0001752724-21-283114.txt : 20211228
0001752724-21-283114.hdr.sgml : 20211228
20211228101554
ACCESSION NUMBER: 0001752724-21-283114
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211228
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: 211522617
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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false
0001524513
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811-22649
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SAN FRANCISCO
94105
800-474-2737
iShares GSCI Commodity Dynamic Roll Strategy ETF
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2021-10-31
2021-10-31
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0.00000000
25380243.80000000
USD
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London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE NOV21
000000000
311.00000000
NC
USD
1029130.47000000
0.036431210992
N/A
DCO
GB
N
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London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Future
LLX1 Comdty
2021-11-15
17801919.53000000
USD
1029130.47000000
N
N
N
Toronto-Dominion Bank/The
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Toronto-Dominion Bank/The
89119BDB9
25000000.00000000
PA
USD
24980752.75000000
0.884318461756
Long
STIV
CORP
CA
N
2
2022-04-11
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT DEC21
000000000
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USD
2202625.65000000
0.077972931645
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBZ1 Comdty
2021-11-30
119519384.55000000
USD
2202625.65000000
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE DEC21
000000000
115.00000000
NC
USD
-1869913.89000000
-0.06619493781
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Future
SIZ1 Comdty
2021-12-29
15640588.89000000
USD
-1869913.89000000
N
N
N
BANK OF MONTREAL
N/A
BANK OF MONTREAL
06367CHA8
6500000.00000000
PA
USD
6500547.30000000
0.230119326124
Long
STIV
CORP
CA
N
2
2022-01-03
Fixed
0.16000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR22
000000000
734.00000000
NC
USD
8196937.68000000
0.290171532973
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Future
CTH2 Comdty
2022-03-09
32620802.32000000
USD
8196937.68000000
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31621YYJ2
30600000.00000000
PA
USD
30597653.90000000
1.083156720736
Long
STIV
CORP
US
N
2
2021-11-18
None
0.00000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement
34411GZA7
66000000.00000000
PA
USD
65993070.00000000
2.336154187707
Long
STIV
CORP
US
N
2
2021-12-10
None
0.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050TZE4
4600000.00000000
PA
USD
4599559.18000000
0.162824360799
Long
STIV
CORP
SE
N
2
2021-12-14
None
0.00000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251VA63
25000000.00000000
PA
USD
24991087.50000000
0.884684311829
Long
STIV
CORP
US
N
2
2022-01-06
None
0.00000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87019RZ74
52550000.00000000
PA
USD
52546982.58000000
1.860162792936
Long
STIV
CORP
SE
N
2
2021-12-07
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
3101745.11000000
0.109801753849
Long
STIV
CORP
CH
N
2
2022-04-08
Floating
0.27000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251UY28
46900000.00000000
PA
USD
46899322.76000000
1.660235677267
Long
STIV
CORP
US
N
2
2021-11-02
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE MAR22
000000000
318.00000000
NC
USD
41594.34000000
0.001472439326
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Cocoa Future
CCH2 Comdty
2022-03-16
8162805.66000000
USD
41594.34000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE DEC21
000000000
-27.00000000
NC
USD
32324.04000000
0.001144270775
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Future
LLZ1 Comdty
2021-12-13
-1656374.04000000
USD
32324.04000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR DEC22
000000000
1986.00000000
NC
USD
9116718.97000000
0.322731783805
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAZ22 Comdty
2022-12-19
122430956.03000000
USD
9116718.97000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) JUL22
000000000
2314.00000000
NC
USD
-175369.14000000
-0.00620806625
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Number 11 World Sugar Future
SBN2 Comdty
2022-06-30
48587951.54000000
USD
-175369.14000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR DEC22
000000000
-269.00000000
NC
USD
428264.88000000
0.015160573570
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Future
LAZ22 Comdty
2022-12-19
-18246152.38000000
USD
428264.88000000
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050TZT1
25000000.00000000
PA
USD
24996722.25000000
0.884883781937
Long
STIV
CORP
SE
N
2
2021-12-27
None
0.00000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KA55
45500000.00000000
PA
USD
45484100.48000000
1.610136819069
Long
STIV
CORP
US
N
2
2022-01-05
None
0.00000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg/New York NY
B81CK4ESI35472RHJ606
Landesbank Baden-Wuerttemberg/New York NY
5148X1CE1
25000000.00000000
PA
USD
24985361.00000000
0.884481593772
Long
STIV
CORP
DE
N
2
2022-03-14
None
0.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050TZG9
21450000.00000000
PA
USD
21447826.47000000
0.759252897692
Long
STIV
CORP
SE
N
2
2021-12-16
None
0.00000000
N
N
N
N
N
N
ASB Finance Ltd/London
549300A8V0FZJN79NH08
ASB Finance Ltd/London
0020P3H15
8000000.00000000
PA
USD
7998564.24000000
0.283149114671
Long
STIV
CORP
NZ
N
2
2022-08-01
None
0.00000000
N
N
N
N
N
N
Nieuw Amsterdam Receivables Corp BV
724500BM7HQ28ZIB2058
Nieuw Amsterdam Receivables Corp BV
65409RY20
30000000.00000000
PA
USD
29999723.40000000
1.061989985478
Long
STIV
CORP
US
N
2
2021-11-02
None
0.00000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665KAB3
27395000.00000000
PA
USD
27385201.63000000
0.969435934244
Long
STIV
CORP
US
N
2
2022-01-11
None
0.00000000
N
N
N
N
N
N
Bayerische Landesbank/New York
549300DJ6F1V4GISFC11
Bayerische Landesbank/New York
07274LZ18
30000000.00000000
PA
USD
29997744.90000000
1.061919946593
Long
STIV
CORP
US
N
2
2021-12-01
None
0.00000000
N
N
N
N
N
N
Ionic Capital II Trust
254900ABXGHL7TZDR053
Ionic Capital II Trust
46221MB48
71175000.00000000
PA
USD
71149230.38000000
2.518682226851
Long
STIV
CORP
US
N
2
2022-02-04
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp/NY
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp/NY
60682WZ76
28900000.00000000
PA
USD
28897495.24000000
1.022971116803
Long
STIV
CORP
JP
N
2
2021-12-07
None
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339MYA8
35000000.00000000
PA
USD
34998530.00000000
1.238947701979
Long
STIV
CORP
US
N
2
2021-11-10
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd/Singapore
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd/Singapore
86564XAC8
18950000.00000000
PA
USD
18945854.69000000
0.670683115268
Long
STIV
CORP
SG
N
2
2022-01-12
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) JUL22
000000000
2516.00000000
NC
USD
5834775.18000000
0.206550998022
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Wheat Future
W N2 Comdty
2022-07-14
91754574.82000000
USD
5834775.18000000
N
N
N
Nieuw Amsterdam Receivables Corp BV
724500BM7HQ28ZIB2058
Nieuw Amsterdam Receivables Corp BV
65409RZ78
35000000.00000000
PA
USD
34996663.45000000
1.238881626123
Long
STIV
CORP
US
N
2
2021-12-07
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE DEC22
000000000
5740.00000000
NC
USD
8636991.30000000
0.305749427851
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Future
C Z2 Comdty
2022-12-14
149213008.70000000
USD
8636991.30000000
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
9612C1HW0
7000000.00000000
PA
USD
6983453.75000000
0.247214210866
Long
STIV
CORP
AU
N
2
2022-08-30
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE DEC22
000000000
-98.00000000
NC
USD
208578.46000000
0.007383675934
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Copper Future
LPZ22 Comdty
2022-12-19
-23173653.46000000
USD
208578.46000000
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JZM5
22250000.00000000
PA
USD
22244922.77000000
0.787470100790
Long
STIV
CORP
US
N
2
2021-12-21
None
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307MA74
10000000.00000000
PA
USD
9998055.60000000
0.353931093959
Long
STIV
CORP
CA
N
2
2022-01-07
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE NOV21
000000000
-311.00000000
NC
USD
-1430098.28000000
-0.05062546848
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Lead Future
LLX1 Comdty
2021-11-15
-17400951.72000000
USD
-1430098.28000000
N
N
N
Charta LLC
5493000FNFK79LCM6M65
Charta LLC
16115VYP8
26600000.00000000
PA
USD
26598245.20000000
0.941577682469
Long
STIV
CORP
US
N
2
2021-11-23
None
0.00000000
N
N
N
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343BYW1
42000000.00000000
PA
USD
41994362.76000000
1.486600129708
Long
STIV
CORP
US
N
2
2021-11-30
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE DEC21
000000000
-36.00000000
NC
USD
-10838.52000000
-0.00038368352
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Future
LNZ1 Comdty
2021-12-13
-4198137.48000000
USD
-10838.52000000
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526LZ34
40000000.00000000
PA
USD
39995722.40000000
1.415848275813
Long
STIV
CORP
DE
N
2
2021-12-03
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JAN22 XLME 20220117
000000000
-390.00000000
NC
USD
-1633197.20000000
-0.05781516874
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Future
LXF2 Comdty
2022-01-17
-31372990.30000000
USD
-1633197.20000000
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
03209LYA8
31100000.00000000
PA
USD
31098963.44000000
1.100903074727
Long
STIV
CORP
US
N
2
2021-11-10
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV22
000000000
1584.00000000
NC
USD
228638.70000000
0.008093808281
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Future
S X2 COMDTY
2022-11-14
98018961.30000000
USD
228638.70000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE JUL22
000000000
8969.00000000
NC
USD
-1465044.25000000
-0.05186255556
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Future
CLN2 Comdty
2022-06-21
670821514.25000000
USD
-1465044.25000000
N
N
N
NATIXIS NY BRANC
2549003L5ZG5M2ZSE107
Natixis SA/New York NY
63873QPY4
10000000.00000000
PA
USD
10004052.10000000
0.354143370015
Long
STIV
CORP
FR
N
2
2022-06-17
Floating
0.23000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339MZ66
15000000.00000000
PA
USD
14997545.85000000
0.530913011666
Long
STIV
CORP
US
N
2
2021-12-06
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A3BE9
50000000.00000000
PA
USD
49972400.00000000
1.769022588732
Long
STIV
CORP
US
N
2
2022-02-14
None
0.00000000
N
N
N
N
N
N
Mizuho Bank Ltd/Singapore
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/Singapore
60689PYV2
47300000.00000000
PA
USD
47295519.74000000
1.674261047416
Long
STIV
CORP
JP
N
2
2021-11-29
None
0.00000000
N
N
N
N
N
N
Cedar Springs Capital Co LLC
N/A
Cedar Springs Capital Co LLC
15060XZ13
10000000.00000000
PA
USD
9999110.80000000
0.353968448032
Long
STIV
CORP
US
N
2
2021-12-01
Variable
0.00000000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
Korea Development Bank/The
5006E3CE8
13300000.00000000
PA
USD
13292915.49000000
0.470569109586
Long
STIV
CORP
US
N
2
2022-03-14
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE DEC21
000000000
1567.00000000
NC
USD
32582.38000000
0.001153416009
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Future
LHZ1 Comdty
2021-12-14
47651227.62000000
USD
32582.38000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JAN22 XLME 20220117
000000000
390.00000000
NC
USD
3018011.55000000
0.106837586447
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Future
LXF2 Comdty
2022-01-17
29988175.95000000
USD
3018011.55000000
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89120DT58
5000000.00000000
PA
USD
5000000.00000000
0.176999962852
Long
STIV
CORP
CA
N
2
2022-05-23
Floating
0.23000000
N
N
N
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS Bank Ltd
23305EC27
30000000.00000000
PA
USD
29983363.20000000
1.061410834519
Long
STIV
CORP
SG
N
2
2022-03-02
None
0.00000000
N
N
N
N
N
N
Sheffield Receivables Co LLC
549300MYF6MOTU9T3G29
Sheffield Receivables Co LLC
82124LZ62
40000000.00000000
PA
USD
39995862.40000000
1.415853231812
Long
STIV
CORP
US
N
2
2021-12-06
None
0.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UY20
8000000.00000000
PA
USD
7999863.12000000
0.283195095013
Long
STIV
CORP
CA
N
2
2021-11-02
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H77
21000000.00000000
PA
USD
20999183.31000000
0.743370933161
Long
DBT
UST
US
N
2
2021-11-26
None
0.00000000
N
N
N
N
N
N
LLOYDS BANK CORPORATE
213800MBWEIJDM5CU638
LLOYDS BANK CORPORATE
53948BC72
18000000.00000000
PA
USD
17990776.44000000
0.636873352314
Long
STIV
CORP
GB
N
2
2022-03-07
None
0.00000000
N
N
N
N
N
N
Nieuw Amsterdam Receivables Corp BV
724500BM7HQ28ZIB2058
Nieuw Amsterdam Receivables Corp BV
65409RYC8
52850000.00000000
PA
USD
52848170.86000000
1.870824855810
Long
STIV
CORP
US
N
2
2021-11-12
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR FEB22
000000000
6035.00000000
NC
USD
5744560.12000000
0.203357385569
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
COG2 Comdty
2021-12-30
492444689.88000000
USD
5744560.12000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78009BDV1
7400000.00000000
PA
USD
7393228.56000000
0.261720236096
Long
STIV
CORP
CA
N
2
2022-04-29
None
0.00000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842JYH6
1850000.00000000
PA
USD
1849866.23000000
0.065485250798
Long
STIV
CORP
US
N
2
2021-11-17
None
0.00000000
N
N
N
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS Bank Ltd
23305DZ16
25000000.00000000
PA
USD
24997708.25000000
0.884918686330
Long
STIV
CORP
SG
N
2
2021-12-01
None
0.00000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg/New York NY
B81CK4ESI35472RHJ606
Landesbank Baden-Wuerttemberg/New York NY
5148X0YK5
24000000.00000000
PA
USD
23998516.08000000
0.849547290936
Long
STIV
CORP
DE
N
2
2021-11-19
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT JAN22
000000000
364.00000000
NC
USD
-1010980.94000000
-0.03578871776
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Feeder Cattle Future
FCF2 Comdty
2022-01-27
29425730.94000000
USD
-1010980.94000000
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526LZG5
25000000.00000000
PA
USD
24996200.00000000
0.884865294291
Long
STIV
CORP
DE
N
2
2021-12-16
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G MAY22
000000000
2245.00000000
NC
USD
-2484069.58000000
-0.08793604467
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Future
QSK2 Comdty
2022-05-12
154470569.58000000
USD
-2484069.58000000
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565C4G1
5000000.00000000
NS
USD
5000453.15000000
0.177016004359
Long
STIV
CORP
JP
N
2
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
23585LY28
10000000.00000000
PA
USD
9999855.60000000
0.353994813946
Long
STIV
CORP
US
N
2
2021-11-02
None
0.00000000
N
N
N
N
N
N
Lime Funding LLC
N/A
Lime Funding LLC
53262QY16
25250000.00000000
PA
USD
25249827.54000000
0.893843707323
Long
STIV
CORP
US
N
2
2021-11-01
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR22
000000000
401.00000000
NC
USD
1332993.02000000
0.047187943004
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Future
LXH2 Comdty
2022-03-14
32250756.98000000
USD
1332993.02000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT DEC21
000000000
1158.00000000
NC
USD
7069677.21000000
0.250266520710
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Future
KWZ1 Comdty
2021-12-14
38425247.79000000
USD
7069677.21000000
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307MB73
15000000.00000000
PA
USD
14994781.65000000
0.530815159006
Long
STIV
CORP
CA
N
2
2022-02-07
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607LA53
99900000.00000000
PA
USD
99876412.61000000
3.535624264366
Long
STIV
CORP
US
N
2
2022-01-05
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2Y97
25000000.00000000
PA
USD
24999007.00000000
0.884964662070
Long
STIV
CORP
US
N
2
2021-11-09
None
0.00000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31428FY90
25000000.00000000
PA
USD
24999564.50000000
0.884984397566
Long
STIV
CORP
US
N
2
2021-11-09
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE DEC21
000000000
261.00000000
NC
USD
2105866.41000000
0.074547655268
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Future
LNZ1 Comdty
2021-12-13
28409209.59000000
USD
2105866.41000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAY22
000000000
358.00000000
NC
USD
2256380.07000000
0.079875837714
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC C Coffee Future
KCK2 Comdty
2022-05-18
25560219.93000000
USD
2256380.07000000
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
6385E1AD3
18900000.00000000
PA
USD
18895770.56000000
0.668910137438
Long
STIV
CORP
GB
N
2
2022-01-13
None
0.00000000
N
N
N
N
N
N
BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
233060094.61000000
NS
USD
233060094.61000000
8.250325617684
Long
STIV
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Cash Management Bill
912796N88
305000000.00000000
PA
USD
304984643.25000000
10.79645410518
Long
DBT
UST
US
N
2
2021-11-30
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE DEC21
000000000
-367.00000000
NC
USD
-3824517.91000000
-0.13538790559
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Future
LXZ1 Comdty
2021-12-13
-27482875.84000000
USD
-3824517.91000000
N
N
N
CREDIT SUISSE NY
N/A
CREDIT SUISSE NY
22552G2M1
2000000.00000000
PA
USD
2000506.86000000
0.070817927981
Long
STIV
CORP
CH
N
2
2022-02-15
Variable
0.24000000
N
N
N
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343BYG6
29700000.00000000
PA
USD
29697846.75000000
1.051303554311
Long
STIV
CORP
US
N
2
2021-11-16
None
0.00000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
92780JY88
25000000.00000000
PA
USD
24999118.00000000
0.884968591470
Long
STIV
CORP
US
N
2
2021-11-08
None
0.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05970RY17
5000000.00000000
PA
USD
4999970.00000000
0.176998900852
Long
STIV
CORP
ES
N
2
2021-11-01
None
0.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Goldman Sachs International
38150TZ15
50000000.00000000
PA
USD
49994958.50000000
1.769821159464
Long
STIV
CORP
US
N
2
2021-12-01
None
0.00000000
N
N
N
N
N
N
La Fayette Asset Securitization LLC
549300WQLPP9XYITNS62
La Fayette Asset Securitization LLC
50286LZ89
15150000.00000000
PA
USD
15148333.50000000
0.536250893356
Long
STIV
CORP
US
N
2
2021-12-08
None
0.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UZG8
25000000.00000000
PA
USD
24994600.00000000
0.884808654303
Long
STIV
CORP
CA
N
2
2021-12-16
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR22
000000000
-34.00000000
NC
USD
54762.68000000
0.001938598465
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Future
LXH2 Comdty
2022-03-14
-2902262.68000000
USD
54762.68000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR JUN22
000000000
1849.00000000
NC
USD
1331139.84000000
0.047122340446
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Future
LCM2 Comdty
2022-06-30
96425490.16000000
USD
1331139.84000000
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307MAQ2
25600000.00000000
PA
USD
25592761.60000000
0.905983570499
Long
STIV
CORP
CA
N
2
2022-01-24
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0Z62
65000000.00000000
PA
USD
64996363.90000000
2.300870799172
Long
STIV
CORP
NO
N
2
2021-12-06
None
0.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050TZH7
1800000.00000000
PA
USD
1799813.81000000
0.063713395502
Long
STIV
CORP
SE
N
2
2021-12-17
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd/Singapore
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd/Singapore
86564YZ21
40000000.00000000
PA
USD
39996940.00000000
1.415891378844
Long
STIV
CORP
SG
N
2
2021-12-02
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill- When Issued
912796N70
26800000.00000000
PA
USD
26799058.25000000
0.948686462947
Long
DBT
UST
US
N
2
2021-11-23
None
0.00000000
N
N
N
N
N
N
Amcor Finance USA Inc
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
0234D4YF3
12300000.00000000
PA
USD
12299227.44000000
0.435392559999
Long
STIV
CORP
US
N
2
2021-11-15
None
0.00000000
N
N
N
N
N
N
BEDFORD ROW FUNDING CORP
N/A
Bedford Row Funding Corp
07646KFU9
5000000.00000000
NS
USD
5002445.00000000
0.177086515834
Long
STIV
CORP
US
N
2
N
N
N
Mont Blanc Capital Corp
549300NC8BUDZTUFIQ67
Mont Blanc Capital Corp
6117P5BA4
25291000.00000000
PA
USD
25281136.51000000
0.894952044628
Long
STIV
CORP
US
N
2
2022-02-10
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22552G3L2
5000000.00000000
PA
USD
5005045.30000000
0.177178566435
Long
STIV
CORP
CH
N
2
2022-05-09
Floating
0.35000000
N
N
N
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
BANCO SANTANDER
05970RYK5
20000000.00000000
PA
USD
19999020.00000000
0.707965159418
Long
STIV
CORP
ES
N
2
2021-11-19
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR APR22
000000000
2447.00000000
NC
USD
29451321.26000000
1.042576553796
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGJ22 Comdty
2022-03-29
69578768.74000000
USD
29451321.26000000
N
N
N
ING US Funding LLC
N/A
ING US Funding LLC
4497W0ZH4
45139000.00000000
PA
USD
45133470.47000000
1.597724519320
Long
STIV
CORP
US
N
2
2021-12-17
None
0.00000000
N
N
N
N
N
N
Bayerische Landesbank/New York
549300DJ6F1V4GISFC11
Bayerische Landesbank/New York
07274LZA8
13000000.00000000
PA
USD
12998665.29000000
0.460152654692
Long
STIV
CORP
US
N
2
2021-12-10
None
0.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUS
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/Houston
06417MPN9
5000000.00000000
PA
USD
5002082.05000000
0.177073667407
Long
STIV
CORP
CA
N
2
2022-05-18
Floating
0.23000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526LZF7
45000000.00000000
PA
USD
44993361.15000000
1.592764650433
Long
STIV
CORP
DE
N
2
2021-12-15
None
0.00000000
N
N
N
N
N
N
BRITANNIA FDG CO
549300X2ZBE7GS6QP587
BRITANNIA FDG CO
11042MAK4
37750000.00000000
PA
USD
37736070.25000000
1.335856606491
Long
STIV
CORP
US
N
2
2022-01-19
None
0.00000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR JUN22 XCEC 20220628
000000000
675.00000000
NC
USD
-1805334.94000000
-0.06390884346
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCM2 Comdty
2022-06-28
122569584.94000000
USD
-1805334.94000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571BYP2
50000000.00000000
PA
USD
49997604.00000000
1.769914810145
Long
STIV
CORP
FR
N
2
2021-11-23
None
0.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UZP8
19000000.00000000
PA
USD
18995152.34000000
0.672428251712
Long
STIV
CORP
CA
N
2
2021-12-23
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE DEC22
000000000
713.00000000
NC
USD
-7848991.24000000
-0.27785423158
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPZ22 Comdty
2022-12-19
174931628.74000000
USD
-7848991.24000000
N
N
N
DEXIA CREDIT LOCAL SA
F4G136OIPBYND1F41110
DEXIA CREDIT LOCAL SA
25215WC13
13000000.00000000
PA
USD
12993692.79000000
0.459976628229
Long
STIV
CORP
FR
N
2
2022-03-01
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0YP1
16550000.00000000
PA
USD
16549448.39000000
0.585850350052
Long
STIV
CORP
NO
N
2
2021-11-23
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE DEC21
000000000
367.00000000
NC
USD
3922856.84000000
0.138869102991
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Future
LXZ1 Comdty
2021-12-13
27384536.91000000
USD
3922856.84000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT APR22
000000000
1208.00000000
NC
USD
13377574.25000000
0.473566029061
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOJ2 Comdty
2022-03-31
106942849.75000000
USD
13377574.25000000
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
BANCO SANTANDER
05970RY41
55650000.00000000
PA
USD
55649313.84000000
1.969985296491
Long
STIV
CORP
ES
N
2
2021-11-04
None
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339MYH3
20000000.00000000
PA
USD
19998553.80000000
0.707948655941
Long
STIV
CORP
US
N
2
2021-11-17
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE DEC21
000000000
320.00000000
NC
USD
1388880.40000000
0.049166355841
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Future
LLZ1 Comdty
2021-12-13
17859119.60000000
USD
1388880.40000000
N
N
N
Mitsubishi UFJ Trust & Banking Corp/Singapore
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp/Singapore
60682YZ31
34750000.00000000
PA
USD
34747297.15000000
1.230054060956
Long
STIV
CORP
JP
N
2
2021-12-03
None
0.00000000
N
N
N
N
N
N
2021-11-29
iShares U.S. ETF Trust
Ann Frechette
Ann Frechette
Assistant Treasurer