0001752724-24-147824.txt : 20240627 0001752724-24-147824.hdr.sgml : 20240627 20240627110821 ACCESSION NUMBER: 0001752724-24-147824 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: 241076540 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 2024-04-30 N 49703671.10 1844706.05 47858965.05 0.00000000 7793498.94000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 452739.10000000 USD N ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT Cisco Systems Inc 549300LKFJ962MZ46593 Cisco Systems Inc 17277AGC5 370000.00000000 PA USD 365992.52000000 0.764731371891 Long STIV CORP US N 2 2024-07-12 None 0.00000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 Enel Finance America LLC 29279GFE2 250000.00000000 PA USD 248267.19000000 0.518747511026 Long STIV CORP US N 2 2024-06-14 None 0.00000000 N N N N N N CDP Financial Inc 549300OXMGVYFCBFV096 CDP Financial Inc 12509RK42 250000.00000000 PA USD 244147.75000000 0.510140053686 Long STIV CORP CA N 2 2024-10-04 None 0.00000000 N N N N N N Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd 55607KPJ9 250000.00000000 PA USD 239086.07000000 0.499563811608 Long STIV CORP US N 2 2025-02-18 None 0.00000000 N N N N N N Suncorp-Metway Ltd JEBU6C6ITPD2YZ9N7F22 Suncorp-Metway Ltd 8672E2GV4 270000.00000000 PA USD 266361.75000000 0.556555599816 Long STIV CORP US N 2 2024-07-29 None 0.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 71838LF49 300000.00000000 PA USD 298436.18000000 0.623574245051 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 05970RHV0 270000.00000000 PA USD 265072.58000000 0.553861914320 Long STIV CORP ES N 2 2024-08-29 None 0.00000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 Ameren Illinois Co 02361KEG5 430000.00000000 PA USD 428951.75000000 0.896282962976 Long STIV CORP US N 2 2024-05-16 None 0.00000000 N N N N N N Penske Truck Leasing Co LP 549300ZX07JYMI8GHQ39 Penske Truck Leasing Co LP 70962AFE1 250000.00000000 PA USD 248235.94000000 0.518682215005 Long STIV CORP US N 2 2024-06-14 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797HT7 500000.00000000 PA USD 497358.75000000 1.039217520647 Long DBT UST US N 2 2024-06-06 None 0.00000000 N N N N N N COMMONWEALTH BK AUSTRALI MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 20272A4D5 370000.00000000 PA USD 369939.19000000 0.772977831036 Long STIV CORP AU N 2 2024-11-07 Floating 5.53000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 59515MEF8 340000.00000000 PA USD 339248.18000000 0.708849804097 Long STIV CORP US N 2 2024-05-15 None 0.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc 49271JFQ5 310000.00000000 PA USD 307369.09000000 0.642239316455 Long STIV CORP US N 2 2024-06-24 None 0.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91058TJP2 300000.00000000 PA USD 293470.56000000 0.613198717718 Long STIV CORP US N 2 2024-09-23 None 0.00000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 7098849.68000000 OU Notional Amount USD 454354.48000000 0.949361273327 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT GASOLINE RBOB DEC 24 679359.91000000 USD 43481.72000000 USD WTI CRUDE DEC 24 502598.56000000 USD 32168.30000000 USD COFFEE DEC 24 305250.54000000 USD 19537.24000000 USD LME COPPER DEC 24 1175569.51000000 USD 75241.10000000 USD SUGAR #11 MAR 25 528864.30000000 USD 33849.41000000 USD GAS OIL DEC 24 887356.21000000 USD 56794.31000000 USD LME ZINC DEC 24 244200.43000000 USD 15629.79000000 USD LIVE CATTLE OCT 24 271176.06000000 USD 17356.34000000 USD SOYBEAN NOV 24 599852.80000000 USD 38392.95000000 USD LEAN HOGS OCT 24 87315.85000000 USD 5588.56000000 USD BRENT CRUDE (ICE) DEC 24 1817305.51000000 USD 116314.76000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 7098849.68000000 USD 454354.48000000 N N N Mohawk Industries Inc 549300JI1115MG3Q6322 Mohawk Industries Inc 60819JE66 310000.00000000 PA USD 309719.52000000 0.647150475728 Long STIV CORP US N 2 2024-05-06 None 0.00000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 CRH America Finance Inc 12636CEU0 250000.00000000 PA USD 248919.32000000 0.520110118845 Long STIV CORP US N 2 2024-05-28 None 0.00000000 N N N N N N WESTPAC BKING CORP N N/A WESTPAC BKING CORP N 96130AWL8 370000.00000000 PA USD 369534.14000000 0.772131490127 Long STIV CORP AU N 2 2025-01-28 Fixed 5.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797KG1 1500000.00000000 PA USD 1487905.73000000 3.108938374337 Long DBT UST US N 2 2024-06-25 None 0.00000000 N N N N N N BAY SQUARE FDG LLC N/A BAY SQUARE FDG LLC 07260CAK9 400000.00000000 PA USD 400008.71000000 0.835807271599 Long STIV CORP US N 2 2024-10-11 Fixed 5.58000000 N N N N N N Podium Funding Trust N/A Podium Funding Trust 73044DF35 300000.00000000 PA USD 298474.72000000 0.623654773328 Long STIV CORP CA N 2 2024-06-03 None 0.00000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 13213135.08000000 OU Notional Amount USD 693129.17000000 1.448274464932 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT LME ZINC DEC 24 454531.85000000 USD 23843.64000000 USD GASOLINE RBOB DEC 24 1264497.03000000 USD 66332.46000000 USD SUGAR #11 MAR 25 984378.56000000 USD 51638.12000000 USD BRENT CRUDE (ICE) DEC 24 3382562.58000000 USD 177441.08000000 USD SOYBEAN NOV 24 1116509.91000000 USD 58569.41000000 USD LME COPPER DEC 24 2188095.17000000 USD 114782.19000000 USD LEAN HOGS OCT 24 162521.56000000 USD 8525.49000000 USD GAS OIL DEC 24 1651641.89000000 USD 86641.15000000 USD LIVE CATTLE OCT 24 504741.76000000 USD 26477.53000000 USD COFFEE DEC 24 568164.81000000 USD 29804.55000000 USD WTI CRUDE DEC 24 935489.96000000 USD 49073.55000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 13213135.08000000 USD 693129.17000000 N N N HSBC USA Inc 549300LBOHZ4QSIWU288 HSBC USA Inc 40434PNM4 300000.00000000 PA USD 287990.69000000 0.601748679059 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 249372.21000000 0.521056420128 Long STIV CORP JP N 2 2025-01-10 Fixed 5.24000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs International 38150TFB5 700000.00000000 PA USD 695604.70000000 1.453447017237 Long STIV CORP GB N 2 2024-06-11 None 0.00000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 PPG Industries Inc 69350AEA2 250000.00000000 PA USD 249622.01000000 0.521578370403 Long STIV CORP US N 2 2024-05-10 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797FS1 750000.00000000 PA USD 745283.74000000 1.557250014122 Long DBT UST US N 2 2024-06-13 None 0.00000000 N N N N N N BASF SE 529900PM64WH8AF1E917 BASF SE 05526LG35 500000.00000000 PA USD 495173.34000000 1.034651166155 Long STIV CORP DE N 2 2024-07-03 None 0.00000000 N N N N N N STANDARD CHRTRD BNKN N/A STANDARD CHRTRD BNKN 85325VKN9 250000.00000000 PA USD 249225.53000000 0.520749936275 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 912797JY4 500000.00000000 PA USD 498023.75000000 1.040607019979 Long DBT UST US N 2 2024-05-28 None 0.00000000 N N N N N N DBS Bank Ltd ATUEL7OJR5057F2PV266 DBS Bank Ltd 23305DJK2 370000.00000000 PA USD 362162.78000000 0.756729234787 Long STIV CORP SG N 2 2024-09-19 None 0.00000000 N N N N N N VW Credit Inc 549300UUPJ2NXDB68M19 VW Credit Inc 91842JEG0 450000.00000000 PA USD 448903.00000000 0.937970554797 Long STIV CORP US N 2 2024-05-16 None 0.00000000 N N N N N N Korea Development Bank/New York NY 549300ML2LNRZUCS7149 Korea Development Bank/New York NY 5006E0E93 250000.00000000 PA USD 249666.77000000 0.521671895201 Long STIV CORP US N 2 2024-05-09 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796Y52 1350000.00000000 PA USD 1337166.56000000 2.793972996706 Long DBT UST US N 2 2024-07-05 None 0.00000000 N N N N N N MIZUHO BANK LTD/NY RB0PEZSDGCO3JS6CEU02 Mizuho Bank Ltd/New York NY 60710TKL4 250000.00000000 PA USD 250031.50000000 0.522433988572 Long STIV CORP JP N 2 2024-05-21 Floating 5.70000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 990227.70000000 OU Notional Amount USD 84189.28000000 0.175911200570 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT WTI CRUDE DEC 24 70108.12000000 USD 5960.60000000 USD LME ZINC DEC 24 34063.83000000 USD 2896.11000000 USD COFFEE DEC 24 42579.79000000 USD 3620.14000000 USD LIVE CATTLE OCT 24 37826.70000000 USD 3216.03000000 USD BRENT CRUDE (ICE) DEC 24 253498.30000000 USD 21552.47000000 USD GAS OIL DEC 24 123778.46000000 USD 10523.66000000 USD LEAN HOGS OCT 24 12179.80000000 USD 1035.53000000 USD GASOLINE RBOB DEC 24 94764.79000000 USD 8056.91000000 USD LME COPPER DEC 24 163981.71000000 USD 13941.74000000 USD SUGAR #11 MAR 25 73771.96000000 USD 6272.10000000 USD SOYBEAN NOV 24 83674.24000000 USD 7113.99000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 990227.70000000 USD 84189.28000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797KM8 500000.00000000 PA USD 489314.54000000 1.022409363614 Long DBT UST US N 2 2024-09-26 None 0.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339MF68 500000.00000000 PA USD 497135.24000000 1.038750502608 Long STIV CORP US N 2 2024-06-06 None 0.00000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89233GGV2 250000.00000000 PA USD 246668.75000000 0.515407614314 Long STIV CORP US N 2 2024-07-29 None 0.00000000 N N N N N N Virginia Electric and Power Co CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co 92780JEA5 500000.00000000 PA USD 499245.47000000 1.043159770543 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 6390000.00000000 NS USD 6390000.00000000 13.35173042986 Long STIV RF US N 1 N N N Liberty Street Funding LLC 549300F33VRHM10B9391 Liberty Street Funding LLC 53127TJG9 380000.00000000 PA USD 372070.40000000 0.777430936108 Long STIV CORP US N 2 2024-09-16 None 0.00000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 1018406.88000000 OU Notional Amount USD 59218.40000000 0.123735228996 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT SOYBEAN NOV 24 86055.38000000 USD 5003.95000000 USD SUGAR #11 MAR 25 75871.31000000 USD 4411.77000000 USD LME ZINC DEC 24 35033.20000000 USD 2037.11000000 USD COFFEE DEC 24 43791.50000000 USD 2546.39000000 USD LEAN HOGS OCT 24 12526.40000000 USD 728.39000000 USD LME COPPER DEC 24 168648.18000000 USD 9806.57000000 USD WTI CRUDE DEC 24 72103.21000000 USD 4192.66000000 USD BRENT CRUDE (ICE) DEC 24 260712.16000000 USD 15159.92000000 USD GASOLINE RBOB DEC 24 97461.54000000 USD 5667.20000000 USD LIVE CATTLE OCT 24 38903.14000000 USD 2262.14000000 USD GAS OIL DEC 24 127300.86000000 USD 7402.30000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 1018406.88000000 USD 59218.40000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 2169633.25000000 OU Notional Amount USD 122272.39000000 0.255484818512 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT BRENT CRUDE (ICE) DEC 24 555426.11000000 USD 31301.72000000 USD LIVE CATTLE OCT 24 82879.99000000 USD 4670.81000000 USD COFFEE DEC 24 93294.23000000 USD 5257.71000000 USD SUGAR #11 MAR 25 161637.68000000 USD 9109.29000000 USD LME ZINC DEC 24 74635.38000000 USD 4206.17000000 USD GAS OIL DEC 24 271204.16000000 USD 15284.05000000 USD LEAN HOGS OCT 24 26686.49000000 USD 1503.95000000 USD LME COPPER DEC 24 359291.27000000 USD 20248.31000000 USD WTI CRUDE DEC 24 153610.03000000 USD 8656.89000000 USD GASOLINE RBOB DEC 24 207633.90000000 USD 11701.47000000 USD SOYBEAN NOV 24 183334.01000000 USD 10332.02000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 2169633.25000000 USD 122272.39000000 N N N ANZ New Zealand Int'l Ltd/London 213800VD256NU2D97H12 ANZ New Zealand Int'l Ltd/London 0018A2FH4 250000.00000000 PA USD 248218.00000000 0.518644729865 Long STIV CORP AU N 2 2024-06-17 None 0.00000000 N N N N N N MUFG BK LTD N/A MUFG BK LTD 55380UUF2 250000.00000000 PA USD 249656.47000000 0.521650373632 Long STIV CORP JP N 2 2025-03-06 Fixed 5.39000000 N N N N N N BNP Paribas SA/New York NY R0MUWSFPU8MPRO8K5P83 BNP Paribas SA/New York NY 05586F6V4 250000.00000000 PA USD 250185.40000000 0.522755558417 Long STIV CORP FR N 2 2024-08-08 Fixed 5.83000000 N N N N N N Enbridge US Inc 5493003FRODSVHJWFS32 Enbridge US Inc 29251UE12 260000.00000000 PA USD 259960.12000000 0.543179568819 Long STIV CORP US N 2 2024-05-01 None 0.00000000 N N N N N N LSEGA Financing PLC 2138009YFYTGEHZNNZ09 LSEGA Financing PLC 50221FGC2 300000.00000000 PA USD 296666.33000000 0.619876191827 Long STIV CORP GB N 2 2024-07-12 None 0.00000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 1031118.00000000 OU Notional Amount USD 48095.97000000 0.100495215368 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT LME COPPER DEC 24 170753.14000000 USD 7964.69000000 USD LIVE CATTLE OCT 24 39388.71000000 USD 1837.27000000 USD GASOLINE RBOB DEC 24 98677.99000000 USD 4602.78000000 USD WTI CRUDE DEC 24 73003.15000000 USD 3405.19000000 USD GAS OIL DEC 24 128889.75000000 USD 6012.00000000 USD BRENT CRUDE (ICE) DEC 24 263966.22000000 USD 12312.57000000 USD LEAN HOGS OCT 24 12682.75000000 USD 591.58000000 USD SOYBEAN NOV 24 87129.47000000 USD 4064.11000000 USD COFFEE DEC 24 44338.07000000 USD 2068.13000000 USD LME ZINC DEC 24 35470.46000000 USD 1654.50000000 USD SUGAR #11 MAR 25 76818.29000000 USD 3583.15000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 1031118.00000000 USD 48095.97000000 N N N Credit Agricole Corporate and Investment Bank/New York 254900BN8XS34XZDJ223 Credit Agricole Corporate and Investment Bank/New York 22533THP4 370000.00000000 PA USD 363732.94000000 0.760010041211 Long STIV CORP FR N 2 2024-08-23 None 0.00000000 N N N N N N NORINCHUKIN BK NEW YORK N/A NORINCHUKIN BK NEW YORK 65603ATM3 340000.00000000 PA USD 339997.68000000 0.710415863871 Long STIV CORP JP N 2 2024-05-07 Fixed 5.36000000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 CRH America Finance Inc 12636CFJ4 250000.00000000 PA USD 248100.34000000 0.518398882509 Long STIV CORP US N 2 2024-06-18 None 0.00000000 N N N N N N Caisse d'Amortissement de la Dette Sociale 969500P04DQJS4BPM574 Caisse d'Amortissement de la Dette Sociale 12802VG91 500000.00000000 PA USD 494766.21000000 1.033800479143 Long STIV CORP FR N 2 2024-07-09 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797GL5 250000.00000000 PA USD 245400.66000000 0.512757974903 Long DBT UST US N 2 2024-09-05 None 0.00000000 N N N N N N SWEDBANK M312WZV08Y7LYUC71685 Swedbank AB 87020YAB4 250000.00000000 PA USD 250037.07000000 0.522445626934 Long STIV CORP SE N 2 2025-02-05 Floating 5.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797KK2 750000.00000000 PA USD 735474.03000000 1.536752893071 Long DBT UST US N 2 2024-09-12 None 0.00000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 20272DL81 250000.00000000 PA USD 243009.07000000 0.507760812934 Long STIV CORP AU N 2 2024-11-08 None 0.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665JF54 430000.00000000 PA USD 427610.92000000 0.893481335321 Long STIV CORP US N 2 2024-06-05 None 0.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26244HEH2 350000.00000000 PA USD 349092.46000000 0.729419158218 Long STIV CORP US N 2 2024-05-17 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 242368.45000000 0.506422254945 Long STIV CORP FR N 2 2024-11-25 None 0.00000000 N N N N N N Telstra Group Ltd 894500WRW54CVN62K416 Telstra Group Ltd 8796VQF40 250000.00000000 PA USD 248686.29000000 0.519623209027 Long STIV CORP AU N 2 2024-06-04 None 0.00000000 N N N N N N Britannia Funding Co LLC 549300X2ZBE7GS6QP587 Britannia Funding Co LLC 11042LJ50 250000.00000000 PA USD 245158.82000000 0.512252656830 Long STIV CORP US N 2 2024-09-05 None 0.00000000 N N N N N N COOPERATIEVE CENTRALE N/A COOPERATIEVE CENTRALE 21684XP67 250000.00000000 PA USD 249428.80000000 0.521174663387 Long STIV CORP NL N 2 2025-02-05 Fixed 5.27000000 N N N N N N Penske Truck Leasing Co LP 549300ZX07JYMI8GHQ39 Penske Truck Leasing Co LP 70962AE36 260000.00000000 PA USD 259880.74000000 0.543013706477 Long STIV CORP US N 2 2024-05-03 None 0.00000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 1005240.88000000 OU Notional Amount USD 71334.38000000 0.149051238206 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT GASOLINE RBOB DEC 24 96201.55000000 USD 6826.70000000 USD WTI CRUDE DEC 24 71171.05000000 USD 5050.47000000 USD GAS OIL DEC 24 125655.11000000 USD 8916.80000000 USD LME COPPER DEC 24 166467.89000000 USD 11812.97000000 USD LME ZINC DEC 24 34580.29000000 USD 2453.90000000 USD LEAN HOGS OCT 24 12364.46000000 USD 877.41000000 USD SOYBEAN NOV 24 84942.85000000 USD 6027.76000000 USD LIVE CATTLE OCT 24 38400.20000000 USD 2724.97000000 USD SUGAR #11 MAR 25 74890.45000000 USD 5314.41000000 USD BRENT CRUDE (ICE) DEC 24 257341.67000000 USD 18261.61000000 USD COFFEE DEC 24 43225.36000000 USD 3067.38000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 1005240.88000000 USD 71334.38000000 N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797JZ1 250000.00000000 PA USD 248753.92000000 0.519764520064 Long DBT UST US N 2 2024-06-04 None 0.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 John Deere Capital Corp 24422LE82 350000.00000000 PA USD 349586.93000000 0.730452339775 Long STIV CORP US N 2 2024-05-08 None 0.00000000 N N N N N N Komatsu Finance America Inc 549300SRAAFEEQ8Z4D68 Komatsu Finance America Inc 50045VGH0 500000.00000000 PA USD 494193.34000000 1.032603482928 Long STIV CORP US N 2 2024-07-17 None 0.00000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 Enel Finance America LLC 29279GEL7 250000.00000000 PA USD 249237.96000000 0.520775908420 Long STIV CORP US N 2 2024-05-20 None 0.00000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23336GEA5 500000.00000000 PA USD 499210.75000000 1.043087224051 Long STIV CORP US N 2 2024-05-10 None 0.00000000 N N N N N N Lime Funding LLC N/A Lime Funding LLC 53262QFU3 250000.00000000 PA USD 247787.64000000 0.517745504402 Long STIV CORP US N 2 2024-06-28 None 0.00000000 N N N N N N BANK OF AMERICA N/A BANK OF AMERICA 06051WJA3 270000.00000000 PA USD 269917.84000000 0.563985952721 Long STIV CORP US N 2 2024-08-06 Fixed 5.38000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 National Bank of Canada 63307LPR6 270000.00000000 PA USD 258020.35000000 0.539126472397 Long STIV CORP CA N 2 2025-02-25 None 0.00000000 N N N N N N SUMITOMO MITSUI TRUST NY 5493006GGLR4BTEL8O61 Sumitomo Mitsui Trust Bank Ltd/ New York 86564PTY7 500000.00000000 PA USD 500007.67000000 1.044752366620 Long STIV CORP JP N 2 2024-10-23 Floating 5.56000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 1097364.40000000 OU Notional Amount USD -13540.53000000 -0.02829256751 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT BRENT CRUDE (ICE) DEC 24 280925.29000000 USD -3466.38000000 USD LEAN HOGS OCT 24 13497.58000000 USD -166.55000000 USD GAS OIL DEC 24 137170.55000000 USD -1692.57000000 USD COFFEE DEC 24 47186.67000000 USD -582.24000000 USD GASOLINE RBOB DEC 24 105017.77000000 USD -1295.83000000 USD LME COPPER DEC 24 181723.54000000 USD -2242.31000000 USD LIVE CATTLE OCT 24 41919.32000000 USD -517.25000000 USD SOYBEAN NOV 24 92727.29000000 USD -1144.17000000 USD SUGAR #11 MAR 25 81753.65000000 USD -1008.77000000 USD LME ZINC DEC 24 37749.34000000 USD -465.79000000 USD WTI CRUDE DEC 24 77693.40000000 USD -958.67000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 1097364.40000000 USD -13540.53000000 N N N Penske Truck Leasing Co LP 549300ZX07JYMI8GHQ39 Penske Truck Leasing Co LP 70962AE69 480000.00000000 PA USD 479559.31000000 1.002026077034 Long STIV CORP US N 2 2024-05-06 None 0.00000000 N N N N N N Pure Grove Funding 5493001D6K5CFMBUWV36 Pure Grove Funding 74625TK21 250000.00000000 PA USD 244146.24000000 0.510136898583 Long STIV CORP US N 2 2024-10-02 None 0.00000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 05253AN63 250000.00000000 PA USD 240904.33000000 0.503363016204 Long STIV CORP AU N 2 2025-01-06 None 0.00000000 N N N N N N LSEGA Financing PLC 2138009YFYTGEHZNNZ09 LSEGA Financing PLC 50221FE18 250000.00000000 PA USD 249962.41000000 0.522289626904 Long STIV CORP GB N 2 2024-05-01 None 0.00000000 N N N N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 EssilorLuxottica SA 29728XEW3 410000.00000000 PA USD 408185.75000000 0.852892973288 Long STIV CORP FR N 2 2024-05-30 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 60710TMA6 400000.00000000 PA USD 399829.12000000 0.835432023200 Long STIV CORP US N 2 2024-07-12 Fixed 5.35000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 57163TEX3 250000.00000000 PA USD 248800.76000000 0.519862390964 Long STIV CORP US N 2 2024-05-31 None 0.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05571BF65 250000.00000000 PA USD 248631.26000000 0.519508225345 Long STIV CORP FR N 2 2024-06-06 None 0.00000000 N N N N N N BANK OF MONTREAL N/A BANK OF MONTREAL 06367DFV2 250000.00000000 PA USD 249818.79000000 0.521989536838 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 12640025.97000000 OU Notional Amount USD 835417.63000000 1.745582314885 N/A DCO US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT GASOLINE RBOB DEC 24 1209650.49000000 USD 79949.47000000 USD LEAN HOGS OCT 24 155472.32000000 USD 10275.64000000 USD LME COPPER DEC 24 2093188.30000000 USD 138345.16000000 USD LME ZINC DEC 24 434816.89000000 USD 28738.37000000 USD SOYBEAN NOV 24 1068082.19000000 USD 70592.79000000 USD SUGAR #11 MAR 25 941681.93000000 USD 62238.61000000 USD WTI CRUDE DEC 24 894913.84000000 USD 59147.57000000 USD LIVE CATTLE OCT 24 482848.99000000 USD 31912.95000000 USD COFFEE DEC 24 543521.12000000 USD 35922.96000000 USD GAS OIL DEC 24 1580003.25000000 USD 104427.20000000 USD BRENT CRUDE (ICE) DEC 24 3235846.65000000 USD 213866.91000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 12640025.97000000 USD 835417.63000000 N N N Nederlandse Waterschapsbank NV JLP5FSPH9WPSHY3NIM24 Nederlandse Waterschapsbank NV 63975UE73 340000.00000000 PA USD 339647.63000000 0.709684443959 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 500000.00000000 PA USD 499447.78000000 1.043582491761 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 250000.00000000 PA USD 250370.45000000 0.523142215337 Long STIV CORP US N 2 2024-09-04 Floating 5.92000000 N N N N N N Britannia Funding Co LLC 549300X2ZBE7GS6QP587 Britannia Funding Co LLC 11042LJQ4 120000.00000000 PA USD 117329.74000000 0.245157286367 Long STIV CORP US N 2 2024-09-24 None 0.00000000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 Amcor Flexibles North America Inc 02343BED5 500000.00000000 PA USD 498994.99000000 1.042636399426 Long STIV CORP US N 2 2024-05-13 None 0.00000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 1056908.82000000 OU Notional Amount USD 24102.54000000 0.050361598866 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT WTI CRUDE DEC 24 74829.14000000 USD 1706.46000000 USD LEAN HOGS OCT 24 12999.98000000 USD 296.46000000 USD GASOLINE RBOB DEC 24 101146.17000000 USD 2306.61000000 USD SUGAR #11 MAR 25 78739.71000000 USD 1795.64000000 USD LIVE CATTLE OCT 24 40373.92000000 USD 920.72000000 USD COFFEE DEC 24 45447.08000000 USD 1036.41000000 USD GAS OIL DEC 24 132113.60000000 USD 3012.82000000 USD SOYBEAN NOV 24 89308.80000000 USD 2036.66000000 USD LME COPPER DEC 24 175024.10000000 USD 3991.38000000 USD BRENT CRUDE (ICE) DEC 24 270568.66000000 USD 6170.25000000 USD LME ZINC DEC 24 36357.66000000 USD 829.13000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 1056908.82000000 USD 24102.54000000 N N N Citigroup Global Markets Inc MBNUM2BPBDO7JBLYG310 Citigroup Global Markets Inc 17327AJG3 250000.00000000 PA USD 244758.54000000 0.511416282705 Long STIV CORP US N 2 2024-09-16 None 0.00000000 N N N N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 Svenska Handelsbanken/New York NY 86959TBF2 250000.00000000 PA USD 250034.00000000 0.522439212253 Long STIV CORP SE N 2 2025-02-06 Floating 5.62000000 N N N N N N Suncorp-Metway Ltd JEBU6C6ITPD2YZ9N7F22 Suncorp-Metway Ltd 8672E2G85 250000.00000000 PA USD 247413.94000000 0.516964668461 Long STIV CORP US N 2 2024-07-08 None 0.00000000 N N N N N N ING US Funding LLC 254900QX5Y2ZDZ6XBT08 ING US Funding LLC 45685QKQ1 400000.00000000 PA USD 389381.97000000 0.813602988683 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 270000.00000000 PA USD 270005.85000000 0.564169847212 Long STIV CORP JP N 2 2024-08-06 Floating 5.49000000 N N N N N N Aquitaine Funding Co LLC 549300RM1I17W1XLUM92 Aquitaine Funding Co LLC 03843LEX2 450000.00000000 PA USD 447895.75000000 0.935865933440 Long STIV CORP US N 2 2024-05-31 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797JX6 500000.00000000 PA USD 498536.11000000 1.041677582202 Long DBT UST US N 2 2024-05-21 None 0.00000000 N N N N N N Henkel of America Inc 549300H53PJZUVSNX797 Henkel of America Inc 42550LEP0 250000.00000000 PA USD 249155.18000000 0.520602941872 Long STIV CORP US N 2 2024-05-23 None 0.00000000 N N N N N N DG BANK NY BRANCH N/A DG BANK NY BRANCH 23344J7E9 250000.00000000 PA USD 250084.24000000 0.522544187361 Long STIV CORP DE N 2 2024-06-13 Fixed 5.75000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 LVMH Moet Hennessy Louis Vuitton SE 50244LQL1 290000.00000000 PA USD 276529.27000000 0.577800355087 Long STIV CORP FR N 2 2025-03-20 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796ZW2 750000.00000000 PA USD 744505.21000000 1.555623296956 Long DBT UST US N 2 2024-06-20 None 0.00000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 1016062.92000000 OU Notional Amount USD 62132.96000000 0.129825122492 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT SUGAR #11 MAR 25 75696.69000000 USD 4628.91000000 USD LME COPPER DEC 24 168260.02000000 USD 10289.22000000 USD BRENT CRUDE (ICE) DEC 24 260112.11000000 USD 15906.03000000 USD SOYBEAN NOV 24 85857.32000000 USD 5250.24000000 USD LME ZINC DEC 24 34952.56000000 USD 2137.37000000 USD GAS OIL DEC 24 127007.87000000 USD 7766.62000000 USD COFFEE DEC 24 43690.71000000 USD 2671.72000000 USD GASOLINE RBOB DEC 24 97237.22000000 USD 5946.12000000 USD LEAN HOGS OCT 24 12497.57000000 USD 764.24000000 USD WTI CRUDE DEC 24 71937.25000000 USD 4399.01000000 USD LIVE CATTLE OCT 24 38813.60000000 USD 2373.48000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 1016062.92000000 USD 62132.96000000 N N N Alinghi Funding Co LLC 549300VRDDZC1N8S3N22 Alinghi Funding Co LLC 01626FFJ2 250000.00000000 PA USD 248163.07000000 0.518529955131 Long STIV CORP US N 2 2024-06-18 None 0.00000000 N N N N N N Oversea-Chinese Banking Corp Ltd 5493007O3QFXCPOGWK22 Oversea-Chinese Banking Corp Ltd 69034AG30 380000.00000000 PA USD 376401.54000000 0.786480734814 Long STIV CORP SG N 2 2024-07-03 None 0.00000000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 Amcor Flexibles North America Inc 02343BEG8 300000.00000000 PA USD 299252.09000000 0.625279066706 Long STIV CORP US N 2 2024-05-16 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 249281.26000000 0.520866382588 Long STIV CORP FR N 2 2025-02-04 Fixed 5.20000000 N N N N N N LMA-Americas LLC N/A LMA-Americas LLC 53944QGF1 370000.00000000 PA USD 365786.17000000 0.764300209203 Long STIV CORP US N 2 2024-07-15 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 250000.00000000 PA USD 249887.11000000 0.522132289611 Long STIV CORP US N 2 2024-05-03 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 259205.50000000 0.541602810945 Long STIV CORP NZ N 2 2025-01-24 None 0.00000000 N N N N N N SUMITOMO MITSUI BANK NY 549300MS3WYYVQ4HXM15 Sumitomo Mitsui Banking Corp/New York 86565F5T5 250000.00000000 PA USD 250037.19000000 0.522445877671 Long STIV CORP JP N 2 2024-07-23 Floating 5.53000000 N N N N N N SWEDBANK SPARBANKEN SVENGE N/A SWEDBANK SPARBANKEN SVENGE 87019WTJ4 340000.00000000 PA USD 339999.70000000 0.710420084606 Long STIV CORP SE N 2 2024-05-07 Fixed 5.35000000 N N N N N N Cisco Systems Inc 549300LKFJ962MZ46593 Cisco Systems Inc 17277AEL7 350000.00000000 PA USD 348965.65000000 0.729154192188 Long STIV CORP US N 2 2024-05-20 None 0.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91058TFU5 500000.00000000 PA USD 495578.55000000 1.035497841380 Long STIV CORP US N 2 2024-06-28 None 0.00000000 N N N N N N Citigroup Global Markets Inc MBNUM2BPBDO7JBLYG310 Citigroup Global Markets Inc 1730QPBF3 500000.00000000 PA USD 499998.50000000 1.044733206156 Long STIV CORP US N 2 2025-01-24 Variable 5.59000000 N N N N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TRSWAP: MLCX3CRT INDEX 000000000 2172881.70000000 OU Notional Amount USD 143353.95000000 0.299534162199 N/A DCO US N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 ICE BofA Commodity Enhanced Carry Total Return Index MLCX3CRT SUGAR #11 MAR 25 161879.69000000 USD 10679.87000000 USD LIVE CATTLE OCT 24 83004.08000000 USD 5476.12000000 USD LME COPPER DEC 24 359829.21000000 USD 23739.41000000 USD BRENT CRUDE (ICE) DEC 24 556257.73000000 USD 36698.62000000 USD GAS OIL DEC 24 271610.21000000 USD 17919.24000000 USD LME ZINC DEC 24 74747.13000000 USD 4931.38000000 USD SOYBEAN NOV 24 183608.50000000 USD 12113.41000000 USD LEAN HOGS OCT 24 26726.44000000 USD 1763.25000000 USD GASOLINE RBOB DEC 24 207944.78000000 USD 13718.97000000 USD WTI CRUDE DEC 24 153840.02000000 USD 10149.46000000 USD COFFEE DEC 24 93433.91000000 USD 6164.22000000 USD Y equity-performance leg 2024-08-30 0.00000000 USD 0.00000000 USD 2172881.70000000 USD 143353.95000000 N N N VW Credit Inc 549300UUPJ2NXDB68M19 VW Credit Inc 91842JE21 250000.00000000 PA USD 249924.68000000 0.522210791100 Long STIV CORP US N 2 2024-05-02 None 0.00000000 N N N N N N BAY SQUARE FDG LLC 254900LIJZLNOHX66R80 BAY SQUARE FDG LLC 07260CAD5 380000.00000000 PA USD 379967.32000000 0.793931334710 Long STIV CORP US N 2 2024-10-01 Variable 5.55000000 N N N N N N ANZ New Zealand Int'l Ltd/London 213800VD256NU2D97H12 ANZ New Zealand Int'l Ltd/London 00182HJT0 280000.00000000 PA USD 280055.87000000 0.585169089443 Long STIV CORP AU N 2 2024-11-04 None 0.00000000 N N N N N N 2024-05-30 iShares U.S. ETF Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer