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 312-655-4600 Goldman Sachs Tactical Tilt Overlay Fund S000046190 549300Y7D0XH3BSLUI66 2026-08-31 2026-05-31 N 5142891940.34 56842207.59 5086049732.75 0.00000000 646466971.43000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 99355348.27000000 BRL USD N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37046UH61 10652000.00000000 PA USD 10567456.14000000 0.207773354474 Long STIV CORP US N 2 2026-08-06 None 0.00000000 N N N N N N Sanofi SA 549300E9PC51EN656011 8010M3F88 31430000.00000000 PA USD 31398173.98000000 0.617339106572 Long STIV CORP FR N 2 2026-06-08 None 0.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89233HGT5 25000000.00000000 PA USD 24844782.50000000 0.488488784134 Long STIV CORP US N 2 2026-07-27 None 0.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06054RFA5 18758000.00000000 PA USD 18747233.66000000 0.368601068512 Long STIV CORP US N 2 2027-04-15 None 0.00000000 N N N N N N AGENCE CENTRALE ORGANISMES SEC 9695004688W2B6R2E206 000000000 30000000.00000000 PA USD 29894181.00000000 0.587768161359 Long STIV CORP FR N 2 2026-07-02 None 0.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37046UFN6 8201000.00000000 PA USD 8179281.29000000 0.160817957349 Long STIV CORP US N 2 2026-06-22 None 0.00000000 N N N N N N NATL BANK OF KUWAIT NY 549300NB7FE83IH6BW96 63376GBS6 4108000.00000000 PA USD 4109708.11000000 0.080803537636 Long STIV CORP KW N 2 2026-11-06 Floating 4.15000000 N N N N N N Air Liquide US LLC N/A 00912UG87 18500000.00000000 PA USD 18423189.85000000 0.362229840800 Long STIV CORP US N 2 2026-07-08 None 0.00000000 N N N N N N SUMITOMO MITSUI BANKING CORPOR N/A 000000000 13000000.00000000 PA USD 12991995.90000000 0.255443744805 Long STIV CORP GB N 2 2026-06-04 None 0.00000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020XQP8 11468000.00000000 PA USD 11099772.84000000 0.218239565541 Long STIV CORP SE N 2 2027-03-23 None 0.00000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307NRZ2 12000000.00000000 PA USD 12004202.40000000 0.236022119931 Long STIV CORP CA N 2 2027-03-05 Variable 3.84000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37046UHC8 7093000.00000000 PA USD 7031600.86000000 0.138252695696 Long STIV CORP US N 2 2026-08-12 None 0.00000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 01527MF57 5000000.00000000 PA USD 4996237.50000000 0.098234145604 Long STIV US N 2 2026-06-05 None 0.00000000 N N N N N N Ridgefield Funding Co LLC N/A 76582KK83 17809000.00000000 PA USD 17555768.49000000 0.345174927743 Long STIV CORP US N 2 2026-10-08 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 50887.44000000 0.001000529736 N/A DFE TR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 3298421.45000000 USD 171132000.00000000 TRY 2026-09-16 50887.44000000 N N N Pure Grove Funding 5493001D6K5CFMBUWV36 74625UFJ7 15439000.00000000 PA USD 15407036.64000000 0.302927368971 Long STIV CORP US N 2 2026-06-18 None 0.00000000 N N N N N N ANTALIS SA 549300G2LM2ZKZ0X4Y50 03664BFG6 26909000.00000000 PA USD 26858642.50000000 0.528084543237 Long STIV CORP FR N 2 2026-06-16 None 0.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 2546R3N75 19314000.00000000 PA USD 18862546.84000000 0.370868312956 Long STIV CORP US N 2 2027-01-07 None 0.00000000 N N N N N N UBS AG/Stamford CT 254900R882POXXVAK772 90275DWC0 6300000.00000000 PA USD 6305652.99000000 0.123979381274 Long STIV CORP CH N 2 2027-03-19 None 0.00000000 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 55607NF21 14098000.00000000 PA USD 14105574.86000000 0.277338516160 Long STIV CORP AU N 2 2026-09-10 Floating 3.99000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLH2 7077800.00000000 PA USD 7077247.08000000 0.139150174533 Long DBT UST US N 1 2026-08-31 Fixed 3.75000000 N N N N N N Lloyds Bank Corporate Markets PLC/New York NY 213800MBWEIJDM5CU638 53947B4E7 20727000.00000000 PA USD 20738231.96000000 0.407747329454 Long STIV CORP US N 2 2026-08-18 Fixed 4.17000000 N N N N N N NATL BANK OF KUWAIT NY 549300NB7FE83IH6BW96 63376F2G4 13000000.00000000 PA USD 13008725.60000000 0.255772677884 Long STIV CORP KW N 2 2026-08-19 Fixed 4.42000000 N N N N N N Lloyds Bank Corporate Markets PLC/New York NY 213800MBWEIJDM5CU638 53947B6H8 4484000.00000000 PA USD 4484508.93000000 0.088172730618 Long STIV CORP US N 2 2027-04-27 Fixed 4.13000000 N N N N N N Jackson National Life Short Term Funding LLC N/A 46850CJA6 11216000.00000000 PA USD 11092247.14000000 0.218091598054 Long STIV CORP US N 2 2026-09-10 None 0.00000000 N N N N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 29728YGN9 14408000.00000000 PA USD 14328813.63000000 0.281727753028 Long STIV CORP FR N 2 2026-07-22 None 0.00000000 N N N N N N Sprott Physical Uranium Trust N/A 85210A104 2122599.00000000 NS 41970078.51000000 0.825199923621 Long EC RF CA N 1 N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523LFV2 28692000.00000000 PA USD 28596868.80000000 0.562260896032 Long STIV CORP US N 2 2026-06-29 None 0.00000000 N N N N N N DEUTSCHE BANK AG LDN 7LTWFZYICNSX8D621K86 000000000 12000000.00000000 PA USD 11889847.20000000 0.233773710930 Long STIV CORP DE N 2 2026-08-25 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 216900000.00000000 OU Notional Amount 1636605.94000000 0.032178331435 N/A DFE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Purchased Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD 1636605.94000000 0.03000000 DFE XX 1268865000.00000000 BRL 216900000.00000000 EUR 2026-07-03 1.00000000 5.85000000 EUR 2026-07-03 XXXX 302373.26000000 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960KQN5 12684000.00000000 PA USD 12272701.01000000 0.241301238778 Long STIV CORP SE N 2 2027-03-22 None 0.00000000 N N N N N N RWE AG 529900GB7KCA94ACC940 7497MBRK0 14996000.00000000 PA USD 14423268.27000000 0.283584884692 Long STIV CORP DE N 2 2027-04-19 None 0.00000000 N N N N N N PODIUM FUNDING TRUST N/A 73044GF46 3140000.00000000 PA USD 3138065.13000000 0.061699458221 Long STIV CORP CA N 2 2026-06-04 None 0.00000000 N N N N N N Salisbury Receivables Co LLC 549300HB2PGDP0V6U989 79490BH41 40000000.00000000 PA USD 39717508.00000000 0.780910728108 Long STIV CORP US N 2 2026-08-04 None 0.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 68269FFR5 25000000.00000000 PA USD 24923582.50000000 0.490038120144 Long STIV CORP US N 2 2026-06-25 None 0.00000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 57978DFW4 30500000.00000000 PA USD 30390688.00000000 0.597530295551 Long STIV CORP US N 2 2026-06-30 None 0.00000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B82Y7 69835000.00000000 PA USD 69860977.22000000 1.373580300840 Long DBT USGSE US N 2 2027-10-08 Floating 3.80000000 N N N N N N Charta LLC 5493000FNFK79LCM6M65 16115WG76 25000000.00000000 PA USD 24897597.50000000 0.489527212832 Long STIV CORP US N 2 2026-07-07 None 0.00000000 N N N N N N BAYER CORPORATION 54930050NR9YMICYZM28 07273MM86 17945000.00000000 PA USD 17544230.72000000 0.344948076441 Long STIV CORP US N 2 2026-12-08 None 0.00000000 N N N N N N KOOKMIN BANK/NEW YORK 549300XXMOJSIW8P4769 48241G2Q4 21502000.00000000 PA USD 21504195.35000000 0.422807414004 Long STIV CORP KR N 2 2027-02-08 Floating 4.07000000 N N N N N N JACKSON NTL L SHT TRM FD N/A 46850CNC7 15022000.00000000 PA USD 14650702.73000000 0.288056615641 Long STIV CORP US N 2 2027-01-12 None 0.00000000 N N N N N N Royal Bank of Canada/New York NY 549300HXQQQCCUBS2Z23 78015DQC7 7828000.00000000 PA USD 7584838.84000000 0.149130253114 Long STIV CORP CA N 2 2027-03-12 None 0.00000000 N N N N N N BRIGHTHOUSE FIN ST FDG N/A 10924JH60 3210000.00000000 PA USD 3186558.98000000 0.062652926090 Long STIV CORP US N 2 2026-08-06 None 0.00000000 N N N N N N Paradelle Funding LLC 254900FFH2POKGD10532 69901NR89 12233000.00000000 PA USD 11813335.93000000 0.232269375069 Long STIV CORP US N 2 2027-04-08 None 0.00000000 N N N N N N Nederlandse Waterschapsbank NV JLP5FSPH9WPSHY3NIM24 63975VFV7 31000000.00000000 PA USD 30900465.20000000 0.607553343433 Long STIV CORP US N 2 2026-06-29 Variable 0.00000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53943SKK2 6538000.00000000 PA USD 6437476.94000000 0.126571254279 Long STIV CORP GB N 2 2026-10-19 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCZ2 588200.00000000 PA USD 582708.60000000 0.011456997682 Long DBT UST US N 1 2026-09-30 Fixed 0.87500000 N N N N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 29728YFH3 14877000.00000000 PA USD 14848412.36000000 0.291943908145 Long STIV CORP FR N 2 2026-06-17 None 0.00000000 N N N N N N KFW 549300GDPG70E3MBBU98 48246UGT7 58500000.00000000 PA USD 58156897.50000000 1.143459080345 Long STIV CORP GE N 2 2026-07-27 None 0.00000000 N N N N N N Salisbury Receivables Co LLC 549300HB2PGDP0V6U989 79490BHB5 21064000.00000000 PA USD 20899496.48000000 0.410918051890 Long STIV CORP US N 2 2026-08-11 None 0.00000000 N N N N N N Linde Inc/CT ZU69GUVJQGZ6Z1UOOO79 53522MFC8 20000000.00000000 PA USD 19971672.00000000 0.392675515369 Long STIV CORP US N 2 2026-06-12 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKY6 18999900.00000000 PA USD 19011774.94000000 0.373802379822 Long DBT UST US N 1 2026-06-30 Fixed 4.62500000 N N N N N N Albion Capital Corp SA / Albion Capital LLC N/A 01329XGF0 6371000.00000000 PA USD 6339287.07000000 0.124640681926 Long STIV CORP LU N 2 2026-07-15 None 0.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BH38 26844000.00000000 PA USD 26647440.18000000 0.523931962529 Long STIV CORP US N 2 2026-08-03 None 0.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 2574P1FH0 30000000.00000000 PA USD 29937342.00000000 0.588616776733 Long STIV CORP US N 2 2026-06-17 None 0.00000000 N N N N N N iShares Gold Trust 5493006UOY7GXQW0IP42 464285204 84801.00000000 NS USD 7249637.49000000 0.142539650041 Long EC RF US N 1 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 8085A3GP4 13197000.00000000 PA USD 13121324.45000000 0.257986554191 Long STIV CORP US N 2 2026-07-23 None 0.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06054RC91 12888000.00000000 PA USD 12895952.80000000 0.253555381437 Long STIV CORP US N 2 2026-07-24 Fixed 4.35000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 47816GFW4 11187000.00000000 PA USD 11150796.63000000 0.219242776141 Long STIV CORP US N 2 2026-06-30 None 0.00000000 N N N N N N HSBC USA INC 549300LBOHZ4QSIWU288 40434WFS5 10689000.00000000 PA USD 10694592.48000000 0.210273061451 Long STIV CORP US N 2 2026-08-14 Floating 4.14000000 N N N N N N Podium Funding Trust N/A 73044BEV8 5369000.00000000 PA USD 5370845.86000000 0.105599554511 Long STIV CORP CA N 2 2026-08-14 Variable 3.94000000 N N N N N N Gotham Funding Corp 549300Z2ZR7VTUMRPR17 38346MGQ1 50000000.00000000 PA USD 49705535.00000000 0.977291564412 Long STIV CORP US N 2 2026-07-24 None 0.00000000 N N N N N N Starbird Funding Corp 549300A8DDPP6QJBB522 85520ML27 15749000.00000000 PA USD 15483035.61000000 0.304421632181 Long STIV CORP US N 2 2026-11-02 None 0.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria/New York NY K8MS7FD7N5Z2WQ51AZ71 05971MEQ4 4100000.00000000 PA USD 4100102.09000000 0.080614667678 Long STIV CORP ES N 2 2026-06-01 Fixed 4.01000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMP3 9340800.00000000 PA USD 9359773.50000000 0.184028351900 Long DBT UST US N 1 2027-02-28 Fixed 4.12500000 N N N N N N Goldman Sachs Central Government Fund 984500U485FD112BFD72 38151N502 1323141529.27000000 NS USD 1323141529.27000000 26.01511190010 Long EC RF US N 1 N N N Sumitomo Mitsui Trust Bank Ltd/Singapore 5493006GGLR4BTEL8O61 86564XG99 12480000.00000000 PA USD 12426518.21000000 0.244325534805 Long STIV CORP JP N 2 2026-07-09 None 0.00000000 N N N N N N MITSUBISHI UFJ TR&BK NY JBONEPAGQXF4QP29B387 60683FGB4 23454000.00000000 PA USD 23455583.15000000 0.461174868168 Long STIV CORP JP N 2 2027-02-24 Floating 3.94000000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 90276JA22 15622000.00000000 PA USD 15622192.15000000 0.307157675816 Long STIV CORP CH N 2 2026-12-17 Variable 3.96500000 N N N N N N FIRST ABU DHABI BK PJSC 2138002Y3WMK6RZS8H90 31849MFF3 13358000.00000000 PA USD 13334757.08000000 0.262182986417 Long STIV CORP UA N 2 2026-06-15 None 0.00000000 N N N N N N PARADELLE FUNDING LLC 254900FFH2POKGD10532 69901NF90 25991000.00000000 PA USD 25961715.94000000 0.510449510016 Long STIV CORP US N 2 2026-06-09 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHU8 361700.00000000 PA USD 362109.74000000 0.007119665733 Long DBT UST US N 1 2026-08-15 Fixed 4.37500000 N N N N N N Albion Capital Corp SA / Albion Capital LLC N/A 01329XGT0 3982000.00000000 PA USD 3957013.75000000 0.077801318467 Long STIV CORP LU N 2 2026-07-27 None 0.00000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17277BHX6 8697000.00000000 PA USD 8613340.95000000 0.169352275392 Long STIV CORP US N 2 2026-08-31 None 0.00000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 01527MFC2 14104000.00000000 PA USD 14082607.05000000 0.276886931704 Long STIV US N 2 2026-06-12 None 0.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria/New York NY K8MS7FD7N5Z2WQ51AZ71 05974YS56 11165000.00000000 PA USD 10732197.71000000 0.211012441362 Long STIV CORP ES N 2 2027-05-05 None 0.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37046UJ93 3100000.00000000 PA USD 3062760.01000000 0.060218837229 Long STIV CORP US N 2 2026-09-09 None 0.00000000 N N N N N N State Street Health Care Select Sector SPDR ETF 549300EJNY3KKJHPOY44 81369Y209 1527436.00000000 NS USD 228305858.92000000 4.488864067724 Long EC RF US N 1 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 57978DG11 10000000.00000000 PA USD 9963031.00000000 0.195889374337 Long STIV CORP US N 2 2026-07-01 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 83.00000000 NC USD 1381174.73000000 0.027156138901 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYM6 Index 2026-06-18 10754670.27000000 USD 1381174.73000000 N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 25161DAP8 15100000.00000000 PA USD 15109265.36000000 0.297072701879 Long STIV CORP US N 2 2026-08-03 Fixed 4.44000000 N N N N N N PENSKE TRUCK LEASING CO 549300ZX07JYMI8GHQ39 70962BGH1 31521000.00000000 PA USD 31339719.58000000 0.616189798109 Long STIV CORP US N 2 2026-07-17 None 0.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 93114FGN8 31753000.00000000 PA USD 31578390.25000000 0.620882451200 Long STIV CORP US N 2 2026-07-22 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKS9 14878600.00000000 PA USD 14878600.00000000 0.292537446187 Long DBT UST US N 1 2026-05-31 Fixed 4.87500000 N N N N N N BASF SE 529900PM64WH8AF1E917 05526MGU3 31796000.00000000 PA USD 31583497.79000000 0.620982873734 Long STIV CORP DE N 2 2026-07-28 None 0.00000000 N N N N N N AGENCE CENTRALE ORGANISMES SEC N/A 000000000 35000000.00000000 PA USD 34876544.50000000 0.685729521585 Long STIV CORP FR N 2 2026-07-02 None 0.00000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 03948HFB2 31610000.00000000 PA USD 31567990.31000000 0.620677971485 Long STIV CORP US N 2 2026-06-11 None 0.00000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 43.00000000 NC 1087966.22000000 0.021391183279 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPM6 Index 2026-06-11 1530385060.00000000 JPY 1087966.22000000 N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58768KFN0 20000000.00000000 PA USD 19948650.00000000 0.392222865449 Long STIV CORP US N 2 2026-06-22 None 0.00000000 N N N N N N BARCLAYS BK PLC NEW YORK BRH I N/A 06745GJU6 2900000.00000000 PA USD 2900265.93000000 0.057023939646 Long STIV CORP GB N 2 2026-08-10 None 0.00000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 2332K1QR4 14179000.00000000 PA USD 13716309.45000000 0.269684925840 Long STIV CORP NO N 2 2027-03-25 None 0.00000000 N N N N N N MIZUHO BANK LTD/NY RB0PEZSDGCO3JS6CEU02 60710T4K4 29985000.00000000 PA USD 30002493.25000000 0.589897756146 Long DBT CORP JP N 2 2026-10-14 Floating 4.02000000 N N N N N N BARCLAYS BK PLC NEW YORK BRH I N/A 06745GHC8 31000000.00000000 PA USD 30979363.30000000 0.609104608248 Long STIV CORP GB N 2 2026-12-10 Fixed 3.93000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636PGA8 16060000.00000000 PA USD 15989925.40000000 0.314387908892 Long STIV CORP US N 2 2026-07-10 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLP4 204600.00000000 PA USD 204400.20000000 0.004018839978 Long DBT UST US N 1 2026-09-30 Fixed 3.50000000 N N N N N N RTX Corp I07WOS4YJ0N7YRFE7309 78109GFQ8 31324000.00000000 PA USD 31233824.47000000 0.614107728221 Long STIV CORP US N 2 2026-06-24 None 0.00000000 N N N N N N BARCLAYS BANK PLC NY G5GSEF7VJP5I7OUK5573 06745GEL1 16000000.00000000 PA USD 16008971.20000000 0.314762380259 Long STIV CORP GB N 2 2026-09-25 Floating 3.99000000 N N N N N N Salisbury Receivables Co LLC 549300HB2PGDP0V6U989 79539QBY1 8500000.00000000 PA USD 8499898.00000000 0.167121802708 Long STIV CORP US N 2 2026-07-08 Variable 3.72000000 N N N N N N Ridgefield Funding Co LLC N/A 76582EPK5 32000000.00000000 PA USD 31999980.80000000 0.629171606285 Long STIV CORP US N 2 2026-08-03 Variable 3.73000000 N N N N N N DBS Bank Ltd ATUEL7OJR5057F2PV266 23305EFF5 9938000.00000000 PA USD 9920754.59000000 0.195058151439 Long STIV CORP SG N 2 2026-06-15 None 0.00000000 N N N N N N RWE AG 529900GB7KCA94ACC940 7497MBFP2 20215000.00000000 PA USD 20159186.39000000 0.396362352892 Long STIV CORP DE N 2 2026-06-23 None 0.00000000 N N N N N N Atlantic Asset Securitization LLC 549300BUNY5BIX4CVW20 04821UG71 17269000.00000000 PA USD 17198302.44000000 0.338146564498 Long STIV CORP US N 2 2026-07-07 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCW9 616700.00000000 PA USD 612122.93000000 0.012035331193 Long DBT UST US N 1 2026-08-31 Fixed 0.75000000 N N N N N N NATL BANK OF KUWAIT NY 549300NB7FE83IH6BW96 63376GAW8 14371000.00000000 PA USD 14380772.28000000 0.282749344494 Long STIV CORP KW N 2 2027-01-14 Floating 4.22000000 N N N N N N NATIXIS NY BRANCH 2549003L5ZG5M2ZSE107 63873TJE9 13543000.00000000 PA USD 13553799.19000000 0.266489710132 Long STIV CORP FR N 2 2026-12-04 Floating 4.02000000 N N N N N N Iowa Health System 549300M1J9QXG1NVRE79 91331RF38 22500000.00000000 PA USD 22487987.25000000 0.442150360921 Long STIV CORP US N 2 2026-06-03 None 0.00000000 N N N N N N COLUMBIA FUNDING CO 549300O1V8MCLCRCFD82 19767DF41 21500000.00000000 PA USD 21486854.90000000 0.422466472587 Long STIV CORP US N 2 2026-06-04 None 0.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 100006463.43000000 OU Notional Amount 1293417.42000000 0.025430687625 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 STOXX Europe 600 Health Care Index SXDR INDEX Y equity-performance leg 2026-08-04 0.00000000 EUR 0.00000000 EUR 100006463.43000000 EUR 1293417.42000000 N N N Liberty Street Funding LLC 549300F33VRHM10B9391 53128PBT6 2225000.00000000 PA USD 2225204.70000000 0.043751139232 Long STIV CORP US N 2 2026-06-15 Variable 3.79000000 N N N N N N La Fayette Asset Securitization LLC 549300WQLPP9XYITNS62 50286MFF3 6537000.00000000 PA USD 6525536.72000000 0.128302652606 Long STIV CORP US N 2 2026-06-15 None 0.00000000 N N N N N N Versailles Commercial Paper LLC N/A 92512MHX0 4158000.00000000 PA USD 4116048.69000000 0.080928203739 Long STIV CORP US N 2 2026-08-31 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -150278.40000000 -0.00295471747 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1025970000.00000000 TRY 19929487.18000000 USD 2026-09-16 -150278.40000000 N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55607LQX5 6909000.00000000 PA USD 6672171.23000000 0.131185725279 Long STIV CORP AU N 2 2027-03-31 None 0.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -634382.00000000 NC USD -2965142.70000000 -0.05829952233 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written Health Care Select Sector SPDR Fund Health Care Select Sector SPDR Fund 1.00000000 146.00000000 USD 2026-06-18 XXXX 279467.48000000 N N N PURE GROVE FUNDING 5493001D6K5CFMBUWV36 74625UL68 30000000.00000000 PA USD 29478093.00000000 0.579587195347 Long STIV CORP CA N 2 2026-11-06 None 0.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 67845123.03000000 OU Notional Amount 877463.93000000 0.017252366298 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 STOXX Europe 600 Health Care Index SXDR INDEX Y equity-performance leg 2026-08-04 0.00000000 EUR 0.00000000 EUR 67845123.03000000 EUR 877463.93000000 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762TH31 7351000.00000000 PA USD 7300192.09000000 0.143533635603 Long STIV CORP US N 2 2026-08-03 None 0.00000000 N N N N N N MITSUBISHI UFJ TRUST AND BKNG JBONEPAGQXF4QP29B387 000000000 5000000.00000000 PA USD 4952088.50000000 0.097366104544 Long STIV CORP JP N 2 2026-08-27 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 330152.93000000 0.006491342935 N/A DFE TR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 20219915.65000000 USD 1050000000.00000000 TRY 2026-09-16 330152.93000000 N N N LA FAYETTE ASSET SECURIT 549300WQLPP9XYITNS62 50286PBZ6 1447000.00000000 PA USD 1447233.11000000 0.028454953963 Long STIV CORP US N 2 2026-07-13 Floating 3.95000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 249427.92000000 0.004904158101 N/A DFE TR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 16481028.77000000 USD 854838000.00000000 TRY 2026-09-16 249427.92000000 N N N BAYERISCHE LANDESBANK NY 549300DJ6F1V4GISFC11 0727MDFK6 4020000.00000000 PA USD 4021768.40000000 0.079074500080 Long STIV CORP DE N 2 2026-07-16 Floating 4.06000000 N N N N N N iShares MSCI Mexico ETF 549300SQ92O6OZ19G545 464286822 671373.00000000 NS USD 52655784.39000000 1.035298260080 Long EC RF US N 1 N N South African Futures Exchange N/A 000000000 920.00000000 NC -710623.04000000 -0.01397200336 N/A DE ZA N 1 South African Futures Exchange N/A Long SAFEX FTSE/JSE Top 40 Index Futures AIM6 Index 2026-06-18 997799552.58000000 ZAR -710623.04000000 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 01527MF16 1899000.00000000 PA USD 1898388.52000000 0.037325402222 Long STIV US N 2 2026-06-01 None 0.00000000 N N N N N N NORINCHUKIN BK NEW YORK BRH IN N/A 65603BKS7 15755000.00000000 PA USD 15755467.92000000 0.309778093960 Long STIV CORP US N 2 2026-06-15 Fixed 3.79000000 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177GFQ6 29174000.00000000 PA USD 29096726.83000000 0.572088916917 Long STIV CORP US N 2 2026-06-24 None 0.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665KHJ9 12452000.00000000 PA USD 12336569.96000000 0.242557006089 Long STIV CORP US N 2 2026-08-18 None 0.00000000 N N N N N N BANCO SANTANDER SA/NY 5493006QMFDDMYWIAM13 05973RHQ8 8352000.00000000 PA USD 8355709.12000000 0.164286815093 Long STIV CORP ES N 2 2026-08-24 Floating 3.94000000 N N N N N N BAYERISCHE LANDESBANK NY 549300DJ6F1V4GISFC11 0727MDGX7 20997000.00000000 PA USD 21005298.01000000 0.412998281844 Long STIV CORP DE N 2 2027-01-26 Floating 3.97000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -1131773.84000000 -0.02225251225 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 955500000.00000000 MXN 53892590.46000000 USD 2026-06-17 -1131773.84000000 N N N Sumitomo Mitsui Trust NY 5493006GGLR4BTEL8O61 86564TQM8 15600000.00000000 PA USD 15600706.68000000 0.306735236573 Long STIV CORP JP N 2 2026-08-24 Fixed 3.90000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 10005.00000000 NC USD 6020831.93000000 0.118379336545 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 1093434871.20000000 USD 6020831.93000000 N N N BARCLAYS US CCP G5GSEF7VJP5I7OUK5573 06741EKD1 5701000.00000000 PA USD 5615836.18000000 0.110416462187 Long STIV CORP US N 2 2026-10-13 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 20.00000000 NC USD 1129561.00000000 0.022209004224 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini NASDAQ 100 Index Futures NQM6 Index 2026-06-18 11032539.00000000 USD 1129561.00000000 N N N Victory Receivables Corp 549300D0F37QF0LP7F94 92646LGA2 21954000.00000000 PA USD 21857029.18000000 0.429744700278 Long STIV CORP US N 2 2026-07-10 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 221649.08000000 0.004357980980 N/A DFE TR N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 13925213.84000000 USD 722830000.00000000 TRY 2026-09-16 221649.08000000 N N N Antalis SA 549300G2LM2ZKZ0X4Y50 03664BH58 3463000.00000000 PA USD 3437929.61000000 0.067595281026 Long STIV CORP FR N 2 2026-08-05 None 0.00000000 N N N N N N ROYAL BANK OF CANADA NY 549300HXQQQCCUBS2Z23 78015DJN1 2835000.00000000 PA USD 2800012.98000000 0.055052803789 Long STIV CORP US N 2 2026-09-22 None 0.00000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QFV1 28192000.00000000 PA USD 28082262.64000000 0.552142902952 Long STIV CORP US N 2 2026-06-29 None 0.00000000 N N N N N N Albion Capital Corp SA / Albion Capital LLC N/A 01329XF53 4151000.00000000 PA USD 4148005.47000000 0.081556525947 Long STIV CORP LU N 2 2026-06-05 None 0.00000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95001KYM0 7121000.00000000 PA USD 7117106.95000000 0.139933884330 Long STIV CORP US N 2 2027-04-16 Variable 4.06000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 50300314.32000000 NS USD 50300314.32000000 0.988985892058 Long STIV RF US N 1 N N Albion Capital Corp SA / Albion Capital LLC N/A 01329XLG2 9750000.00000000 PA USD 9566880.38000000 0.188100409604 Long STIV CORP LU N 2 2026-11-16 None 0.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -78530000.00000000 OU Notional Amount -91.60000000 -0.00000180100 N/A DFE DE N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD -91.60000000 0.00000000 DFE GB -78530000.00000000 EUR -71265975.00000000 GBP 2026-06-11 1.00000000 0.90750000 EUR 2026-06-11 XXXX 445041.30000000 N N N JACKSON NTL L SHT TRM FD N/A 46850CLW5 11598000.00000000 PA USD 11367675.32000000 0.223506963504 Long STIV CORP US N 2 2026-11-30 None 0.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 8085A3GG4 34600000.00000000 PA USD 34427276.80000000 0.676896188771 Long STIV CORP US N 2 2026-07-16 None 0.00000000 N N N N N N BEDFORD ROW FUNDING CORP 5493000JWH1Z48FX0180 07644BH39 15589000.00000000 PA USD 15480854.43000000 0.304378746639 Long STIV CORP US N 2 2026-08-03 None 0.00000000 N N N N N N NATL BANK OF KUWAIT NY 549300NB7FE83IH6BW96 63376GAL2 36885000.00000000 PA USD 36909096.97000000 0.725692805013 Long STIV CORP KW N 2 2026-12-11 Floating 4.22000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 95001KVT8 7978000.00000000 PA USD 7969976.53000000 0.156702685753 Long STIV CORP US N 2 2026-12-03 Variable 3.75000000 N N N N N N Vanguard Real Estate ETF B1HNOZOSPCLXHIVBEI82 922908553 38270.00000000 NS USD 3662439.00000000 0.072009500347 Long EC RF US N 1 N N N National Westminster Bank PLC 213800IBT39XQ9C4CP71 63854FSL6 4335000.00000000 PA USD 4165485.03000000 0.081900202492 Long STIV CORP GB N 2 2027-05-20 None 0.00000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906FFP9 2210000.00000000 PA USD 2204286.93000000 0.043339861893 Long STIV CORP GB N 2 2026-06-23 None 0.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046UHM6 1013000.00000000 PA USD 1003129.33000000 0.019723152204 Long STIV CORP US N 2 2026-08-21 None 0.00000000 N N N N N N DEUTSCHE BANK AG LDN N/A 000000000 8000000.00000000 PA USD 7851932.00000000 0.154381738531 Long STIV CORP DE N 2 2026-11-16 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06741EJ43 7184000.00000000 PA USD 7107291.40000000 0.139740894671 Long STIV CORP GB N 2 2026-09-04 None 0.00000000 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KJQ0 25118000.00000000 PA USD 24774842.90000000 0.487113657982 Long STIV CORP US N 2 2026-09-24 None 0.00000000 N N N N N N Novant Health Inc 549300ZUXEGFGE8EP917 67001HFQ8 1905000.00000000 PA USD 1899885.27000000 0.037354830759 Long STIV CORP US N 2 2026-06-24 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 8129.00000000 NC USD 5264502.98000000 0.103508680737 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 866761274.52000000 USD 5264502.98000000 N N N Podium Funding Trust N/A 73044BFG0 10000000.00000000 PA USD 10001459.00000000 0.196644931243 Long STIV CORP CA N 2 2026-09-03 Variable 3.73000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 2546R3NC4 5652000.00000000 PA USD 5516786.64000000 0.108468987325 Long STIV CORP US N 2 2027-01-12 None 0.00000000 N N N N N N Ascension Health Alliance 549300IMOY6ECI21DH68 04351KFP2 15000000.00000000 PA USD 14958585.00000000 0.294110081222 Long STIV CORP US N 2 2026-06-23 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLA7 1567800.00000000 PA USD 1568198.08000000 0.030833321780 Long DBT UST US N 1 2026-07-31 Floating 3.81000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58768KFR1 14625000.00000000 PA USD 14582599.20000000 0.286717589607 Long STIV CORP US N 2 2026-06-25 None 0.00000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 50244MNB4 15000000.00000000 PA USD 14647530.00000000 0.287994234615 Long STIV CORP FR N 2 2027-01-11 None 0.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25152XYT1 5758000.00000000 PA USD 5761887.23000000 0.113288063089 Long STIV CORP DE N 2 2026-10-27 Floating 4.02600000 N N N N N N TotalEnergies Capital USA LLC 9845000979865101C194 89158MGF5 11497000.00000000 PA USD 11441848.89000000 0.224965336385 Long STIV CORP US N 2 2026-07-15 None 0.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92344MF32 15000000.00000000 PA USD 14991862.50000000 0.294764370931 Long STIV CORP US N 2 2026-06-03 None 0.00000000 N N N N N N Hannover Funding Co LLC 549300Q4LWLYRV25UY62 41068LH58 8348000.00000000 PA USD 8285472.65000000 0.162905851994 Long STIV CORP US N 2 2026-08-05 None 0.00000000 N N N N N N Sheffield Receivables Co LLC 549300MYF6MOTU9T3G29 82124MFW5 15057000.00000000 PA USD 15006399.45000000 0.295050190983 Long STIV CORP US N 2 2026-06-30 None 0.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37046UPS4 5582000.00000000 PA USD 5400733.48000000 0.106187193672 Long STIV CORP US N 2 2027-02-26 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -30834.24000000 -0.00060625124 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 1050000000.00000000 TRY 20519234.34000000 USD 2026-09-16 -30834.24000000 N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842KG18 9275000.00000000 PA USD 9240115.80000000 0.181675687134 Long STIV CORP US N 2 2026-07-01 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPG0 60881400.00000000 PA USD 60972971.10000000 1.198827662014 Long DBT UST US N 1 2027-10-31 Floating 3.81800000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BH46 23568000.00000000 PA USD 23392783.70000000 0.459940128964 Long STIV CORP US N 2 2026-08-04 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3.00000000 NC USD 7385.06000000 0.000145202276 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESM6 Index 2026-06-18 1131977.44000000 USD 7385.06000000 N N N Credit Agricole Corporate and Investment Bank/New York 254900BN8XS34XZDJ223 22536J6L4 6002000.00000000 PA USD 6002540.78000000 0.118019702822 Long STIV CORP US N 2 2026-07-31 Fixed 3.83000000 N N N N N N Salisbury Receivables Co LLC 549300HB2PGDP0V6U989 79490BHJ8 15929000.00000000 PA USD 15792663.69000000 0.310509423223 Long STIV CORP US N 2 2026-08-18 None 0.00000000 N N N N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 46434G103 148354.00000000 NS USD 12383108.38000000 0.243472027028 Long EC RF US N 1 N N N SUMITOMO MITSUI BANKING CORPOR 549300MS3WYYVQ4HXM15 000000000 30000000.00000000 PA USD 29711040.00000000 0.584167311787 Long STIV CORP GB N 2 2026-08-28 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 6431.97000000 0.000126462978 N/A DFE US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 722830000.00000000 TRY 14153294.89000000 USD 2026-09-16 6431.97000000 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762TF82 8005000.00000000 PA USD 7996672.40000000 0.157227569925 Long STIV CORP US N 2 2026-06-08 None 0.00000000 N N N N N N Barton Capital SA 549300KOFKIMD0C37W24 06945MHS8 20000000.00000000 PA USD 19809722.00000000 0.389491315282 Long STIV CORP US N 2 2026-08-26 None 0.00000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 17277BG90 17000000.00000000 PA USD 16928732.60000000 0.332846383530 Long STIV CORP US N 2 2026-07-09 None 0.00000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 29101BHR6 32100000.00000000 PA USD 31812027.69000000 0.625476142813 Long STIV CORP US N 2 2026-08-25 None 0.00000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21684X6X9 38400000.00000000 PA USD 38385242.88000000 0.754716231593 Long STIV CORP NL N 2 2027-03-18 Fixed 4.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 3142X3GM0 21256000.00000000 PA USD 21129167.57000000 0.415433758619 Long STIV CORP US N 2 2026-07-21 None 0.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -746800.00000000 NC USD -240881.83000000 -0.00473612808 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written iShares Expanded Tech-Software Sector ETF iShares Expanded Tech-Software Sector ETF 1.00000000 79.33000000 USD 2026-07-17 XXXX 1729549.97000000 N N N Albion Capital Corp SA / Albion Capital LLC N/A 01329XF87 7307000.00000000 PA USD 7299448.22000000 0.143519009910 Long STIV CORP LU N 2 2026-06-08 None 0.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -216900000.00000000 OU Notional Amount -266653.68000000 -0.00524284452 N/A DFE DE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1.00000000 NC USD -266653.68000000 -0.01000000 DFE BR -216900000.00000000 EUR -1236330000.00000000 BRL 2026-07-03 1.00000000 5.70000000 EUR 2026-07-03 XXXX 140400.36000000 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GHS3 30000000.00000000 PA USD 29698167.00000000 0.583914207695 Long STIV CORP US N 2 2026-08-26 None 0.00000000 N N N N N N Oversea-Chinese Banking Corp Ltd 5493007O3QFXCPOGWK22 69034BJ84 15000000.00000000 PA USD 14836561.50000000 0.291710900985 Long STIV CORP SG N 2 2026-09-08 None 0.00000000 N N N N N N BANK OF MONTREAL CHICAGO NQQ6HPCNCCU6TUTQYE16 06370B4A9 7639000.00000000 PA USD 7639461.24000000 0.150204218232 Long STIV CORP CA N 2 2026-09-08 Floating 4.02000000 N N N N N N Salisbury Receivables Co LLC 549300HB2PGDP0V6U989 79490BHC3 10003000.00000000 PA USD 9923809.25000000 0.195118211017 Long STIV CORP US N 2 2026-08-12 None 0.00000000 N N N N N N Charles Schwab & Co Inc 549300ZP8XN77GK5BS04 15987HLQ8 16308000.00000000 PA USD 15988571.94000000 0.314361297669 Long STIV CORP US N 2 2026-11-24 None 0.00000000 N N N N N N Mont Blanc Capital Corp 549300NC8BUDZTUFIQ67 6117P5GL5 1203000.00000000 PA USD 1196428.13000000 0.023523720625 Long STIV CORP US N 2 2026-07-20 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLB5 3326100.00000000 PA USD 3329608.00000000 0.065465502206 Long DBT UST US N 1 2026-07-31 Fixed 4.37500000 N N N N N N Albion Capital Corp SA / Albion Capital LLC N/A 01329XHH5 9706000.00000000 PA USD 9623678.56000000 0.189217154091 Long STIV CORP LU N 2 2026-08-17 None 0.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 78530000.00000000 OU Notional Amount 8060.57000000 0.000158483900 N/A DFE DE N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Call Purchased Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 1.00000000 NC USD 8060.57000000 0.00000000 DFE XX 69294872.00000000 GBP 78530000.00000000 EUR 2026-06-11 1.00000000 0.88240000 EUR 2026-06-11 XXXX -1175118.91000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 634382.00000000 NC USD 9446908.43000000 0.185741566174 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased Health Care Select Sector SPDR Fund Health Care Select Sector SPDR Fund 1.00000000 135.00000000 USD 2026-06-18 XXXX 2893298.30000000 N N N EIDP Inc GLU7INWNWH88J9XBXD45 28249MGT4 25000000.00000000 PA USD 24845945.00000000 0.488511640773 Long STIV CORP US N 2 2026-07-27 None 0.00000000 N N N N N N Victory Receivables Corp 549300D0F37QF0LP7F94 92646LGQ7 35000000.00000000 PA USD 34793727.50000000 0.684101204830 Long STIV CORP US N 2 2026-07-24 None 0.00000000 N N N N N N Podium Funding Trust N/A 73044GKM0 4307000.00000000 PA USD 4239864.64000000 0.083362626454 Long STIV CORP CA N 2 2026-10-21 None 0.00000000 N N N N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 2362.00000000 NS USD 1795238.10000000 0.035297297398 Long EC RF US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 553127483.36000000 OU Notional Amount -1610396.97000000 -0.03166302050 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-01-02 0.00000000 BRL 0.00000000 BRL 553127483.36000000 BRL -1610396.97000000 N N N E.ON SE Q9MAIUP40P25UFBFG033 26877KGD6 26152000.00000000 PA USD 26019770.26000000 0.511590952256 Long STIV CORP DE N 2 2026-07-13 None 0.00000000 N N N N N N National Stock Exchange Of India N/A 000000000 2096.00000000 NC USD -208330.39000000 -0.00409611389 N/A DE IN N 1 National Stock Exchange Of India N/A Long IFSC NIFTY 50 Index Futures JGSM6 Index 2026-06-30 99653050.39000000 USD -208330.39000000 N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 55607LSC9 3958000.00000000 PA USD 3802689.66000000 0.074767056159 Long STIV CORP AU N 2 2027-05-12 None 0.00000000 N N N N N N CREDIT INDUST ET COMM NY N4JDFKKH2FTD8RKFXO39 22536WRL2 6942000.00000000 PA USD 6942492.88000000 0.136500688054 Long STIV CORP FR N 2 2027-02-22 Floating 3.90000000 N N N N N N RWE AG 529900GB7KCA94ACC940 7497MBRL8 21917000.00000000 PA USD 21077219.46000000 0.414412374387 Long STIV CORP DE N 2 2027-04-20 None 0.00000000 N N N N N N Antalis SA 549300G2LM2ZKZ0X4Y50 03664BHT6 8492000.00000000 PA USD 8410476.80000000 0.165363636651 Long STIV CORP FR N 2 2026-08-27 None 0.00000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89119BR73 6157000.00000000 PA USD 5948370.67000000 0.116954630460 Long STIV CORP CA N 2 2027-04-07 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 7196.00000000 NC USD 2298587.75000000 0.045193969205 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 1484631127.40000000 USD 2298587.75000000 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31622GF36 30149000.00000000 PA USD 30132644.17000000 0.592456734663 Long STIV CORP US N 2 2026-06-03 None 0.00000000 N N N N N N Goldman Sachs Access Treasury 0-1 Year ETF 549300Q2J4ZAD8E71F28 381430529 1410482.00000000 NS USD 141287981.94000000 2.777951246332 Long EC RF US N 1 N N N Credit Industriel et Commercial/New York N4JDFKKH2FTD8RKFXO39 22536WPS9 22000000.00000000 PA USD 21968581.80000000 0.431938006003 Long STIV CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N ING US Funding LLC 254900QX5Y2ZDZ6XBT08 44988GJ33 7054000.00000000 PA USD 7054405.61000000 0.138701074127 Long STIV CORP US N 2 2026-11-05 Variable 3.77000000 N N N N N N DEUTSCHE BANK AG LDN N/A 000000000 10000000.00000000 PA USD 9823041.00000000 0.193136943525 Long STIV CORP DE N 2 2026-11-09 None 0.00000000 N N N N N N Hannover Funding Co LLC 549300Q4LWLYRV25UY62 41068LHC3 17857000.00000000 PA USD 17709308.32000000 0.348193770225 Long STIV CORP US N 2 2026-08-12 None 0.00000000 N N N N N N BARCLAYS BANK PLC NY G5GSEF7VJP5I7OUK5573 06745GEP2 15394000.00000000 PA USD 15401824.77000000 0.302824895140 Long STIV CORP GB N 2 2026-10-09 Floating 3.99000000 N N N N N N Albion Capital Corp SA / Albion Capital LLC N/A 01329XLP2 8824000.00000000 PA USD 8651284.32000000 0.170098303685 Long STIV CORP LU N 2 2026-11-23 None 0.00000000 N N N N N N Sanofi SA 549300E9PC51EN656011 8010M3JN1 30000000.00000000 PA USD 29643687.00000000 0.582843042393 Long STIV CORP FR N 2 2026-09-22 None 0.00000000 N N N N N N Columbia Funding Co LLC 549300O1V8MCLCRCFD82 19767DHJ6 16244000.00000000 PA USD 16104967.60000000 0.316649825429 Long STIV CORP US N 2 2026-08-18 None 0.00000000 N N N N N N Suncor Energy Inc 894500XO86FKXQGPYV71 86723BFB1 29133000.00000000 PA USD 29091459.26000000 0.571985347934 Long STIV CORP US N 2 2026-06-11 None 0.00000000 N N N N N N Podium Funding Trust N/A 73044GJ18 4308000.00000000 PA USD 4264459.47000000 0.083846200766 Long STIV CORP CA N 2 2026-09-01 None 0.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 8085A3G82 10508000.00000000 PA USD 10464371.83000000 0.205746549480 Long STIV CORP US N 2 2026-07-08 None 0.00000000 N N N N N N Invesco DB Commodity Index Tracking Fund 549300HIW8J5DIIYYM41 46138B103 350730.00000000 NS USD 10339520.40000000 0.203291767546 Long EC RF US N 1 N N N Mercado Mexicano De Derivados 5493003M56ZNEEL5EQ10 000000000 252.00000000 NC 323891.10000000 0.006368225184 N/A DE MX N 1 Mercado Mexicano De Derivados 5493003M56ZNEEL5EQ10 Long MexDer Mexican Bolsa Index Futures ISM6 Index 2026-06-19 168005140.00000000 MXN 323891.10000000 N N N PARADELLE FUNDING LLC 254900FFH2POKGD10532 69901Q3S4 2000000.00000000 PA USD 1999999.60000000 0.039323241122 Long STIV CORP US N 2 2026-07-30 Floating 3.99000000 N N N N N N Chevron Corp N/A 16677KFS7 15000000.00000000 PA USD 14957314.50000000 0.294085101128 Long STIV CORP US N 2 2026-06-26 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TC1 3660300.00000000 PA USD 3585104.66000000 0.070488981594 Long STIV UST US N 1 2026-12-24 None 0.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 47816GFH7 30000000.00000000 PA USD 29942511.00000000 0.588718407670 Long STIV CORP US N 2 2026-06-17 None 0.00000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QF17 8965000.00000000 PA USD 8961687.43000000 0.176201333075 Long STIV CORP US N 2 2026-06-01 None 0.00000000 N N N N N N LMA-Americas LLC N/A 53944RJQ2 7952000.00000000 PA USD 7851684.72000000 0.154376876605 Long STIV CORP FR N 2 2026-09-24 None 0.00000000 N N N N N N Pure Grove Funding 5493001D6K5CFMBUWV36 74625UP15 31866000.00000000 PA USD 31001574.20000000 0.609541310624 Long STIV CORP US N 2 2027-02-01 None 0.00000000 N N N N N N Jackson National Life Short Term Funding LLC N/A 46850CKN6 14522000.00000000 PA USD 14295411.78000000 0.281071018396 Long STIV CORP US N 2 2026-10-22 None 0.00000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HHM0 18664000.00000000 PA USD 18487014.89000000 0.363484744770 Long STIV CORP US N 2 2026-08-21 None 0.00000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HFS9 10000000.00000000 PA USD 9968943.00000000 0.196005613861 Long STIV CORP US N 2 2026-06-26 None 0.00000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 9612CABK2 13245000.00000000 PA USD 13250091.38000000 0.260518321216 Long STIV CORP US N 2 2026-10-14 Variable 3.87000000 N N N N N N SUMITOMO MITSUI BANKING CORPOR N/A 000000000 9000000.00000000 PA USD 8957944.80000000 0.176127746890 Long STIV CORP GB N 2 2026-07-13 None 0.00000000 N N N N N N 2026-07-02 GOLDMAN SACHS TRUST Allison Fracchiolla Allison Fracchiolla Vice President XXXX