CCRV

Fund Description
The Fund seeks to track the investment results of the ICE BofA Commodity Enhanced Carry Total Return Index (the Underlying Index ), which measures the performance of the 10 futures contracts having the highest degree of backwardation or lowest degree of contango (as explained below) among a universe of 18 futures contracts on physical agricultural, energy, precious metals, and industrial metals commodities listed on U.S. and non-U.S. futures exchanges futures contracts, as determined by ICE Data Services. Fund seeks to achieve its investment objective primarily by investing in total return swaps that provide exposure to commodity futures contracts referenced in the Underlying Index.
Fund Profile
Fund Name iShares Commodity Curve Carry Strategy ETF
Fund Exchange Ticker CCRV
Fund Sponsor Blackrock (iShares)
Fund ISIN US46431W5647
Net Expense Ratio 0.40 %
Fund Inception Date 1 September 2020
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Commodities & Metals - Diversified Commodities
Asset Class Commodities & Metals
Index Linked Passive
Index Name ICE BofA Commodity Enhanced Carry Total Return Index
Index Provider ICE Indices
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Funds Combining Developed & Emerging Exposure
Commodity Types Diversified Commodities
Key Statistics
Return As of Date 11 August 2022
Asset Under Management 38.40 Million (USD)
1 Month Total Return 5.76 %
Year To Date Return 22.06 %
1 Year Total Return 38.49 %
3 Year Annualized Total Return
NAV 27.4314
Share Outstanding 1,400,000
Top 10 Holdings (11 August 2022)
Constituent Name Constituent Ticker Constituent Type Weighting
TRSWAP: MLCX3CRT INDEX SWAP 0.8636385255
TRSWAP: MLCX3CRT INDEX SWAP 0.4955940889
BLK CSH FND TREASURY SL AGENCY MMKT 0.4514269415
TREASURY BILL CMB 0 10/25/22 BILL 0.0561929607
NUTRIEN LTD BOND 0.0458805933
BASF SE BOND 0.0422342905
SALISBURY RECEIVABLES COMPANY LLC BOND 0.0422186688
MONT BLANC CAPITAL CORP BOND 0.0422153157
PSP CAPITAL INC BOND 0.0421445981
LEGACY CAPITAL LLC BOND 0.0420863043