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
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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