NPORT-EX 2 NPORT_905628120229535.htm iShares Gold Strategy ETF

Consolidated Schedule of Investments  (unaudited)

July 31, 2020

   

iShares® Gold Strategy ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Grantor Trust

 

Grantor Trust — 18.5%  

iShares Gold Trust(a)(b)

     194,810     $ 3,674,117  
   

 

 

  

Total Grantor Trust
(Cost: $2,935,922)

 

     3,674,117  
   

 

 

  

Short-Term Investments

    
Money Market Funds — 77.8%            

BlackRock Cash Funds: Treasury, SL Agency Shares, 0.12%(a)(c)

     15,467,000       15,467,000  
   

 

 

  

Total Short-Term Investments — 77.8%
(Costs: $15,467,000)

 

     15,467,000  
   

 

 

  

Total Investments in Securities — 96.3%
(Cost: $18,402,922)

 

     19,141,117  

Other Assets, Less Liabilities — 3.7%

 

     736,887  
   

 

 

  

Net Assets — 100.0%

 

   $ 19,878,004  
   

 

 

  

 

(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 affiliate(s) of the Fund during the period ended July 31, 2020, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer    Value at
10/31/19		      Purchases
at Cost		      Proceeds
from Sales		      Net
Realized
Gain (Loss)		      Change in
Unrealized
Appreciation
(Depreciation)		      Value at
07/31/20		      Shares
Held at
07/31/20		      Income      Capital Gain
Distributions from
Underlying Funds		  

BlackRock Cash Funds: Treasury, SL Agency Shares

    $ 6,201,000      $ 9,266,000 (a)     $ —      $ —      $ —      $ 15,467,000        15,467,000      $ 40,999      $ —  

iShares Gold Trust

      1,749,819        4,600,108        (3,474,524 )       241,110        557,604        3,674,117        194,810        —        —  
           

 

 

     

 

 

     

 

 

        

 

 

     

 

 

  
            $ 241,110      $ 557,604      $ 19,141,117         $ 40,999      $ —  
           

 

 

     

 

 

     

 

 

        

 

 

     

 

 

  

 

  (a) 

Represents net amount purchased (sold).

 

Futures Contracts

 

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

Long Contracts

                  

Gold

      76          12/29/20        $ 15,093        $ 141,788  
                 

 

 

  

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)

July 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 July 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

    $ 3,674,117        $ —        $ —        $ 3,674,117  

Money Market Funds

      15,467,000          —          —          15,467,000  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 19,141,117        $ —        $ —        $ 19,141,117  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative financial instruments(a)

                  

Assets

                  

Futures Contracts

    $ 141,788        $             —        $             —        $ 141,788  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a)

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

 

 

 

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