NPORT-EX 2 NPORT_905762686669031.htm iShares Gold Strategy ETF

Consolidated Schedule of Investments  (unaudited) 

January 31, 2020

   

iShares® Gold Strategy ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Grantor Trust

    
Grantor Trust — 20.6%            

iShares Gold Trust(a)(b)

    110,978     $  1,683,536  
   

 

 

  

Total Grantor Trust
(Cost: $1,536,253)

       1,683,536  
   

 

 

  

Short-Term Investments

    
Money Market Funds — 76.7%            

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    1.50%(a)(c)

    6,247,000       6,247,000  
   

 

 

  

Total Short-Term Investments — 76.7%
(Costs: $6,247,000)

       6,247,000  
   

 

 

  

Total Investments in Securities — 97.3%
(Cost: $7,783,253)

       7,930,536  

Other Assets, Less Liabilities — 2.7%

       218,351  
   

 

 

  

Net Assets — 100.0%

     $    8,148,887  
   

 

 

  

 

(a) 

Affiliate of the Fund.

(b) 

Non-income producing security.

(c) 

Annualized 7-day yield as of period-end.

 

 

Affiliates

Investments in issuers considered to be affiliates of the Fund during the three months ended January 31, 2020, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer     


 Shares

Held at
10/31/19

 

 
 

     

 Shares
Purchased
  
 
 		     
 Shares
Sold 		 
 		     


 Shares

Held at
01/31/20

 

 
 

     
 Value at
01/31/20 		 
 		      Income       

 Net 

Realized 

Gain (Loss)

  

 

(a) 

     


 Change in
Unrealized
Appreciation
(Depreciation)		  
 
 
 

BlackRock Cash Funds: Treasury,
SL Agency Shares

      6,201,000        46,000 (b)        —        6,247,000      $  6,247,000      $ 21,494      $ —      $ —  

iShares Gold Trust

      121,011        65,440        (75,473 )       110,978        1,683,536        —        86,009        (33,308 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  
               $ 7,930,536      $ 21,494      $ 86,009      $ (33,308 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

 

  (a) 

Includes realized capital gain distributions from an affiliated fund, if any.

 
  (b) 

Net of purchases and sales.

 

Futures Contracts

 

Description    Number of
Contracts 		     Expiration
Date 		     Notional
Amount
(000) 		     Value/
Unrealized
Appreciation
(Depreciation)		  

Long Contracts

            

Gold

      39        04/28/20      $  6,193      $  28,752  
           

 

 

  

Fair Value Measurements

Various inputs are used in determining the fair value of financial instruments. For description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to a recently published shareholder report. Shareholder reports are available on the Fund’s website at iShares.com and on the U.S. Securities and Exchange Commission website at sec.gov.

 

 

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Consolidated Schedule of Investments  (unaudited) (continued)

January 31, 2020

   

iShares® Gold Strategy ETF

 

Fair Value Measurements (continued)

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of January 31, 2020. The breakdown of the Fund’s investments into major categories is disclosed in the Consolidated Schedule of Investments above.

 

                                                                       
      Level 1        Level 2        Level 3        Total  

Investments

                  

Assets

                  

Grantor Trust

    $  1,683,536        $  —        $ —        $ 1,683,536  

Money Market Funds

      6,247,000          —          —          6,247,000  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 7,930,536        $ —        $ —        $ 7,930,536  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative financial instruments(a)

                 

Assets

                  

Futures Contracts

    $ 28,752        $ —        $  —        $ 28,752  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a) 

Shown at the unrealized appreciation (depreciation) on the contracts.

 

 

 

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