0001752724-21-141079.txt : 20210628
0001752724-21-141079.hdr.sgml : 20210628
20210628144048
ACCESSION NUMBER: 0001752724-21-141079
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210628
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22649
FILM NUMBER: 211052573
BUSINESS ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: (415) 670-2000
MAIL ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
0001524513
S000044971
iShares GSCI Commodity Dynamic Roll Strategy ETF
C000139416
iShares GSCI Commodity Dynamic Roll Strategy ETF
COMT
NPORT-P
1
primary_doc.xml
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800-474-2737
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2021-10-31
2021-04-30
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Mizuho Bank Ltd/New York NY
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Mizuho Bank Ltd/New York NY
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PA
USD
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STIV
CORP
JP
N
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2021-05-24
None
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N
N
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N
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Enel Finance America LLC
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Enel Finance America LLC
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USD
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Long
STIV
CORP
US
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2
2021-07-12
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KSB3
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PA
USD
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Long
STIV
CORP
US
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2021-05-11
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Swedbank AB
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Swedbank AB
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PA
USD
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Long
STIV
CORP
SE
N
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2021-07-08
None
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N
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N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR FEB22 XCEC 20220224
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191.00000000
NC
USD
981346.88000000
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DCO
US
N
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Commodities Exchange Center
N/A
Long
Gold (100 oz)
GCG2 Comdty
2022-02-24
32934523.12000000
USD
981346.88000000
N
N
N
American Electric Power Co Inc
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American Electric Power Co Inc
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USD
5297557.60000000
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STIV
CORP
US
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2021-07-09
None
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N
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BNG Bank NV
529900GGYMNGRQTDOO93
BNG Bank NV
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USD
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0.286622101352
Long
STIV
CORP
US
N
2
2021-06-16
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796B40
7500000.00000000
PA
USD
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Long
DBT
UST
US
N
2
2021-07-01
None
0.00000000
N
N
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N
N
N
BASF SE
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BASF SE
05526LTM9
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PA
USD
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Long
STIV
CORP
DE
N
2
2021-06-21
None
0.00000000
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Standard Chartered Bank/New York
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Standard Chartered Bank/New York
85324TV29
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PA
USD
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Long
STIV
CORP
GB
N
2
2021-08-02
None
0.00000000
N
N
N
N
N
N
STANDARD CHARTERED BK/NY
RILFO74KP1CM8P6PCT96
Standard Chartered Bank/New York
85325VG38
5850000.00000000
PA
USD
5849804.96000000
0.838458819379
Long
STIV
CORP
GB
N
2
2021-09-03
Floating
0.21000000
N
N
N
N
N
N
Bell Canada
549300O5ZKB2MUUSKB97
Bell Canada
07787PSH2
16000000.00000000
PA
USD
15999085.76000000
2.293166122496
Long
STIV
CORP
US
N
2
2021-05-17
None
0.00000000
N
N
N
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp
92646KT10
9000000.00000000
PA
USD
8999016.03000000
1.289838619866
Long
STIV
CORP
US
N
2
2021-06-01
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT AUG21 XCME 20210826
000000000
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NC
USD
-415965.89000000
-0.05962083717
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Feeder Cattle
FCQ1 Comdty
2021-08-26
7973590.89000000
USD
-415965.89000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR DEC22 XLME 20221219
000000000
486.00000000
NC
USD
884733.97000000
0.126809868880
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Aluminum
LAZ22 Comdty
2022-12-19
28220591.03000000
USD
884733.97000000
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
48246TSA8
15000000.00000000
PA
USD
14999775.00000000
2.149933839411
Long
STIV
CORP
US
N
2
2021-05-10
None
0.00000000
N
N
N
N
N
N
Antalis SA
549300G2LM2ZKZ0X4Y50
Antalis SA
03664ASB5
355000.00000000
PA
USD
354990.24000000
0.050881131859
Long
STIV
CORP
FR
N
2
2021-05-11
None
0.00000000
N
N
N
N
N
N
BRITANNIA FDG CO
N/A
BRITANNIA FDG CO
11042LUU2
900000.00000000
PA
USD
899557.23000000
0.128934502635
Long
STIV
CORP
US
N
2
2021-07-28
None
0.00000000
N
N
N
N
N
N
ABN AMRO Funding USA LLC
549300WEQ09INLYV6558
ABN AMRO Funding USA LLC
00084BT12
15000000.00000000
PA
USD
14998240.05000000
2.149713833381
Long
STIV
CORP
US
N
2
2021-06-01
None
0.00000000
N
N
N
N
N
N
COLLATERALIZED CP V CO
N/A
COLLATERALIZED CP V CO
19424HSJ0
5000000.00000000
PA
USD
4999787.50000000
0.716624905114
Long
STIV
CORP
US
N
2
2021-05-18
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) JUL21 IFUS 20210630
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NC
USD
1057880.12000000
0.151627092274
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Sugar
SBN1 Comdty
2021-06-30
11398647.88000000
USD
1057880.12000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR22 IFUS 20220321
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NC
USD
384809.13000000
0.055155105346
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Coffee
KCH2 Comdty
2022-03-21
5211222.12000000
USD
384809.13000000
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842JSJ9
12600000.00000000
PA
USD
12598966.80000000
1.805823425014
Long
STIV
CORP
US
N
2
2021-05-18
None
0.00000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842JSL4
7000000.00000000
PA
USD
6999350.54000000
1.003224420356
Long
STIV
CORP
US
N
2
2021-05-20
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT JUN21 XNYM 20210528
000000000
342.00000000
NC
USD
1296559.27000000
0.185837230850
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harb Ultra Low Sulfur Diesel
HOM1 Comdty
2021-05-28
26316794.33000000
USD
1296559.27000000
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JSS0
14700000.00000000
PA
USD
14698046.52000000
2.106686772741
Long
STIV
CORP
US
N
2
2021-05-26
None
0.00000000
N
N
N
N
N
N
Mizuho Bank Ltd/New York NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60689FV21
2000000.00000000
PA
USD
1999253.22000000
0.286555108408
Long
STIV
CORP
JP
N
2
2021-08-02
None
0.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526LTA5
4800000.00000000
PA
USD
4799322.14000000
0.687891990048
Long
STIV
CORP
DE
N
2
2021-06-10
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE DEC21 IFUS 20211215
000000000
91.00000000
NC
USD
-3622.17000000
-0.00051916951
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Cocoa
CCZ1 Comdty
2021-12-15
2215832.17000000
USD
-3622.17000000
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG Bank NV
09657RS32
12000000.00000000
PA
USD
11999940.00000000
1.719964271258
Long
STIV
CORP
US
N
2
2021-05-03
None
0.00000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53943RS42
2500000.00000000
PA
USD
2499983.33000000
0.358325292154
Long
STIV
CORP
GB
N
2
2021-05-04
None
0.00000000
N
N
N
N
N
N
COLLATERALIZED CP V CO
N/A
COLLATERALIZED CP V CO
19424HSQ4
2500000.00000000
PA
USD
2499850.00000000
0.358306181822
Long
STIV
CORP
US
N
2
2021-05-24
None
0.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504GTU0
2000000.00000000
PA
USD
1999259.22000000
0.286555968395
Long
STIV
CORP
FR
N
2
2021-06-28
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JUN21 XLME 20210614
000000000
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NC
USD
341238.89000000
0.048910136114
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Lead
LLM1 Comdty
2021-06-14
4066261.11000000
USD
341238.89000000
N
N
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American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JUK4
8000000.00000000
PA
USD
7996142.24000000
1.146095643869
Long
STIV
CORP
US
N
2
2021-07-19
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd/Singapore
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Sumitomo Mitsui Trust Bank Ltd/Singapore
86564YTH5
3000000.00000000
PA
USD
2999592.00000000
0.429934738702
Long
STIV
CORP
SG
N
2
2021-06-17
None
0.00000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63975UU26
2000000.00000000
PA
USD
1999573.00000000
0.286600942819
Long
STIV
CORP
US
N
2
2021-07-02
None
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339MT22
1000000.00000000
PA
USD
999830.42000000
0.143306766510
Long
STIV
CORP
US
N
2
2021-06-02
None
0.00000000
N
N
N
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank/New York NY
5006E0W93
3000000.00000000
PA
USD
2998394.01000000
0.429763029511
Long
STIV
CORP
US
N
2
2021-09-09
None
0.00000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
6385E0SB0
5000000.00000000
PA
USD
4999854.85000000
0.716634558462
Long
STIV
CORP
GB
N
2
2021-05-11
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR JUN21 XCME 20210630
000000000
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NC
USD
164503.70000000
0.023578491766
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Live Cattle
LCM1 Comdty
2021-06-30
24269616.30000000
USD
164503.70000000
N
N
N
BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES
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BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
58705094.61000000
NS
USD
58705094.61000000
8.414264177156
Long
STIV
RF
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE OCT21 XCME 20211014
000000000
444.00000000
NC
USD
1081645.88000000
0.155033464146
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Lean Hogs
LHV1 Comdty
2021-10-14
14671474.12000000
USD
1081645.88000000
N
N
N
Salisbury Receivables Co LLC
549300HB2PGDP0V6U989
Salisbury Receivables Co LLC
79490ATA6
5000000.00000000
PA
USD
4999271.10000000
0.716550888948
Long
STIV
CORP
US
N
2
2021-06-10
None
0.00000000
N
N
N
N
N
N
Ridgefield Funding Co LLC
N/A
Ridgefield Funding Co LLC
76582JW34
10000000.00000000
PA
USD
9993840.00000000
1.432427806528
Long
STIV
CORP
US
N
2
2021-09-03
None
0.00000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg/New York NY
B81CK4ESI35472RHJ606
Landesbank Baden-Wuerttemberg/New York NY
5148X0WA9
5000000.00000000
PA
USD
4996693.45000000
0.716181431609
Long
STIV
CORP
DE
N
2
2021-09-10
None
0.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91058TTA4
20000000.00000000
PA
USD
19996856.60000000
2.866170904977
Long
STIV
CORP
US
N
2
2021-06-10
None
0.00000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JU73
4400000.00000000
PA
USD
4398229.75000000
0.630402987580
Long
STIV
CORP
US
N
2
2021-07-07
None
0.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31621YS42
13000000.00000000
PA
USD
12999783.29000000
1.863272882439
Long
STIV
CORP
US
N
2
2021-05-04
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp/Singapore
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp/Singapore
60682YUC6
9000000.00000000
PA
USD
8997645.78000000
1.289642220464
Long
STIV
CORP
JP
N
2
2021-07-12
None
0.00000000
N
N
N
N
N
N
Ridgefield Funding Co LLC
N/A
Ridgefield Funding Co LLC
76582JTG9
4000000.00000000
PA
USD
3999295.00000000
0.573223241967
Long
STIV
CORP
US
N
2
2021-06-16
None
0.00000000
N
N
N
N
N
N
BNZ INTNL FDG LTD
549300HVMZ89HDMELW08
BNZ INTNL FDG LTD
0556X0XJ8
2000000.00000000
PA
USD
1998613.00000000
0.286463344989
Long
STIV
CORP
NZ
N
2
2021-10-18
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT JUL21 XCBT 20210714
000000000
328.00000000
NC
USD
1199791.57000000
0.171967412616
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KC HRW Wheat
KWN1 Comdty
2021-07-14
10337608.43000000
USD
1199791.57000000
N
N
N
IONIC CAPITAL II
N/A
IONIC CAPITAL II
46221LSM2
350000.00000000
PA
USD
349974.68000000
0.050162246264
Long
STIV
CORP
US
N
2
2021-05-21
None
0.00000000
N
N
N
N
N
N
Versailles Commercial Paper LLC
N/A
Versailles Commercial Paper LLC
92512LT35
2100000.00000000
PA
USD
2099752.07000000
0.300959716373
Long
STIV
CORP
US
N
2
2021-06-03
None
0.00000000
N
N
N
N
N
N
Versailles Commercial Paper LLC
N/A
Versailles Commercial Paper LLC
92512LT76
5300000.00000000
PA
USD
5299267.12000000
0.759549640269
Long
STIV
CORP
US
N
2
2021-06-07
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE DEC21 XNYM 20211119
000000000
2539.00000000
NC
USD
5839079.10000000
0.836921470361
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX WTI Light Sweet Crude Oil
CLZ1 Comdty
2021-11-19
149116090.90000000
USD
5839079.10000000
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LU17
19000000.00000000
PA
USD
18996367.77000000
2.722769767855
Long
STIV
CORP
CA
N
2
2021-07-01
None
0.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31621YTA7
5400000.00000000
PA
USD
5398782.30000000
0.773813257758
Long
STIV
CORP
US
N
2
2021-06-10
None
0.00000000
N
N
N
N
N
N
Erste Abwicklungsanstalt
7TG4VWERK338227TR435
Erste Abwicklungsanstalt
29604CS78
5000000.00000000
PA
USD
4999941.65000000
0.716646999599
Long
STIV
CORP
DE
N
2
2021-05-07
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KT22
5000000.00000000
PA
USD
4999518.75000000
0.716586384889
Long
STIV
CORP
US
N
2
2021-06-02
None
0.00000000
N
N
N
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank/New York NY
5006E0X84
4000000.00000000
PA
USD
3997781.76000000
0.573006347655
Long
STIV
CORP
US
N
2
2021-10-08
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp/NY
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp/NY
60682WU14
5500000.00000000
PA
USD
5498853.86000000
0.788156621788
Long
STIV
CORP
JP
N
2
2021-07-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H28
38000000.00000000
PA
USD
37999472.18000000
5.446505105547
Long
DBT
UST
US
N
2
2021-06-22
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G DEC21 IFEU 20211210
000000000
636.00000000
NC
USD
3826024.80000000
0.548388238353
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Low Sulfur Gas Oil
QSZ1 Comdty
2021-12-10
30279475.20000000
USD
3826024.80000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2VH2
3000000.00000000
PA
USD
2997947.16000000
0.429698982021
Long
STIV
CORP
US
N
2
2021-08-17
None
0.00000000
N
N
N
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp
92646KS45
6000000.00000000
PA
USD
5999962.68000000
0.859981086445
Long
STIV
CORP
US
N
2
2021-05-04
None
0.00000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW Bank
62939LS59
2500000.00000000
PA
USD
2499982.65000000
0.358325194689
Long
STIV
CORP
US
N
2
2021-05-05
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV21 XCBT 20211112
000000000
448.00000000
NC
USD
4374476.29000000
0.626998378680
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean
S X1 Comdty
2021-11-12
25635923.71000000
USD
4374476.29000000
N
N
N
LMA SA LMA AMERICAS
N/A
LMA SA LMA AMERICAS
53944QTR1
15000000.00000000
PA
USD
14996569.95000000
2.149474456157
Long
STIV
CORP
US
N
2
2021-06-25
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22552G2V1
3100000.00000000
PA
USD
3096755.70000000
0.443861316041
Long
STIV
CORP
CH
N
2
2022-04-08
Floating
0.23000000
N
N
N
N
N
N
ALINGHI FDG CO
N/A
ALINGHI FDG CO
01626FXF0
20000000.00000000
PA
USD
19984133.40000000
2.864347275074
Long
STIV
CORP
US
N
2
2021-10-15
None
0.00000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AMER
N/A
AMCOR FLEXIBLES NORTH AMER
02343BS40
9500000.00000000
PA
USD
9499820.55000000
1.361619468877
Long
STIV
CORP
US
N
2
2021-05-04
None
0.00000000
N
N
N
N
N
N
IONIC CAPITAL II
N/A
IONIC CAPITAL II
46221LUP2
5000000.00000000
PA
USD
4997923.35000000
0.716357714495
Long
STIV
CORP
US
N
2
2021-07-23
None
0.00000000
N
N
N
N
N
N
LIME FUNDING
N/A
LIME FUNDING
53262QTA2
10000000.00000000
PA
USD
9998303.10000000
1.433067507438
Long
STIV
CORP
US
N
2
2021-06-10
None
0.00000000
N
N
N
N
N
N
FMS WERTMANAGEMENT
N/A
FMS WERTMANAGEMENT
34411GSS6
7000000.00000000
PA
USD
6999711.81000000
1.003276201572
Long
STIV
CORP
US
N
2
2021-05-26
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE DEC21 XLME 20211215
000000000
174.00000000
NC
USD
5019643.23000000
0.719470848192
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Copper
LPZ21 Comdty
2021-12-15
37579906.77000000
USD
5019643.23000000
N
N
N
COLLATERALIZED CP V CO
N/A
COLLATERALIZED CP V CO
19424HTG5
2750000.00000000
PA
USD
2749601.47000000
0.394103327899
Long
STIV
CORP
US
N
2
2021-06-16
None
0.00000000
N
N
N
N
N
N
Caisse des Depots et Consignations
969500Q2PFTTP0Y5QL44
Caisse des Depots et Consignations
12800AT38
1000000.00000000
PA
USD
999921.61000000
0.143319836870
Long
STIV
CORP
US
N
2
2021-06-03
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE SEP21 XCBT 20210914
000000000
1625.00000000
NC
USD
10334294.59000000
1.481225528082
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Corn
C U1 Comdty
2021-09-14
37786017.91000000
USD
10334294.59000000
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87019RSA5
3200000.00000000
PA
USD
3199938.66000000
0.458650640371
Long
STIV
CORP
SE
N
2
2021-05-10
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE DEC21 XLME 20211213
000000000
64.00000000
NC
USD
-77685.44000000
-0.01113473744
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel
LNZ1 Comdty
2021-12-13
6874869.44000000
USD
-77685.44000000
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LU25
1550000.00000000
PA
USD
1549698.91000000
0.222120006967
Long
STIV
CORP
CA
N
2
2021-07-02
None
0.00000000
N
N
N
N
N
N
ONTARIO POWER
N/A
ONTARIO POWER
68322LSK8
5500000.00000000
PA
USD
5499642.94000000
0.788269721471
Long
STIV
CORP
CA
N
2
2021-05-19
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC21 IFUS 20211208
000000000
208.00000000
NC
USD
118755.12000000
0.017021298725
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Cotton
CTZ1 Comdty
2021-12-08
8727484.88000000
USD
118755.12000000
N
N
N
CREDIT SUISSE NY
N/A
CREDIT SUISSE NY
22552G2M1
2000000.00000000
PA
USD
1998191.98000000
0.286402999741
Long
STIV
CORP
CH
N
2
2022-02-15
Variable
0.24000000
N
N
N
N
N
N
Westpac Securities NZ Ltd/London
549300W0N3O6Q4RCKE25
Westpac Securities NZ Ltd/London
96122GVB8
2000000.00000000
PA
USD
1999118.78000000
0.286535838979
Long
STIV
CORP
NZ
N
2
2021-08-11
None
0.00000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31428FU60
19400000.00000000
PA
USD
19395956.26000000
2.780043214723
Long
STIV
CORP
US
N
2
2021-07-06
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd/Singapore
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd/Singapore
86564YSK9
1450000.00000000
PA
USD
1449945.67000000
0.207822268083
Long
STIV
CORP
SG
N
2
2021-05-19
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) JUL21 XCBT 20210714
000000000
712.00000000
NC
USD
4559460.03000000
0.653512296547
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
W N1 Comdty
2021-07-14
21597639.97000000
USD
4559460.03000000
N
N
N
Caisse des Depots et Consignations
969500Q2PFTTP0Y5QL44
Caisse des Depots et Consignations
12800AS54
9000000.00000000
PA
USD
8999925.03000000
1.289968907811
Long
STIV
CORP
US
N
2
2021-05-05
None
0.00000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW Bank
62939LV30
4000000.00000000
PA
USD
3998712.24000000
0.573139714352
Long
STIV
CORP
US
N
2
2021-08-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796G86
8000000.00000000
PA
USD
7999920.00000000
1.146637114262
Long
DBT
UST
US
N
2
2021-06-08
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796F95
3000000.00000000
PA
USD
2999995.32000000
0.429992546991
Long
DBT
UST
US
N
2
2021-05-18
None
0.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050TS36
2500000.00000000
PA
USD
2499983.33000000
0.358325292154
Long
STIV
CORP
SE
N
2
2021-05-03
None
0.00000000
N
N
N
N
N
N
ASB Finance Ltd/London
549300A8V0FZJN79NH08
ASB Finance Ltd/London
0020P2TU0
2000000.00000000
PA
USD
1999708.28000000
0.286620332646
Long
STIV
CORP
NZ
N
2
2021-06-28
None
0.00000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG Bank NV
09657RSB4
3600000.00000000
PA
USD
3599928.50000000
0.515981613165
Long
STIV
CORP
US
N
2
2021-05-11
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR APR22 XNYM 20220329
000000000
693.00000000
NC
USD
376009.28000000
0.053893813407
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas
NGJ22 Comdty
2022-03-29
17461810.72000000
USD
376009.28000000
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LUN9
8000000.00000000
PA
USD
7997823.52000000
1.146336623535
Long
STIV
CORP
CA
N
2
2021-07-22
None
0.00000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE JUL21 XCEC 20210728
000000000
33.00000000
NC
USD
75158.32000000
0.010772522619
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Silver
SIN1 Comdty
2021-07-28
4193886.68000000
USD
75158.32000000
N
N
N
Erste Abwicklungsanstalt
7TG4VWERK338227TR435
Erste Abwicklungsanstalt
29604CS37
15000000.00000000
PA
USD
14999925.00000000
2.149955339072
Long
STIV
CORP
DE
N
2
2021-05-03
None
0.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504GTP1
3000000.00000000
PA
USD
2999050.50000000
0.429857124927
Long
STIV
CORP
FR
N
2
2021-06-23
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd/Singapore
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd/Singapore
86564YT93
5000000.00000000
PA
USD
4999461.10000000
0.716578121852
Long
STIV
CORP
SG
N
2
2021-06-09
None
0.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050TT84
2000000.00000000
PA
USD
1999807.16000000
0.286634505223
Long
STIV
CORP
SE
N
2
2021-06-08
None
0.00000000
N
N
N
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS Bank Ltd
23305DV28
8000000.00000000
PA
USD
7997012.88000000
1.146220433634
Long
STIV
CORP
SG
N
2
2021-08-02
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JUL21 IFEU 20210528
000000000
1709.00000000
NC
USD
85610.27000000
0.012270611824
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Brent Crude Oil
CON1 Comdty
2021-05-28
114007229.73000000
USD
85610.27000000
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS Bank Ltd
23305DWF8
5000000.00000000
PA
USD
4996875.85000000
0.716207575197
Long
STIV
CORP
SG
N
2
2021-09-15
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KT30
10115000.00000000
PA
USD
10113977.78000000
1.449647283394
Long
STIV
CORP
US
N
2
2021-06-03
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT OCT21 XNYM 20210930
000000000
346.00000000
NC
USD
1195757.73000000
0.171389238002
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Gasoline
XBV1 Comdty
2021-09-30
26048835.87000000
USD
1195757.73000000
N
N
N
Bedford Row Funding Corp
N/A
Bedford Row Funding Corp
07644AVG6
2500000.00000000
PA
USD
2498852.50000000
0.358163209078
Long
STIV
CORP
US
N
2
2021-08-16
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE DEC21 XLME 20211213
000000000
104.00000000
NC
USD
290924.33000000
0.041698496262
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc
LXZ1 Comdty
2021-12-13
7360225.67000000
USD
290924.33000000
N
N
N
BEDFORD ROW FUNDING CORP
N/A
Bedford Row Funding Corp
07646KFU9
5000000.00000000
PA
USD
5000000.00000000
0.716655362967
Long
STIV
CORP
US
N
2
2022-04-07
Floating
0.25000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22552G3L2
5000000.00000000
PA
USD
4998381.60000000
0.716423395959
Long
STIV
CORP
CH
N
2
2022-05-09
Floating
0.31000000
N
N
N
N
N
N
2021-06-01
iShares U.S. ETF Trust
Ann Frechette
Ann Frechette
Assistant Treasurer