0001752724-24-294765.txt : 20241226
0001752724-24-294765.hdr.sgml : 20241226
20241226105205
ACCESSION NUMBER: 0001752724-24-294765
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20241031
FILED AS OF DATE: 20241226
DATE AS OF CHANGE: 20241226
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: 241578534
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
S000064843
iShares Commodity Curve Carry Strategy ETF
C000209927
iShares Commodity Curve Carry Strategy ETF
CCRV
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001524513
XXXXXXXX
S000064843
C000209927
iShares U.S. ETF Trust
811-22649
0001524513
5493002YECWEEITPWL97
400 HOWARD STREET
SAN FRANCISCO
94105
800-474-2737
iShares Commodity Curve Carry Strategy ETF
S000064843
549300JIZIQP555KVM26
2024-10-31
2024-10-31
N
44156553.27
534284.82
43622268.45
0.00000000
7997777.90000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
677522.51000000
USD
N
ICE BofA Commodity Enhanced Carry Total Return Index
MLCX3CRT
ING (US) FUNDING LLC
254900QX5Y2ZDZ6XBT08
ING US Funding LLC
44988GEE4
340000.00000000
PA
USD
340033.37000000
0.779494927893
Long
STIV
CORP
US
N
2
2024-11-25
Floating
5.57000000
N
N
N
N
N
N
MITSUBISHI UFJ TR&BK NY
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp/NY
60683DYL7
290000.00000000
PA
USD
290252.94000000
0.665377914339
Long
STIV
CORP
JP
N
2
2025-07-01
Floating
5.22000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KPJ9
250000.00000000
PA
USD
246465.49000000
0.564999250973
Long
STIV
CORP
US
N
2
2025-02-18
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797HP5
500000.00000000
PA
USD
498212.41000000
1.142105689829
Long
DBT
UST
US
N
2
2024-11-29
None
0.00000000
N
N
N
N
N
N
Britannia Funding Co LLC
549300X2ZBE7GS6QP587
Britannia Funding Co LLC
11042LLR9
300000.00000000
PA
USD
298996.41000000
0.685421507464
Long
STIV
CORP
US
N
2
2024-11-25
None
0.00000000
N
N
N
N
N
N
SWEDBANK AB PUBL IAM COML PAPE
N/A
SWEDBANK AB PUBL IAM COML PAPE
87020YCZ9
260000.00000000
PA
USD
259989.96000000
0.596002842671
Long
STIV
CORP
SE
N
2
2025-10-01
Variable
5.17000000
N
N
N
N
N
N
Overwatch Alpha Funding LLC
254900B3TINYQPJOZP37
Overwatch Alpha Funding LLC
69039TM52
460000.00000000
PA
USD
457866.75000000
1.049617010460
Long
STIV
CORP
US
N
2
2024-12-05
None
0.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
71708EL11
250000.00000000
PA
USD
249966.73000000
0.573025518575
Long
STIV
CORP
US
N
2
2024-11-01
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
11020000.00000000
NS
USD
11020000.00000000
25.26232676925
Long
STIV
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797LP0
250000.00000000
PA
USD
248694.15000000
0.570108247087
Long
DBT
UST
US
N
2
2024-12-12
None
0.00000000
N
N
N
N
N
N
WESTPAC BKING CORP N
N/A
WESTPAC BKING CORP N
96130AWL8
370000.00000000
PA
USD
370378.90000000
0.849059237771
Long
STIV
CORP
AU
N
2
2025-01-28
Fixed
5.35000000
N
N
N
N
N
N
Komatsu Finance America Inc
549300SRAAFEEQ8Z4D68
Komatsu Finance America Inc
50045VNG4
470000.00000000
PA
USD
465338.19000000
1.066744592921
Long
STIV
CORP
US
N
2
2025-01-16
None
0.00000000
N
N
N
N
N
N
Lime Funding LLC
N/A
Lime Funding LLC
53262QL10
500000.00000000
PA
USD
499932.90000000
1.146049753402
Long
STIV
CORP
US
N
2
2024-11-01
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PNM4
300000.00000000
PA
USD
296743.69000000
0.680257356033
Long
STIV
CORP
US
N
2
2025-01-21
None
0.00000000
N
N
N
N
N
N
MUFG BK LTD
N/A
MUFG BK LTD
55380USH1
250000.00000000
PA
USD
250148.90000000
0.573443126385
Long
STIV
CORP
JP
N
2
2025-01-10
Fixed
5.24000000
N
N
N
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636CL73
500000.00000000
PA
USD
499520.70000000
1.145104823176
Long
STIV
CORP
US
N
2
2024-11-07
None
0.00000000
N
N
N
N
N
N
STANDARD CHRTRD BNKN
N/A
STANDARD CHRTRD BNKN
85325VKN9
250000.00000000
PA
USD
250118.37000000
0.573373139195
Long
STIV
CORP
US
N
2
2025-01-08
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797MK0
500000.00000000
PA
USD
493601.11000000
1.131534712748
Long
DBT
UST
US
N
2
2025-02-13
None
0.00000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69372ANG3
500000.00000000
PA
USD
494932.26000000
1.134586250523
Long
STIV
CORP
US
N
2
2025-01-16
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA/New York NY
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA/New York NY
05593DCF8
260000.00000000
PA
USD
259201.80000000
0.594196059054
Long
STIV
CORP
FR
N
2
2025-10-02
Fixed
4.20000000
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
07787PLT3
500000.00000000
PA
USD
498190.38000000
1.142055188099
Long
STIV
CORP
US
N
2
2024-11-27
None
0.00000000
N
N
N
N
N
N
Mitsubishi HC Finance America LLC
3538008O2MCHLB9FAL82
Mitsubishi HC Finance America LLC
60678PL56
500000.00000000
PA
USD
499655.26000000
1.145413289482
Long
STIV
CORP
US
N
2
2024-11-05
None
0.00000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279GM61
500000.00000000
PA
USD
497577.00000000
1.140649071403
Long
STIV
CORP
US
N
2
2024-12-06
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PS15
250000.00000000
PA
USD
244099.58000000
0.559575621977
Long
STIV
CORP
US
N
2
2025-05-01
None
0.00000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
59501QLM2
250000.00000000
PA
USD
249265.73000000
0.571418541164
Long
STIV
CORP
US
N
2
2024-11-21
None
0.00000000
N
N
N
N
N
N
Paradelle Funding LLC
N/A
Paradelle Funding LLC
69901MSW7
320000.00000000
PA
USD
311574.76000000
0.714256206912
Long
STIV
CORP
US
N
2
2025-05-30
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797LN5
500000.00000000
PA
USD
487049.74000000
1.116516305332
Long
DBT
UST
US
N
2
2025-06-12
None
0.00000000
N
N
N
N
N
N
Koch Cos LLC
254900WKZPXRVIUE5K81
Koch Cos LLC
50000ML53
500000.00000000
PA
USD
499666.87000000
1.145439904329
Long
STIV
CORP
US
N
2
2024-11-05
None
0.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
74271TQS5
430000.00000000
PA
USD
422175.75000000
0.967798706946
Long
STIV
CORP
US
N
2
2025-03-26
None
0.00000000
N
N
N
N
N
N
MUFG BK LTD
N/A
MUFG BK LTD
55380UUF2
250000.00000000
PA
USD
250456.90000000
0.574149187787
Long
STIV
CORP
JP
N
2
2025-03-06
Fixed
5.39000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253ATS9
250000.00000000
PA
USD
242702.55000000
0.556373060420
Long
STIV
CORP
AU
N
2
2025-06-26
None
0.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
254900BN8XS34XZDJ223
Credit Agricole Corporate and Investment Bank/New York
22532XZF8
350000.00000000
PA
USD
350053.03000000
0.802464068096
Long
STIV
CORP
FR
N
2
2025-06-20
Floating
5.10000000
N
N
N
N
N
N
Brookfield Corporate Treasury Ltd
N/A
Brookfield Corporate Treasury Ltd
11271EL14
500000.00000000
PA
USD
499928.30000000
1.146039208330
Long
STIV
CORP
CA
N
2
2024-11-01
None
0.00000000
N
N
N
N
N
N
Korea Development Bank/New York NY
549300ML2LNRZUCS7149
Korea Development Bank/New York NY
5006E0R99
390000.00000000
PA
USD
382205.78000000
0.876171262019
Long
STIV
CORP
US
N
2
2025-04-09
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
07787PL63
250000.00000000
PA
USD
249794.70000000
0.572631155773
Long
STIV
CORP
US
N
2
2024-11-06
None
0.00000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL LTD
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182HJT0
280000.00000000
PA
USD
280004.16000000
0.641883537810
Long
STIV
CORP
AU
N
2
2024-11-04
Floating
5.57000000
N
N
N
N
N
N
SWEDBANK
M312WZV08Y7LYUC71685
Swedbank AB
87020YAB4
250000.00000000
PA
USD
250130.51000000
0.573400969018
Long
STIV
CORP
SE
N
2
2025-02-05
Floating
5.64000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20272DL81
250000.00000000
PA
USD
249734.80000000
0.572493840585
Long
STIV
CORP
AU
N
2
2024-11-08
None
0.00000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LLR3
250000.00000000
PA
USD
249177.18000000
0.571215548511
Long
STIV
CORP
FR
N
2
2024-11-25
None
0.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434PUR5
250000.00000000
PA
USD
241351.61000000
0.553276155907
Long
STIV
CORP
US
N
2
2025-07-25
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JR9
350000.00000000
PA
USD
346420.72000000
0.794137334689
Long
DBT
UST
US
N
2
2025-01-23
None
0.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
05526LMW4
500000.00000000
PA
USD
496058.34000000
1.137167684364
Long
STIV
CORP
DE
N
2
2024-12-30
None
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LTC5
570000.00000000
PA
USD
554106.91000000
1.270238641154
Long
STIV
CORP
CA
N
2
2025-06-12
None
0.00000000
N
N
N
N
N
N
BofA Securities Inc
549300HN4UKV1E2R3U73
BofA Securities Inc
06054NUR0
320000.00000000
PA
USD
309430.84000000
0.709341469379
Long
STIV
CORP
US
N
2
2025-07-25
None
0.00000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
Nestle Finance International Ltd
64106GMG5
420000.00000000
PA
USD
417505.57000000
0.957092752933
Long
STIV
CORP
LU
N
2
2024-12-16
None
0.00000000
N
N
N
N
N
N
COMMONWEALTH BK AUSTRALI
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20272A4D5
370000.00000000
PA
USD
370007.55000000
0.848207952376
Long
STIV
CORP
AU
N
2
2024-11-07
Floating
5.54000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XP67
250000.00000000
PA
USD
250260.16000000
0.573698179604
Long
STIV
CORP
NL
N
2
2025-02-05
Fixed
5.27000000
N
N
N
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Group Ltd
8796VQMH3
420000.00000000
PA
USD
417400.54000000
0.956851981410
Long
STIV
CORP
AU
N
2
2024-12-17
None
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307LPR6
270000.00000000
PA
USD
265946.30000000
0.609657199062
Long
STIV
CORP
CA
N
2
2025-02-25
None
0.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417LYZ4
250000.00000000
PA
USD
250117.12000000
0.573370273686
Long
STIV
CORP
CA
N
2
2025-02-06
Floating
5.63000000
N
N
N
N
N
N
Podium Funding Trust
N/A
Podium Funding Trust
73044DTG1
360000.00000000
PA
USD
349761.43000000
0.801795602172
Long
STIV
CORP
CA
N
2
2025-06-16
None
0.00000000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
Mars Inc
57167EMK1
420000.00000000
PA
USD
417329.17000000
0.956688372312
Long
STIV
CORP
US
N
2
2024-12-19
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797ML8
500000.00000000
PA
USD
492778.24000000
1.129648359678
Long
DBT
UST
US
N
2
2025-02-27
None
0.00000000
N
N
N
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
8010M2MP4
280000.00000000
PA
USD
278075.47000000
0.637462195068
Long
STIV
CORP
FR
N
2
2024-12-23
None
0.00000000
N
N
N
N
N
N
LLOYDS BANK CORPORATE
N/A
LLOYDS BANK CORPORATE
53947B2A7
310000.00000000
PA
USD
311062.04000000
0.713080843919
Long
STIV
CORP
GB
N
2
2025-07-25
Fixed
5.10000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
1730QPBF3
500000.00000000
PA
USD
500129.11000000
1.146499546609
Long
STIV
CORP
US
N
2
2025-01-24
Floating
5.62000000
N
N
N
N
N
N
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NVX5
400000.00000000
PA
USD
400131.64000000
0.917264631615
Long
STIV
CORP
US
N
2
2025-03-03
Floating
5.62000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253AN63
250000.00000000
PA
USD
247873.37000000
0.568226685148
Long
STIV
CORP
AU
N
2
2025-01-06
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565GBY5
270000.00000000
PA
USD
270006.02000000
0.618963730209
Long
STIV
CORP
JP
N
2
2024-11-07
Floating
5.06000000
N
N
N
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
TRSWAP: MLCX3CRT INDEX
000000000
29420172.80000000
OU
Notional Amount
USD
-77441.07000000
-0.17752646240
N/A
DCO
US
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
ICE BofA Commodity Enhanced Carry Total Return Index
MLCX3CRT
LME COPPER DEC 25
4421409.83000000
USD
-11638.23000000
USD
COFFEE MAY 25
1114913.06000000
USD
-2934.72000000
USD
LME ZINC DEC 25
876633.49000000
USD
-2307.51000000
USD
LME PRI ALUM DEC 25
1279649.55000000
USD
-3368.35000000
USD
BRENT CRUDE (ICE) DEC 25
7319007.09000000
USD
-19265.41000000
USD
LIVE CATTLE JUN 25
735430.78000000
USD
-1935.83000000
USD
WTI CRUDE DEC 25
2020963.77000000
USD
-5319.67000000
USD
LIVE CATTLE APR 25
1159038.90000000
USD
-3050.89000000
USD
SOYBEAN NOV 25
2403387.78000000
USD
-6326.30000000
USD
GAS OIL DEC 25
3697745.95000000
USD
-9733.37000000
USD
SUGAR #11 OCT 25
2306310.92000000
USD
-6070.77000000
USD
GASOLINE RBOB JUN 25
2085681.68000000
USD
-5490.02000000
USD
Y
equity-performance leg
2025-08-29
0.00000000
USD
0.00000000
USD
29420172.80000000
USD
-77441.07000000
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp
78109FLF7
500000.00000000
PA
USD
498971.67000000
1.143846222880
Long
STIV
CORP
US
N
2
2024-11-15
None
0.00000000
N
N
N
N
N
N
BANK OF MONTREAL
N/A
BANK OF MONTREAL
06367DFV2
250000.00000000
PA
USD
250140.22000000
0.573423228291
Long
STIV
CORP
CA
N
2
2024-12-09
Fixed
5.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TRSWAP: MLCX3CRT INDEX
000000000
12928263.92000000
OU
Notional Amount
USD
-33358.43000000
-0.07647110337
N/A
DCO
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
ICE BofA Commodity Enhanced Carry Total Return Index
MLCX3CRT
SOYBEAN NOV 25
1056133.55000000
USD
-2725.11000000
USD
LME PRI ALUM DEC 25
562323.25000000
USD
-1450.95000000
USD
WTI CRUDE DEC 25
888082.92000000
USD
-2291.49000000
USD
LIVE CATTLE APR 25
509322.68000000
USD
-1314.18000000
USD
COFFEE MAY 25
489932.21000000
USD
-1264.16000000
USD
BRENT CRUDE (ICE) DEC 25
3216230.44000000
USD
-8298.75000000
USD
GAS OIL DEC 25
1624920.28000000
USD
-4192.74000000
USD
GASOLINE RBOB JUN 25
916522.26000000
USD
-2364.88000000
USD
SUGAR #11 OCT 25
1013474.54000000
USD
-2615.04000000
USD
LME ZINC DEC 25
385223.74000000
USD
-993.98000000
USD
LME COPPER DEC 25
1942923.77000000
USD
-5013.27000000
USD
LIVE CATTLE JUN 25
323174.28000000
USD
-833.88000000
USD
Y
equity-performance leg
2025-08-29
0.00000000
USD
0.00000000
USD
12928263.92000000
USD
-33358.43000000
N
N
N
Volkswagen Financial Services
549300UUPJ2NXDB68M19
Volkswagen Financial Services
91842JLE7
500000.00000000
PA
USD
499045.47000000
1.144015402527
Long
STIV
CORP
US
N
2
2024-11-14
None
0.00000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
7562E0MJ2
450000.00000000
PA
USD
447022.80000000
1.024758261969
Long
STIV
CORP
GB
N
2
2024-12-18
None
0.00000000
N
N
N
N
N
N
Pure Grove Funding
5493001D6K5CFMBUWV36
Pure Grove Funding
74625TWS1
280000.00000000
PA
USD
268691.27000000
0.615949787911
Long
STIV
CORP
US
N
2
2025-09-26
None
0.00000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906ETQ5
250000.00000000
PA
USD
242757.97000000
0.556500105624
Long
STIV
CORP
GB
N
2
2025-06-24
None
0.00000000
N
N
N
N
N
N
MIZUHO BANK LTD/NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60710TLY5
250000.00000000
PA
USD
250135.65000000
0.573412751990
Long
STIV
CORP
JP
N
2
2025-01-10
Floating
5.22000000
N
N
N
N
N
N
Penske Truck Leasing Co LP
549300ZX07JYMI8GHQ39
Penske Truck Leasing Co LP
70962AL87
250000.00000000
PA
USD
249721.56000000
0.572463489115
Long
STIV
CORP
US
N
2
2024-11-08
None
0.00000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959TBF2
250000.00000000
PA
USD
250148.13000000
0.573441361232
Long
STIV
CORP
SE
N
2
2025-02-06
Floating
5.11000000
N
N
N
N
N
N
Penske Truck Leasing Co LP
549300ZX07JYMI8GHQ39
Penske Truck Leasing Co LP
70962AL61
500000.00000000
PA
USD
499582.74000000
1.145247044116
Long
STIV
CORP
US
N
2
2024-11-06
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K0X80
290000.00000000
PA
USD
278129.26000000
0.637585503648
Long
STIV
CORP
NO
N
2
2025-10-08
None
0.00000000
N
N
N
N
N
N
Mitsubishi Corp Americas
54930023GFE40WUY2P08
Mitsubishi Corp Americas
60676MLR7
500000.00000000
PA
USD
498355.52000000
1.142433756216
Long
STIV
CORP
US
N
2
2024-11-25
None
0.00000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665JN63
500000.00000000
PA
USD
495519.07000000
1.135931457961
Long
STIV
CORP
US
N
2
2025-01-06
None
0.00000000
N
N
N
N
N
N
Alinghi Funding Co LLC
549300VRDDZC1N8S3N22
Alinghi Funding Co LLC
01626FN87
320000.00000000
PA
USD
317119.79000000
0.726967673319
Long
STIV
CORP
US
N
2
2025-01-08
None
0.00000000
N
N
N
N
N
N
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
TRSWAP: MLCX3CRT INDEX
000000000
1077902.28000000
OU
Notional Amount
USD
-42690.30000000
-0.09786354886
N/A
DCO
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
ICE BofA Commodity Enhanced Carry Total Return Index
MLCX3CRT
GASOLINE RBOB JUN 25
76415.63000000
USD
-3026.44000000
USD
LME COPPER DEC 25
161992.51000000
USD
-6415.71000000
USD
BRENT CRUDE (ICE) DEC 25
268155.27000000
USD
-10620.28000000
USD
GAS OIL DEC 25
135478.77000000
USD
-5365.63000000
USD
SOYBEAN NOV 25
88055.81000000
USD
-3487.45000000
USD
SUGAR #11 OCT 25
84499.09000000
USD
-3346.58000000
USD
LME ZINC DEC 25
32118.28000000
USD
-1272.04000000
USD
LIVE CATTLE APR 25
42465.11000000
USD
-1681.85000000
USD
LME PRI ALUM DEC 25
46884.06000000
USD
-1856.84000000
USD
LIVE CATTLE JUN 25
26944.86000000
USD
-1067.15000000
USD
COFFEE MAY 25
40848.41000000
USD
-1617.80000000
USD
WTI CRUDE DEC 25
74044.48000000
USD
-2932.53000000
USD
Y
equity-performance leg
2025-08-29
0.00000000
USD
0.00000000
USD
1077902.28000000
USD
-42690.30000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797MS3
1500000.00000000
PA
USD
1442868.54000000
3.307642154496
Long
DBT
UST
US
N
2
2025-10-02
None
0.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
71708EN76
420000.00000000
PA
USD
416303.60000000
0.954337348313
Long
STIV
CORP
US
N
2
2025-01-07
None
0.00000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
Queensland Treasury Corp
74830RQJ3
250000.00000000
PA
USD
245658.75000000
0.563149874430
Long
STIV
NUSS
AU
N
2
2025-03-18
None
0.00000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
50244LQL1
290000.00000000
PA
USD
284857.33000000
0.653008979408
Long
STIV
CORP
FR
N
2
2025-03-20
None
0.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26244HLD3
500000.00000000
PA
USD
499122.14000000
1.144191161383
Long
STIV
CORP
US
N
2
2024-11-13
None
0.00000000
N
N
N
N
N
N
CREDIT INDL ET COML INSTL CTF
N/A
CREDIT INDL ET COML INSTL CTF
22536WEV4
250000.00000000
PA
USD
250255.04000000
0.573686442480
Long
STIV
CORP
FR
N
2
2025-02-04
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KJ5
500000.00000000
PA
USD
491543.77000000
1.126818451826
Long
DBT
UST
US
N
2
2025-03-20
None
0.00000000
N
N
N
N
N
N
Westpac Securities NZ Ltd/London
549300W0N3O6Q4RCKE25
Westpac Securities NZ Ltd/London
96122GNQ4
270000.00000000
PA
USD
267033.50000000
0.612149504114
Long
STIV
CORP
NZ
N
2
2025-01-24
None
0.00000000
N
N
N
N
N
N
Toyota Industries Commercial Finance Inc
54930085LCL2BOXUSV19
Toyota Industries Commercial Finance Inc
89232LLN4
400000.00000000
PA
USD
398836.17000000
0.914294886927
Long
STIV
CORP
US
N
2
2024-11-22
None
0.00000000
N
N
N
N
N
N
Washington Morgan Capital Co LLC
2549001B50UEKC5ND641
Washington Morgan Capital Co LLC
93930LPE7
370000.00000000
PA
USD
364948.83000000
0.836611306489
Long
STIV
CORP
US
N
2
2025-02-14
None
0.00000000
N
N
N
N
N
N
Pure Grove Funding
5493001D6K5CFMBUWV36
Pure Grove Funding
74625TLT1
420000.00000000
PA
USD
418491.89000000
0.959353799951
Long
STIV
CORP
US
N
2
2024-11-27
None
0.00000000
N
N
N
N
N
N
Paradelle Funding LLC
N/A
Paradelle Funding LLC
69901MWQ5
280000.00000000
PA
USD
268754.36000000
0.616094415878
Long
STIV
CORP
US
N
2
2025-09-24
None
0.00000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50221FNE0
500000.00000000
PA
USD
495062.50000000
1.134884813630
Long
STIV
CORP
GB
N
2
2025-01-14
None
0.00000000
N
N
N
N
N
N
Lloyds Bank Corporate Markets PLC/New York NY
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets PLC/New York NY
53948AP39
400000.00000000
PA
USD
395109.96000000
0.905752896488
Long
STIV
CORP
GB
N
2
2025-02-03
None
0.00000000
N
N
N
N
N
N
2024-11-29
iShares U.S. ETF Trust
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer