iShares Enhanced Roll Yield Index Fund
Data updated: 2026-06-25
C000253864 — iShares Enhanced Roll Yield Index Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Alternative · $455.02M AUM · 0.01% expense ratio · 49.7% 1-yr return. From SEC regulatory filings.
C000253864 Fund Overview
iShares Enhanced Roll Yield Index Fund is a US mutual fund managed by Blackrock Funds, categorised as Alternative. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Blackrock Funds
- Category: Alternative
- Assets under management: $455.02M
- 1-year return: 49.7%
- SEC CIK: 0000844779
- SEC series ID: S000087850
- Share class ID: C000253864
C000253864 Holdings
Top 10 holdings of iShares Enhanced Roll Yield Index Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Blackrock Cash Funds Treasury Sl Agency Shares | 9.25% |
| United States Treasury | 5.40% |
| United States Treasury | 3.94% |
| United States Treasury | 3.29% |
| United States Treasury | 3.29% |
| United States Treasury | 3.28% |
| United States Treasury | 3.27% |
| United States Treasury | 3.25% |
| United States Treasury | 3.21% |
| United States Treasury | 3.20% |
C000253864 Portfolio Allocation
Asset-class allocation of iShares Enhanced Roll Yield Index Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 92.6% |
| Derivatives | 12.6% |
C000253864 Performance
Total returns for C000253864 (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 30.6% |
| 1 year | 49.7% |
C000253864 Risk Information
Risk metrics for C000253864, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.2%
C000253864 Costs and Fees
C000253864 costs about $1 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.01%
- Gross expense ratio: 0.32%
- Portfolio turnover: 0%
- Brokerage commissions: 2.99 bps of average net assets (SEC N-CEN)
C000253864 Cashflows
Over the 12 months to 2026-04, iShares Enhanced Roll Yield Index Fund had net outflows of $37.86M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-04 | −$44.80M |
| 2026-03 | −$41.53M |
| 2026-02 | −$24.59M |
| 2026-01 | −$3.52M |
| 2025-12 | $52.85M |
| 2025-11 | −$495.32K |
C000253864 Debt Constituents
No individual debt constituents are reported in iShares Enhanced Roll Yield Index Fund's latest SEC N-PORT filing.
C000253864 Prospectus and SEC Filings
Official iShares Enhanced Roll Yield Index Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
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Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.