0001752724-22-292783.txt : 20221227 0001752724-22-292783.hdr.sgml : 20221227 20221227145524 ACCESSION NUMBER: 0001752724-22-292783 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20221227 DATE AS OF CHANGE: 20221227 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: 221489656 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 NPORT-P false 0001524513 XXXXXXXX S000044971 C000139416 iShares U.S. ETF Trust 811-22649 0001524513 5493002YECWEEITPWL97 400 HOWARD STREET SAN FRANCISCO 94105 800-474-2737 iShares GSCI Commodity Dynamic Roll Strategy ETF S000044971 549300C13U1N0KJIYQ73 2022-10-31 2022-10-31 N 2360105934.70 965795.16 2359140139.54 0.00000000 362662321.22000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 190238323.85000000 USD N S&P GSCI Dynamic Roll Index SPDYCI Legacy Capital Co LLC 549300R17K287CL1GQ68 Legacy Capital Co LLC 52468KLP4 37050000.00000000 PA USD 36961518.30000000 1.566736866560 Long STIV CORP US N 2 2022-11-23 None 0.00000000 N N N N N N Liberty Street Funding LLC 549300F33VRHM10B9391 Liberty Street Funding LLC 53127UNL0 32000000.00000000 PA USD 31671968.00000000 1.342521686998 Long STIV CORP US N 2 2023-01-20 None 0.00000000 N N N N N N ABN AMRO Funding USA LLC 549300WEQ09INLYV6558 ABN AMRO Funding USA LLC 00084CQL9 8100000.00000000 PA USD 7952264.99000000 0.337083196403 Long STIV CORP US N 2 2023-03-20 None 0.00000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 NY HARB ULSD FUT APR23 000000000 853.00000000 NC USD 835766.43000000 0.035426739429 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX NY Harbor ULSD Futures HOJ3 Comdty 2023-03-31 111862081.77000000 USD 835766.43000000 N N N NORDEA BK AB PUBL NY N/A NORDEA BK AB PUBL NY 65558UTV4 7000000.00000000 PA USD 6990960.83000000 0.296335122819 Long STIV CORP US N 2 2022-12-01 Fixed 2.21000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd 89355QMF0 3950000.00000000 PA USD 3929534.06000000 0.166566368573 Long STIV CORP CA N 2 2022-12-15 None 0.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26244JL31 14900000.00000000 PA USD 14895677.81000000 0.631402838701 Long STIV CORP US N 2 2022-11-03 None 0.00000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd 55607LSC9 10000000.00000000 PA USD 9729317.50000000 0.412409476526 Long STIV CORP US N 2 2023-05-12 None 0.00000000 N N N N N N PSP Capital Inc 549300B456N0WEIC5249 PSP Capital Inc 69370BMM1 60000000.00000000 PA USD 59670115.20000000 2.529316262307 Long STIV CORP CA N 2 2022-12-21 None 0.00000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 95001KJR6 20000000.00000000 PA USD 19988307.20000000 0.847270870644 Long STIV CORP US N 2 2023-03-23 Floating 3.40000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 PPG Industries Inc 69350BL20 9901000.00000000 PA USD 9899083.56000000 0.419605575526 Long STIV CORP US N 2 2022-11-02 None 0.00000000 N N N N N N London Metal Exchange 213800NB8G5VRT1DXC91 LME PRI ALUM FUTR DEC22 000000000 1332.00000000 NC USD -2072033.00000000 -0.08783000913 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Futures LAZ22 Comdty 2022-12-19 76197833.00000000 USD -2072033.00000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 COCOA FUTURE MAR23 000000000 255.00000000 NC USD -189636.85000000 -0.00803838851 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC Cocoa Futures CCH3 Comdty 2023-03-16 6164286.85000000 USD -189636.85000000 N N N United States Treasury 254900HROIFWPRGM1V77 United States Cash Management Bill 912796ZT9 40000000.00000000 PA USD 39554807.60000000 1.676662057376 Long DBT UST US N 2 2023-02-07 None 0.00000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB Bank ASA 2332K4NC4 11600000.00000000 PA USD 11597981.72000000 0.491619023627 Long STIV CORP NO N 2 2023-05-31 Floating 3.54000000 N N N N N N Starbird Funding Corp 549300A8DDPP6QJBB522 Starbird Funding Corp 85520ML35 31300000.00000000 PA USD 31291645.40000000 1.326400448855 Long STIV CORP US N 2 2022-11-03 None 0.00000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 DuPont de Nemours Inc 26082NLM5 24700000.00000000 PA USD 24639917.25000000 1.044444831276 Long STIV CORP US N 2 2022-11-21 None 0.00000000 N N N N N N USAA Capital Corp 5493007XLF4LU3U2W757 USAA Capital Corp 90328BL33 15000000.00000000 PA USD 14995996.20000000 0.635655167264 Long STIV CORP US N 2 2022-11-03 None 0.00000000 N N N N N N BARCLAYS BANK PLC NY G5GSEF7VJP5I7OUK5573 Barclays Bank PLC/NY 06742TS31 11250000.00000000 PA USD 11237766.86000000 0.476350118912 Long STIV CORP GB N 2 2023-06-08 Floating 3.70000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 Federation des Caisses Desjardins du Quebec 31428GMD2 35000000.00000000 PA USD 34839968.45000000 1.476807921075 Long STIV CORP US N 2 2022-12-13 None 0.00000000 N N N N N N Britannia Funding Co LLC 549300X2ZBE7GS6QP587 Britannia Funding Co LLC 11042MLF3 17900000.00000000 PA USD 17873120.11000000 0.757611631900 Long STIV CORP US N 2 2022-11-15 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 LEAN HOGS FUTURE DEC22 000000000 1193.00000000 NC USD 417832.61000000 0.017711224653 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Lean Hogs Futures LHN2 Comdty 2022-12-14 40108377.39000000 USD 417832.61000000 N N N Pure Grove Funding 5493001D6K5CFMBUWV36 Pure Grove Funding 74625UNC3 25000000.00000000 PA USD 24782318.00000000 1.050480960611 Long STIV CORP US N 2 2023-01-12 None 0.00000000 N N N N N N London Metal Exchange 213800NB8G5VRT1DXC91 LME LEAD FUTURE DEC22 000000000 224.00000000 NC USD -385086.00000000 -0.01632315069 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Lead Futures LLZ2 COMDTY 2022-12-19 11442734.00000000 USD -385086.00000000 N N N Barton Capital SA 549300KOFKIMD0C37W24 Barton Capital SA 06945MLJ3 25000000.00000000 PA USD 24954262.50000000 1.057769400035 Long STIV CORP US N 2 2022-11-18 None 0.00000000 N N N N N N MUFG BANK LTD/NY C3GTMMZIHMY46P4OIX74 MUFG Bank Ltd/New York NY 55380TL65 22000000.00000000 PA USD 21973310.92000000 0.931411854332 Long STIV CORP JP N 2 2023-03-13 Floating 3.35000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 COFFEE 'C' FUTURE MAY23 000000000 279.00000000 NC USD -3318985.25000000 -0.14068622691 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC C Coffee Futures KCK3 Comdty 2023-05-18 21413879.00000000 USD -3318985.25000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 LOW SU GASOIL G DEC22 000000000 1729.00000000 NC USD 6905940.45000000 0.292731251283 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Gas Oil Futures QSN2 Comdty 2022-12-12 169408834.55000000 USD 6905940.45000000 N N N Spire Inc 549300NXSY15DRY2R511 Spire Inc 84858PM16 29000000.00000000 PA USD 28899411.76000000 1.224997670788 Long STIV CORP US N 2 2022-12-01 None 0.00000000 N N N N N N Victory Receivables Corp 549300D0F37QF0LP7F94 Victory Receivables Corp 92646LNH9 7953000.00000000 PA USD 7875561.64000000 0.333831869841 Long STIV CORP US N 2 2023-01-17 None 0.00000000 N N N N N N Amcor Finance USA Inc 549300ZMT7FVT8R77U18 Amcor Finance USA Inc 0234D5L49 29500000.00000000 PA USD 29488301.48000000 1.249959719889 Long STIV CORP US N 2 2022-11-04 None 0.00000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 0255E3LF3 29900000.00000000 PA USD 29851948.31000000 1.265374100065 Long STIV CORP US N 2 2022-11-15 None 0.00000000 N N N N N N John Deere Canada ULC 54930034SQM5911PYS66 John Deere Canada ULC 24423JLM7 17000000.00000000 PA USD 16964200.89000000 0.719084068202 Long STIV CORP CA N 2 2022-11-21 None 0.00000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 WTI CRUDE FUTURE MAR23 000000000 6263.00000000 NC USD -4740111.43000000 -0.20092538592 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Light Sweet Crude Oil Futures CLH3 Comdty 2023-02-21 523817551.43000000 USD -4740111.43000000 N N N LMA-Americas LLC N/A LMA-Americas LLC 53944RNJ3 22300000.00000000 PA USD 22080325.82000000 0.935948036741 Long STIV CORP US N 2 2023-01-18 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CATTLE FEEDER FUT JAN23 000000000 299.00000000 NC USD 482758.65000000 0.020463330766 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Feeder Cattle Futures FCF3 COMDTY 2023-01-26 26345016.35000000 USD 482758.65000000 N N N LANDESBK BADEN-WURTT NY B81CK4ESI35472RHJ606 Landesbank Baden-Wuerttemberg/New York NY 51501J3M5 25000000.00000000 PA USD 24995204.50000000 1.059504862855 Long STIV CORP DE N 2 2023-02-03 Floating 3.54000000 N N N N N N Glencove Funding LLC 549300XUUQZO7I38ZR06 Glencove Funding LLC 37828XMC0 28000000.00000000 PA USD 27873449.24000000 1.181508837598 Long STIV CORP IE N 2 2022-12-12 None 0.00000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 SUGAR 11 (WORLD) MAY23 000000000 1756.00000000 NC USD -3891759.60000000 -0.16496517246 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CSC Number 11 World Sugar Futures SBH3 Comdty 2023-04-28 37109660.40000000 USD -3891759.60000000 N N N LMA-Americas LLC N/A LMA-Americas LLC 53944RNT1 9000000.00000000 PA USD 8898337.98000000 0.377185646196 Long STIV CORP US N 2 2023-01-27 None 0.00000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 Swedbank AB 87019SQU1 10500000.00000000 PA USD 10292843.19000000 0.436296386869 Long STIV CORP SE N 2 2023-03-28 None 0.00000000 N N N N N N London Metal Exchange 213800NB8G5VRT1DXC91 LME ZINC FUTURE JAN23 000000000 273.00000000 NC USD -3218769.25000000 -0.13643823849 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Futures LMZM22 Comdty 2023-01-16 21666744.25000000 USD -3218769.25000000 N N N SUMITOMO MITSUI BANK NY 549300MS3WYYVQ4HXM15 Sumitomo Mitsui Banking Corp/New York 86565FUW0 15000000.00000000 PA USD 14991739.35000000 0.635474726521 Long STIV CORP JP N 2 2023-04-18 Floating 3.67000000 N N N N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 Svenska Handelsbanken/New York NY 86959RG87 10000000.00000000 PA USD 9981428.00000000 0.423096018447 Long STIV CORP SE N 2 2023-09-01 Floating 3.61000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44890NLJ7 35000000.00000000 PA USD 34931925.00000000 1.480705805243 Long STIV CORP US N 2 2022-11-18 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 KC HRW WHEAT FUT MAR23 000000000 797.00000000 NC USD 3997742.97000000 0.169457630049 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long KCBT Hard Red Winter Wheat Futures KWH3 Comdty 2023-03-14 34826119.53000000 USD 3997742.97000000 N N N GTA Funding LLC N/A GTA Funding LLC 40060XMM9 25000000.00000000 PA USD 24860033.25000000 1.053775179919 Long STIV CORP US N 2 2022-12-21 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill - WI Post Auction 912796YR4 3500000.00000000 PA USD 3493248.89000000 0.148072970802 Long DBT UST US N 2 2022-11-29 None 0.00000000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 Amcor Flexibles North America Inc 02343CLF0 28700000.00000000 PA USD 28653721.25000000 1.214583261492 Long STIV CORP US N 2 2022-11-15 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 CORN FUTURE DEC23 000000000 4364.00000000 NC USD -3627518.98000000 -0.15376445507 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Corn Futures C Z3 Comdty 2023-12-14 140166168.98000000 USD -3627518.98000000 N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05970ULM8 42300000.00000000 PA USD 42210627.29000000 1.789237806713 Long STIV CORP ES N 2 2022-11-21 None 0.00000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 DuPont de Nemours Inc 26082NLH6 13250000.00000000 PA USD 13224284.00000000 0.560555253940 Long STIV CORP US N 2 2022-11-17 None 0.00000000 N N N N N N Manhattan Asset Funding Co LLC 549300S0NSJYSOB32S63 Manhattan Asset Funding Co LLC 56274ML42 28800000.00000000 PA USD 28789513.63000000 1.220339273088 Long STIV CORP US N 2 2022-11-04 None 0.00000000 N N N N N N Standard Chartered Bank/New York RILFO74KP1CM8P6PCT96 Standard Chartered Bank/New York 85324ULE1 10000000.00000000 PA USD 9986315.00000000 0.423303170194 Long STIV CORP GB N 2 2022-11-14 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 LIVE CATTLE FUTR JUN23 000000000 1398.00000000 NC USD -202708.99000000 -0.00859249463 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Live Cattle Futures LCM3 Comdty 2023-06-30 86529208.99000000 USD -202708.99000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 WHEAT FUTURE(CBT) JUL23 000000000 1967.00000000 NC USD 6636697.82000000 0.281318507059 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Wheat Futures W N3 Comdty 2023-07-14 82247114.68000000 USD 6636697.82000000 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 0255E3LG1 34000000.00000000 PA USD 33941550.26000000 1.438725478454 Long STIV CORP US N 2 2022-11-16 None 0.00000000 N N N N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 COTTON NO.2 FUTR DEC22 000000000 550.00000000 NC USD -9427326.51000000 -0.39960858416 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CTN Number 2 Cotton Futures CTZ2 Comdty 2022-12-07 29227326.51000000 USD -9427326.51000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 BRENT CRUDE FUTR FEB23 000000000 5067.00000000 NC USD 8329787.28000000 0.353085734093 N/A DCO GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long ICE Brent Crude Oil Futures COF3 Comdty 2022-12-29 452868552.72000000 USD 8329787.28000000 N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 Lloyds Bank PLC 53943SP76 15000000.00000000 PA USD 14809218.75000000 0.627737983928 Long STIV CORP GB N 2 2023-02-07 None 0.00000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 Ameren Illinois Co 02361LL26 4500000.00000000 PA USD 4499141.49000000 0.190711073691 Long STIV CORP US N 2 2022-11-02 None 0.00000000 N N N N N N Glencove Funding LLC 549300XUUQZO7I38ZR06 Glencove Funding LLC 37828XLJ6 21800000.00000000 PA USD 21760443.90000000 0.922388777813 Long STIV CORP IE N 2 2022-11-18 None 0.00000000 N N N N N N LMA-Americas LLC N/A LMA-Americas LLC 53944RL97 15000000.00000000 PA USD 14986646.25000000 0.635258838541 Long STIV CORP US N 2 2022-11-09 None 0.00000000 N N N N N N Antalis SA 549300G2LM2ZKZ0X4Y50 Antalis SA 03664BN69 49800000.00000000 PA USD 49413324.91000000 2.094548097496 Long STIV CORP FR N 2 2023-01-06 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 10997386.18000000 0.466160784418 Long STIV CORP CA N 2 2022-11-03 Fixed 0.35000000 N N N N N N Bell Telephone Co of Canada or Bell Canada/The 549300JYAVAQRV5MNZ86 Bell Telephone Co of Canada or Bell Canada/The 07787QLE4 12450000.00000000 PA USD 12432347.27000000 0.526986382098 Long STIV CORP US N 2 2022-11-14 None 0.00000000 N N N N N N CITIGROUP GLOBAL MARKETS MBNUM2BPBDO7JBLYG310 Citigroup Global Markets Inc 1730QPAD9 10000000.00000000 PA USD 9982260.70000000 0.423131315206 Long STIV CORP US N 2 2023-09-21 Floating 3.69000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 NATURAL GAS FUTR APR23 000000000 1903.00000000 NC USD 20637143.84000000 0.874773969299 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Henry Hub Natural Gas Futures NGJ23 Comdty 2023-03-29 70573646.16000000 USD 20637143.84000000 N N N Pure Grove Funding 5493001D6K5CFMBUWV36 Pure Grove Funding 74625UPT4 15000000.00000000 PA USD 14762743.80000000 0.625767988623 Long STIV CORP US N 2 2023-02-27 None 0.00000000 N N N N N N Collateralized Commercial Paper V Co LLC 549300ZLXI3T111CH173 Collateralized Commercial Paper V Co LLC 19424JND4 35000000.00000000 PA USD 34686106.35000000 1.470285964307 Long STIV CORP US N 2 2023-01-13 None 0.00000000 N N N N N N BANK OF MONTREAL N/A BANK OF MONTREAL 06367CYR2 10000000.00000000 PA USD 9992863.90000000 0.423580767098 Long STIV CORP CA N 2 2023-10-13 Fixed 5.40000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06369MNJ8 15000000.00000000 PA USD 14867707.95000000 0.630217243173 Long STIV CORP CA N 2 2023-01-18 None 0.00000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89120DUE7 24300000.00000000 PA USD 24287139.71000000 1.029491182102 Long STIV CORP CA N 2 2023-03-31 Variable 3.55000000 N N N N N N Manhattan Asset Funding Co LLC 549300S0NSJYSOB32S63 Manhattan Asset Funding Co LLC 56274MMF6 20000000.00000000 PA USD 19902500.00000000 0.843633647125 Long STIV CORP US N 2 2022-12-15 None 0.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 0020A3M15 30000000.00000000 PA USD 29896511.70000000 1.267263067544 Long STIV CORP US N 2 2022-12-01 None 0.00000000 N N N N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 GASOLINE RBOB FUT DEC22 000000000 1029.00000000 NC USD 571561.24000000 0.024227523851 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures XBM3 COMDTY 2022-11-30 108584141.36000000 USD 571561.24000000 N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 0020A3LU2 50000000.00000000 PA USD 49845222.00000000 2.112855491904 Long STIV CORP US N 2 2022-11-28 None 0.00000000 N N N N N N GTA Funding LLC N/A GTA Funding LLC 40060XMD9 22550000.00000000 PA USD 22445412.42000000 0.951423446356 Long STIV CORP US N 2 2022-12-13 None 0.00000000 N N N N N N Pure Grove Funding 5493001D6K5CFMBUWV36 Pure Grove Funding 74625UVR1 6650000.00000000 PA USD 6363314.04000000 0.269730226422 Long STIV CORP US N 2 2023-08-25 None 0.00000000 N N N N N N Enbridge US Inc 5493003FRODSVHJWFS32 Enbridge US Inc 29251VL38 31360000.00000000 PA USD 31350338.61000000 1.328888355742 Long STIV CORP US N 2 2022-11-03 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Cash Management Bill 912796ZU6 40000000.00000000 PA USD 39520908.40000000 1.675225127054 Long DBT UST US N 2 2023-02-14 None 0.00000000 N N N N N N Landesbank Baden-Wuerttemberg/New York NY B81CK4ESI35472RHJ606 Landesbank Baden-Wuerttemberg/New York NY 5148X1QN6 14000000.00000000 PA USD 13736424.38000000 0.582264027039 Long STIV CORP DE N 2 2023-03-22 None 0.00000000 N N N N N N Spire Inc 549300NXSY15DRY2R511 Spire Inc 84858PL90 30000000.00000000 PA USD 29971560.00000000 1.270444239308 Long STIV CORP US N 2 2022-11-09 None 0.00000000 N N N N N N ROYAL BK OF CANADA N/A ROYAL BK OF CANADA 78015J5A1 10000000.00000000 PA USD 9910231.00000000 0.420078096841 Long STIV CORP CA N 2 2023-07-14 Fixed 4.08000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 Skandinaviska Enskilda Banken AB 83050UM54 24350000.00000000 PA USD 24262573.27000000 1.028449851848 Long STIV CORP SE N 2 2022-12-05 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796YG8 60000000.00000000 PA USD 60000000.00000000 2.543299526568 Long DBT UST US N 2 2022-11-01 None 0.00000000 N N N N N N London Metal Exchange 213800NB8G5VRT1DXC91 LME NICKEL FUTURE DEC22 000000000 170.00000000 NC USD -1903741.70000000 -0.08069642273 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Nickel Futures LNN2 Comdty 2022-12-19 24090781.70000000 USD -1903741.70000000 N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 Svenska Handelsbanken/New York NY 86959RZF0 5715000.00000000 PA USD 5713786.88000000 0.242197857780 Long STIV CORP SE N 2 2023-02-06 Floating 3.50000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 Lloyds Bank PLC 53943SLA3 26000000.00000000 PA USD 25974700.44000000 1.101024055530 Long STIV CORP GB N 2 2022-11-10 None 0.00000000 N N N N N N Mackinac Funding Co LLC 549300DSZ0UOZX6UNF02 Mackinac Funding Co LLC 55458FL96 17550000.00000000 PA USD 17534538.45000000 0.743259722307 Long STIV CORP US N 2 2022-11-09 None 0.00000000 N N N N N N Mackinac Funding Co LLC 549300DSZ0UOZX6UNF02 Mackinac Funding Co LLC 55458FL88 30000000.00000000 PA USD 29976586.80000000 1.270657316942 Long STIV CORP US N 2 2022-11-08 None 0.00000000 N N N N N N LMA-Americas LLC N/A LMA-Americas LLC 53944RPG7 5000000.00000000 PA USD 4927460.00000000 0.208866778086 Long STIV CORP US N 2 2023-02-16 None 0.00000000 N N N N N N CREDIT SUISSE NY ANGGYXNX0JLX3X63JN86 CREDIT SUISSE NY 22552G6P0 5000000.00000000 PA USD 4952412.80000000 0.209924485493 Long STIV CORP CH N 2 2023-02-02 Fixed 1.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill - WI Post Auction 912796YZ6 60000000.00000000 PA USD 59697438.60000000 2.530474455478 Long DBT UST US N 2 2022-12-27 None 0.00000000 N N N N N N Commodities Exchange Center N/A SILVER FUTURE DEC22 000000000 90.00000000 NC USD -639350.15000000 -0.02710098223 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Silver Futures SIN2 Comdty 2022-12-28 9242900.15000000 USD -639350.15000000 N N N COMMONWEALTH BK AUSTRALI MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 20272AW69 24200000.00000000 PA USD 24186337.89000000 1.025218361750 Long STIV CORP AU N 2 2023-04-03 Floating 3.48000000 N N N N N N Liberty Street Funding LLC 549300F33VRHM10B9391 Liberty Street Funding LLC 53127UMK3 15000000.00000000 PA USD 14919394.95000000 0.632408168550 Long STIV CORP US N 2 2022-12-19 None 0.00000000 N N N N N N Nieuw Amsterdam Receivables Corp BV 724500BM7HQ28ZIB2058 Nieuw Amsterdam Receivables Corp BV 65409SM54 25000000.00000000 PA USD 24906593.75000000 1.055748801546 Long STIV CORP US N 2 2022-12-05 None 0.00000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 Fiserv Inc 33774LL71 4975000.00000000 PA USD 4971333.72000000 0.210726511608 Long STIV CORP US N 2 2022-11-07 None 0.00000000 N N N N N N Mont Blanc Capital Corp 549300NC8BUDZTUFIQ67 Mont Blanc Capital Corp 6117P5LM7 47000000.00000000 PA USD 46899545.49000000 1.987993197349 Long STIV CORP US N 2 2022-11-21 None 0.00000000 N N N N N N Nieuw Amsterdam Receivables Corp BV 724500BM7HQ28ZIB2058 Nieuw Amsterdam Receivables Corp BV 65409SLG1 34750000.00000000 PA USD 34693952.07000000 1.470618531240 Long STIV CORP US N 2 2022-11-16 None 0.00000000 N N N N N N Korea Development Bank/New York NY 549300ML2LNRZUCS7149 Korea Development Bank/New York NY 5006E1M76 15000000.00000000 PA USD 14941755.90000000 0.633356011776 Long STIV CORP US N 2 2022-12-07 None 0.00000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 CenterPoint Energy Resources Corp 15200LLU1 7600000.00000000 PA USD 7576367.34000000 0.321149524482 Long STIV CORP US N 2 2022-11-28 None 0.00000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 Federation des Caisses Desjardins du Quebec 31428GM67 35000000.00000000 PA USD 34868050.00000000 1.477998250955 Long STIV CORP US N 2 2022-12-06 None 0.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 SOYBEAN FUTURE NOV23 000000000 1240.00000000 NC USD 846791.96000000 0.035894093182 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Soybean Futures S X3 Comdty 2023-11-14 84310208.04000000 USD 846791.96000000 N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 DuPont de Nemours Inc 26082NL94 6213000.00000000 PA USD 6206954.75000000 0.263102417951 Long STIV CORP US N 2 2022-11-09 None 0.00000000 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 Kookmin Bank 50049QRR3 13300000.00000000 PA USD 12977554.80000000 0.550096816314 Long STIV CORP KR N 2 2023-04-25 None 0.00000000 N N N N N N Commodities Exchange Center N/A GOLD 100 OZ FUTR DEC22 000000000 517.00000000 NC USD -5422233.07000000 -0.22983937999 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Gold 100 Troy Ounces Future GCZ2 Comdty 2022-12-28 90246423.07000000 USD -5422233.07000000 N N N Penske Truck Leasing Co LP 549300ZX07JYMI8GHQ39 Penske Truck Leasing Co LP 70962BL77 3250000.00000000 PA USD 3247617.56000000 0.137661070047 Long STIV CORP US N 2 2022-11-07 None 0.00000000 N N N N N N London Metal Exchange 213800NB8G5VRT1DXC91 LME COPPER FUTURE DEC22 000000000 477.00000000 NC USD -921508.25000000 -0.03906119159 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Copper Futures LPZ22 Comdty 2022-12-19 90347083.25000000 USD -921508.25000000 N N N Salisbury Receivables Co LLC 549300HB2PGDP0V6U989 Salisbury Receivables Co LLC 79490BM29 25000000.00000000 PA USD 24916955.50000000 1.056188018777 Long STIV CORP US N 2 2022-12-02 None 0.00000000 N N N N N N MIZUHO BANK LTD/NY RB0PEZSDGCO3JS6CEU02 Mizuho Bank Ltd/New York NY 60710RBL8 14700000.00000000 PA USD 14701769.59000000 0.623183393966 Long STIV CORP JP N 2 2023-02-01 Floating 3.61000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 BlackRock Cash Funds: Treasury, SL Agency Shares 066922477 207400094.61000000 NS USD 207400094.61000000 8.791342707196 Long STIV RF US N 1 N N N Victory Receivables Corp 549300D0F37QF0LP7F94 Victory Receivables Corp 92646LNJ5 46600000.00000000 PA USD 46138393.45000000 1.955729236966 Long STIV CORP US N 2 2023-01-18 None 0.00000000 N N N N N N 2022-11-30 iShares U.S. ETF Trust Ann Frechette Ann Frechette Assistant Treasurer