Schedules of Investments

3 Months Ended

Mar. 31, 2017

iShares

Commodity Optimized Trust

Schedules of Investments (Unaudited)

March

31,

2017

and

December

31,

2016

March

31,

2017

Security Description	Face Amount		Fair Value
U.S. Treasury bills (a) :
0.75% due 4/20/17	$	6,000,000	$	5,997,936
0.78% due 6/29/17		15,800,000		15,771,165
Total U.S. Treasury bills (Cost: $21,767,173)				21,769,101

Total Investments – 93.18%				21,769,101
Other Assets, Less Liabilities – 6.82%				1,594,436
Net Assets – 100.00%			$	23,363,537

(a)	Rates shown are discount rates paid at the time of purchase.

As of

March

31,

2017,

the open Bloomberg Roll Select CI futures contracts were as follows:

Number of Contracts		Expiration Date		Current Notional Amount				Net Unrealized Appreciation (Depreciation)
1,070		June 2017		$	23,251,100			$	(205,012	)

December

31,

2016

Security Description	Face Amount		Fair Value
U.S. Treasury bills (a) :
0.37% – 0.48% due 01/12/17	$	6,500,000	$	6,499,350
0.42% due 02/09/17		7,000,000		6,996,780
0.51% due 03/23/17		2,000,000		1,997,806
0.56% due 03/30/17		4,000,000		3,995,232
Total U.S. Treasury bills (Cost: $19,487,955)				19,489,168

Total Investments – 89.38%				19,489,168
Other Assets, Less Liabilities – 10.62%				2,316,813
Net Assets – 100.00%			$	21,805,981

(a)	Rates shown are discount rates paid at the time of purchase.

As of

December

31,

2016,

the open Bloomberg Roll Select CI futures contracts were as follows:

Number of Contracts		Expiration Date		Current Notional Amount				Net Unrealized Appreciation (Depreciation)
988		March 2017		$	21,674,744			$	(142,880	)

See notes to financial statements.

iSHARES COMMODITY OPTIMIZED TRUST 10-Q