0001752724-24-086238.txt : 20240423
0001752724-24-086238.hdr.sgml : 20240423
20240423094658
ACCESSION NUMBER: 0001752724-24-086238
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240423
DATE AS OF CHANGE: 20240423
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST
CENTRAL INDEX KEY: 0000822977
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05349
FILM NUMBER: 24862947
BUSINESS ADDRESS:
STREET 1: 71 SOUTH WACKER DRIVE
STREET 2: C/O GOLDMAN SACHS & CO
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3126554400
MAIL ADDRESS:
STREET 1: 200 WEST STREET
CITY: NEW YORK
STATE: NY
ZIP: 10282
FORMER COMPANY:
FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19910711
FORMER COMPANY:
FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND
DATE OF NAME CHANGE: 19900104
0000822977
S000046190
Goldman Sachs Tactical Tilt Overlay Fund
C000144475
Institutional Shares
TTIFX
C000196984
Class R6 Shares
TTRFX
C000201713
Class P Shares
GSLPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822977
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S000046190
C000144475
C000196984
C000201713
GOLDMAN SACHS TRUST
811-05349
0000822977
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71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
60606
312-655-4400
Goldman Sachs Tactical Tilt Overlay Fund
S000046190
549300Y7D0XH3BSLUI66
2024-08-31
2024-02-29
N
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
99686257.71000000
GBP
USD
N
Atlantic Asset Securitization LLC
549300BUNY5BIX4CVW20
Atlantic Asset Securitization LLC
04821TEX9
31582000.00000000
PA
USD
31147137.02000000
0.661157589748
Long
STIV
CORP
US
N
2
2024-05-31
None
0.00000000
N
N
N
N
N
N
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NTT7
18365000.00000000
PA
USD
18409453.58000000
0.390775882538
Long
STIV
CORP
US
N
2
2024-11-07
Floating
5.91000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842JEE5
8885000.00000000
PA
USD
8781434.22000000
0.186402746413
Long
STIV
CORP
US
N
2
2024-05-14
None
0.00000000
N
N
N
N
N
N
SWEDBANK SPARBANKEN SVENGE
N/A
SWEDBANK SPARBANKEN SVENGE
87019WPH2
9045000.00000000
PA
USD
9059606.68000000
0.192307489217
Long
STIV
CORP
SE
N
2
2024-08-15
Fixed
5.93000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17277AHS9
3000000.00000000
PA
USD
2920812.00000000
0.061999824278
Long
STIV
CORP
US
N
2
2024-08-26
None
0.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
59515MGA7
3509000.00000000
PA
USD
3441580.43000000
0.073054130803
Long
STIV
CORP
US
N
2
2024-07-10
None
0.00000000
N
N
N
N
N
N
Erste Abwicklungsanstalt
7TG4VWERK338227TR435
Erste Abwicklungsanstalt
29604CE24
8571000.00000000
PA
USD
8488849.11000000
0.180192067531
Long
STIV
CORP
DE
N
2
2024-05-02
None
0.00000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89119AMC9
4953000.00000000
PA
USD
4751715.38000000
0.100864252332
Long
STIV
CORP
CA
N
2
2024-12-12
None
0.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133EPSH9
166000.00000000
PA
USD
166242.36000000
0.003528812230
Long
DBT
USGSE
US
N
2
2025-08-07
Floating
5.49000000
N
N
N
N
N
N
Banco Santander SA/New York
5493006QMFDDMYWIAM13
Banco Santander SA/New York
05966D5Q1
9092000.00000000
PA
USD
9092501.42000000
0.193005743024
Long
STIV
CORP
ES
N
2
2024-03-05
Fixed
5.88000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
13639CFS9
4009000.00000000
PA
USD
3939599.16000000
0.083625531410
Long
STIV
CORP
US
N
2
2024-06-26
None
0.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
19121AEN7
1592000.00000000
PA
USD
1572989.55000000
0.033389713440
Long
STIV
CORP
US
N
2
2024-05-22
None
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LNH0
14470000.00000000
PA
USD
13803609.91000000
0.293008036406
Long
STIV
CORP
CA
N
2
2025-01-17
None
0.00000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LCR3
3000000.00000000
PA
USD
2988921.30000000
0.063445574512
Long
STIV
CORP
FR
N
2
2024-03-25
None
0.00000000
N
N
N
N
N
N
Starbird Funding Corp
549300A8DDPP6QJBB522
Starbird Funding Corp
85520LD10
14845000.00000000
PA
USD
14774139.92000000
0.313609393179
Long
STIV
CORP
US
N
2
2024-04-01
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0JL7
6448000.00000000
PA
USD
6257991.63000000
0.132837848310
Long
STIV
CORP
NO
N
2
2024-09-20
None
0.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06741FG19
16999000.00000000
PA
USD
16689619.90000000
0.354269121422
Long
STIV
CORP
US
N
2
2024-07-01
None
0.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
47816FFT3
11681000.00000000
PA
USD
11479766.16000000
0.243680005656
Long
STIV
CORP
US
N
2
2024-06-27
None
0.00000000
N
N
N
N
N
N
Bayer Corp
N/A
Bayer Corp
07273LG93
8350000.00000000
PA
USD
8177805.72000000
0.173589576332
Long
STIV
CORP
US
N
2
2024-07-09
None
0.00000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
71838LF49
16565000.00000000
PA
USD
16325138.80000000
0.346532312564
Long
STIV
CORP
US
N
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PFT8
3402000.00000000
PA
USD
3340867.22000000
0.070916300186
Long
STIV
CORP
US
N
2
2024-06-27
None
0.00000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63975UGV8
31885000.00000000
PA
USD
31197621.58000000
0.662229221147
Long
STIV
CORP
NL
N
2
2024-07-29
None
0.00000000
N
N
N
N
N
N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
000000000
11000000.00000000
PA
USD
10881974.40000000
0.230990731552
Long
DBT
CORP
JP
N
2
2024-05-10
Fixed
0.01000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526LCU9
31082000.00000000
PA
USD
30952067.92000000
0.657016874795
Long
STIV
CORP
DE
N
2
2024-03-28
None
0.00000000
N
N
N
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944QKA7
1850000.00000000
PA
USD
1789786.92000000
0.037991652505
Long
STIV
CORP
US
N
2
2024-10-10
None
0.00000000
N
N
N
N
N
N
Banco Santander SA/New York
5493006QMFDDMYWIAM13
Banco Santander SA/New York
05966D6Q0
5904000.00000000
PA
USD
5919217.32000000
0.125646715265
Long
STIV
CORP
ES
N
2
2024-11-27
Fixed
5.75000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565FU83
9371000.00000000
PA
USD
9393426.96000000
0.199393463494
Long
STIV
CORP
JP
N
2
2024-08-14
Floating
6.01000000
N
N
N
N
N
N
NATIXIS NY
N/A
NATIXIS NY
63873QP40
13800000.00000000
PA
USD
13832797.63000000
0.293627601620
Long
STIV
CORP
FR
N
2
2024-09-17
Fixed
5.99000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LEL4
7706000.00000000
PA
USD
7613707.16000000
0.161615504876
Long
STIV
CORP
FR
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
Versailles Commercial Paper LLC
N/A
Versailles Commercial Paper LLC
92512LD32
3446000.00000000
PA
USD
3428523.03000000
0.072776962500
Long
STIV
CORP
US
N
2
2024-04-03
None
0.00000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
29101ADA9
29212000.00000000
PA
USD
29034885.89000000
0.616321017284
Long
STIV
CORP
US
N
2
2024-04-10
None
0.00000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JP Morgan Securities LLC
46656HAL6
6371000.00000000
PA
USD
6376347.69000000
0.135350182182
Long
STIV
CORP
US
N
2
2024-08-02
Floating
5.97000000
N
N
N
N
N
N
BANK OF AMERICA
N/A
BANK OF AMERICA
06051WBM5
1147000.00000000
PA
USD
1149008.95000000
0.024389913830
Long
STIV
CORP
US
N
2
2024-08-15
Fixed
5.96000000
N
N
N
N
N
N
ROYAL BANK OF CANADA NY
549300HXQQQCCUBS2Z23
Royal Bank of Canada/New York NY
78015MAS9
1000000.00000000
PA
USD
1001399.04000000
0.021256611008
Long
STIV
CORP
US
N
2
2024-07-08
Floating
5.95000000
N
N
N
N
N
N
KOOKMIN BANK/NEW YORK
549300XXMOJSIW8P4769
Kookmin Bank/New York
48668M4S9
15509000.00000000
PA
USD
15522347.82000000
0.329491537707
Long
STIV
CORP
KR
N
2
2025-01-29
Floating
5.96000000
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89120DY86
7529000.00000000
PA
USD
7534544.13000000
0.159935118070
Long
STIV
CORP
CA
N
2
2024-05-09
Floating
5.80000000
N
N
N
N
N
N
Sprott Physical Uranium Trust
N/A
Sprott Physical Uranium Trust
85210A104
2662299.00000000
NS
53946301.07000000
1.145113477633
Long
EC
RF
CA
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AWSR2
555000.00000000
PA
USD
555266.40000000
0.011786591957
Long
DBT
USGSE
US
N
2
2025-01-03
Floating
5.43000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
90351WM44
16193000.00000000
PA
USD
15544362.67000000
0.329958845028
Long
STIV
CORP
CH
N
2
2024-12-04
None
0.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UE71
3284000.00000000
PA
USD
3249576.88000000
0.068978488016
Long
STIV
CORP
CA
N
2
2024-05-07
None
0.00000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109LDA1
5000000.00000000
PA
USD
4968483.15000000
0.105465563080
Long
STIV
CORP
US
N
2
2024-04-10
None
0.00000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XL95
9931000.00000000
PA
USD
9964522.09000000
0.211516050537
Long
STIV
CORP
NL
N
2
2024-11-12
Fixed
5.80000000
N
N
N
N
N
N
La Fayette Asset Securitization LLC
549300WQLPP9XYITNS62
La Fayette Asset Securitization LLC
50286LDS9
5778000.00000000
PA
USD
5728872.56000000
0.121606283470
Long
STIV
CORP
US
N
2
2024-04-26
None
0.00000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842JCN7
2004000.00000000
PA
USD
1997246.38000000
0.042395376560
Long
STIV
CORP
US
N
2
2024-03-22
None
0.00000000
N
N
N
N
N
N
SKANDINAV ENSKILDA BANK
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050WGR9
2300000.00000000
PA
USD
2303304.25000000
0.048892040556
Long
STIV
CORP
SE
N
2
2024-05-31
Floating
5.97000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17330QGA9
15634000.00000000
PA
USD
15665699.65000000
0.332534454632
Long
STIV
CORP
US
N
2
2024-10-28
Floating
5.91000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TEM2
5000000.00000000
PA
USD
4934825.20000000
0.104751108680
Long
STIV
CORP
US
N
2
2024-05-21
None
0.00000000
N
N
N
N
N
N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
000000000
11000000.00000000
PA
USD
10886912.19000000
0.231095545594
Long
DBT
CORP
JP
N
2
2024-05-07
Fixed
0.01000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271JDN4
35699000.00000000
PA
USD
35407274.55000000
0.751587161478
Long
STIV
CORP
US
N
2
2024-04-22
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
FXO002836 PUT EUR CALL CHF
000000000
-81160000.00000000
OU
Notional Amount
-71840.79000000
-0.00152495824
N/A
DFE
DE
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Put
Written
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
-71840.79000000
0.00000000
DFE
CH
-81160000.00000000
EUR
-73490380.00000000
CHF
2024-06-12
1.00000000
0.90550000
EUR
2024-06-12
XXXX
460329.54000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
9750.00000000
NC
USD
3097672.50000000
0.065754026850
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
1074277327.50000000
USD
3097672.50000000
N
N
N
Versailles Commercial Paper LLC
N/A
Versailles Commercial Paper LLC
92513J3L7
27880000.00000000
PA
USD
27888252.48000000
0.591981528836
Long
STIV
CORP
US
N
2
2025-07-01
Fixed
5.46000000
N
N
N
N
N
N
BAYERISCHE LNDBNK NY
N/A
BAYERISCHE LNDBNK NY
0727MCZ91
4600000.00000000
PA
USD
4587346.14000000
0.097375200658
Long
STIV
CORP
US
N
2
2025-01-10
Fixed
5.10000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
0255E2DG2
23000000.00000000
PA
USD
22832535.16000000
0.484664253556
Long
STIV
CORP
US
N
2
2024-04-16
None
0.00000000
N
N
N
N
N
N
BAYERISCHE LNDBNK NY
N/A
BAYERISCHE LNDBNK NY
0727MCV53
8400000.00000000
PA
USD
8420628.55000000
0.178743955590
Long
STIV
CORP
US
N
2
2024-09-25
Fixed
6.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369BM94
6330000.00000000
PA
USD
6071441.28000000
0.128877960128
Long
STIV
CORP
US
N
2
2024-12-09
None
0.00000000
N
N
N
N
N
N
KOOKMIN BANK/NEW YORK
549300XXMOJSIW8P4769
Kookmin Bank/New York
48668M4C4
25292000.00000000
PA
USD
25312815.32000000
0.537312946482
Long
STIV
CORP
KR
N
2
2024-05-20
Floating
5.78000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Floating Rate Notes
91282CJD4
30353500.00000000
PA
USD
30353253.23000000
0.644305887044
Long
DBT
UST
US
N
1
2025-10-31
Floating
5.49600000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87974PDN0
1523000.00000000
PA
USD
1510481.82000000
0.032062867249
Long
STIV
CORP
CA
N
2
2024-04-22
None
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LL66
24204000.00000000
PA
USD
23323584.82000000
0.495087722315
Long
STIV
CORP
CA
N
2
2024-11-06
None
0.00000000
N
N
N
N
N
N
LLOYDS BANK CORP MKTS/NY
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets PLC/New York NY
53947BQ52
10795000.00000000
PA
USD
10819725.30000000
0.229669375278
Long
STIV
CORP
GB
N
2
2024-08-14
Floating
5.98000000
N
N
N
N
N
N
MATCHPOINT FINANCE PLC
635400YCKMVA7GIA6Q33
Matchpoint Finance PLC
57666DDF0
6963000.00000000
PA
USD
6965947.37000000
0.147865563711
Long
STIV
CORP
IR
N
2
2024-05-08
Floating
5.70000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
07787PG36
4666000.00000000
PA
USD
4578525.98000000
0.097187975883
Long
STIV
CORP
US
N
2
2024-07-03
None
0.00000000
N
N
N
N
N
N
iShares iBoxx $ High Yield Corporate Bond ETF
549300WY6QQ9HGWLNX87
iShares iBoxx $ High Yield Corporate Bond ETF
464288513
55605.00000000
NS
USD
4299934.65000000
0.091274341761
Long
EC
RF
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AVH39
25560000.00000000
PA
USD
25550542.80000000
0.542359167186
Long
DBT
USGSE
US
N
2
2024-04-23
Fixed
5.34000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
90351WHU2
17556000.00000000
PA
USD
17088201.95000000
0.362729788203
Long
STIV
CORP
CH
N
2
2024-08-28
None
0.00000000
N
N
N
N
N
N
SKANDINAV ENSKILDA BANK
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050WHR8
16910000.00000000
PA
USD
16938696.27000000
0.359556244035
Long
STIV
CORP
SE
N
2
2024-08-02
Floating
5.90000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JD56
6087000.00000000
PA
USD
6053229.32000000
0.128491376425
Long
STIV
CORP
US
N
2
2024-04-05
None
0.00000000
N
N
N
N
N
N
COLLAT CP FLEX CO LLC
549300QFFTZ0K7V16U14
Collateralized Commercial Paper FLEX Co LLC
19421MFN7
4185000.00000000
PA
USD
4190942.62000000
0.088960777346
Long
STIV
CORP
US
N
2
2024-07-01
Fixed
6.03000000
N
N
N
N
N
N
BAYERISCHE LNDBNK NY
N/A
BAYERISCHE LNDBNK NY
0727MCZ75
4300000.00000000
PA
USD
4291996.88000000
0.091105847403
Long
STIV
CORP
US
N
2
2025-01-10
Fixed
75.00000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
0255E2CB4
9187000.00000000
PA
USD
9171694.09000000
0.194686758996
Long
STIV
CORP
US
N
2
2024-03-11
None
0.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
71344TCF7
3900000.00000000
PA
USD
3891480.14000000
0.082604113124
Long
STIV
CORP
US
N
2
2024-03-15
None
0.00000000
N
N
N
N
N
N
iShares Gold Trust
5493006UOY7GXQW0IP42
iShares Gold Trust
464285204
38713.00000000
NS
USD
1496257.45000000
0.031760927774
Long
EC
RF
US
N
1
N
N
N
Albion Capital Corp SA / Albion Capital LLC
N/A
Albion Capital Corp SA / Albion Capital LLC
01329WC17
28613000.00000000
PA
USD
28608729.51000000
0.607275032580
Long
STIV
CORP
US
N
2
2024-03-01
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PFU5
12252000.00000000
PA
USD
12030034.56000000
0.255360505499
Long
STIV
CORP
US
N
2
2024-06-28
None
0.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26885TCL3
26663000.00000000
PA
USD
26581480.28000000
0.564242788112
Long
STIV
CORP
US
N
2
2024-03-20
None
0.00000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63975UE65
13422000.00000000
PA
USD
13290164.82000000
0.282109181788
Long
STIV
CORP
US
N
2
2024-05-06
None
0.00000000
N
N
N
N
N
N
Liberty Street Funding LLC
549300F33VRHM10B9391
Liberty Street Funding LLC
53127TCL5
10800000.00000000
PA
USD
10767885.98000000
0.228568986505
Long
STIV
CORP
US
N
2
2024-03-20
None
0.00000000
N
N
N
N
N
N
THUNDER BAY FNDNG LLC
N/A
THUNDER BAY FNDNG LLC
88603GQH6
3429000.00000000
PA
USD
3408594.02000000
0.072353931125
Long
STIV
CORP
US
N
2
2024-04-08
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
6218.00000000
NC
USD
1640805.84000000
0.034829243975
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
663685194.16000000
USD
1640805.84000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YV6
22245100.00000000
PA
USD
21643787.14000000
0.459430801916
Long
DBT
UST
US
N
1
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
FXO002827 CALL EUR PUT CHF
000000000
81160000.00000000
OU
Notional Amount
528411.34000000
0.011216541916
N/A
DFE
DE
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Call
Purchased
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
FX Contract
N/A
1.00000000
NC
USD
528411.34000000
0.01000000
DFE
XX
73490380.00000000
CHF
81160000.00000000
EUR
2024-06-12
1.00000000
0.90550000
EUR
2024-06-12
XXXX
-3758.99000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
CRUDE OIL FUT OPT APR24C 85
000000000
-1993.00000000
NC
USD
-318880.00000000
-0.00676883824
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Call
Written
New York Mercantile Exchange
5493008GFNDTXFPHWI47
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NYMEX WTI Light Sweet Crude Oil Future
N/A
1993.00000000
NC
N/A
-318880.00000000
-0.01000000
DCO
US
Short
NYMEX WTI Light Sweet Crude Oil
CLH4 Comdty
2024-03-20
1993.00000000
USD
1000.00000000
85.00000000
USD
2024-03-15
XXXX
978500.42000000
N
N
N
Pure Grove Funding
5493001D6K5CFMBUWV36
Pure Grove Funding
74625TLM6
19795000.00000000
PA
USD
19033905.61000000
0.404031071893
Long
STIV
CORP
US
N
2
2024-11-21
None
0.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
OPS06676A SWAPTION USD OTC
000000000
294900000.00000000
NC
USD
6360078.81000000
0.135004844070
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Call
Purchased
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
294900000.00000000
OU
Notional Amount
N/A
6360078.81000000
0.14000000
DIR
US
N/A
N/A
2034-08-16
0.00000000
N/A
0.00000000
N/A
294900000.00000000
USD
1.00000000
3.74000000
USD
2024-08-14
XXXX
-245681.19000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFX4
35579000.00000000
PA
USD
35388596.85000000
0.751190691552
Long
DBT
UST
US
N
1
2024-11-30
Fixed
4.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
12665JD14
15614000.00000000
PA
USD
15537220.81000000
0.329807245382
Long
STIV
CORP
US
N
2
2024-04-01
None
0.00000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR24
000000000
59.00000000
NC
1088943.76000000
0.023114915225
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPH4 Index
2024-03-07
1418535551.00000000
JPY
1088943.76000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
40433FUE7
4780000.00000000
PA
USD
4779096.34000000
0.101445465607
Long
STIV
CORP
GB
N
2
2025-02-07
Fixed
5.64000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29366ED29
9092000.00000000
PA
USD
9045636.07000000
0.192010936284
Long
STIV
CORP
US
N
2
2024-04-02
None
0.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AVJ78
14830000.00000000
PA
USD
14827330.60000000
0.314738467153
Long
DBT
USGSE
US
N
2
2024-04-26
Fixed
5.33000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
6840C2C60
2755000.00000000
PA
USD
2752507.39000000
0.058427236845
Long
STIV
CORP
US
N
2
2024-03-06
None
0.00000000
N
N
N
N
N
N
Baptist Healthcare System Inc/Louisville
9QPHD303U5DXQ0IMWZ80
Baptist Healthcare System Inc/Louisville
06683VCF7
6400000.00000000
PA
USD
6385504.00000000
0.135544542384
Long
STIV
CORP
US
N
2
2024-03-15
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MCF7
17247000.00000000
PA
USD
17207655.28000000
0.365265413731
Long
STIV
CORP
US
N
2
2024-03-15
None
0.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89233GH25
10000000.00000000
PA
USD
9772559.00000000
0.207441266591
Long
STIV
CORP
US
N
2
2024-08-02
None
0.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC NY
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC/NY
06745GAX9
14721000.00000000
PA
USD
14722815.10000000
0.312519925654
Long
STIV
CORP
GB
N
2
2025-02-07
Floating
5.69000000
N
N
N
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp
92646KDP4
7856000.00000000
PA
USD
7792672.78000000
0.165414392649
Long
STIV
CORP
US
N
2
2024-04-23
None
0.00000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
63111EDH3
7848000.00000000
PA
USD
7789966.63000000
0.165356949436
Long
STIV
CORP
US
N
2
2024-04-17
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCX7
31497600.00000000
PA
USD
30681861.30000000
0.651281222190
Long
DBT
UST
US
N
1
2024-09-15
Fixed
0.37500000
N
N
N
N
N
N
LANDESBANKBADEN
N/A
LANDESBANKBADEN
51501JQ57
7100000.00000000
PA
USD
7117192.30000000
0.151076026789
Long
STIV
CORP
DE
N
2
2024-09-25
Fixed
5.99000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26244HDQ3
15713000.00000000
PA
USD
15578926.63000000
0.330692531225
Long
STIV
CORP
US
N
2
2024-04-24
None
0.00000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29366ECE4
11564000.00000000
PA
USD
11539341.74000000
0.244944611352
Long
STIV
CORP
US
N
2
2024-03-14
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
155810000.00000000
PA
USD
151160045.31000000
3.208661237765
Long
DBT
UST
US
N
1
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
Matchpoint Finance PLC
635400YCKMVA7GIA6Q33
Matchpoint Finance PLC
57666AD17
14845000.00000000
PA
USD
14774139.92000000
0.313609393179
Long
STIV
CORP
IE
N
2
2024-04-01
None
0.00000000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802VDF0
40750000.00000000
PA
USD
40473198.70000000
0.859121096257
Long
STIV
CORP
FR
N
2
2024-04-15
None
0.00000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626UCD5
12055000.00000000
PA
USD
12030956.19000000
0.255380068859
Long
STIV
CORP
CA
N
2
2024-03-13
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283J7
111697300.00000000
PA
USD
109197200.56000000
2.317919553350
Long
DBT
UST
US
N
1
2024-11-30
Fixed
2.12500000
N
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co LLC
19767CGJ9
34339000.00000000
PA
USD
33623222.77000000
0.713717248295
Long
STIV
CORP
US
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PMB9
6721000.00000000
PA
USD
6423036.70000000
0.136341245768
Long
STIV
CORP
US
N
2
2024-12-11
None
0.00000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
95001KQY3
24591000.00000000
PA
USD
24648852.29000000
0.523219060540
Long
STIV
CORP
US
N
2
2024-11-06
Floating
5.91000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XF92
16400000.00000000
PA
USD
16406694.81000000
0.348263494951
Long
STIV
CORP
NL
N
2
2024-06-17
Fixed
5.75000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
13639CF75
39000000.00000000
PA
USD
38428378.95000000
0.815715883877
Long
STIV
CORP
US
N
2
2024-06-07
None
0.00000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XN51
4476000.00000000
PA
USD
4480979.95000000
0.095117374722
Long
STIV
CORP
NL
N
2
2024-12-16
Fixed
5.50000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XC79
6000000.00000000
PA
USD
6000355.44000000
0.127369027137
Long
STIV
CORP
NL
N
2
2024-03-07
Fixed
5.75000000
N
N
N
N
N
N
Equitable Short Term Funding LLC
N/A
Equitable Short Term Funding LLC
29456CG96
13500000.00000000
PA
USD
13240513.53000000
0.281055238139
Long
STIV
CORP
US
N
2
2024-07-09
None
0.00000000
N
N
N
N
N
N
THUNDER BAY FUNDING LLC
549300D7DHGDB5EMW139
Thunder Bay Funding LLC
88604GCK3
10576000.00000000
PA
USD
10585169.39000000
0.224690477217
Long
STIV
CORP
US
N
2
2024-06-10
Floating
5.74000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
71708EF59
11210000.00000000
PA
USD
11049361.26000000
0.234543837985
Long
STIV
CORP
US
N
2
2024-06-05
None
0.00000000
N
N
N
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944QG53
15687000.00000000
PA
USD
15392294.76000000
0.326730912625
Long
STIV
CORP
US
N
2
2024-07-05
None
0.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253ANE6
10098000.00000000
PA
USD
9646806.41000000
0.204771927214
Long
STIV
CORP
AU
N
2
2025-01-14
None
0.00000000
N
N
N
N
N
N
Bay Square Funding LLC
254900LIJZLNOHX66R80
Bay Square Funding LLC
07260AJK4
2584000.00000000
PA
USD
2507221.61000000
0.053220576760
Long
STIV
CORP
US
N
2
2024-09-19
None
0.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TDF8
17391000.00000000
PA
USD
17263772.66000000
0.366456612513
Long
STIV
CORP
US
N
2
2024-04-15
None
0.00000000
N
N
N
N
N
N
Ridgefield Funding Co LLC
N/A
Ridgefield Funding Co LLC
76582JEL4
32357000.00000000
PA
USD
31965536.92000000
0.678529693803
Long
STIV
CORP
US
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34965GCB0
6000000.00000000
PA
USD
5989638.90000000
0.127141548067
Long
STIV
CORP
US
N
2
2024-03-11
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA
N/A
BANK OF AMERICA
06051WJD7
1280000.00000000
PA
USD
1277794.24000000
0.027123628067
Long
STIV
CORP
US
N
2
2025-02-07
Fixed
5.17000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Floating Rate Notes
91282CGY1
1003700.00000000
PA
USD
1003915.19000000
0.021310021107
Long
DBT
UST
US
N
1
2025-04-30
Floating
5.49500000
N
N
N
N
N
N
JPMorgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
COLLATERALIZED REPO B NSS NAR
000000000
13000000.00000000
PA
USD
12705619.68000000
0.269701092543
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2024-08-01
13000000.00000000
USD
12648358.08000000
USD
MM
N
N
N
SUMITOMO MITSUI BANKING CORPOR
549300MS3WYYVQ4HXM15
SUMITOMO MITSUI BANKING CORPOR
000000000
23000000.00000000
PA
USD
22923777.08000000
0.486601037919
Long
DBT
CORP
BE
N
2
2024-03-22
Fixed
0.01000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KEA0
750000.00000000
PA
USD
741950.38000000
0.015749316691
Long
STIV
CORP
US
N
2
2024-05-10
None
0.00000000
N
N
N
N
N
N
Albion Capital Corp SA / Albion Capital LLC
N/A
Albion Capital Corp SA / Albion Capital LLC
01329WEM9
2904000.00000000
PA
USD
2868391.04000000
0.060887089084
Long
STIV
CORP
US
N
2
2024-05-21
None
0.00000000
N
N
N
N
N
N
Salisbury Receivables Co LLC
549300HB2PGDP0V6U989
Salisbury Receivables Co LLC
79490AGP7
3200000.00000000
PA
USD
3132000.38000000
0.066482701797
Long
STIV
CORP
US
N
2
2024-07-23
None
0.00000000
N
N
N
N
N
N
BAYERISCHE LNDBNK NY
N/A
BAYERISCHE LNDBNK NY
0727MCF28
11758000.00000000
PA
USD
11758419.53000000
0.249594956695
Long
STIV
CORP
US
N
2
2024-03-08
Fixed
5.82000000
N
N
N
N
N
N
JPMorgan Securities PLC
K6Q0W1PS1L1O4IQL9C32
COLLATERALIZED REPO
000000000
14040754.00000000
PA
USD
13734695.61000000
0.291545198507
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2024-07-26
14040754.00000000
USD
13666282.67000000
USD
MM
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PEQ5
3509000.00000000
PA
USD
3463666.49000000
0.073522949693
Long
STIV
CORP
US
N
2
2024-05-24
None
0.00000000
N
N
N
N
N
N
CHARIOT FDG LLC CALL
N/A
CHARIOT FDG LLC CALL
15963WBA9
4551000.00000000
NS
USD
4551232.97000000
0.096608629515
Long
STIV
CORP
US
N
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UDP2
4030000.00000000
PA
USD
3996341.44000000
0.084829994891
Long
STIV
CORP
CA
N
2
2024-04-23
None
0.00000000
N
N
N
N
N
N
Pure Grove Funding
5493001D6K5CFMBUWV36
Pure Grove Funding
74625TNG7
13582000.00000000
PA
USD
12956271.15000000
0.275021649667
Long
STIV
CORP
US
N
2
2025-01-16
None
0.00000000
N
N
N
N
N
N
WELLS FARGO BANK NA
N/A
WELLS FARGO BANK NA
95001KSD7
7082000.00000000
PA
USD
7074224.39000000
0.150163950671
Long
STIV
CORP
US
N
2
2024-12-13
Fixed
5.23000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109LCK0
35620000.00000000
PA
USD
35517035.40000000
0.753917045569
Long
STIV
CORP
US
N
2
2024-03-19
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Government Fund
38141W273
1205871491.68000000
NS
USD
1205871491.68000000
25.59693009581
Long
EC
RF
US
N
1
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959R6R6
9500000.00000000
PA
USD
9520545.08000000
0.202091788858
Long
STIV
CORP
SE
N
2
2024-11-05
Floating
5.86000000
N
N
N
N
N
N
CHARIOT FDG LLC CALL
N/A
CHARIOT FDG LLC CALL
15963WAZ5
12700000.00000000
NS
USD
12700991.24000000
0.269602845046
Long
STIV
CORP
US
N
2
N
N
N
Versailles Commercial Paper LLC
N/A
Versailles Commercial Paper LLC
92513JRT4
9781000.00000000
PA
USD
9783052.64000000
0.207664014181
Long
STIV
CORP
US
N
2
2024-05-17
Fixed
5.56000000
N
N
N
N
N
N
National Securities Clearing Corp
549300RYC9NELN2ICA34
National Securities Clearing Corp
63763PD14
39093000.00000000
PA
USD
38907762.90000000
0.825891725616
Long
STIV
CORP
US
N
2
2024-04-01
None
0.00000000
N
N
N
N
N
N
BNP PARIBAS NEW YORK
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA/New York NY
05586F3D7
17954000.00000000
PA
USD
17964503.09000000
0.381330956883
Long
STIV
CORP
FR
N
2
2024-05-10
Floating
5.71000000
N
N
N
N
N
N
Jupiter Securitization Co LLC
549300764HIS4GLK4733
Jupiter Securitization Co LLC
48207KBB0
32354000.00000000
PA
USD
32371471.16000000
0.687146424887
Long
STIV
CORP
US
N
2
2024-11-05
Fixed
5.64000000
N
N
N
N
N
N
Toyota Industries Commercial Finance Inc
54930085LCL2BOXUSV19
Toyota Industries Commercial Finance Inc
89232LHC3
6724000.00000000
PA
USD
6560246.80000000
0.139253792721
Long
STIV
CORP
US
N
2
2024-08-12
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2CR1
6518000.00000000
PA
USD
6493544.92000000
0.137837917670
Long
STIV
CORP
US
N
2
2024-03-25
None
0.00000000
N
N
N
N
N
N
Toyota Industries Commercial Finance Inc
54930085LCL2BOXUSV19
Toyota Industries Commercial Finance Inc
89232LDN3
24454000.00000000
PA
USD
24261642.88000000
0.514999799807
Long
STIV
CORP
US
N
2
2024-04-22
None
0.00000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
2546R2CS3
14280000.00000000
PA
USD
14224124.64000000
0.301934266293
Long
STIV
CORP
US
N
2
2024-03-26
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286Z8
45127500.00000000
PA
USD
44589848.26000000
0.946504861230
Long
DBT
UST
US
N
1
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
iShares 7-10 Year Treasury Bond ETF
549300XS1PPZG92M8L16
iShares 7-10 Year Treasury Bond ETF
464287440
92360.00000000
NS
USD
8702159.20000000
0.184719982404
Long
EC
RF
US
N
1
N
N
N
SUMITOMO TRUST AND BANKING
N/A
SUMITOMO TRUST AND BANKING
000000000
29000000.00000000
PA
USD
28723580.70000000
0.609712968879
Long
DBT
CORP
JP
N
2
2024-05-02
Fixed
0.01000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
9612C0JC4
8967000.00000000
PA
USD
8713117.96000000
0.184952603057
Long
STIV
CORP
AU
N
2
2024-09-12
None
0.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA NY
549300HXQQQCCUBS2Z23
Royal Bank of Canada/New York NY
78015JS65
3794000.00000000
PA
USD
3795488.50000000
0.080566506866
Long
STIV
CORP
CA
N
2
2024-03-27
Floating
6.01000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0NF5
4889000.00000000
PA
USD
4667627.45000000
0.099079325098
Long
STIV
CORP
NO
N
2
2025-01-15
None
0.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
04635PE62
23619000.00000000
PA
USD
23377335.82000000
0.496228690154
Long
STIV
CORP
GB
N
2
2024-05-06
None
0.00000000
N
N
N
N
N
N
Collateralized Commercial Paper FLEX Co LLC
549300QFFTZ0K7V16U14
Collateralized Commercial Paper FLEX Co LLC
19421MHC9
21019000.00000000
PA
USD
21028577.94000000
0.446371809316
Long
STIV
CORP
US
N
2
2024-07-23
Variable
5.71000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
29101AD35
17259000.00000000
PA
USD
17172261.44000000
0.364514111743
Long
STIV
CORP
US
N
2
2024-04-03
None
0.00000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842JCK3
10257000.00000000
PA
USD
10227238.80000000
0.217092715470
Long
STIV
CORP
US
N
2
2024-03-19
None
0.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87974PF65
15291000.00000000
PA
USD
15057963.78000000
0.319634097763
Long
STIV
CORP
CA
N
2
2024-06-06
None
0.00000000
N
N
N
N
N
N
GTA Funding LLC
254900AKBBBSYOV90641
GTA Funding LLC
40060WFU1
9470000.00000000
PA
USD
9301118.36000000
0.197434036807
Long
STIV
CORP
US
N
2
2024-06-28
None
0.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91058TCL8
23166000.00000000
PA
USD
23095487.33000000
0.490245916578
Long
STIV
CORP
US
N
2
2024-03-20
None
0.00000000
N
N
N
N
N
N
BANK AMER N A INSTL
N/A
BANK AMER N A INSTL
06051WJF2
6525000.00000000
PA
USD
6521465.54000000
0.138430586261
Long
STIV
CORP
US
N
2
2024-10-10
Fixed
5.31000000
N
N
N
N
N
N
SWEDBANK SPARBANKEN SVENGE
N/A
SWEDBANK SPARBANKEN SVENGE
87019WNV3
4540000.00000000
PA
USD
4546345.83000000
0.096504890616
Long
STIV
CORP
SE
N
2
2024-07-26
Fixed
5.94000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XG67
8006000.00000000
PA
USD
8021685.12000000
0.170275617828
Long
STIV
CORP
NL
N
2
2024-07-24
Fixed
5.96000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
59515MF42
23704000.00000000
PA
USD
23370121.34000000
0.496075549009
Long
STIV
CORP
US
N
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA DDCA
000000000
2388475.13000000
NS
USD
2388475.13000000
0.050699955476
Long
STIV
RF
US
N
1
N
N
Antalis SA
549300G2LM2ZKZ0X4Y50
Antalis SA
03664AE20
40678000.00000000
PA
USD
40292952.23000000
0.855295019992
Long
STIV
CORP
FR
N
2
2024-05-02
None
0.00000000
N
N
N
N
N
N
Bayer Corp
N/A
Bayer Corp
07273LG85
12650000.00000000
PA
USD
12391097.89000000
0.263024765647
Long
STIV
CORP
US
N
2
2024-07-08
None
0.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AXL71
4160000.00000000
PA
USD
4162204.80000000
0.088350762121
Long
DBT
USGSE
US
N
2
2024-10-11
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs MLP Energy Infrastructure Fund
549300QNI1STTSJRLK10
Goldman Sachs MLP Energy Infrastructure Fund
38150C887
111074.80000000
NS
USD
3798758.13000000
0.080635911019
Long
EC
RF
US
N
1
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AGX5
10832000.00000000
PA
USD
10579952.90000000
0.224579747234
Long
STIV
CORP
US
N
2
2024-07-31
None
0.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR224161 IRS GBP R F 4.32500 2 CCPOIS / Short: SR224161 IRS GBP P V 00MSONIA 1 CCPOIS
000000000
69400000.00000000
OU
Notional Amount
3256207.82000000
0.069119242407
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-19
0.00000000
GBP
0.00000000
GBP
69400000.00000000
GBP
3256207.82000000
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
19121AGH8
9563000.00000000
PA
USD
9371611.57000000
0.198930390093
Long
STIV
CORP
US
N
2
2024-07-17
None
0.00000000
N
N
N
N
N
N
Vanguard Real Estate ETF
B1HNOZOSPCLXHIVBEI82
Vanguard Real Estate ETF
922908553
48488.00000000
NS
USD
4148148.40000000
0.088052388131
Long
EC
RF
US
N
1
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790ADW0
3730000.00000000
PA
USD
3694191.40000000
0.078416282065
Long
STIV
CORP
US
N
2
2024-04-30
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0GX4
3164000.00000000
PA
USD
3093516.20000000
0.065665801429
Long
STIV
CORP
NO
N
2
2024-07-31
None
0.00000000
N
N
N
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944QEF3
11695000.00000000
PA
USD
11562318.94000000
0.245432346394
Long
STIV
CORP
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
STANDARD CHRTRD BNKN
N/A
STANDARD CHRTRD BNKN
85325VGS3
10476000.00000000
PA
USD
10494113.84000000
0.222757648914
Long
STIV
CORP
US
N
2
2024-07-23
Fixed
6.07000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UEP1
7400000.00000000
PA
USD
7304549.84000000
0.155053049123
Long
STIV
CORP
CA
N
2
2024-05-23
None
0.00000000
N
N
N
N
N
N
CITIBANK NA N Y BRH INSTL
N/A
CITIBANK NA N Y BRH INSTL
17330QCY1
17900000.00000000
PA
USD
17900776.86000000
0.379978245698
Long
STIV
CORP
US
N
2
2024-03-07
Fixed
5.78000000
N
N
N
N
N
N
NATL BANK OF KUWAIT NY
549300NB7FE83IH6BW96
National Bank of Kuwait/New York NY
63376FPM6
16394000.00000000
PA
USD
16395951.38000000
0.348035445090
Long
STIV
CORP
KW
N
2
2024-05-16
Fixed
5.72000000
N
N
N
N
N
N
Alerian MLP ETF
549300WPBLCQJSVVVV61
Alerian MLP ETF
00162Q452
256040.00000000
NS
USD
11698467.60000000
0.248322362251
Long
EC
RF
US
N
1
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
48246THU6
25000000.00000000
PA
USD
24344687.75000000
0.516762586096
Long
STIV
CORP
US
N
2
2024-08-28
None
0.00000000
N
N
N
N
N
N
NTT Finance Americas Inc
5493002G2563PEW0DU90
NTT Finance Americas Inc
67018BCS1
31265000.00000000
PA
USD
31142454.33000000
0.661058190692
Long
STIV
CORP
US
N
2
2024-03-26
None
0.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
OPS06664A SWAPTION USD OTC
000000000
-294900000.00000000
NC
USD
-3177429.54000000
-0.06744702265
N/A
DIR
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
Call
Written
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
B4TYDEB6GKMZO031MB27
IRS Swap
N/A
294900000.00000000
OU
Notional Amount
N/A
-3177429.54000000
-0.07000000
DIR
US
N/A
N/A
2034-08-16
0.00000000
N/A
0.00000000
N/A
294900000.00000000
USD
1.00000000
3.39000000
USD
2024-08-14
XXXX
243410.46000000
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17277AGW1
31560000.00000000
PA
USD
30864328.92000000
0.655154446614
Long
STIV
CORP
US
N
2
2024-07-30
None
0.00000000
N
N
N
N
N
N
TotalEnergies Capital SA
529900QI55ZLJVCMPA71
TotalEnergies Capital SA
89152ECB2
30000000.00000000
PA
USD
29951036.40000000
0.635768065102
Long
STIV
CORP
FR
N
2
2024-03-11
None
0.00000000
N
N
N
N
N
N
Collateralized Commercial Paper FLEX Co LLC
549300QFFTZ0K7V16U14
Collateralized Commercial Paper FLEX Co LLC
19421MGQ9
13844000.00000000
PA
USD
13850650.93000000
0.294006572079
Long
STIV
CORP
US
N
2
2024-07-09
Fixed
5.68000000
N
N
N
N
N
N
iShares 20+ Year Treasury Bond ETF
549300WWURKS1JGBZU59
iShares 20+ Year Treasury Bond ETF
464287432
12946.00000000
NS
USD
1219254.28000000
0.025881005388
Long
EC
RF
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
6840C2C78
7422000.00000000
PA
USD
7414163.63000000
0.157379811584
Long
STIV
CORP
US
N
2
2024-03-07
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
CRUDE OIL FUT OPT APR24C 75
000000000
1993.00000000
NC
USD
7673050.00000000
0.162875170220
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Call
Purchased
New York Mercantile Exchange
5493008GFNDTXFPHWI47
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NYMEX WTI Light Sweet Crude Oil Future
N/A
1993.00000000
NC
N/A
7673050.00000000
0.16000000
DCO
US
Long
NYMEX WTI Light Sweet Crude Oil
CLH4 Comdty
2024-03-20
1993.00000000
USD
1000.00000000
75.00000000
USD
2024-03-15
XXXX
697080.25000000
N
N
N
Antalis SA
549300G2LM2ZKZ0X4Y50
Antalis SA
03664AD39
11375000.00000000
PA
USD
11317309.75000000
0.240231557460
Long
STIV
CORP
FR
N
2
2024-04-03
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
FKO000041 BARRIER FXKOOPT
000000000
297100000.00000000
OU
Notional Amount
USD
1872324.20000000
0.039743664225
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FX Contract
N/A
1.00000000
NC
USD
1872324.20000000
0.04000000
DFE
US
2123373700.00000000
CNY
297100000.00000000
USD
2024-04-25
1.00000000
7.14700000
USD
2024-04-25
XXXX
490809.20000000
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TE83
3606000.00000000
PA
USD
3566417.84000000
0.075704043733
Long
STIV
CORP
US
N
2
2024-05-08
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KPD2
6760000.00000000
PA
USD
6422920.10000000
0.136338770710
Long
STIV
CORP
US
N
2
2025-02-13
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KC0
1987100.00000000
PA
USD
1938001.12000000
0.041137782538
Long
STIV
UST
US
N
1
2024-08-22
None
0.00000000
N
N
N
N
N
N
Albion Capital Corp SA / Albion Capital LLC
N/A
Albion Capital Corp SA / Albion Capital LLC
01329WDN8
7588000.00000000
PA
USD
7527478.04000000
0.159785126787
Long
STIV
CORP
US
N
2
2024-04-22
None
0.00000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
44486HCR2
24769000.00000000
PA
USD
24673851.37000000
0.523749713854
Long
STIV
CORP
US
N
2
2024-03-25
None
0.00000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
44486HC43
20000000.00000000
PA
USD
19987942.80000000
0.424282336999
Long
STIV
CORP
US
N
2
2024-03-04
None
0.00000000
N
N
N
N
N
N
Pacific Life Short Term Funding LLC
N/A
Pacific Life Short Term Funding LLC
69448WNW0
10000000.00000000
PA
USD
9520514.70000000
0.202091143984
Long
STIV
CORP
US
N
2
2025-01-30
None
0.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AVT69
14875000.00000000
PA
USD
14852241.25000000
0.315267243371
Long
DBT
USGSE
US
N
2
2024-05-22
Fixed
5.30000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523KC54
15597000.00000000
PA
USD
15585113.53000000
0.330823860017
Long
STIV
CORP
BE
N
2
2024-03-05
None
0.00000000
N
N
N
N
N
N
Citigroup Global Markets Inc
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
17327AJG3
8503000.00000000
PA
USD
8253641.62000000
0.175199338437
Long
STIV
CORP
US
N
2
2024-09-16
None
0.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AUV35
8275781.25000000
PA
USD
8275119.19000000
0.175655240962
Long
DBT
USGSE
US
N
2
2024-03-08
Fixed
5.16500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 MAR24
000000000
363.00000000
NC
231837.36000000
0.004921191634
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Stoxx Europe 600 Futures
SXOH4 Index
2024-03-15
8767929.57000000
EUR
231837.36000000
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
40435RRZ6
12180000.00000000
PA
USD
12205575.44000000
0.259086696611
Long
STIV
CORP
US
N
2
2024-09-25
Fixed
5.98000000
N
N
N
N
N
N
CANADIAN IMPERIAL BK
N/A
CANADIAN IMPERIAL BK
13606KD60
8219000.00000000
PA
USD
8237629.10000000
0.174859442057
Long
STIV
CORP
CA
N
2
2024-09-19
Fixed
5.95000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR24
000000000
101.00000000
NC
USD
50684.10000000
0.001075867017
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH4 Index
2024-03-15
10338680.90000000
USD
50684.10000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LDC5
1563000.00000000
PA
USD
1553059.91000000
0.032966668691
Long
STIV
CORP
FR
N
2
2024-04-12
None
0.00000000
N
N
N
N
N
N
DEUTSCHE BANK AG NY
N/A
DEUTSCHE BANK AG NY
25158B5K4
16085000.00000000
PA
USD
16122902.05000000
0.342239450524
Long
STIV
CORP
DE
N
2
2024-12-12
Fixed
5.80000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557RCC2
1376000.00000000
PA
USD
1376003.63000000
0.029208310314
Long
STIV
CORP
FI
N
2
2024-03-01
Floating
5.56000000
N
N
N
N
N
N
Albion Capital Corp SA / Albion Capital LLC
N/A
Albion Capital Corp SA / Albion Capital LLC
01329WDW8
7956000.00000000
PA
USD
7882955.49000000
0.167330815943
Long
STIV
CORP
US
N
2
2024-04-30
None
0.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC NY
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC/NY
06745GBL4
4659000.00000000
PA
USD
4657994.31000000
0.098874843266
Long
STIV
CORP
GB
N
2
2025-02-21
Floating
5.69000000
N
N
N
N
N
N
LLOYDS BANK CORPORATE
N/A
LLOYDS BANK CORPORATE
53947BR93
4921000.00000000
PA
USD
4936402.39000000
0.104784587556
Long
STIV
CORP
GB
N
2
2024-10-07
Fixed
6.05000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton Inc
529900YISWVEKZT7CN18
LVMH Moet Hennessy Louis Vuitton Inc
55078TF69
4777000.00000000
PA
USD
4707991.79000000
0.099936135460
Long
STIV
CORP
US
N
2
2024-06-06
None
0.00000000
N
N
N
N
N
N
OLD LINE FUNDING LLC
5493004QSN8OZAIU2J90
Old Line Funding LLC
67985FDZ4
5386000.00000000
PA
USD
5389637.22000000
0.114405364181
Long
STIV
CORP
US
N
2
2024-06-10
Floating
5.74000000
N
N
N
N
N
N
Starbird Funding Corp
549300A8DDPP6QJBB522
Starbird Funding Corp
85520LEA9
15644000.00000000
PA
USD
15478430.16000000
0.328559301328
Long
STIV
CORP
US
N
2
2024-05-10
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Floating Rate Notes
91282CHS3
33979800.00000000
PA
USD
33963599.79000000
0.720942401926
Long
DBT
UST
US
N
1
2025-07-31
Floating
5.45100000
N
N
N
N
N
N
Toyota Industries Commercial Finance Inc
54930085LCL2BOXUSV19
Toyota Industries Commercial Finance Inc
89232LK47
5000000.00000000
PA
USD
4841952.00000000
0.102779697278
Long
STIV
CORP
US
N
2
2024-10-04
None
0.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133EN3K4
140000.00000000
PA
USD
140218.40000000
0.002976403876
Long
DBT
USGSE
US
N
2
2024-12-05
Floating
5.51000000
N
N
N
N
N
N
Matchpoint Finance PLC
635400YCKMVA7GIA6Q33
Matchpoint Finance PLC
57666AG97
6512000.00000000
PA
USD
6385958.61000000
0.135554192351
Long
STIV
CORP
IE
N
2
2024-07-09
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KG1
31672800.00000000
PA
USD
31140032.15000000
0.661006775286
Long
STIV
UST
US
N
1
2024-06-25
None
0.00000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626UCT0
6466000.00000000
PA
USD
6438947.87000000
0.136678990801
Long
STIV
CORP
CA
N
2
2024-03-27
None
0.00000000
N
N
N
N
N
N
Banco Santander SA/New York
5493006QMFDDMYWIAM13
Banco Santander SA/New York
05966D6R8
5000000.00000000
PA
USD
5013885.00000000
0.106429304232
Long
STIV
CORP
ES
N
2
2024-11-27
Fixed
5.75000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90352PCC1
19163000.00000000
PA
USD
19128135.41000000
0.406031279726
Long
STIV
CORP
US
N
2
2024-03-12
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS06492A SWAPTION GBP OTC
000000000
-140160000.00000000
NC
-2008263.21000000
-0.04262922985
N/A
DIR
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
140160000.00000000
OU
Notional Amount
N/A
-2008263.21000000
-0.04000000
DIR
GB
N/A
N/A
2035-01-24
0.00000000
N/A
0.00000000
N/A
140160000.00000000
GBP
1.00000000
2.91600000
GBP
2025-01-24
XXXX
502766.87000000
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
iShares Core S&P 500 ETF
464287200
20702.00000000
NS
USD
10567335.90000000
0.224311927263
Long
EC
RF
US
N
1
N
N
N
Bayer Corp
N/A
Bayer Corp
07273LJG4
3000000.00000000
PA
USD
2906633.34000000
0.061698855086
Long
STIV
CORP
US
N
2
2024-09-16
None
0.00000000
N
N
N
N
N
N
BANCO SANTANDER SA/NY
5493006QMFDDMYWIAM13
Banco Santander SA/New York
05966D3C4
23667000.00000000
PA
USD
23688898.84000000
0.502842211494
Long
STIV
CORP
ES
N
2
2024-04-19
Floating
6.02000000
N
N
N
N
N
N
CHARIOT FDG LLC CALL
N/A
CHARIOT FDG LLC CALL
15963WB27
17126000.00000000
NS
USD
17126910.42000000
0.363551449555
Long
STIV
CORP
US
N
2
N
N
N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
000000000
4500000.00000000
PA
USD
4497281.15000000
0.095463398887
Long
DBT
CORP
JP
N
2
2024-03-04
Fixed
0.01000000
N
N
N
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558UM58
1063000.00000000
PA
USD
1063713.35000000
0.022579351489
Long
STIV
CORP
FI
N
2
2024-04-26
Floating
5.84000000
N
N
N
N
N
N
MUFG BK LTD
N/A
MUFG BK LTD
55380UR90
5070000.00000000
PA
USD
5071364.24000000
0.107649411100
Long
STIV
CORP
JP
N
2
2024-06-07
Fixed
5.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Floating Rate Notes
91282CJU6
33403700.00000000
PA
USD
33439101.24000000
0.709808916466
Long
DBT
UST
US
N
1
2026-01-31
Floating
5.57100000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17277AHG5
8262000.00000000
PA
USD
8055706.12000000
0.170997778659
Long
STIV
CORP
US
N
2
2024-08-16
None
0.00000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29366EE69
15358000.00000000
PA
USD
15201346.40000000
0.322677668265
Long
STIV
CORP
US
N
2
2024-05-06
None
0.00000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
63111EDQ3
8000000.00000000
PA
USD
7932187.04000000
0.168375849807
Long
STIV
CORP
US
N
2
2024-04-24
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
5635.00000000
NC
USD
1003390.64000000
0.021298886529
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
1153159067.48000000
USD
1003390.64000000
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
8010M2F72
9450000.00000000
PA
USD
9310577.06000000
0.197634815816
Long
STIV
CORP
FR
N
2
2024-06-07
None
0.00000000
N
N
N
N
N
N
Bedford Row Funding Corp
5493000JWH1Z48FX0180
Bedford Row Funding Corp
07644ADS0
14609000.00000000
PA
USD
14484925.76000000
0.307470269162
Long
STIV
CORP
US
N
2
2024-04-26
None
0.00000000
N
N
N
N
N
N
MIZUHO BANK LTD/NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60710TMY4
2000000.00000000
PA
USD
2000181.94000000
0.042457689438
Long
STIV
CORP
JP
N
2
2025-01-31
Floating
5.66000000
N
N
N
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP Capital Inc
69370AMG6
21250000.00000000
PA
USD
20373384.80000000
0.432464081072
Long
STIV
CORP
CA
N
2
2024-12-16
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI MAR24
000000000
29.00000000
NC
USD
925758.45000000
0.019650994731
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini NASDAQ 100 Index Futures
NQH4 Index
2024-03-15
9562236.55000000
USD
925758.45000000
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PEL6
4203000.00000000
PA
USD
4151243.21000000
0.088118081396
Long
STIV
CORP
US
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37046TGH1
3000000.00000000
PA
USD
2934689.31000000
0.062294396740
Long
STIV
CORP
US
N
2
2024-07-17
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Floating Rate Notes
91282CFS5
33738000.00000000
PA
USD
33745987.81000000
0.716323171205
Long
DBT
UST
US
N
1
2024-10-31
Floating
5.46600000
N
N
N
N
N
N
Erste Abwicklungsanstalt
7TG4VWERK338227TR435
Erste Abwicklungsanstalt
29604CD90
30000000.00000000
PA
USD
29821111.20000000
0.633010154093
Long
STIV
CORP
DE
N
2
2024-04-09
None
0.00000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626UDB8
5851000.00000000
PA
USD
5812677.88000000
0.123385211766
Long
STIV
CORP
CA
N
2
2024-04-11
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Energy Infrastructure Fund
5493004HQKOKO2ODA746
Goldman Sachs Energy Infrastructure Fund
38148U239
2418913.60000000
NS
USD
27841695.50000000
0.590993267839
Long
EC
RF
US
N
1
N
N
N
Antalis SA
549300G2LM2ZKZ0X4Y50
Antalis SA
03664AE38
9328000.00000000
PA
USD
9238307.46000000
0.196100755253
Long
STIV
CORP
FR
N
2
2024-05-03
None
0.00000000
N
N
N
N
N
N
Gotham Funding Corp
549300Z2ZR7VTUMRPR17
Gotham Funding Corp
38346LC12
30884000.00000000
PA
USD
30879434.73000000
0.655475096339
Long
STIV
CORP
US
N
2
2024-03-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797LL9
8672000.00000000
PA
USD
8646562.08000000
0.183539827135
Long
STIV
UST
US
N
1
2024-03-21
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
OPS06486A SWAPTION GBP OTC
000000000
70080000.00000000
NC
2077555.46000000
0.044100090471
N/A
DIR
GB
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
IRS Swap
N/A
70080000.00000000
OU
Notional Amount
N/A
2077555.46000000
0.04000000
DIR
GB
N/A
N/A
2035-01-24
0.00000000
N/A
0.00000000
N/A
70080000.00000000
GBP
1.00000000
3.44000000
GBP
2025-01-24
XXXX
-433474.62000000
N
N
N
Brighthouse Financial Short Term Funding LLC
N/A
Brighthouse Financial Short Term Funding LLC
10924HJ54
1834000.00000000
PA
USD
1782469.24000000
0.037836320743
Long
STIV
CORP
US
N
2
2024-09-05
None
0.00000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29366EEV4
10243000.00000000
PA
USD
10103439.13000000
0.214464830558
Long
STIV
CORP
US
N
2
2024-05-29
None
0.00000000
N
N
N
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558U2K7
5630000.00000000
PA
USD
5640692.55000000
0.119734494007
Long
STIV
CORP
FI
N
2
2024-08-14
Floating
5.88000000
N
N
N
N
N
N
STANDARD CHRTRD BNKN
N/A
STANDARD CHRTRD BNKN
85325VHK9
8787000.00000000
PA
USD
8809317.05000000
0.186994612839
Long
STIV
CORP
US
N
2
2024-09-05
Fixed
6.05000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
6840C2C45
8189000.00000000
PA
USD
8184063.18000000
0.173722402895
Long
STIV
CORP
US
N
2
2024-03-04
None
0.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790AF40
15646000.00000000
PA
USD
15415106.81000000
0.327215142042
Long
STIV
CORP
US
N
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06741FCB1
5000000.00000000
PA
USD
4991856.20000000
0.105961700795
Long
STIV
CORP
GB
N
2
2024-03-11
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA N/A
N/A
BANK OF AMERICA N/A
06050FKN1
6527000.00000000
PA
USD
6527267.61000000
0.138553746300
Long
STIV
CORP
US
N
2
2024-08-16
Fixed
5.47000000
N
N
N
N
N
N
Pacific Life Short Term Funding LLC
N/A
Pacific Life Short Term Funding LLC
69448WNG5
9995000.00000000
PA
USD
9534525.85000000
0.202388557456
Long
STIV
CORP
US
N
2
2025-01-16
None
0.00000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JP Morgan Securities LLC
46656HAX0
16822000.00000000
PA
USD
16840908.26000000
0.357480506385
Long
STIV
CORP
US
N
2
2024-10-25
Floating
5.92000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
12509RNE7
6711000.00000000
PA
USD
6406370.33000000
0.135987470171
Long
STIV
CORP
CA
N
2
2025-01-14
None
0.00000000
N
N
N
N
N
N
KOOKMIN BANK/NEW YORK
549300XXMOJSIW8P4769
Kookmin Bank/New York
48668M4K6
18548000.00000000
PA
USD
18559085.40000000
0.393952104269
Long
STIV
CORP
KR
N
2
2025-01-08
Floating
5.91000000
N
N
N
N
N
N
2024-04-01
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President