# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001752724-23-071935
**Filing Date:** 2023-3
**Character Count:** 50595
**Document Hash:** c48f1b61e38a7b3473baea16905f23a0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071935.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071935

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iShares U.S. ETF Trust
- **CENTRAL INDEX KEY:** 0001524513
- **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:** 23774056

**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

## Series and Classes Contracts Data

### iShares GSCI Commodity Dynamic Roll Strategy ETF (Series ID: S000044971)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000139416 | iShares GSCI Commodity Dynamic Roll Strategy ETF | COMT            |

## Nport-Ex

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) | **iShares<sup>®</sup> GSCI Commodity Dynamic Roll Strategy ETF** |
| January 31, 2023 | **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par <br> (000)* | *Value* |
| **Certificates of Deposit** |  |  |
| Bank of Montreal, 5.40%, 10/13/23 | $10000 | $10016061 |
| Barclays Bank PLC/NY, 4.95%, 06/08/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.650%)<sup>(a)</sup> | 11250 | 11262635 |
| Credit Suisse AG/NY, 1.10%, 02/02/23 | 5000 | 4998986 |
| Landesbank Baden-Wuerttemberg, 4.79%, 02/03/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.490%)<sup>(a)</sup> | 25000 | 25000883 |
| Mizuho Bank Ltd./New York NY, 4.87%, 02/01/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.570%)<sup>(a)</sup> | 14700 | 14700209 |
| MUFG Bank Ltd./New York NY, 4.60%, 03/13/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.300%)<sup>(a)</sup> | 22000 | 22003340 |
| Royal Bank of Canada, 4.08%, 07/14/23 | 10000 | 9956469 |
| Svenska Handelsbanken/New York NY, 4.76%, 02/06/23<sup>(a)</sup> | 5715 | 5713864 |
| **Total Certificates of Deposit — 9.4%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $103,665,000)** |  | 103652447 |
| **Commercial Paper** |  |  |
| ABN AMRO Funding USA LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 02/06/23 | 30400 | 30377230 |
| &nbsp;&nbsp;&nbsp;4.65%, 03/20/23 | 8100 | 8050104 |
| American Electric Power Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.71%, 02/07/23 | 11250 | 11239697 |
| &nbsp;&nbsp;&nbsp;4.72%, 02/09/23 | 22100 | 22073950 |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp;4.77%, 02/16/23 | 24100 | 24048994 |
| &nbsp;&nbsp;&nbsp;4.79%, 03/06/23 | 33450 | 33299371 |
| Australia & New Zealand Banking Group Ltd., 4.77%, 07/10/23 | 7350 | 7197414 |
| Banco Santander SA, 5.11%, 06/26/23 | 10000 | 9796817 |
| Barton Capital SA, 4.57%, 02/24/23 | 23150 | 23079624 |
| Britannia Funding Co. LLC, 4.61%, 03/02/23 | 50000 | 49808750 |
| Citigroup Global Markets Inc., 4.95%, 09/21/23<sup>(a)(b)</sup> | 10000 | 10009502 |
| Columbia Funding Co. LLC, 4.60%, 03/10/23 | 19800 | 19704299 |
| Commonwealth Bank of Australia, 4.73%, 04/03/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.430%)<sup>(a)(b)</sup> | 24200 | 24210286 |
| DBS Bank Ltd., 4.50%, 03/01/23 | 19100 | 19031070 |
| DNB Bank ASA, 4.79%, 05/31/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.490%)<sup>(a)(b)</sup> | 11600 | 11612727 |
| Dominion Energy Inc., 4.66%, 02/06/23 | 20000 | 19984463 |
| Eversource Energy, 4.61%, 02/23/23 | 5150 | 5134871 |
| Fidelity National Information Services Inc., 4.77%, 03/06/23 | 3000 | 2986553 |
| Glencove Funding LLC, 4.63%, 03/20/23 | 50000 | 49693200 |
| Hitachi America Capital Ltd., 4.58%, 02/01/23 | 1000 | 999873 |
| Hyundai Capital America, 4.81%, 03/08/23 | 12000 | 11942520 |
| Kookmin Bank, 4.78%, 04/25/23 | 13300 | 13153398 |
| Landesbank Baden-Wuerttemberg, 4.57%, 03/22/23 | 14000 | 13911742 |
| Lime Funding LLC, 4.61%, 03/10/23 | 4889 | 4865318 |
| Lloyds Bank PLC |  |  |
| &nbsp;&nbsp;&nbsp;4.47%, 02/07/23 | 15000 | 14986962 |
| &nbsp;&nbsp;&nbsp;4.52%, 03/01/23 | 19000 | 18931003 |
| LMA-Americas LLC |  |  |
| &nbsp;&nbsp;&nbsp;4.51%, 02/16/23 | 5000 | 4990007 |
| &nbsp;&nbsp;&nbsp;4.60%, 02/27/23 | 6750 | 6726788 |
| &nbsp;&nbsp;&nbsp;5.06%, 07/05/23 | 10000 | 9786875 |
| LVMH Moet Hennessy Louis Vuitton SE, 4.99%, 07/24/23 | 3000 | 2929313 |
| Macquarie Bank Ltd., 4.82%, 05/12/23 | 10000 | 9866456 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par/<br> Shares <br> (000)* | *Value* |
| Mitsubishi UFJ Trust & Banking Corp., 4.48%, 02/08/23 | $15000 | $14985067 |
| National Australia Bank Ltd., 4.63%, 05/03/23<sup>(a)(b)</sup> | 12125 | 12139652 |
| NextEra Energy Capital Holdings Inc., 4.80%, 03/06/23 | 5000 | 4977414 |
| PSP Capital Inc., 4.54%, 03/08/23 | 9900 | 9855252 |
| Pure Grove Funding |  |  |
| &nbsp;&nbsp;&nbsp;4.56%, 02/27/23 | 15000 | 14948835 |
| &nbsp;&nbsp;&nbsp;5.13%, 08/25/23 | 6650 | 6460421 |
| Santander U.K. PLC, 4.68%, 04/03/23 | 30000 | 29760318 |
| Sumitomo Mitsui Banking Corp., 4.93%, 04/18/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.630%)<sup>(a)</sup> | 15000 | 15013423 |
| Sumitomo Mitsui Trust Bank Ltd., 4.50%, 03/01/23 | 10000 | 9963895 |
| Svenska Handelsbanken, 4.87%, 09/01/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.560%)<sup>(a)</sup> | 10000 | 10017251 |
| Swedbank AB, 4.60%, 03/28/23 | 10500 | 10425422 |
| Toronto-Dominion Bank, 4.80%, 03/31/23 | 24300 | 24315828 |
| Toyota Industries Commercial Finance Inc., 4.45%, 02/16/23 | 44250 | 44162562 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;4.77%, 02/24/23 | 12250 | 12211167 |
| &nbsp;&nbsp;&nbsp;4.79%, 03/01/23 | 25000 | 24903998 |
| Union Electric Co., 4.73%, 02/22/23 | 4500 | 4487017 |
| VW Credit Inc., 4.88%, 03/24/23 | 3000 | 2979014 |
| Wells Fargo Bank NA, 4.65%, 03/23/23, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(1 day SOFR + 0.350%)<sup>(a)</sup> | 20000 | 20005920 |
| **Total Commercial Paper — 69.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $766,126,901)** |  | 766041633 |
| **U.S. Treasury Obligations** |  |  |
| U.S. Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;4.49%, 02/21/23<sup>(c)</sup> | 3000 | 2992636 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.52%, 02/28/23<sup>(c)</sup> | 40000 | 39866650 |
| &nbsp;&nbsp;&nbsp;&nbsp;4.69%, 07/06/23<sup>(c)</sup> | 20000 | 19609809 |
| **Total U.S. Treasury Obligations — 5.6%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $62,469,295)** |  | 62469095 |
| **Money Market Funds** |  |  |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.18%<sup>(d)(e)</sup> | 100300 | 100300095 |
| **Total Money Market Funds — 9.0%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $100,300,094)** |  | 100300095 |
| **Total Investments — 93.1%** |  |  |
| &nbsp;&nbsp;&nbsp;**(Cost: $1,032,561,290)** |  | 1032463270 |
| **Other Assets Less Liabilities — 6.9%** |  | 76593239 |
| **Net Assets —100.0%** |  | $1109056509 |

---

<sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available.

<sup>(b)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

<sup>(c)</sup> Rates are discount rates or a range of discount rates as of period end.

<sup>(d)</sup> Affiliate of the Fund.

<sup>(e)</sup> Annualized 7-day yield as of period end.

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> GSCI Commodity Dynamic Roll Strategy ETF** |
| January 31, 2023 |  |

---

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2023 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at<br> 10/31/22* | *Purchases<br> at Cost* | *Proceeds<br> from Sale* | *Net Realized<br> Gain (Loss)* | *Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | *Value at<br> 01/31/23* | *Shares<br> Held at<br> 01/31/23<br> (000)* | *Income* | *Capital Gain<br> Distributions from<br> Underlying Funds* |
| BlackRock Cash Funds: Treasury, SL Agency Shares | $207400095 | $– $| (107100000)<sup>(a)</sup> | $— | $— | $100300095 | 100300 | $1745853 | $131 |

---

(a) Represents
net amount purchased (sold).

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts**

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of<br> Contracts* | *Expiration<br> Date* | *Notional<br> Amount<br> (000)* | *Value/<br> Unrealized<br> Appreciation<br> (Depreciation)* |
| Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Cotton | 266 | 03/09/23 | $11467 | $96524 |
| &nbsp;&nbsp;&nbsp;LME Lead | 110 | 03/13/23 | 5865 | (233318) |
| &nbsp;&nbsp;&nbsp;Wheat KCBT | 410 | 03/14/23 | 18014 | (167009) |
| &nbsp;&nbsp;&nbsp;Coffee | 138 | 03/21/23 | 9406 | 752470 |
| &nbsp;&nbsp;&nbsp;Cattle Feeder | 155 | 03/30/23 | 14427 | 76902 |
| &nbsp;&nbsp;&nbsp;NY Harbor Ultra Sulphur Heating Oil | 440 | 03/31/23 | 56146 | (900140) |
| &nbsp;&nbsp;&nbsp;Low Sulphur Gasoil | 782 | 04/12/23 | 68073 | (2847965) |
| &nbsp;&nbsp;&nbsp;Lean Hogs | 592 | 04/17/23 | 20465 | (534572) |
| &nbsp;&nbsp;&nbsp;LME Nickel | 85 | 04/17/23 | 15466 | 1606666 |
| &nbsp;&nbsp;&nbsp;Sugar | 856 | 04/28/23 | 19596 | 1726578 |
| &nbsp;&nbsp;&nbsp;Cocoa | 127 | 05/15/23 | 3339 | 129414 |
| &nbsp;&nbsp;&nbsp;Silver | 43 | 05/26/23 | 5169 | 412383 |
| &nbsp;&nbsp;&nbsp;Live Cattle | 677 | 06/30/23 | 43098 | 1230079 |
| &nbsp;&nbsp;&nbsp;Wheat | 944 | 07/14/23 | 36403 | (3279587) |
| &nbsp;&nbsp;&nbsp;Corn | 2153 | 09/14/23 | 65182 | (1657511) |
| &nbsp;&nbsp;&nbsp;Soybean | 612 | 11/14/23 | 41708 | (71480) |
| &nbsp;&nbsp;&nbsp;Gasoline RBOB | 482 | 11/30/23 | 45571 | 4309423 |
| &nbsp;&nbsp;&nbsp;LME Copper | 233 | 12/18/23 | 53605 | 911371 |
| &nbsp;&nbsp;&nbsp;LME Zinc | 132 | 12/18/23 | 10990 | 546078 |
| &nbsp;&nbsp;&nbsp;Gold 100 | 254 | 12/27/23 | 51133 | 1053988 |
| &nbsp;&nbsp;&nbsp;Brent Crude Oil | 2618 | 12/28/23 | 211456 | 4213036 |
| &nbsp;&nbsp;&nbsp;WTI Crude Oil | 2958 | 02/20/24 | 222412 | 11421266 |
| &nbsp;&nbsp;&nbsp;Natural Gas | 965 | 03/26/24 | 32984 | (1772609) |
| &nbsp;&nbsp;&nbsp;LME Aluminum | 665 | 12/16/24 | 46579 | 2617328 |
|  |  |  |  | $19639315 |

---

**Fair Value Hierarchy as of Period End**

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

● Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access;

● Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

● Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The

---

| | |
|:---|:---|
| Consolidated Schedule of Investments (unaudited) (continued) | **iShares<sup>®</sup> GSCI Commodity Dynamic Roll Strategy ETF** |
| January 31, 2023 |  |

---

**Fair Value Hierarchy as of Period End (continued)**

inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Certificates of Deposit | $— | $103652447 | $— | $103652447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commercial Paper |  | 766041633 |  | 766041633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 62469095 |  | 62469095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 100300095 |  |  | 100300095 |
|  | $100300095 | $932163175 | $— | $1032463270 |
| Derivative Financial Instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commodity Contracts | $31103506 | $— | $— | $31103506 |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commodity Contracts | (11464191) |  |  | (11464191) |
|  | $19639315 | $— | $— | 19639315 |

---

<sup>(a)</sup> Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

**Portfolio Abbreviation**

SOFR Secured Overnight Financing Rate

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** iShares U.S. ETF Trust

- **b. Investment Company Act file number:** 811-22649

- **c. CIK number of Registrant:** 0001524513

- **d. LEI of Registrant:** 5493002YECWEEITPWL97

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 400 HOWARD STREET

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

**Item A.2. Information about the Series.**

- **a. Name of Series:** iShares GSCI Commodity Dynamic Roll Strategy ETF

- **b. EDGAR series identifier (if any):** S000044971

- **c. LEI of Series:** 549300C13U1N0KJIYQ73

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1137481684.45

**Total Liabilities:** $28425620.84

**Net Assets:** $1109056063.61

**Amount of Assets Invested in Other Investment Companies:** $196058973.41

**Cash Not Reported:** $71067563.69

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 10931.80000000 | **1-Year:** 1075.79000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139416 | -0.35%               | -3.15%               | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $258.25                  | $451377.12                                 |
| Month 2  | $-2338.94                | $424915.89                                 |
| Month 3  | $-16399.41               | $147549.90                                 |

**Designated Index Information**

- **Index Name:** S&P GSCI Dynamic Roll Index

- **Index Identifier:** SPDYCI

### Schedule of Portfolio Investments

| Name                                           | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NATIONAL AUSTRALI BANK L                       | National Australia Bank Ltd                      | CUSIP: 63254GVT9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  12125000 | PA      | $12139652.09  | 1.09%             | 2023-05-03      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                      | Toronto-Dominion Bank/The                        | CUSIP: 89120DUE7<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  24300000 | PA      | $24315828.05  | 2.19%             | 2023-03-31      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Funding USA LLC                       | ABN AMRO Funding USA LLC                         | CUSIP: 00084CQL9<br>LEI: 549300WEQ09INLYV6558 | Long             | STIV             | CORP              | US        |   8100000 | PA      | $8050104.00   | 0.73%             | 2023-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                              | CUSIP: 95001KJR6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $20005919.80  | 1.80%             | 2023-03-23      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe                             | BRENT CRUDE FUTR FEB24                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |      2618 | NC      | $4213035.71   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                   | NY HARB ULSD FUT APR23                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       440 | NC      | $-900140.56   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Glencove Funding LLC                           | Glencove Funding LLC                             | CUSIP: 37828XQL6<br>LEI: 549300XUUQZO7I38ZR06 | Long             | STIV             | CORP              | IE        |  50000000 | PA      | $49693200.00  | 4.48%             | 2023-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | GASOLINE RBOB FUT DEC23                          | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       482 | NC      | $4309422.93   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corp                    | American Honda Finance Corp                      | CUSIP: 02665KPG6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |  24100000 | PA      | $24048993.80  | 2.17%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                        | Columbia Funding Co LLC                          | CUSIP: 19767DQA5<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |  19800000 | PA      | $19704298.88  | 1.78%             | 2023-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                             | Macquarie Bank Ltd                               | CUSIP: 55607LSC9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9866455.60   | 0.89%             | 2023-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                      | CUSIP: 912796ZS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19609809.00  | 1.77%             | 2023-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                      | CUSIP: 912796Y78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39866650.00  | 3.59%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COTTON NO.2 FUTR MAR23                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       266 | NC      | $96524.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                    | SILVER FUTURE MAY23                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        43 | NC      | $412383.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi America Capital Ltd                    | Hitachi America Capital Ltd                      | CUSIP: 4335P3P14<br>LEI: 549300FT5PAYBG3RQJ06 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999872.81    | 0.09%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Funding USA LLC                       | ABN AMRO Funding USA LLC                         | CUSIP: 00084CP63<br>LEI: 549300WEQ09INLYV6558 | Long             | STIV             | CORP              | US        |  32000000 | PA      | $31976032.00  | 2.88%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                    | American Honda Finance Corp                      | CUSIP: 02665KQ67<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |  33450000 | PA      | $33299370.97  | 3.00%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                      | TransCanada PipeLines Ltd                        | CUSIP: 89355QQ17<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |  25000000 | PA      | $24903998.00  | 2.25%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                    | GOLD 100 OZ FUTR DEC23                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       254 | NC      | $1053987.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LMA-Americas LLC                               | LMA-Americas LLC                                 | CUSIP: 53944RPT9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6750000 | PA      | $6726788.44   | 0.61%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd      | Australia & New Zealand Banking Group Ltd        | CUSIP: 05253CUA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | STIV             | CORP              | AU        |   7350000 | PA      | $7197414.00   | 0.65%             | 2023-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                               | MUFG Bank Ltd/New York NY                        | CUSIP: 55380TL65<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | STIV             | CORP              | JP        |  22000000 | PA      | $22003340.04  | 1.98%             | 2023-03-13      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                               | LMA-Americas LLC                                 | CUSIP: 53944RU55<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9786875.00   | 0.88%             | 2023-07-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALI                       | Commonwealth Bank of Australia                   | CUSIP: 20272AW69<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |  24200000 | PA      | $24210286.45  | 2.18%             | 2023-04-03      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill - WI Post Auction    | CUSIP: 912796Y78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2992635.42   | 0.27%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | WTI CRUDE FUTURE MAR24                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |      2958 | NC      | $11421265.64  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                            | Dominion Energy Inc                              | CUSIP: 2574P1P63<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19984463.40  | 1.80%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                              | Union Electric Co                                | CUSIP: 90655KPN8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | STIV             | CORP              | US        |   4500000 | PA      | $4487017.23   | 0.40%             | 2023-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME LEAD FUTURE MAR23                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       110 | NC      | $-232960.25   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | SUGAR 11 (WORLD) MAY23                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       856 | NC      | $1726578.39   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Bank Ltd                                   | DBS Bank Ltd                                     | CUSIP: 23305EQ14<br>LEI: ATUEL7OJR5057F2PV266 | Long             | STIV             | CORP              | SG        |  19100000 | PA      | $19031070.20  | 1.72%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                    | Swedbank AB                                      | CUSIP: 87019SQU1<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  10500000 | PA      | $10425421.97  | 0.94%             | 2023-03-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                      | Spire Inc                                        | CUSIP: 84858PP39<br>LEI: 549300NXSY15DRY2R511 | Long             | STIV             | CORP              | US        |  10400000 | PA      | $10396016.80  | 0.94%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANK NY                        | Sumitomo Mitsui Banking Corp/New York            | CUSIP: 86565FUW0<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | STIV             | CORP              | JP        |  15000000 | PA      | $15013423.35  | 1.35%             | 2023-04-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | KC HRW WHEAT FUT MAR23                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       410 | NC      | $-167008.91   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lime Funding LLC                               | Lime Funding LLC                                 | CUSIP: 53262RQA3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4889000 | PA      | $4865317.98   | 0.44%             | 2023-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                      | TransCanada PipeLines Ltd                        | CUSIP: 89355QPQ3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | STIV             | CORP              | CA        |  12250000 | PA      | $12211167.50  | 1.10%             | 2023-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                | CUSIP: 86959RZF0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |   5715000 | PA      | $5713863.97   | 0.52%             | 2023-02-06      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME ZINC FUTURE DEC23                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       132 | NC      | $546078.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME PRI ALUM FUTR DEC24                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       665 | NC      | $2617327.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | LIVE CATTLE FUTR JUN23                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       677 | NC      | $1230079.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | WHEAT FUTURE(CBT) JUL23                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       944 | NC      | $-3279587.14  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Santander UK PLC                               | Santander UK PLC                                 | CUSIP: 80285QR36<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | STIV             | CORP              | GB        |  30000000 | PA      | $29760318.30  | 2.68%             | 2023-04-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                | Lloyds Bank PLC                                  | CUSIP: 53943SP76<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  15000000 | PA      | $14986962.45  | 1.35%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                        | Hyundai Capital America                          | CUSIP: 44890NQ86<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | STIV             | CORP              | US        |  12000000 | PA      | $11942520.00  | 1.08%             | 2023-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                 | American Electric Power Co Inc                   | CUSIP: 0255E3P77<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |  11250000 | PA      | $11239696.91  | 1.01%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                       | Citigroup Global Markets Inc                     | CUSIP: 1730QPAD9<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10009502.20  | 0.90%             | 2023-09-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Pure Grove Funding                             | Pure Grove Funding                               | CUSIP: 74625UPT4<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14948835.00  | 1.35%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Commercial Finance Inc       | Toyota Industries Commercial Finance Inc         | CUSIP: 89232MPG3<br>LEI: 54930085LCL2BOXUSV19 | Long             | STIV             | CORP              | US        |  44250000 | PA      | $44162562.00  | 3.98%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc            | NextEra Energy Capital Holdings Inc              | CUSIP: 65339NQ64<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4977413.60   | 0.45%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                               | BANK OF MONTREAL                                 | CUSIP: 06367CYR2<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $10016061.20  | 0.90%             | 2023-10-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                | PSP Capital Inc                                  | CUSIP: 69370BQ88<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |   9900000 | PA      | $9855252.00   | 0.89%             | 2023-03-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                | Lloyds Bank PLC                                  | CUSIP: 53943SQ18<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  19000000 | PA      | $18931002.64  | 1.71%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pure Grove Funding                             | Pure Grove Funding                               | CUSIP: 74625UVR1<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | US        |   6650000 | PA      | $6460421.07   | 0.58%             | 2023-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg/New York NY      | Landesbank Baden-Wuerttemberg/New York NY        | CUSIP: 5148X1QN6<br>LEI: B81CK4ESI35472RHJ606 | Long             | STIV             | CORP              | DE        |  14000000 | PA      | $13911741.62  | 1.25%             | 2023-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                             | Mizuho Bank Ltd/New York NY                      | CUSIP: 60710RBL8<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | JP        |  14700000 | PA      | $14700209.18  | 1.33%             | 2023-02-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | CORN FUTURE SEP23                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |      2153 | NC      | $-1657511.52  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BK OF CANADA                             | ROYAL BK OF CANADA                               | CUSIP: 78015J5A1<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |  10000000 | PA      | $9956468.90   | 0.90%             | 2023-07-14      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COFFEE 'C' FUTURE MAR23                          | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       138 | NC      | $752470.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Britannia Funding Co LLC                       | Britannia Funding Co LLC                         | CUSIP: 11042MQ27<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |  50000000 | PA      | $49808750.00  | 4.49%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd/Singapore       | Sumitomo Mitsui Trust Bank Ltd/Singapore         | CUSIP: 86564XQ15<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | SG        |  10000000 | PA      | $9963895.00   | 0.90%             | 2023-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                 | American Electric Power Co Inc                   | CUSIP: 0255E3P93<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |  22100000 | PA      | $22073949.63  | 1.99%             | 2023-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                   | NATURAL GAS FUTR APR24                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |       965 | NC      | $-1772608.98  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                   | DNB Bank ASA                                     | CUSIP: 2332K4NC4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | STIV             | CORP              | NO        |  11600000 | PA      | $11612726.59  | 1.05%             | 2023-05-31      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                          | LME NICKEL FUTURE APR23                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |        85 | NC      | $1606666.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LMA-Americas LLC                               | LMA-Americas LLC                                 | CUSIP: 53944RPG7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4990006.65   | 0.45%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NY                               | CREDIT SUISSE NY                                 | CUSIP: 22552G6P0<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | STIV             | CORP              | CH        |   5000000 | PA      | $4998985.80   | 0.45%             | 2023-02-02      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Trust & Banking Corp/Singapore  | Mitsubishi UFJ Trust & Banking Corp/Singapore    | CUSIP: 60683CP88<br>LEI: JBONEPAGQXF4QP29B387 | Long             | STIV             | CORP              | JP        |  15000000 | PA      | $14985066.60  | 1.35%             | 2023-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE            | LVMH Moet Hennessy Louis Vuitton SE              | CUSIP: 50244MUQ3<br>LEI: IOG4E947OATN0KJYSD45 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2929312.50   | 0.26%             | 2023-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                    | LEAN HOGS FUTURE APR23                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       592 | NC      | $-534571.62   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                             | LOW SU GASOIL G APR23                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |       782 | NC      | $-2847964.74  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                          | LME COPPER FUTURE DEC23                          | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       233 | NC      | $912128.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | SOYBEAN FUTURE NOV23                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       612 | NC      | $-71479.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Kookmin Bank                                   | Kookmin Bank                                     | CUSIP: 50049QRR3<br>LEI: 549300XXMOJSIW8P4769 | Long             | STIV             | CORP              | KR        |  13300000 | PA      | $13153398.49  | 1.19%             | 2023-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                | CUSIP: 30040YPP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | STIV             | CORP              | US        |   5150000 | PA      | $5134871.31   | 0.46%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANDESBK BADEN-WURTT NY                        | Landesbank Baden-Wuerttemberg/New York NY        | CUSIP: 51501J3M5<br>LEI: B81CK4ESI35472RHJ606 | Long             | STIV             | CORP              | DE        |  25000000 | PA      | $25000882.50  | 2.25%             | 2023-02-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                              | Barton Capital SA                                | CUSIP: 06945MPQ3<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |  23150000 | PA      | $23079624.00  | 2.08%             | 2023-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                       | Svenska Handelsbanken/New York NY                | CUSIP: 86959RG87<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | STIV             | CORP              | SE        |  10000000 | PA      | $10017251.50  | 0.90%             | 2023-09-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                               | CUSIP: 05970UTS7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |  10000000 | PA      | $9796816.70   | 0.88%             | 2023-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                  | VW Credit Inc                                    | CUSIP: 91842KQQ2<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2979013.68   | 0.27%             | 2023-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                         | COCOA FUTURE MAY23                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |       127 | NC      | $129414.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 100300095 | NS      | $100300094.61 | 9.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                    | CATTLE FEEDER FUT MAR23                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |       155 | NC      | $76901.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC NY                           | Barclays Bank PLC/NY                             | CUSIP: 06742TS31<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | STIV             | CORP              | GB        |  11250000 | PA      | $11262635.44  | 1.02%             | 2023-06-08      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc     | Fidelity National Information Services Inc       | CUSIP: 31622GQ67<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2986553.01   | 0.27%             | 2023-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** iShares U.S. ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer