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