0001752724-24-147951.txt : 20240627
0001752724-24-147951.hdr.sgml : 20240627
20240627110906
ACCESSION NUMBER: 0001752724-24-147951
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
ORGANIZATION NAME:
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: 241076655
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
2024-10-31
2024-04-30
N
723614336.72
265428.86
723348907.86
0.00000000
102136179.60000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
64109081.40000000
USD
N
S&P GSCI Dynamic Roll Index
SPDYCI
Commonwealth Bank of Australia/New York NY
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia/New York NY
20271EG29
2150000.00000000
PA
USD
2152135.87000000
0.297523898441
Long
STIV
CORP
AU
N
2
2024-11-27
Fixed
5.70000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279GFE2
2500000.00000000
PA
USD
2482671.88000000
0.343219137130
Long
STIV
CORP
US
N
2
2024-06-14
None
0.00000000
N
N
N
N
N
N
Volvo Treasury North America LP
549300FWBZ85PPXFLH91
Volvo Treasury North America LP
9288N2LF7
1250000.00000000
PA
USD
1211142.03000000
0.167435385170
Long
STIV
CORP
US
N
2
2024-11-15
None
0.00000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement
34411GE28
4000000.00000000
PA
USD
3998832.08000000
0.552822024965
Long
STIV
CORP
US
N
2
2024-05-02
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT DEC24
000000000
281.00000000
NC
USD
-1351009.25000000
-0.18677145086
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOZ4 Comdty
2024-11-29
31519281.65000000
USD
-1351009.25000000
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LEP5
1237000.00000000
PA
USD
1232792.59000000
0.170428485700
Long
STIV
CORP
FR
N
2
2024-05-23
None
0.00000000
N
N
N
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
8010M2GS5
4270000.00000000
PA
USD
4214709.91000000
0.582666243662
Long
STIV
CORP
FR
N
2
2024-07-26
None
0.00000000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361KEG5
6120000.00000000
PA
USD
6105080.79000000
0.844002212993
Long
STIV
CORP
US
N
2
2024-05-16
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JW8
3500000.00000000
PA
USD
3493339.29000000
0.482939733791
Long
DBT
UST
US
N
2
2024-05-14
None
0.00000000
N
N
N
N
N
N
Northern Trust Co/The
6PTKHDJ8HDUF78PFWH30
Northern Trust Co/The
66585QDR4
5530000.00000000
PA
USD
5527694.38000000
0.764180925682
Long
STIV
CORP
US
N
2
2024-09-20
Fixed
5.40000000
N
N
N
N
N
N
Penske Truck Leasing Co LP
549300ZX07JYMI8GHQ39
Penske Truck Leasing Co LP
70962AFE1
5500000.00000000
PA
USD
5461190.63000000
0.754987056821
Long
STIV
CORP
US
N
2
2024-06-14
None
0.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CORP + INVT BK
N/A
CREDIT AGRICOLE CORP + INVT BK
22536DZP6
6250000.00000000
PA
USD
6248684.19000000
0.863854790143
Long
STIV
CORP
US
N
2
2024-08-21
Fixed
5.40000000
N
N
N
N
N
N
Citigroup Global Markets Inc
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
17327AF69
3000000.00000000
PA
USD
2983328.43000000
0.412432838092
Long
STIV
CORP
US
N
2
2024-06-06
None
0.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
59515MEF8
6770000.00000000
PA
USD
6755029.84000000
0.933854985692
Long
STIV
CORP
US
N
2
2024-05-15
None
0.00000000
N
N
N
N
N
N
TORONTO DOMINION BK
N/A
TORONTO DOMINION BK
89115BBZ2
5000000.00000000
PA
USD
5007041.85000000
0.692202863043
Long
STIV
CORP
CA
N
2
2024-10-02
Fixed
6.00000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271JFQ5
4960000.00000000
PA
USD
4917905.42000000
0.679880119616
Long
STIV
CORP
US
N
2
2024-06-24
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR DEC25
000000000
437.00000000
NC
USD
1932130.59000000
0.267109076823
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAZ25 Comdty
2025-12-15
27513475.66000000
USD
1932130.59000000
N
N
N
Amcor Finance USA Inc
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
0234D4EA6
3500000.00000000
PA
USD
3494702.96000000
0.483128255538
Long
STIV
CORP
US
N
2
2024-05-10
None
0.00000000
N
N
N
N
N
N
MUFG Bank Ltd/New York NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
62479LGB5
5290000.00000000
PA
USD
5233344.10000000
0.723488214765
Long
STIV
CORP
JP
N
2
2024-07-11
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) JUL24
000000000
633.00000000
NC
USD
-2523659.44000000
-0.34888549807
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Wheat Futures
W N4 Comdty
2024-07-12
21616521.94000000
USD
-2523659.44000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE DEC25
000000000
57.00000000
NC
USD
612403.73000000
0.084662287223
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNZ5 Comdty
2025-12-15
6327617.59000000
USD
612403.73000000
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92930VEL3
6000000.00000000
PA
USD
5981636.64000000
0.826936568923
Long
STIV
CORP
US
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636CEU0
1750000.00000000
PA
USD
1742435.24000000
0.240884477887
Long
STIV
CORP
US
N
2
2024-05-28
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE OCT24
000000000
441.00000000
NC
USD
-116055.84000000
-0.01604424071
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHV4 Comdty
2024-10-14
15215895.84000000
USD
-116055.84000000
N
N
N
Mackinac Funding Co LLC
549300DSZ0UOZX6UNF02
Mackinac Funding Co LLC
55458EF54
5000000.00000000
PA
USD
4973070.00000000
0.687506395041
Long
STIV
CORP
US
N
2
2024-06-05
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0R12
3950000.00000000
PA
USD
3756322.53000000
0.519296080934
Long
STIV
CORP
NO
N
2
2025-04-01
None
0.00000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE DEC24
000000000
27.00000000
NC
USD
-205186.80000000
-0.02836622793
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIZ4 Comdty
2024-12-27
3895411.80000000
USD
-205186.80000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KG1
15000000.00000000
PA
USD
14879057.25000000
2.056968233216
Long
DBT
UST
US
N
2
2024-06-25
None
0.00000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636CEL0
4000000.00000000
PA
USD
3987757.76000000
0.551291045948
Long
STIV
CORP
US
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
MUFG BANK LTD/NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
55380UVD6
5540000.00000000
PA
USD
5539516.14000000
0.765815235193
Long
STIV
CORP
JP
N
2
2024-10-25
Floating
5.56000000
N
N
N
N
N
N
Podium Funding Trust
N/A
Podium Funding Trust
73044DF35
3500000.00000000
PA
USD
3482205.09000000
0.481400476611
Long
STIV
CORP
CA
N
2
2024-06-03
None
0.00000000
N
N
N
N
N
N
Koch Industries Inc
5493005158BXZWGOX572
Koch Industries Inc
50000DF35
7290000.00000000
PA
USD
7253068.86000000
1.002706823938
Long
STIV
CORP
US
N
2
2024-06-03
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PNM4
7000000.00000000
PA
USD
6719782.79000000
0.928982226555
Long
STIV
CORP
US
N
2
2025-01-21
None
0.00000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
69350AEA2
10800000.00000000
PA
USD
10783670.62000000
1.490797940360
Long
STIV
CORP
US
N
2
2024-05-10
None
0.00000000
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
07787PG36
8000000.00000000
PA
USD
7922062.24000000
1.095192396631
Long
STIV
CORP
US
N
2
2024-07-03
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PPC4
2640000.00000000
PA
USD
2525567.62000000
0.349149296080
Long
STIV
CORP
US
N
2
2025-02-12
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FS1
17000000.00000000
PA
USD
16893098.05000000
2.335401058387
Long
DBT
UST
US
N
2
2024-06-13
None
0.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526LG35
8000000.00000000
PA
USD
7922773.36000000
1.095290706035
Long
STIV
CORP
DE
N
2
2024-07-03
None
0.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
9612C0L72
3970000.00000000
PA
USD
3858277.33000000
0.533390911090
Long
STIV
CORP
AU
N
2
2024-11-07
None
0.00000000
N
N
N
N
N
N
Mitsubishi HC Finance America LLC
3538008O2MCHLB9FAL82
Mitsubishi HC Finance America LLC
60678PEU9
5000000.00000000
PA
USD
4978192.00000000
0.688214490394
Long
STIV
CORP
US
N
2
2024-05-28
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JY4
15000000.00000000
PA
USD
14940712.50000000
2.065491816971
Long
DBT
UST
US
N
2
2024-05-28
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86564PNL1
2540000.00000000
PA
USD
2540377.88000000
0.351196753378
Long
STIV
CORP
JP
N
2
2024-07-22
Floating
5.53000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KL0
8000000.00000000
PA
USD
7836831.68000000
1.083409623605
Long
DBT
UST
US
N
2
2024-09-19
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC24
000000000
177.00000000
NC
USD
-513863.66000000
-0.07103952939
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Futures
CTZ4 Comdty
2024-12-06
7313318.66000000
USD
-513863.66000000
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank/New York NY
5006E0E93
7000000.00000000
PA
USD
6990669.42000000
0.966431184735
Long
STIV
CORP
US
N
2
2024-05-09
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA
N/A
BANK OF AMERICA
06051WFX7
4000000.00000000
PA
USD
4001414.88000000
0.553179086402
Long
STIV
CORP
US
N
2
2024-11-07
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Y52
13500000.00000000
PA
USD
13371665.63000000
1.848577565363
Long
DBT
UST
US
N
2
2024-07-05
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KM8
5000000.00000000
PA
USD
4893145.35000000
0.676457142166
Long
DBT
UST
US
N
2
2024-09-26
None
0.00000000
N
N
N
N
N
N
CREDIT INDL ET COML INSTL CTF
N/A
CREDIT INDL ET COML INSTL CTF
22536WEG7
3000000.00000000
PA
USD
2999940.21000000
0.414729348092
Long
STIV
CORP
FR
N
2
2024-06-17
Fixed
5.46000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89233GGV2
5680000.00000000
PA
USD
5604314.00000000
0.774773271806
Long
STIV
CORP
US
N
2
2024-07-29
None
0.00000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LLC6
2470000.00000000
PA
USD
2399097.93000000
0.331665383597
Long
STIV
CORP
FR
N
2
2024-11-12
None
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339MEL6
7500000.00000000
PA
USD
7477045.80000000
1.033670711153
Long
STIV
CORP
US
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G DEC24
000000000
493.00000000
NC
USD
-1482406.94000000
-0.20493663899
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSZ4 Comdty
2024-12-12
39542006.94000000
USD
-1482406.94000000
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KEG7
2750000.00000000
PA
USD
2743414.88000000
0.379265780343
Long
STIV
CORP
US
N
2
2024-05-16
None
0.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20272DGS3
4750000.00000000
PA
USD
4689217.81000000
0.648265001722
Long
STIV
CORP
AU
N
2
2024-07-26
None
0.00000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
92780JEA5
6150000.00000000
PA
USD
6140719.28000000
0.848929087093
Long
STIV
CORP
US
N
2
2024-05-10
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
55102359.55000000
NS
USD
55102359.55000000
7.617673705075
Long
STIV
RF
US
N
1
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co LLC
11042LG20
2500000.00000000
PA
USD
2476322.50000000
0.342341361560
Long
STIV
CORP
US
N
2
2024-07-02
None
0.00000000
N
N
N
N
N
N
Citigroup Global Markets Inc
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
17327AJP3
6670000.00000000
PA
USD
6523115.46000000
0.901793780168
Long
STIV
CORP
US
N
2
2024-09-23
None
0.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20272DJP6
6750000.00000000
PA
USD
6606044.03000000
0.913258312581
Long
STIV
CORP
AU
N
2
2024-09-23
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) JUL24
000000000
556.00000000
NC
USD
-948494.04000000
-0.13112538495
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Number 11 World Sugar Futures
SBN4 Comdty
2024-06-28
13035489.24000000
USD
-948494.04000000
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement
34411GE36
4000000.00000000
PA
USD
3998247.16000000
0.552741162190
Long
STIV
CORP
US
N
2
2024-05-03
None
0.00000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417JFB3
6000000.00000000
PA
USD
5962923.78000000
0.824349593288
Long
STIV
CORP
CA
N
2
2024-06-11
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA/New York NY
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA/New York NY
05586F6V4
6820000.00000000
PA
USD
6825057.64000000
0.943536039916
Long
STIV
CORP
FR
N
2
2024-08-08
Fixed
5.83000000
N
N
N
N
N
N
National Grid North America Inc
5Q3U0WRKWZZGRMPYFT08
National Grid North America Inc
63627AEL8
4250000.00000000
PA
USD
4236992.62000000
0.585746736320
Long
STIV
CORP
US
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KGR1
5250000.00000000
PA
USD
5180887.06000000
0.716236245566
Long
STIV
CORP
US
N
2
2024-07-25
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE JUL24
000000000
93.00000000
NC
USD
85333.13000000
0.011796952905
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC C Coffee Futures
KCN4 Comdty
2024-07-19
7470335.62000000
USD
85333.13000000
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251UE12
7100000.00000000
PA
USD
7098911.07000000
0.981395145947
Long
STIV
CORP
US
N
2
2024-05-01
None
0.00000000
N
N
N
N
N
N
ING US Funding LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
44988KLF4
2500000.00000000
PA
USD
2499921.45000000
0.345603818964
Long
STIV
CORP
US
N
2
2024-11-18
Variable
5.55000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50221FGC2
5000000.00000000
PA
USD
4944438.90000000
0.683548263676
Long
STIV
CORP
GB
N
2
2024-07-12
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE SEP24
000000000
1782.00000000
NC
USD
-4546488.55000000
-0.62853327081
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLU4 Comdty
2024-08-20
146946108.55000000
USD
-4546488.55000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE SEP24
000000000
84.00000000
NC
USD
-272636.15000000
-0.03769082209
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Cocoa Futures
CCU4 Comdty
2024-09-13
7668836.15000000
USD
-272636.15000000
N
N
N
WESTPAC BKING CORP N
N/A
WESTPAC BKING CORP N
96130AWU8
4250000.00000000
PA
USD
4244213.16000000
0.586744946163
Long
STIV
CORP
AU
N
2
2025-04-09
Fixed
5.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KF3
7500000.00000000
PA
USD
7447400.03000000
1.029572305850
Long
DBT
UST
US
N
2
2024-06-18
None
0.00000000
N
N
N
N
N
N
Credit Agricole Corporate and Investment Bank/New York
254900BN8XS34XZDJ223
Credit Agricole Corporate and Investment Bank/New York
22533THP4
5550000.00000000
PA
USD
5455994.04000000
0.754268649708
Long
STIV
CORP
FR
N
2
2024-08-23
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR MAR25
000000000
667.00000000
NC
USD
235604.98000000
0.032571415735
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGH25 Comdty
2025-02-26
21395205.02000000
USD
235604.98000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE DEC25
000000000
1419.00000000
NC
USD
-333308.89000000
-0.04607857790
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Futures
C Z5 Comdty
2025-12-12
34726321.39000000
USD
-333308.89000000
N
N
N
Massachusetts Mutual Life Insurance Co
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
57576JF31
5000000.00000000
PA
USD
4974764.45000000
0.687740645758
Long
STIV
CORP
US
N
2
2024-06-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797GL5
12500000.00000000
PA
USD
12270033.00000000
1.696281402608
Long
DBT
UST
US
N
2
2024-09-05
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT JUL24
000000000
246.00000000
NC
USD
481245.02000000
0.066530137084
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Futures
KWN4 Comdty
2024-07-12
7332329.98000000
USD
481245.02000000
N
N
N
ING US Funding LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
4497W0J66
1620000.00000000
PA
USD
1588629.79000000
0.219621509445
Long
STIV
CORP
US
N
2
2024-09-06
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE DEC25
000000000
154.00000000
NC
USD
5630019.25000000
0.778326916488
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Futures
LPZ25 Comdty
2025-12-15
33239580.75000000
USD
5630019.25000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FH5
12000000.00000000
PA
USD
11973611.64000000
1.655302373431
Long
DBT
UST
US
N
2
2024-05-16
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KK2
8000000.00000000
PA
USD
7845056.32000000
1.084546646128
Long
DBT
UST
US
N
2
2024-09-12
None
0.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26244HEH2
6900000.00000000
PA
USD
6882108.51000000
0.951423087146
Long
STIV
CORP
US
N
2
2024-05-17
None
0.00000000
N
N
N
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Group Ltd
8796VQF40
3500000.00000000
PA
USD
3481607.99000000
0.481317930001
Long
STIV
CORP
AU
N
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
40435RSR3
3000000.00000000
PA
USD
3000920.10000000
0.414864813839
Long
STIV
CORP
US
N
2
2024-11-25
Fixed
5.79000000
N
N
N
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co LLC
11042LJ50
1710000.00000000
PA
USD
1676886.29000000
0.231822606183
Long
STIV
CORP
US
N
2
2024-09-05
None
0.00000000
N
N
N
N
N
N
Concord Minutemen Capital Co LLC
549300B4YYZ4SNU1JB49
Concord Minutemen Capital Co LLC
20632KM63
2950000.00000000
PA
USD
2852391.61000000
0.394331363330
Long
STIV
CORP
US
N
2
2024-12-06
None
0.00000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XP67
4000000.00000000
PA
USD
3990860.80000000
0.551720028417
Long
STIV
CORP
NL
N
2
2025-02-05
Fixed
5.27000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP Financial Inc
12509RF71
1081000.00000000
PA
USD
1074897.64000000
0.148600160768
Long
STIV
CORP
CA
N
2
2024-06-07
None
0.00000000
N
N
N
N
N
N
Komatsu Finance America Inc
549300SRAAFEEQ8Z4D68
Komatsu Finance America Inc
50045VGH0
5320000.00000000
PA
USD
5258217.08000000
0.726926801556
Long
STIV
CORP
US
N
2
2024-07-17
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT OCT24
000000000
296.00000000
NC
USD
-652222.90000000
-0.09016712307
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBV4 Comdty
2024-09-30
29597648.50000000
USD
-652222.90000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR JUN24
000000000
439.00000000
NC
USD
-2263996.27000000
-0.31298813690
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCM4 Comdty
2024-06-28
32989606.27000000
USD
-2263996.27000000
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank/New York NY
5006E0GG5
1500000.00000000
PA
USD
1482739.17000000
0.204982568424
Long
STIV
CORP
US
N
2
2024-07-16
None
0.00000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23336GEA5
6000000.00000000
PA
USD
5990528.94000000
0.828165892684
Long
STIV
CORP
US
N
2
2024-05-10
None
0.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
N/A
BANK OF NOVA SCOTIA
06417M5S0
3510000.00000000
PA
USD
3513160.90000000
0.485679989535
Long
STIV
CORP
CA
N
2
2024-11-08
Fixed
5.80000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LGS7
1750000.00000000
PA
USD
1727407.80000000
0.238806996351
Long
STIV
CORP
FR
N
2
2024-07-26
None
0.00000000
N
N
N
N
N
N
BANK OF MONTREAL
N/A
BANK OF MONTREAL
06367DED3
5120000.00000000
PA
USD
5124195.84000000
0.708398918463
Long
STIV
CORP
CA
N
2
2024-11-08
Fixed
5.80000000
N
N
N
N
N
N
MIZUHO BANK LTD/NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60710TQM6
5000000.00000000
PA
USD
4999894.55000000
0.691214778327
Long
STIV
CORP
JP
N
2
2024-11-06
Floating
5.57000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636CF70
4216000.00000000
PA
USD
4191188.54000000
0.579414511373
Long
STIV
CORP
US
N
2
2024-06-07
None
0.00000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50221FE18
8000000.00000000
PA
USD
7998797.12000000
1.105800676974
Long
STIV
CORP
GB
N
2
2024-05-01
None
0.00000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842JEW5
6370000.00000000
PA
USD
6340432.56000000
0.876538623491
Long
STIV
CORP
US
N
2
2024-05-30
None
0.00000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960JH99
6530000.00000000
PA
USD
6433466.81000000
0.889400224441
Long
STIV
CORP
SE
N
2
2024-08-09
None
0.00000000
N
N
N
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343BEE3
6000000.00000000
PA
USD
5986966.86000000
0.827673449831
Long
STIV
CORP
US
N
2
2024-05-14
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KV8
5000000.00000000
PA
USD
4873408.35000000
0.673728583404
Long
DBT
UST
US
N
2
2024-10-24
None
0.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571BF65
6930000.00000000
PA
USD
6892058.46000000
0.952798626653
Long
STIV
CORP
FR
N
2
2024-06-06
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565F7F3
4140000.00000000
PA
USD
4140531.12000000
0.572411332208
Long
STIV
CORP
JP
N
2
2025-03-18
Floating
5.66000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253AGW4
3000000.00000000
PA
USD
2959884.18000000
0.409191767325
Long
STIV
CORP
AU
N
2
2024-07-30
None
0.00000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63975UE73
1800000.00000000
PA
USD
1798134.50000000
0.248584670614
Long
STIV
CORP
US
N
2
2024-05-07
None
0.00000000
N
N
N
N
N
N
Brookfield Corporate Treasury Ltd
N/A
Brookfield Corporate Treasury Ltd
11271EE79
3000000.00000000
PA
USD
2996686.68000000
0.414279561002
Long
STIV
CORP
CA
N
2
2024-05-07
None
0.00000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
95001KPH1
5000000.00000000
PA
USD
5007409.00000000
0.692253620015
Long
STIV
CORP
US
N
2
2024-09-04
Floating
5.92000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CATTLE FEEDER FUT AUG24
000000000
111.00000000
NC
USD
332917.94000000
0.046024530677
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Feeder Cattle Futures
FCQ4 Comdty
2024-08-29
13847332.06000000
USD
332917.94000000
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JE89
4000000.00000000
PA
USD
3995188.32000000
0.552318290189
Long
STIV
CORP
US
N
2
2024-05-08
None
0.00000000
N
N
N
N
N
N
Citigroup Global Markets Inc
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
17327AJG3
5000000.00000000
PA
USD
4895170.85000000
0.676737159178
Long
STIV
CORP
US
N
2
2024-09-16
None
0.00000000
N
N
N
N
N
N
ING US Funding LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
45685QKQ1
5800000.00000000
PA
USD
5646038.54000000
0.780541517191
Long
STIV
CORP
US
N
2
2024-10-24
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565F5Z1
4090000.00000000
PA
USD
4090088.55000000
0.565437855170
Long
STIV
CORP
JP
N
2
2024-08-06
Floating
5.49000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JX6
3000000.00000000
PA
USD
2991216.66000000
0.413523353321
Long
DBT
UST
US
N
2
2024-05-21
None
0.00000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR DEC24
000000000
163.00000000
NC
USD
4224383.18000000
0.584003533301
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Futures
GCZ4 Comdty
2024-12-27
34390316.82000000
USD
4224383.18000000
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
95001KMQ4
4000000.00000000
PA
USD
4004214.40000000
0.553566108483
Long
STIV
CORP
US
N
2
2024-07-08
Floating
5.96000000
N
N
N
N
N
N
Henkel of America Inc
549300H53PJZUVSNX797
Henkel of America Inc
42550LEP0
4500000.00000000
PA
USD
4484793.15000000
0.620004136491
Long
STIV
CORP
US
N
2
2024-05-23
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE DEC24
000000000
86.00000000
NC
USD
399292.25000000
0.055200504992
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXZ4 Comdty
2024-12-16
5921707.75000000
USD
399292.25000000
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MF49
5970000.00000000
PA
USD
5937651.44000000
0.820855796626
Long
STIV
CORP
US
N
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05970RKB0
6000000.00000000
PA
USD
5852108.46000000
0.809029832824
Long
STIV
CORP
ES
N
2
2024-10-11
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KD8
3000000.00000000
PA
USD
2947691.25000000
0.407506145094
Long
DBT
UST
US
N
2
2024-08-29
None
0.00000000
N
N
N
N
N
N
MIZUHO BK LTD NEW YORK BRH INS
N/A
MIZUHO BK LTD NEW YORK BRH INS
60710TLC3
6500000.00000000
PA
USD
6500561.15000000
0.898675739931
Long
STIV
CORP
US
N
2
2024-06-07
Fixed
5.57000000
N
N
N
N
N
N
Alinghi Funding Co LLC
549300VRDDZC1N8S3N22
Alinghi Funding Co LLC
01626FFJ2
6560000.00000000
PA
USD
6511798.89000000
0.900229311089
Long
STIV
CORP
US
N
2
2024-06-18
None
0.00000000
N
N
N
N
N
N
BofA Securities Inc
549300HN4UKV1E2R3U73
BofA Securities Inc
06054NLF6
4950000.00000000
PA
USD
4801820.22000000
0.663831820000
Long
STIV
CORP
US
N
2
2024-11-15
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565F7M8
2780000.00000000
PA
USD
2781381.66000000
0.384514530923
Long
STIV
CORP
JP
N
2
2024-09-27
Floating
5.57000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
90477DEL6
4000000.00000000
PA
USD
3988175.20000000
0.551348755305
Long
STIV
CORP
US
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA N/A
N/A
BANK OF AMERICA N/A
06050FKP6
2250000.00000000
PA
USD
2249799.75000000
0.311025526623
Long
STIV
CORP
US
N
2
2024-08-13
Variable
5.46000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LF66
2000000.00000000
PA
USD
1989029.50000000
0.274975116211
Long
STIV
CORP
FR
N
2
2024-06-06
None
0.00000000
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
07787PE38
2500000.00000000
PA
USD
2498871.13000000
0.345458616560
Long
STIV
CORP
US
N
2
2024-05-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KA4
5000000.00000000
PA
USD
4794944.25000000
0.662881245536
Long
DBT
UST
US
N
2
2025-02-20
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JUL24
000000000
1797.00000000
NC
USD
-4966042.51000000
-0.68653487356
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
CON4 Comdty
2024-05-31
160101052.51000000
USD
-4966042.51000000
N
N
N
Wisconsin Electric Power Co
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
97665RE65
2275000.00000000
PA
USD
2272942.22000000
0.314224877552
Long
STIV
CORP
US
N
2
2024-05-06
None
0.00000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17277AEL7
2720000.00000000
PA
USD
2711961.64000000
0.374917499775
Long
STIV
CORP
US
N
2
2024-05-20
None
0.00000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME LEAD FUTURE JUN24
000000000
74.00000000
NC
USD
108922.75000000
0.015058120474
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Lead Futures
LLM4 Comdty
2024-06-17
3976635.75000000
USD
108922.75000000
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JG87
7150000.00000000
PA
USD
7073229.23000000
0.977844737600
Long
STIV
CORP
US
N
2
2024-07-08
None
0.00000000
N
N
N
N
N
N
CANADIAN IMP BK COMM NY
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce/New York NY
13606KZK5
5000000.00000000
PA
USD
5006713.65000000
0.692157490748
Long
STIV
CORP
CA
N
2
2024-07-22
Floating
5.96000000
N
N
N
N
N
N
ING US Funding LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
4497W0J33
2025000.00000000
PA
USD
1986684.98000000
0.274650996001
Long
STIV
CORP
US
N
2
2024-09-03
None
0.00000000
N
N
N
N
N
N
STANDARD CHRTRD BNKN
N/A
STANDARD CHRTRD BNKN
85325VGR5
5500000.00000000
PA
USD
5504527.66000000
0.760978222291
Long
STIV
CORP
US
N
2
2024-07-24
Fixed
6.07000000
N
N
N
N
N
N
Ionic Funding LLC
2549003T8ZP164671925
Ionic Funding LLC
46221TFB3
5960000.00000000
PA
USD
5922424.17000000
0.818750689417
Long
STIV
CORP
US
N
2
2024-06-11
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE SEP24
000000000
403.00000000
NC
USD
-295014.61000000
-0.04078455179
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S U4 Comdty
2024-09-13
23603527.11000000
USD
-295014.61000000
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank/New York NY
5006E0JJ6
1370000.00000000
PA
USD
1341131.81000000
0.185405935562
Long
STIV
CORP
US
N
2
2024-09-18
None
0.00000000
N
N
N
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co LLC
11042LFQ8
3000000.00000000
PA
USD
2975211.81000000
0.411310748889
Long
STIV
CORP
US
N
2
2024-06-24
None
0.00000000
N
N
N
N
N
N
2024-05-30
iShares U.S. ETF Trust
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer