization LLC
        50286LKN2
        
          
        
        12295000.00000000
        PA
        USD
        12292034.20000000
        0.406716186854
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbird Funding Corp
        549300A8DDPP6QJBB522
        Starbird Funding Corp
        85520LJN6
        
          
        
        4500000.00000000
        PA
        USD
        4499573.76000000
        0.148880929906
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI TST&BNK C
        N/A
        MITSUBISHI TST&BNK C
        60683BD91
        
          
        
        10000000.00000000
        PA
        USD
        10000977.20000000
        0.330910185036
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-17
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schlumberger Holdings Corp
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        80686DMJ0
        
          
        
        2750000.00000000
        PA
        USD
        2747293.92000000
        0.090901871010
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-12-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLLATERALIZED CP V CO
        N/A
        COLLATERALIZED CP V CO
        19424HRM4
        
          
        
        6000000.00000000
        PA
        USD
        5992466.34000000
        0.198277438868
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANDESBANK BADEN-WUR
        N/A
        LANDESBANK BADEN-WUR
        51501GE98
        
          
        
        6300000.00000000
        PA
        USD
        6300032.19000000
        0.208454111637
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2020-10-07
          Fixed
          0.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO DE CHILE
        N/A
        BANCO DEL ESTADO DE CHILE
        05972NMN9
        
          
        
        5755000.00000000
        PA
        USD
        5745299.49000000
        0.190099235235
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-12-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC NY
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC/NY
        06742TUQ7
        
          
        
        15000000.00000000
        PA
        USD
        14999994.60000000
        0.496316598805
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-08-03
          Floating
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Funding USA LLC
        549300WEQ09INLYV6558
        ABN AMRO Funding USA LLC
        00084BNB6
        
          
        
        3700000.00000000
        PA
        USD
        3695448.08000000
        0.122274192160
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-01-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cancara Asset Securitisation LLC
        N/A
        Cancara Asset Securitisation LLC
        13738JK17
        
          
        
        8000000.00000000
        PA
        USD
        7999242.24000000
        0.264677208722
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        09702LL45
        
          
        
        12750000.00000000
        PA
        USD
        12723226.79000000
        0.420983394636
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAV ENSKILDA BK NY
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB/New York NY
        83050PEX3
        
          
        
        20000000.00000000
        PA
        USD
        20004884.80000000
        0.661917330518
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2020-10-16
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORPORATION
        N/A
        STARBUCKS CORPORATION
        8552M2NV1
        
          
        
        15500000.00000000
        PA
        USD
        15459626.38000000
        0.511524796397
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-01-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89120DPF0
        
          
        
        23000000.00000000
        PA
        USD
        23004290.19000000
        0.761161011686
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2020-09-30
          Floating
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cancara Asset Securitisation LLC
        N/A
        Cancara Asset Securitisation LLC
        13738JJE1
        
          
        
        15000000.00000000
        PA
        USD
        14999387.55000000
        0.496296512865
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-14
          None
          0.00000000
          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
        45581BK71
        
          
        
        9000000.00000000
        PA
        USD
        8998316.46000000
        0.297734361877
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2020-10-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        N/A
        BNP PARIBAS
        09660EU82
        
          
        
        15000000.00000000
        PA
        USD
        14967863.40000000
        0.495253448562
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-07-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Clearing Corp.
        549300BRNI54SX6NX725
        Long: ES069261  TRS EUR R E SX7TINDEX FV 20200930 / Short: ES069261  TRS EUR P V 01MLIBOR EUR001M+5BPS
        000000000
        
          
        
        158678699.82000000
        OU
        Notional Amount
        
        10298155.46000000
        0.340743155459
        N/A
        DE
        
        DE
        N
        
        2
        
          
            
              J.P. Morgan Clearing Corp.
              549300BRNI54SX6NX725
            
            
              
                EURO STOXX Banks Net Return Index
                SX7T Index
              
            
            Y
            equity-performance leg
            
              
                
              
            
            2020-10-02
            0.00000000
            EUR
            0.00000000
            EUR
            158678699.82000000
            EUR
            10298155.46000000
          
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline Finance PLC
        54930086XQKV1JUFNE19
        GlaxoSmithKline Finance PLC
        3773E2JG5
        
          
        
        11250000.00000000
        PA
        USD
        11247795.00000000
        0.372164624543
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2020-09-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30229AR92
        
          
        
        8000000.00000000
        PA
        USD
        7991110.88000000
        0.264408160029
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ridgefield Funding Co LLC
        N/A
        Ridgefield Funding Co LLC
        76582JL44
        
          
        
        6000000.00000000
        PA
        USD
        5998559.16000000
        0.198479036787
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BK/NY
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank/New York
        85325V3S7
        
          
        
        4500000.00000000
        PA
        USD
        4502305.04000000
        0.148971301912
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-02-08
          Floating
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO BANK
        N/A
        MIZUHO BANK
        60689PJE7
        
          
        
        1000000.00000000
        PA
        USD
        999965.00000000
        0.033086627092
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2020-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83369BLC8
        
          
        
        4000000.00000000
        PA
        USD
        3998832.00000000
        0.132312494128
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2020-11-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKET
        N/A
        NATWEST MARKET
        63906EP14
        
          
        
        15000000.00000000
        PA
        USD
        14982354.15000000
        0.495732915385
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-02-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Matchpoint Finance PLC
        635400YCKMVA7GIA6Q33
        Matchpoint Finance PLC
        57666AKN1
        
          
        
        14000000.00000000
        PA
        USD
        13997027.38000000
        0.463130634902
        Long
        STIV
        CORP
        IE
        N
        
        2
        
          2020-10-22
          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
        7856032.57000000
        0.259938717927
        Long
        STIV
        CORP
        FI
        N
        
        2
        
          2021-06-09
          Floating
          0.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        HSBC Bank PLC
        40433GV38
        
          
        
        6045000.00000000
        PA
        USD
        6025703.51000000
        0.199377183208
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-08-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)DEC20 XCBT 20201221
        000000000
        
          
        
        945.00000000
        NC
        USD
        175439.25000000
        0.005804896213
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                10 Year US Treasury Note
                TYZ0 Comdty
              
            
            2020-12-21
            131327217.00000000
            USD
            175439.25000000
          
        
        
          N
          N
          N
        
      
      
        Thunder Bay Funding LLC
        N/A
        Thunder Bay Funding LLC
        88602TKN2
        
          
        
        18000000.00000000
        PA
        USD
        17996932.08000000
        0.595478622297
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        28879831.57000000
        NS
        USD
        28879831.57000000
        0.955569662598
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Deutsche Bank Aktiengesellschaft
        7LTWFZYICNSX8D621K86
        FXO001612 PUT USD CALL MXN NOV20 22.678 PUT
        000000000
        
          
        
        -37480000.00000000
        OU
        Notional Amount
        USD
        -1681877.52000000
        -0.05564960205
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank Aktiengesellschaft
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                
                  
                    Deutsche Bank Aktiengesellschaft
                    7LTWFZYICNSX8D621K86
                  
                  
                    Deutsche Bank Aktiengesellschaft
                    7LTWFZYICNSX8D621K86
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    USD
                    -1681877.52000000
                    -0.06000000
                    DFE
                    
                    MX
                  
                  37480000.00000000
                  USD
                  849971440.00000000
                  MXN
                  2020-11-25
                
              
            
            1.00000000
            22.67800000
            USD
            2020-11-25
            XXXX
            103781.75000000
          
        
        
          N
          N
          N
        
      
      
        Gotham Funding Corp
        549300Z2ZR7VTUMRPR17
        Gotham Funding Corp
        38346LK21
        
          
        
        5700000.00000000
        PA
        USD
        5699179.20000000
        0.188573216988
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL CHICAGO
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal/Chicago IL
        06370R2V0
        
          
        
        25000000.00000000
        PA
        USD
        25000811.50000000
        0.827221479870
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2020-09-11
          Floating
          0.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gotham Funding Corp
        549300Z2ZR7VTUMRPR17
        Gotham Funding Corp
        38346LJG2
        
          
        
        6500000.00000000
        PA
        USD
        6499664.86000000
        0.215059514534
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        8225X2NT7
        
          
        
        14300000.00000000
        PA
        USD
        14285262.71000000
        0.472667703578
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-01-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -896202.96000000
        -0.02965337100
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            635500000.00000000
            MXN
            28085289.85000000
            USD
            2020-09-17
            -896202.96000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Global Markets Inc
        MBNUM2BPBDO7JBLYG310
        Citigroup Global Markets Inc
        17327AK63
        
          
        
        24000000.00000000
        PA
        USD
        23997312.00000000
        0.794017904000
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI BKG CORP
        N/A
        SUMITOMO MITSUI BKG CORP
        86565CFF1
        
          
        
        11000000.00000000
        PA
        USD
        11000060.83000000
        0.363967649548
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2020-09-01
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Collateralized Commercial Paper FLEX Co LLC
        N/A
        Collateralized Commercial Paper FLEX Co LLC
        19423JKE6
        
          
        
        8917000.00000000
        PA
        USD
        8915953.77000000
        0.295009162885
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) DEC20 XCBT 20201231
        000000000
        
          
        
        541.00000000
        NC
        USD
        67889.01000000
        0.002246296977
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                5 Year US Treasury Note
                FVZ0 Comdty
              
            
            2020-12-31
            68098110.99000000
            USD
            67889.01000000
          
        
        
          N
          N
          N
        
      
      
        European Investment Bank
        5493006YXS1U5GIHE750
        European Investment Bank
        29878RJ25
        
          
        
        10000000.00000000
        PA
        USD
        9999961.10000000
        0.330876564538
        Long
        STIV
        CORP
        LU
        
        N
        
        2
        
          2020-09-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45856WMG1
        
          
        
        6450000.00000000
        PA
        USD
        6441563.40000000
        0.213137065907
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-12-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        549300WOIFUSNYH0FL22
        FXO001618 CALL EUR PUT CHF DEC20 1.074 CALL
        000000000
        
          
        
        83530000.00000000
        OU
        Notional Amount
        
        1261158.19000000
        0.041728931250
        N/A
        DFE
        
        DE
        N
        
        2
        
          
            
              UBS AG
              549300WOIFUSNYH0FL22
            
            Call
            Purchased
            
              
                
                  
                    UBS AG
                    549300WOIFUSNYH0FL22
                  
                  
                    UBS AG
                    549300WOIFUSNYH0FL22
                    FX Contract
                    N/A
                    
                      
                    
                    1.00000000
                    NC
                    
                    1261158.19000000
                    0.04000000
                    DFE
                    
                    XX
                  
                  89711220.00000000
                  CHF
                  83530000.00000000
                  EUR
                  2020-12-02
                
              
            
            1.00000000
            1.07400000
            EUR
            2020-12-02
            XXXX
            -128620.67000000
          
        
        
          N
          N
          N
        
      
      
        COLUMBIA FDG CO
        N/A
        COLUMBIA FDG CO
        19767CKN5
        
          
        
        15000000.00000000
        PA
        USD
        14995861.65000000
        0.496179848643
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bedford Row Funding Corp
        N/A
        Bedford Row Funding Corp
        07644AJ21
        
          
        
        20000000.00000000
        PA
        USD
        19999866.60000000
        0.661751289395
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNG Bank NV
        529900GGYMNGRQTDOO93
        BNG Bank NV
        09657RJ40
        
          
        
        20000000.00000000
        PA
        USD
        19999793.40000000
        0.661748867369
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-09-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BASF SE
        529900PM64WH8AF1E917
        BASF SE
        05526LJQ1
        
          
        
        3250000.00000000
        PA
        USD
        3249516.82000000
        0.107519314431
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2020-09-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI TST&BNK C
        N/A
        MITSUBISHI TST&BNK C
        60683BE82
        
          
        
        7000000.00000000
        PA
        USD
        7006636.84000000
        0.231834094493
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-01-26
          Fixed
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL CHICAGO
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal/Chicago IL
        06367BFV6
        
          
        
        15000000.00000000
        PA
        USD
        14997402.15000000
        0.496230820376
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-02-08
          Floating
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        OPS02577A SWAPTION US0003M JUL21 0.50 CALL
        000000000
        
          
        
        -94000000.00000000
        NC
        USD
        -2047150.80000000
        -0.06773568587
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                  
                  
                    Bank of America, National Association
                    B4TYDEB6GKMZO031MB27
                    IRS Swap
                    N/A
                    
                      
                    
                    94000000.00000000
                    OU
                    Notional Amount
                    N/A
                    -2047150.80000000
                    -0.07000000
                    DIR
                    
                    US
                  
                  
                    
                      ICE Libor USD 3 Months
                      US0003M Index
                    
                  
                  
                    
                      
                    
                  
                  
                  2051-07-30
                  0.00000000
                  N/A
                  0.00000000
                  N/A
                  94000000.00000000
                  USD
                
              
            
            1.00000000
            0.50000000
            USD
            2021-07-28
            XXXX
            1728017.14000000
          
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        Nationwide Building Society
        6385E0J87
        
          
        
        17000000.00000000
        PA
        USD
        16999471.13000000
        0.562474848673
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2020-09-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Henkel of America Inc
        549300H53PJZUVSNX797
        Henkel of America Inc
        42550LRT8
        
          
        
        7000000.00000000
        PA
        USD
        6987731.31000000
        0.231208552378
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-04-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erste Abwicklungsanstalt
        7TG4VWERK338227TR435
        Erste Abwicklungsanstalt
        29604CK84
        
          
        
        15000000.00000000
        PA
        USD
        14998527.45000000
        0.496268054061
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2020-10-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge US Inc
        5493003FRODSVHJWFS32
        Enbridge US Inc
        29251UJE9
        
          
        
        4100000.00000000
        PA
        USD
        4099716.20000000
        0.135650528864
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KELLS FDG LLC
        N/A
        KELLS FDG LLC
        48802TY41
        
          
        
        5000000.00000000
        PA
        USD
        4999609.15000000
        0.165425993465
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jupiter Securitization Co LLC
        549300764HIS4GLK4733
        Jupiter Securitization Co LLC
        4820P2K12
        
          
        
        1900000.00000000
        PA
        USD
        1899738.22000000
        0.062858130093
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP NEW YORK
        529900ODI3047E2LIV03
        Nordea Bank Abp/New York NY
        65558TQW8
        
          
        
        23000000.00000000
        PA
        USD
        23009069.13000000
        0.761319136226
        Long
        STIV
        CORP
        FI
        N
        
        2
        
          2020-12-07
          Floating
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        43851TSL1
        
          
        
        14000000.00000000
        PA
        USD
        13972286.16000000
        0.462312002730
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        984805386.16000000
        NS
        USD
        984805386.16000000
        32.58502904688
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE CIB NY
        254900BN8XS34XZDJ223
        Credit Agricole Corporate and Investment Bank/New York
        22532XNW4
        
          
        
        20000000.00000000
        PA
        USD
        20004848.60000000
        0.661916132741
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2020-10-27
          Floating
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVMH MOET HEN LV SE
        N/A
        LVMH MOET HEN LV SE
        50244LPS7
        
          
        
        10000000.00000000
        PA
        USD
        9988116.40000000
        0.330484649649
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-02-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manhattan Asset Funding Co LLC
        549300S0NSJYSOB32S63
        Manhattan Asset Funding Co LLC
        56274LJA3
        
          
        
        18146000.00000000
        PA
        USD
        18145465.78000000
        0.600393273452
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-09-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chevron Corp
        N/A
        Chevron Corp
        16677JSB3
        
          
        
        16250000.00000000
        PA
        USD
        16222249.07000000
        0.536758292126
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-05-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LMA SA LMA AMERICAS
        969500DWS97CYSHCPT49
        LMA SA LMA AMERICAS
        53944QK25
        
          
        
        20500000.00000000
        PA
        USD
        20498888.49000000
        0.678262818484
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-02
          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
        4505751.86000000
        0.149085349551
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-06-18
          Floating
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Honeywell International Inc
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        43851TT89
        
          
        
        3000000.00000000
        PA
        USD
        2993326.26000000
        0.099042536220
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
      
    
    
      2020-09-29
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  



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