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