0001752724-22-149496.txt : 20220627
0001752724-22-149496.hdr.sgml : 20220627
20220627134428
ACCESSION NUMBER: 0001752724-22-149496
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220430
FILED AS OF DATE: 20220627
PERIOD START: 20221031
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: 221043536
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
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2022-04-30
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2022-05-09
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2022-10-03
None
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N
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Bayerische Landesbank/New York
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Bayerische Landesbank/New York
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2022-07-07
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Lloyds Bank PLC
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Lloyds Bank PLC
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GB
N
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2022-07-01
None
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N
N
N
N
N
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United States Treasury
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United States Treasury Bill
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USD
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DBT
UST
US
N
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2022-06-16
None
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N
N
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Verizon Communications Inc
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Verizon Communications Inc
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USD
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STIV
CORP
US
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2022-05-23
None
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United Overseas Bank Ltd
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United Overseas Bank Ltd
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USD
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STIV
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2022-07-26
None
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Australia & New Zealand Banking Group Ltd
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Australia & New Zealand Banking Group Ltd
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USD
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AU
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2022-07-19
None
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N
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SVENSKA HANDELSBANKEN NY
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Svenska Handelsbanken/New York NY
86959RWS5
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USD
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SE
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2022-10-27
Floating
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COMMONWEALTH BK AUSTRALI
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Commonwealth Bank of Australia
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24200000.00000000
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USD
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CORP
AU
N
2
2023-04-03
Floating
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N
N
N
N
N
N
TORONTO DOMINION BANK
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Toronto-Dominion Bank/The
89120DT58
5000000.00000000
PA
USD
5000000.00000000
0.118743875850
Long
STIV
CORP
CA
N
2
2022-05-23
Floating
0.45000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) JUL22
000000000
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DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
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NYBOT CSC Number 11 World Sugar Future
SBN2 Comdty
2022-06-30
60097007.02000000
USD
-2809399.02000000
N
N
N
MUFG BANK LTD/NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
55380TL65
22000000.00000000
PA
USD
21972507.92000000
0.521820150516
Long
STIV
CORP
JP
N
2
2023-03-13
Floating
0.58000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31428GF65
143000000.00000000
PA
USD
142881055.46000000
3.393250062192
Long
STIV
CORP
US
N
2
2022-06-06
None
0.00000000
N
N
N
N
N
N
Lime Funding LLC
N/A
Lime Funding LLC
53262RE40
62550000.00000000
PA
USD
62546620.42000000
1.485405626006
Long
STIV
CORP
US
N
2
2022-05-04
None
0.00000000
N
N
N
N
N
N
Mont Blanc Capital Corp
549300NC8BUDZTUFIQ67
Mont Blanc Capital Corp
6117P5FA0
14748000.00000000
PA
USD
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Long
STIV
CORP
US
N
2
2022-06-10
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A3EH9
35000000.00000000
PA
USD
34986420.00000000
0.830884622588
Long
STIV
CORP
US
N
2
2022-05-17
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT SEP22
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USD
-1684288.57000000
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N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Future
KWU2 COMDTY
2022-09-14
69111488.57000000
USD
-1684288.57000000
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co LLC
11042MFT0
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USD
60000222.58000000
1.424931796210
Long
STIV
CORP
US
N
2
2022-06-27
None
0.00000000
N
N
N
N
N
N
Natixis SA/New York NY
2549003L5ZG5M2ZSE107
Natixis SA/New York NY
63873KH18
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PA
USD
6977244.19000000
0.165701003575
Long
STIV
CORP
FR
N
2
2022-08-01
None
0.00000000
N
N
N
N
N
N
ASB Finance Ltd/London
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ASB Finance Ltd/London
0020P3H15
8000000.00000000
PA
USD
7974494.64000000
0.189384480300
Long
STIV
CORP
NZ
N
2
2022-08-01
None
0.00000000
N
N
N
N
N
N
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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1.710350761336
Long
STIV
CORP
JP
N
2
2022-06-15
None
0.00000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KEP7
40500000.00000000
PA
USD
40476024.00000000
0.961255993757
Long
STIV
CORP
US
N
2
2022-05-23
None
0.00000000
N
N
N
N
N
N
LANDESBANK BADEN-WUERTTEMBERG
N/A
LANDESBANK BADEN-WUERTTEMBERG
51501HVH9
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PA
USD
9995016.50000000
0.237369399680
Long
STIV
CORP
DE
N
2
2022-06-03
Fixed
0.30000000
N
N
N
N
N
N
La Fayette Asset Securitization LLC
549300WQLPP9XYITNS62
La Fayette Asset Securitization LLC
50286MF89
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PA
USD
40961596.53000000
0.972787746601
Long
STIV
CORP
US
N
2
2022-06-08
None
0.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367CJS7
700000.00000000
PA
USD
697964.66000000
0.016575805787
Long
STIV
CORP
CA
N
2
2022-08-09
Fixed
0.20000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JUN22
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NC
USD
-1204950.80000000
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N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Future
LLM2 COMDTY
2022-06-13
20410700.80000000
USD
-1204950.80000000
N
N
N
Westpac Banking Corp
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Westpac Banking Corp
9612C1HW0
7000000.00000000
PA
USD
6967353.75000000
0.165466117739
Long
STIV
CORP
AU
N
2
2022-08-30
None
0.00000000
N
N
N
N
N
N
NATIONAL AUSTRALI BANK L
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National Australia Bank Ltd
63254GSM8
10000000.00000000
PA
USD
9995907.80000000
0.237390566963
Long
STIV
CORP
AU
N
2
2022-08-10
Floating
0.43000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg/New York NY
B81CK4ESI35472RHJ606
Landesbank Baden-Wuerttemberg/New York NY
5148X1FM0
75000000.00000000
PA
USD
74894883.00000000
1.778661737761
Long
STIV
CORP
DE
N
2
2022-06-21
None
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N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
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USD
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DCO
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ICE Futures U.S., Inc.
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NYBOT CSC Cocoa Future
CCZ2 COMDTY
2022-12-14
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BlackRock Cash Funds: Treasury, SL Agency Shares
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NS
USD
386590094.61000000
9.181041239897
Long
STIV
RF
US
N
1
N
N
N
Versailles Commercial Paper LLC
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Versailles Commercial Paper LLC
92512MH36
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USD
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0.449645629776
Long
STIV
CORP
US
N
2
2022-08-03
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp/NY
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Mitsubishi UFJ Trust & Banking Corp/NY
60682XEX0
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PA
USD
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1.779997606364
Long
STIV
CORP
US
N
2
2022-05-31
None
0.00000000
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N
N
N
N
N
Macquarie Bank Ltd
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Macquarie Bank Ltd
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35400000.00000000
PA
USD
35394650.71000000
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Long
STIV
CORP
US
N
2
2022-05-09
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
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LOW SU GASOIL G JUN22
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N/A
DCO
GB
N
1
ICE Futures Europe
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Long
ICE Gas Oil Future
QSM2 COMDTY
2022-06-10
254754614.49000000
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51918235.51000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT JUN22
000000000
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0.848350445785
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOM2 COMDTY
2022-05-31
183111091.79000000
USD
35721861.01000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV22
000000000
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14215197.86000000
0.337593537976
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Future
S X2 COMDTY
2022-11-14
128625727.14000000
USD
14215197.86000000
N
N
N
BANK OF NOVA SCOTIA HOUS
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Bank of Nova Scotia/Houston
06417MPN9
5000000.00000000
PA
USD
5000149.60000000
0.118747428667
Long
STIV
CORP
CA
N
2
2022-05-18
Floating
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N
N
N
N
N
N
Legacy Capital Co LLC
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Legacy Capital Co LLC
52468KFM8
61700000.00000000
PA
USD
61614704.69000000
1.463273768857
Long
STIV
CORP
US
N
2
2022-06-21
None
0.00000000
N
N
N
N
N
N
Mizuho Bank Ltd/New York NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60689GFE1
64200000.00000000
PA
USD
64129861.50000000
1.523005662455
Long
STIV
CORP
JP
N
2
2022-06-14
None
0.00000000
N
N
N
N
N
N
LANDESBK HESSEN THUR
DIZES5CFO5K3I5R58746
LANDESBK HESSEN THUR
51500VP45
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PA
USD
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0.427460935165
Long
STIV
CORP
DE
N
2
2022-05-09
Fixed
0.33000000
N
N
N
N
N
N
Nutrien Ltd
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Nutrien Ltd
67077VEK0
11900000.00000000
PA
USD
11894360.71000000
0.282476498294
Long
STIV
CORP
CA
N
2
2022-05-19
None
0.00000000
N
N
N
N
N
N
Nieuw Amsterdam Receivables Corp BV
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Nieuw Amsterdam Receivables Corp BV
65409SF60
16000000.00000000
PA
USD
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Long
STIV
CORP
US
N
2
2022-06-06
None
0.00000000
N
N
N
N
N
N
NATIXIS NY BRANC
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Natixis SA/New York NY
63873QPY4
10000000.00000000
PA
USD
9999302.50000000
0.237471186930
Long
STIV
CORP
FR
N
2
2022-06-17
Floating
0.46000000
N
N
N
N
N
N
Collateralized Commercial Paper V Co LLC
549300ZLXI3T111CH173
Collateralized Commercial Paper V Co LLC
19424JEQ5
20000000.00000000
PA
USD
19990097.20000000
0.474740324032
Long
STIV
CORP
US
N
2
2022-05-24
None
0.00000000
N
N
N
N
N
N
Korea Development Bank/The
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Korea Development Bank/The
5006E3ER7
50000000.00000000
PA
USD
49974397.00000000
1.186830718616
Long
STIV
CORP
US
N
2
2022-05-25
None
0.00000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XUU8
10000000.00000000
PA
USD
9984013.10000000
0.237108082407
Long
STIV
CORP
NL
N
2
2022-07-18
Fixed
0.33000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE JUL22
000000000
135.00000000
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USD
-1526328.60000000
-0.03624843475
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Future
SIN2 COMDTY
2022-07-27
17108703.60000000
USD
-1526328.60000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JUL22
000000000
7703.00000000
NC
USD
34502074.76000000
0.819382016378
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
CON2 COMDTY
2022-05-31
790797345.24000000
USD
34502074.76000000
N
N
N
SWEDBANK
M312WZV08Y7LYUC71685
SWEDBANK
87019V6W2
25000000.00000000
PA
USD
24999616.25000000
0.593710265661
Long
STIV
CORP
SE
N
2
2022-05-09
Fixed
0.33000000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802WFF6
38525000.00000000
PA
USD
38481191.68000000
0.913881169487
Long
STIV
CORP
FR
N
2
2022-06-15
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp/Singapore
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp/Singapore
60683CE49
25000000.00000000
PA
USD
24998590.25000000
0.593685899417
Long
STIV
CORP
JP
N
2
2022-05-04
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC22
000000000
831.00000000
NC
USD
6859050.07000000
0.162894037993
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Future
CTZ2 COMDTY
2022-12-07
43861034.93000000
USD
6859050.07000000
N
N
N
Barton Capital SA
549300KOFKIMD0C37W24
Barton Capital SA
06945MG59
44000000.00000000
PA
USD
43912542.52000000
1.042869099456
Long
STIV
CORP
US
N
2
2022-07-05
None
0.00000000
N
N
N
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343CEH4
50000000.00000000
PA
USD
49980100.00000000
1.186966157881
Long
STIV
CORP
US
N
2
2022-05-17
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE SEP22
000000000
6635.00000000
NC
USD
54201195.38000000
1.287212003032
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Future
C U2 COMDTY
2022-09-14
200582804.62000000
USD
54201195.38000000
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077VFU7
20400000.00000000
PA
USD
20359200.00000000
0.483506063443
Long
STIV
CORP
CA
N
2
2022-06-28
None
0.00000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
82434UE37
25500000.00000000
PA
USD
25498656.92000000
0.605561870333
Long
STIV
CORP
US
N
2
2022-05-03
None
0.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce/New York NY
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce/New York NY
13606CYC2
11000000.00000000
PA
USD
10908430.28000000
0.259061858178
Long
STIV
CORP
CA
N
2
2022-11-03
Fixed
0.35000000
N
N
N
N
N
N
Mitsubishi HC Finance America LLC
3538008O2MCHLB9FAL82
Mitsubishi HC Finance America LLC
60678QF69
20000000.00000000
PA
USD
19977770.00000000
0.474447568130
Long
STIV
CORP
US
N
2
2022-06-06
None
0.00000000
N
N
N
N
N
N
Mitsubishi HC Capital America Inc
SAG6K2J487EOB0C5BI47
Mitsubishi HC Capital America Inc
60678NEH3
52250000.00000000
PA
USD
52228551.38000000
1.240364124185
Long
STIV
CORP
US
N
2
2022-05-17
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565C4G1
5000000.00000000
PA
USD
4998344.55000000
0.118704560940
Long
STIV
CORP
JP
N
2
2022-07-29
Floating
0.46000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR APR23
000000000
2894.00000000
NC
USD
31861320.27000000
0.756667331716
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGJ23 COMDTY
2023-03-29
99468399.73000000
USD
31861320.27000000
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89119BGV2
10000000.00000000
PA
USD
9968680.80000000
0.236743959062
Long
STIV
CORP
CA
N
2
2022-07-29
None
0.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31622GEP8
56667000.00000000
PA
USD
56633453.14000000
1.344975145730
Long
STIV
CORP
US
N
2
2022-05-23
None
0.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05970UE46
35750000.00000000
PA
USD
35748048.77000000
0.848972373010
Long
STIV
CORP
ES
N
2
2022-05-04
None
0.00000000
N
N
N
N
N
N
Matchpoint Finance PLC
635400YCKMVA7GIA6Q33
Matchpoint Finance PLC
57666BEX4
36850000.00000000
PA
USD
36824286.81000000
0.874531708251
Long
STIV
CORP
IE
N
2
2022-05-31
None
0.00000000
N
N
N
N
N
N
Regatta Funding Co LLC
549300WUYTMY4HKCQ621
Regatta Funding Co LLC
75888XGR1
50000000.00000000
PA
USD
49846300.00000000
1.183788571763
Long
STIV
CORP
US
N
2
2022-07-25
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE OCT22
000000000
1812.00000000
NC
USD
-631709.29000000
-0.01500232190
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Future
LHV2 COMDTY
2022-10-14
68364269.29000000
USD
-631709.29000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09660KFG7
26350000.00000000
PA
USD
26319293.55000000
0.625050985155
Long
STIV
CORP
US
N
2
2022-06-16
None
0.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92344MGB3
50000000.00000000
PA
USD
49869512.50000000
1.184339840207
Long
STIV
CORP
US
N
2
2022-07-11
None
0.00000000
N
N
N
N
N
N
Matchpoint Finance PLC
635400YCKMVA7GIA6Q33
Matchpoint Finance PLC
57666BEJ5
25000000.00000000
PA
USD
24991489.50000000
0.593517265302
Long
STIV
CORP
IE
N
2
2022-05-18
None
0.00000000
N
N
N
N
N
N
Nieuw Amsterdam Receivables Corp BV
724500BM7HQ28ZIB2058
Nieuw Amsterdam Receivables Corp BV
65409SEB0
15000000.00000000
PA
USD
14997235.05000000
0.356165963376
Long
STIV
CORP
US
N
2
2022-05-11
None
0.00000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement
34411HEH3
50000000.00000000
PA
USD
49984150.00000000
1.187062340420
Long
STIV
CORP
US
N
2
2022-05-17
None
0.00000000
N
N
N
N
N
N
Bayerische Landesbank/New York
549300DJ6F1V4GISFC11
Bayerische Landesbank/New York
07274MFM2
100000000.00000000
PA
USD
99860875.00000000
2.371573468668
Long
STIV
CORP
US
N
2
2022-06-21
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE OCT22
000000000
725.00000000
NC
USD
-9575006.87000000
-0.22739468540
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Future
LPV22 COMDTY
2022-10-17
186796725.62000000
USD
-9575006.87000000
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80285QGB0
15000000.00000000
PA
USD
14968853.40000000
0.355491933951
Long
STIV
CORP
GB
N
2
2022-07-11
None
0.00000000
N
N
N
N
N
N
ST Engineering North America Inc
549300XO53TG71IVX170
ST Engineering North America Inc
78476HE90
100000000.00000000
PA
USD
99988083.00000000
2.374594502860
Long
STIV
MUN
US
N
2
2022-05-09
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE SEP22
000000000
9523.00000000
NC
USD
25799785.20000000
0.612713298152
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Future
CLU2 COMDTY
2022-08-22
914025084.80000000
USD
25799785.20000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT OCT22
000000000
1566.00000000
NC
USD
9683415.17000000
0.229969249751
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBV2 COMDTY
2022-09-30
182693107.63000000
USD
9683415.17000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR JUN22
000000000
2126.00000000
NC
USD
-3652779.68000000
-0.08674904336
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Future
LCM2 Comdty
2022-06-30
116458339.68000000
USD
-3652779.68000000
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire Inc
84858PEC1
40000000.00000000
PA
USD
39989961.20000000
0.949712597601
Long
STIV
CORP
US
N
2
2022-05-12
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR23
000000000
424.00000000
NC
USD
-1069303.34000000
-0.02539464461
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC C Coffee Future
KCH3 COMDTY
2023-03-21
36097003.34000000
USD
-1069303.34000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE DEC22
000000000
414.00000000
NC
USD
5428578.18000000
0.128922082690
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Future
LXZ2 COMDTY
2022-12-19
36152546.82000000
USD
5428578.18000000
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06369MG80
1500000.00000000
PA
USD
1497141.66000000
0.035555280681
Long
STIV
CORP
CA
N
2
2022-07-08
None
0.00000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89120DUE7
24300000.00000000
PA
USD
24307425.35000000
0.577271579602
Long
STIV
CORP
CA
N
2
2023-03-31
Variable
0.77000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253CE93
25000000.00000000
PA
USD
24996833.25000000
0.593644172819
Long
STIV
CORP
AU
N
2
2022-05-09
None
0.00000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
82434UEJ2
25000000.00000000
PA
USD
24989616.00000000
0.593472771972
Long
STIV
CORP
US
N
2
2022-05-18
None
0.00000000
N
N
N
N
N
N
Evergy Missouri West Inc
EZIFUDC0VSUS6T6LCG85
Evergy Missouri West Inc
30037NEP4
30000000.00000000
PA
USD
29982240.00000000
0.712041476857
Long
STIV
CORP
US
N
2
2022-05-23
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
5000301.20000000
0.118751028981
Long
STIV
CORP
CH
N
2
2022-05-09
Floating
0.58000000
N
N
N
N
N
N
CREDIT SUISSE NY
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE NY
22552G6P0
5000000.00000000
PA
USD
4948382.55000000
0.117518024635
Long
STIV
CORP
CH
N
2
2023-02-02
Fixed
1.10000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE SEP22
000000000
259.00000000
NC
USD
-2033783.85000000
-0.04829987539
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Future
LNU2 COMDTY
2022-09-19
51443990.85000000
USD
-2033783.85000000
N
N
N
BAYERISCHE LNDBNK NY
VDYMYTQGZZ6DU0912C88
BAYERISCHE LNDBNK NY
0727MCUD7
32750000.00000000
PA
USD
32748713.91000000
0.777741843759
Long
STIV
CORP
US
N
2
2022-05-09
Fixed
0.36000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417KJ67
13000000.00000000
PA
USD
12934888.07000000
0.307187748625
Long
STIV
CORP
CA
N
2
2022-09-06
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT AUG22
000000000
454.00000000
NC
USD
-3535586.12000000
-0.08396583985
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Feeder Cattle Future
FCQ2 COMDTY
2022-08-25
41734011.12000000
USD
-3535586.12000000
N
N
N
ST Engineering North America Inc
549300XO53TG71IVX170
ST Engineering North America Inc
78476HGD9
32000000.00000000
PA
USD
31939200.00000000
0.758516879914
Long
STIV
MUN
US
N
2
2022-07-13
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796V22
374000000.00000000
PA
USD
373934291.94000000
8.880481427689
Long
DBT
UST
US
N
2
2022-05-24
None
0.00000000
N
N
N
N
N
N
Starbird Funding Corp
549300A8DDPP6QJBB522
Starbird Funding Corp
85520MEG4
12475000.00000000
PA
USD
12471329.98000000
0.296178811767
Long
STIV
CORP
US
N
2
2022-05-16
None
0.00000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
27886MEJ8
11650000.00000000
PA
USD
11645111.89000000
0.276557144106
Long
STIV
CORP
US
N
2
2022-05-18
None
0.00000000
N
N
N
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co LLC
11042MF78
54600000.00000000
PA
USD
54548775.92000000
1.295466615130
Long
STIV
CORP
US
N
2
2022-06-07
None
0.00000000
N
N
N
N
N
N
Westpac Securities NZ Ltd/London
549300W0N3O6Q4RCKE25
Westpac Securities NZ Ltd/London
96122HG15
13000000.00000000
PA
USD
12977386.50000000
0.308197034284
Long
STIV
CORP
NZ
N
2
2022-07-01
None
0.00000000
N
N
N
N
N
N
Brighthouse Financial Short Term Funding LLC
N/A
Brighthouse Financial Short Term Funding LLC
10924JF13
36000000.00000000
PA
USD
35975268.00000000
0.854368551417
Long
STIV
CORP
US
N
2
2022-06-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Cash Management Bill
912796W21
80000000.00000000
PA
USD
79937592.80000000
1.898419919049
Long
DBT
UST
US
N
2
2022-06-21
None
0.00000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR JUN22
000000000
786.00000000
NC
USD
-6690237.40000000
-0.15888494384
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCM2 Comdty
2022-06-28
156949857.40000000
USD
-6690237.40000000
N
N
N
Kookmin Bank
549300XXMOJSIW8P4769
Kookmin Bank
50049QRR3
13300000.00000000
PA
USD
12957640.58000000
0.307728092869
Long
STIV
CORP
KR
N
2
2023-04-25
None
0.00000000
N
N
N
N
N
N
Ionic Capital III Trust
254900X889N3JUSUDE39
Ionic Capital III Trust
46220XET7
60550000.00000000
PA
USD
60514820.45000000
1.437152865328
Long
STIV
CORP
US
N
2
2022-05-27
None
0.00000000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30215HFP0
37000000.00000000
PA
USD
36956925.71000000
0.877681719666
Long
STIV
CORP
CA
N
2
2022-06-23
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) SEP22
000000000
2990.00000000
NC
USD
-3141291.55000000
-0.07460182676
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Wheat Future
W U2 COMDTY
2022-09-14
161349666.55000000
USD
-3141291.55000000
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53943SGK7
125000000.00000000
PA
USD
124682187.50000000
2.961049238659
Long
STIV
CORP
GB
N
2
2022-07-19
None
0.00000000
N
N
N
N
N
N
Brighthouse Financial Short Term Funding LLC
N/A
Brighthouse Financial Short Term Funding LLC
10924JEP1
59175000.00000000
PA
USD
59146872.35000000
1.404665773457
Long
STIV
CORP
US
N
2
2022-05-23
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR DEC23
000000000
2026.00000000
NC
USD
-16147204.32000000
-0.38347632502
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAZ23 Comdty
2023-12-18
165336779.32000000
USD
-16147204.32000000
N
N
N
Bennington Stark Capital Co LLC
549300PGDCWK6DU9QM65
Bennington Stark Capital Co LLC
08224ME67
60000000.00000000
PA
USD
59994983.40000000
1.424807372103
Long
STIV
CORP
US
N
2
2022-05-06
None
0.00000000
N
N
N
N
N
N
Versailles Commercial Paper LLC
N/A
Versailles Commercial Paper LLC
92512MH44
38250000.00000000
PA
USD
38114163.54000000
0.905164700709
Long
STIV
CORP
US
N
2
2022-08-04
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607LHF4
15000000.00000000
PA
USD
14932680.00000000
0.354632860007
Long
STIV
CORP
US
N
2
2022-08-15
None
0.00000000
N
N
N
N
N
N
Victory Receivables Corp
549300D0F37QF0LP7F94
Victory Receivables Corp
92646LFU9
25000000.00000000
PA
USD
24955000.00000000
0.592650684370
Long
STIV
CORP
US
N
2
2022-06-28
None
0.00000000
N
N
N
N
N
N
2022-06-13
iShares U.S. ETF Trust
Ann Frechette
Ann Frechette
Assistant Treasurer