NPORT-EX 2 NPORT_3969297006974951.htm HTML

 

Consolidated Schedule of Investments (unaudited) iShares® Gold Strategy ETF
January 31, 2021 (Percentages shown are based on Net Assets)

 

Security   Shares   Value  
           
Grantor Trust              
               
Grantor Trust — 17.3%              
iShares Gold Trust(a)(b)     224,934   $ 3,947,592  
Total Grantor Trust              
(Cost: $3,480,625)           3,947,592  
               
Short-Term Investments              
Money Market Funds — 69.4%              
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.00%(a)(c)     15,797,000     15,797,000  
Total Short-Term Investments — 69.4%              
(Costs: $15,797,000)           15,797,000  
Total Investments in Securities — 86.7%              
(Cost: $19,277,625)           19,744,592  
Other Assets, Less Liabilities — 13.3%           3,022,584  
Net Assets — 100.0%         $ 22,767,176  

 

(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 January 31, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer   Value at
10/31/20		  

Purchases

at Cost

   Proceeds
from Sales		   Net Realized
Gain (Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value at
01/31/21		   Shares
Held at
01/31/21		   Income   Capital
Gain
Distributions
from
Underlying
Funds		  
BlackRock Cash Funds: Treasury, SL Agency Shares   $ 17,047,000   $ —   $ (1,250,000(a ) $ —   $ —   $ 15,797,000     15,797,000   $ 3,554   $ —  
iShares Gold Trust     3,698,740     2,301,597     (1,900,299 )   (72,811 )   (79,635 )   3,947,592     224,934     —     —  
                      $ (72,811 ) $ (79,635 ) $ 19,744,592         $ 3,554   $ —  

 

(a) Represents net amount purchased (sold).

 

Futures Contracts

 

Description   Number of
Contracts		   Expiration
Date		   Notional
Amount
(000)		   Value/ Unrealized
Appreciation
(Depreciation)		  
Long Contracts                          
Gold     93     04/28/21   $ 17,208   $ 23,911  

 

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) iShares® Gold Strategy ETF
January 31, 2021  

 

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, 2021. 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   $ 3,947,592   $ —   $ —   $ 3,947,592  
Money Market Funds     15,797,000     —     —     15,797,000  
    $ 19,744,592   $ —   $ —   $ 19,744,592  
Derivative financial instruments(a)                          
Assets                          
Futures Contracts   $ 23,911   $ —   $ —   $ 23,911  

 

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

 

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