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I have the exact same problem with my SGOL ETF investment.   No income shows up in my monthly brokerage statements.  But my 1099-DIV has monthly amounts.   Seeing this in the 1099-DIV:

"UNDETERMINED TERM TRANSACTIONS FOR NONCOVERED TAX LOTS"

 

Surely this problem has been solved by someone in previous years.   This can't be a new problem.