0001752724-23-146500.txt : 20230627
0001752724-23-146500.hdr.sgml : 20230627
20230627140625
ACCESSION NUMBER: 0001752724-23-146500
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230430
FILED AS OF DATE: 20230627
DATE AS OF CHANGE: 20230627
PERIOD START: 20231031
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: 231046282
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
2023-10-31
2023-04-30
N
850334526.45
7690701.22
842643825.23
0.00000000
149205433.43000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
109793396.00000000
USD
N
S&P GSCI Dynamic Roll Index
SPDYCI
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368YKW6
10000000.00000000
PA
USD
9500510.00000000
1.127464501078
Long
STIV
CORP
US
N
2
2024-03-06
None
0.00000000
N
N
N
N
N
N
Starbird Funding Corp
549300A8DDPP6QJBB522
Starbird Funding Corp
85520MW17
5000000.00000000
PA
USD
4909140.00000000
0.582587785374
Long
STIV
CORP
US
N
2
2023-09-01
None
0.00000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K4NC4
11600000.00000000
PA
USD
11602871.58000000
1.376960375498
Long
STIV
CORP
NO
N
2
2023-05-31
Floating
5.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796W47
50000000.00000000
PA
USD
49897350.50000000
5.921523306289
Long
DBT
UST
US
N
2
2023-05-18
None
0.00000000
N
N
N
N
N
N
NATIONAL AUSTRALI BANK L
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
63254GVT9
12125000.00000000
PA
USD
12125949.75000000
1.439036208055
Long
STIV
CORP
AU
N
2
2023-05-03
Floating
5.48000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87974WT16
5000000.00000000
PA
USD
4975165.85000000
0.590423343889
Long
STIV
CORP
CA
N
2
2023-06-01
None
0.00000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959RG87
10000000.00000000
PA
USD
10010665.80000000
1.188006782968
Long
STIV
CORP
SE
N
2
2023-09-01
Floating
5.37000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607LSC9
10000000.00000000
PA
USD
9980785.00000000
1.184460705835
Long
STIV
CORP
US
N
2
2023-05-12
None
0.00000000
N
N
N
N
N
N
Sony Capital Corp
549300U02ZVT5SS1W359
Sony Capital Corp
83570YS28
11000000.00000000
PA
USD
10993798.42000000
1.304679164651
Long
STIV
CORP
US
N
2
2023-05-02
None
0.00000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
82434US24
1626000.00000000
PA
USD
1625106.24000000
0.192858025104
Long
STIV
CORP
US
N
2
2023-05-02
None
0.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89355QSP2
1750000.00000000
PA
USD
1743678.13000000
0.206929437775
Long
STIV
CORP
CA
N
2
2023-05-23
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE DEC24
000000000
68.00000000
NC
USD
188988.22000000
0.022428007461
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNZ4 Comdty
2024-12-16
10177883.78000000
USD
188988.22000000
N
N
N
Penske Truck Leasing Co LP
549300ZX07JYMI8GHQ39
Penske Truck Leasing Co LP
70962BS54
4000000.00000000
PA
USD
3996025.56000000
0.474224748387
Long
STIV
CORP
US
N
2
2023-05-05
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZS1
11500000.00000000
PA
USD
11396164.55000000
1.352429604155
Long
DBT
UST
US
N
2
2023-07-06
None
0.00000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665KSN8
10000000.00000000
PA
USD
9966153.30000000
1.182724301964
Long
STIV
CORP
US
N
2
2023-05-22
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G JUN23
000000000
624.00000000
NC
USD
-4617991.15000000
-0.54803595679
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSM3 Comdty
2023-06-12
47954791.15000000
USD
-4617991.15000000
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665KT64
10000000.00000000
PA
USD
9943244.20000000
1.180005585074
Long
STIV
CORP
US
N
2
2023-06-06
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE OCT23
000000000
2358.00000000
NC
USD
-10024531.63000000
-1.18965229790
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLV3 Comdty
2023-09-20
187228231.63000000
USD
-10024531.63000000
N
N
N
BARCLAYS BANK PLC NY
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC/NY
06742TS31
11250000.00000000
PA
USD
11255755.39000000
1.335766673057
Long
STIV
CORP
US
N
2
2023-06-08
Floating
5.46000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253CZ17
10000000.00000000
PA
USD
9689268.10000000
1.149865199256
Long
STIV
CORP
AU
N
2
2023-12-01
None
0.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253CUA2
7350000.00000000
PA
USD
7275479.16000000
0.863410962278
Long
STIV
CORP
AU
N
2
2023-07-10
None
0.00000000
N
N
N
N
N
N
MUFG BK LTD N Y BRH DISC COML
N/A
MUFG BK LTD N Y BRH DISC COML
55380UJ32
5000000.00000000
PA
USD
5000500.00000000
0.593429851412
Long
STIV
CORP
JP
N
2
2023-07-28
Fixed
5.30000000
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
07787QS23
13000000.00000000
PA
USD
12992709.86000000
1.541898186514
Long
STIV
CORP
US
N
2
2023-05-02
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE AUG23
000000000
488.00000000
NC
USD
-1346864.67000000
-0.15983795640
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S Q3 Comdty
2023-08-14
34579664.67000000
USD
-1346864.67000000
N
N
N
TotalEnergies Capital Canada Ltd
5299005IX98ZZ9LSGK46
TotalEnergies Capital Canada Ltd
89153QSC5
5000000.00000000
PA
USD
4990380.85000000
0.592228970364
Long
STIV
CORP
CA
N
2
2023-05-12
None
0.00000000
N
N
N
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944RU55
10000000.00000000
PA
USD
9901702.20000000
1.175075625493
Long
STIV
CORP
US
N
2
2023-07-05
None
0.00000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KSR8
8000000.00000000
PA
USD
7968674.00000000
0.945675238031
Long
STIV
CORP
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP Capital Inc
69370BSP8
15000000.00000000
PA
USD
14948666.70000000
1.774019609758
Long
STIV
CORP
CA
N
2
2023-05-23
None
0.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
48246UUJ3
10000000.00000000
PA
USD
9886892.50000000
1.173318097631
Long
STIV
CORP
ZA
N
2
2023-07-18
None
0.00000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69372BSA9
3500000.00000000
PA
USD
3494304.35000000
0.414683433898
Long
STIV
CORP
US
N
2
2023-05-10
None
0.00000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
0255E3S33
5000000.00000000
PA
USD
4996509.05000000
0.592956229001
Long
STIV
CORP
US
N
2
2023-05-03
None
0.00000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422MUD1
10000000.00000000
PA
USD
9895774.40000000
1.174372149146
Long
STIV
CORP
US
N
2
2023-07-13
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Cash Management Bill - Reopening
912796ZF9
20000000.00000000
PA
USD
19943383.40000000
2.366763133232
Long
DBT
UST
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87974WSP4
5000000.00000000
PA
USD
4981937.50000000
0.591226963378
Long
STIV
CORP
CA
N
2
2023-05-23
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
79450094.61000000
NS
USD
79450094.61000000
9.428668700956
Long
STIV
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FF9
20000000.00000000
PA
USD
19949128.00000000
2.367444868483
Long
DBT
UST
US
N
2
2023-05-23
None
0.00000000
N
N
N
N
N
N
Mackinac Funding Co LLC
549300DSZ0UOZX6UNF02
Mackinac Funding Co LLC
55458FS40
3500000.00000000
PA
USD
3497183.10000000
0.415025066972
Long
STIV
CORP
US
N
2
2023-05-04
None
0.00000000
N
N
N
N
N
N
Fairway Finance Co LLC
549300GKD6SUOVFV4H89
Fairway Finance Co LLC
30601WT82
8000000.00000000
PA
USD
7953897.76000000
0.943921681005
Long
STIV
CORP
US
N
2
2023-06-08
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796CW7
25000000.00000000
PA
USD
24997114.50000000
2.966510137682
Long
DBT
UST
US
N
2
2023-05-02
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE SEP23
000000000
110.00000000
NC
USD
379409.85000000
0.045026123569
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC C Coffee Futures
KCU3 Comdty
2023-09-19
7177590.15000000
USD
379409.85000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT JUL23
000000000
327.00000000
NC
USD
-1645654.29000000
-0.19529654650
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Futures
KWN3 Comdty
2023-07-14
14337341.79000000
USD
-1645654.29000000
N
N
N
Natixis SA/New York NY
2549003L5ZG5M2ZSE107
Natixis SA/New York NY
63873KW11
5000000.00000000
PA
USD
4907442.50000000
0.582386336084
Long
STIV
CORP
FR
N
2
2023-09-01
None
0.00000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959R2M1
4000000.00000000
PA
USD
3999093.40000000
0.474588821547
Long
STIV
CORP
SE
N
2
2024-04-29
Floating
5.36000000
N
N
N
N
N
N
Mercedes-Benz Finance North America LLC
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58768KSS5
8500000.00000000
PA
USD
8466997.31000000
1.004813309785
Long
STIV
CORP
US
N
2
2023-05-26
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE JUL23
000000000
103.00000000
NC
USD
50003.19000000
0.005934083713
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Cocoa Futures
CCN3 Comdty
2023-07-14
2975106.81000000
USD
50003.19000000
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343CS55
11000000.00000000
PA
USD
10989198.66000000
1.304133292260
Long
STIV
CORP
US
N
2
2023-05-05
None
0.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87974WS33
1531000.00000000
PA
USD
1529931.07000000
0.181563197188
Long
STIV
CORP
CA
N
2
2023-05-03
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE DEC23
000000000
103.00000000
NC
USD
-1334333.50000000
-0.15835083104
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXZ3 Comdty
2023-12-18
8174177.25000000
USD
-1334333.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR DEC24
000000000
530.00000000
NC
USD
-1551641.25000000
-0.18413963332
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAZ2 Comdty
2024-12-16
35097328.75000000
USD
-1551641.25000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
02314QTC3
3000000.00000000
PA
USD
2982187.50000000
0.353908426159
Long
STIV
CORP
US
N
2
2023-06-12
None
0.00000000
N
N
N
N
N
N
National Grid North America Inc
5Q3U0WRKWZZGRMPYFT08
National Grid North America Inc
63627BSS6
3250000.00000000
PA
USD
3236777.18000000
0.384121628033
Long
STIV
CORP
GB
N
2
2023-05-26
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR JUN23
000000000
540.00000000
NC
USD
2337816.50000000
0.277438275817
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCM3 Comdty
2023-06-30
33404783.50000000
USD
2337816.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) JUL23
000000000
752.00000000
NC
USD
-7751357.52000000
-0.91988539972
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Wheat Futures
W N3 Comdty
2023-07-14
31580357.52000000
USD
-7751357.52000000
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
82434USF5
8950000.00000000
PA
USD
8928682.08000000
1.059603335675
Long
STIV
CORP
US
N
2
2023-05-15
None
0.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
48246USW7
5000000.00000000
PA
USD
4978062.20000000
0.590767065627
Long
STIV
CORP
ZA
N
2
2023-05-30
None
0.00000000
N
N
N
N
N
N
Evergy Missouri West Inc
EZIFUDC0VSUS6T6LCG85
Evergy Missouri West Inc
30037NS95
10000000.00000000
PA
USD
9984514.40000000
1.184903289034
Long
STIV
CORP
US
N
2
2023-05-09
None
0.00000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251VS80
5000000.00000000
PA
USD
4992730.55000000
0.592507818904
Long
STIV
CORP
US
N
2
2023-05-08
None
0.00000000
N
N
N
N
N
N
Columbia Funding Co LLC
549300O1V8MCLCRCFD82
Columbia Funding Co LLC
19767DSR6
5000000.00000000
PA
USD
4981332.50000000
0.591155165545
Long
STIV
CORP
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FE2
10000000.00000000
PA
USD
9982427.10000000
1.184655580580
Long
DBT
UST
US
N
2
2023-05-16
None
0.00000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251VSJ6
4000000.00000000
PA
USD
3988204.44000000
0.473296583988
Long
STIV
CORP
US
N
2
2023-05-18
None
0.00000000
N
N
N
N
N
N
Nutrien Financial US LLC
N/A
Nutrien Financial US LLC
67080US97
11000000.00000000
PA
USD
10982965.84000000
1.303393617938
Long
STIV
CORP
US
N
2
2023-05-09
None
0.00000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR JUN23
000000000
203.00000000
NC
USD
2593404.37000000
0.307769936994
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCM3 Comdty
2023-06-28
37988325.63000000
USD
2593404.37000000
N
N
N
CITIGROUP GLOBAL MARKETS
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
1730QPAD9
10000000.00000000
PA
USD
10011496.50000000
1.188105365546
Long
STIV
CORP
US
N
2
2023-09-21
Floating
5.45000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
43851UTS2
5450000.00000000
PA
USD
5405885.14000000
0.641538569219
Long
STIV
CORP
US
N
2
2023-06-26
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZE2
15000000.00000000
PA
USD
14982604.20000000
1.778047112124
Long
DBT
UST
US
N
2
2023-05-11
None
0.00000000
N
N
N
N
N
N
L'Oreal USA Inc
529900MBZ0PRAP172T60
L'Oreal USA Inc
50211UTD5
8000000.00000000
PA
USD
7949798.64000000
0.943435221616
Long
STIV
CORP
US
N
2
2023-06-13
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE OCT23
000000000
472.00000000
NC
USD
-1328779.34000000
-0.15769169608
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHV3 Comdty
2023-10-13
17258779.34000000
USD
-1328779.34000000
N
N
N
BANK OF MONTREAL
N/A
BANK OF MONTREAL
06367CYR2
10000000.00000000
PA
USD
9995349.30000000
1.186189111072
Long
STIV
CORP
CA
N
2
2023-10-13
Fixed
5.40000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
60920WTD2
2000000.00000000
PA
USD
1986616.56000000
0.235759938009
Long
STIV
CORP
US
N
2
2023-06-13
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890NTL4
10000000.00000000
PA
USD
9921913.30000000
1.177474159653
Long
STIV
CORP
US
N
2
2023-06-20
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT AUG23
000000000
124.00000000
NC
USD
1408584.59000000
0.167162512537
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Feeder Cattle Futures
FCQ3 Comdty
2023-08-31
12896365.41000000
USD
1408584.59000000
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KSB3
3000000.00000000
PA
USD
2994488.01000000
0.355368178148
Long
STIV
CORP
US
N
2
2023-05-11
None
0.00000000
N
N
N
N
N
N
Pure Grove Funding
5493001D6K5CFMBUWV36
Pure Grove Funding
74625UVR1
6650000.00000000
PA
USD
6535474.10000000
0.775591525662
Long
STIV
CORP
US
N
2
2023-08-25
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE SEP23
000000000
1717.00000000
NC
USD
-7989538.76000000
-0.94815134470
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Futures
C U3 Comdty
2023-09-14
53382726.26000000
USD
-7989538.76000000
N
N
N
ROYAL BK OF CANADA
N/A
ROYAL BK OF CANADA
78015J5A1
10000000.00000000
PA
USD
9969550.60000000
1.183127473494
Long
STIV
CORP
CA
N
2
2023-07-14
Fixed
4.08000000
N
N
N
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Group Ltd
8796VRS85
12000000.00000000
PA
USD
11983590.00000000
1.422141792438
Long
STIV
CORP
AU
N
2
2023-05-08
None
0.00000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251VSK3
5000000.00000000
PA
USD
4984489.15000000
0.591529778152
Long
STIV
CORP
US
N
2
2023-05-19
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR APR24
000000000
770.00000000
NC
USD
-2997643.55000000
-0.35574265902
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGJ24 Comdty
2024-03-26
27676143.55000000
USD
-2997643.55000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC23
000000000
212.00000000
NC
USD
-429356.24000000
-0.05095346659
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Futures
CTZ3 COMDTY
2023-12-06
9025956.24000000
USD
-429356.24000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912797FG7
30000000.00000000
PA
USD
29900614.50000000
3.548428601116
Long
DBT
UST
US
N
2
2023-05-30
None
0.00000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE DEC23
000000000
34.00000000
NC
USD
-61603.57000000
-0.00731074840
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIZ3 Comdty
2023-12-27
4443013.57000000
USD
-61603.57000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR OCT23
000000000
2088.00000000
NC
USD
-9643927.09000000
-1.14448439557
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COZ3 Comdty
2023-08-31
174554167.09000000
USD
-9643927.09000000
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
82434USW8
4000000.00000000
PA
USD
3981941.32000000
0.472553313840
Long
STIV
CORP
US
N
2
2023-05-30
None
0.00000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05568US31
10000000.00000000
PA
USD
9993095.80000000
1.185921678981
Long
STIV
CORP
GB
N
2
2023-05-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912797FD4
10000000.00000000
PA
USD
9990844.40000000
1.185654496106
Long
DBT
UST
US
N
2
2023-05-09
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT JUN23
000000000
351.00000000
NC
USD
-3771409.86000000
-0.44756868169
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOM3 Comdty
2023-05-31
38814618.06000000
USD
-3771409.86000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244MUQ3
3000000.00000000
PA
USD
2964119.76000000
0.351764253323
Long
STIV
CORP
US
N
2
2023-07-24
None
0.00000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
7497MBSH6
11050000.00000000
PA
USD
11017364.49000000
1.307475846867
Long
STIV
CORP
DE
N
2
2023-05-17
None
0.00000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
57163USC1
4450000.00000000
PA
USD
4440973.44000000
0.527028538871
Long
STIV
CORP
US
N
2
2023-05-12
None
0.00000000
N
N
N
N
N
N
ING US Funding LLC
N/A
ING US Funding LLC
45685RVN4
5893000.00000000
PA
USD
5794544.35000000
0.687662352289
Long
STIV
CORP
US
N
2
2023-08-22
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JUN23
000000000
88.00000000
NC
USD
54297.00000000
0.006443647763
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLM3 Comdty
2023-06-19
4671303.00000000
USD
54297.00000000
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307NJR9
10000000.00000000
PA
USD
9999970.00000000
1.186737468499
Long
STIV
CORP
CA
N
2
2023-07-11
Floating
5.06000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement
34411HUB8
5000000.00000000
PA
USD
4948559.70000000
0.587265882907
Long
STIV
CORP
US
N
2
2023-07-11
None
0.00000000
N
N
N
N
N
N
Barton Capital SA
549300KOFKIMD0C37W24
Barton Capital SA
06945MW10
10000000.00000000
PA
USD
9814780.00000000
1.164760211388
Long
STIV
CORP
US
N
2
2023-09-01
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE DEC23
000000000
186.00000000
NC
USD
-2248495.25000000
-0.26683815660
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Futures
LPZ2 Comdty
2023-12-18
42252445.25000000
USD
-2248495.25000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) JUL23
000000000
683.00000000
NC
USD
2257874.09000000
0.267951182029
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Number 11 World Sugar Futures
SBN3 Comdty
2023-06-30
17898821.91000000
USD
2257874.09000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT OCT23
000000000
384.00000000
NC
USD
-1394831.36000000
-0.16553036030
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBV3 COMDTY
2023-09-29
37373173.76000000
USD
-1394831.36000000
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
12509TU54
11000000.00000000
PA
USD
10893430.79000000
1.292768126204
Long
STIV
CORP
CA
N
2
2023-07-05
None
0.00000000
N
N
N
N
N
N
Gotham Funding Corp
549300Z2ZR7VTUMRPR17
Gotham Funding Corp
38346MS21
3000000.00000000
PA
USD
2998397.01000000
0.355832075216
Long
STIV
CORP
US
N
2
2023-05-02
None
0.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526MTW5
2000000.00000000
PA
USD
1982332.00000000
0.235251471694
Long
STIV
CORP
DE
N
2
2023-06-30
None
0.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05970UTS7
10000000.00000000
PA
USD
9916957.50000000
1.176886034534
Long
STIV
CORP
ES
N
2
2023-06-26
None
0.00000000
N
N
N
N
N
N
Lime Funding LLC
N/A
Lime Funding LLC
53262RTE2
10000000.00000000
PA
USD
9933651.70000000
1.178867203742
Long
STIV
CORP
US
N
2
2023-06-14
None
0.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89355QSJ6
7000000.00000000
PA
USD
6979952.77000000
0.828339633070
Long
STIV
CORP
CA
N
2
2023-05-18
None
0.00000000
N
N
N
N
N
N
GTA Funding LLC
N/A
GTA Funding LLC
40060XTS9
8000000.00000000
PA
USD
7933054.64000000
0.941448142438
Long
STIV
CORP
US
N
2
2023-06-26
None
0.00000000
N
N
N
N
N
N
2023-05-30
iShares U.S. ETF Trust
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer