BGF Systematic ESG Multi Allocation Credit Fund The Fund seeks to provide a positive return (net of fees) over a composite benchmark comprising (in equal proportion) Bloomberg Global Aggregate Corporate USD Hedged Index, BBG Global High Yield Index Excl CMBS & EMG 2% Capped USD Hedged Index and J.P. Morgan EMBI ESG Global Diversified USD Hedged Index (the Benchmark). The Fund invests at least 70% of its total assets in a globally diversified range of investment grade and non-investment grade (i.e. securities which have a relatively low credit rating or which are unrated) fixed income securities (i.e. both government and corporate bonds). The Fund’s total assets will be invested in accordance with its ESG Policy as disclosed in the prospectus. For further details regarding the ESG characteristics please refer to the prospectus and the BlackRock website at https://www.blackrock.com/baselinescreens. Net Assets of Fund USD 108,834,548 Share Class launch date 22-Jun-2021 Fund Launch Date 22-Jun-2021 Share Class Currency USD Fund Base Currency USD Asset Class Fixed Income Target Benchmark 1 LGA_CORPUH / BCHYXCE2UH / JPMESGIBD Index SFDR Classification Article 8 Initial Charge 0.00% Ongoing Charges Figures 0.24% ISIN LU2342603169 Annual Management Fee 0.20% Performance Fee 0.00% Minimum Initial Investment USD 10,000,000.00 Minimum Subsequent Investment USD 1,000.00 Use of Income Accumulating Domicile Luxembourg Regulatory Structure UCITS Management Company BlackRock (Luxembourg) S.A. Morningstar Category - Dealing Settlement Trade Date + 3 days Dealing Frequency Daily, forward pricing basis Bloomberg Ticker BGSMCIU SEDOL BMBQ8R3 29-Feb-2024 BGF Systematic ESG Multi Allocation Credit Fund Inception Date 22-Jun-2021 Fund Holdings as of - Total Net Assets USD 13,343,895.21 Number of Securities 1,191.00 Shares Outstanding 1,398,762.73 Name Weight (%) ISHARES JPM ESG $ EM BOND USD A 0.6459 BURFORD CAPITAL GLOBAL FINANCE LLC 144A 9.25 07/01/2031 0.4997 ISH EUR HY CRP BND ETF EUR DIST 0.4992 HUNGARY (GOVERNMENT) RegS 6.25 09/22/2032 0.3976 DIRECTV FINANCING LLC 144A 5.875 08/15/2027 0.3813 DAVITA INC 144A 4.625 06/01/2030 0.3663 ENEL FINANCE INTERNATIONAL NV 144A 1.875 07/12/2028 0.3265 URUGUAY (ORIENTAL REPUBLIC OF) 5.1 06/18/2050 0.305 COOPERATIEVE RABOBANK UA MTN 144A 1.339 06/24/2026 0.3024 ALLIANZ SE RegS 2.241 07/07/2045 0.3002 As Of NAV per Share Daily NAV Change Daily NAV Change % 28-Mar-2024 9.54 0.01 0.1049317943336831 27-Mar-2024 9.53 0.01 0.10504201680672269 26-Mar-2024 9.52 0 0 25-Mar-2024 9.52 -0.01 -0.1049317943336831 22-Mar-2024 9.53 0.03 0.3157894736842105 21-Mar-2024 9.5 0.04 0.42283298097251587 20-Mar-2024 9.46 0.01 0.10582010582010581 19-Mar-2024 9.45 0.01 0.1059322033898305 18-Mar-2024 9.44 0 0 15-Mar-2024 9.44 -0.03 -0.3167898627243928 14-Mar-2024 9.47 -0.02 -0.2107481559536354 13-Mar-2024 9.49 0.01 0.10548523206751055 12-Mar-2024 9.48 -0.01 -0.1053740779768177 11-Mar-2024 9.49 0 0 08-Mar-2024 9.49 0.02 0.21119324181626187 07-Mar-2024 9.47 0.02 0.21164021164021163 06-Mar-2024 9.45 0.01 0.1059322033898305 05-Mar-2024 9.44 0.02 0.21231422505307856 04-Mar-2024 9.42 0.04 0.42643923240938164 01-Mar-2024 9.38 0 0 29-Feb-2024 9.38 0.01 0.10672358591248667 28-Feb-2024 9.37 -0.01 -0.10660980810234541 27-Feb-2024 9.38 -0.02 -0.2127659574468085 26-Feb-2024 9.4 0.03 0.32017075773745995 23-Feb-2024 9.37 0.01 0.10683760683760683 22-Feb-2024 9.36 0.01 0.10695187165775401 21-Feb-2024 9.35 0 0 20-Feb-2024 9.35 0.01 0.10706638115631692 16-Feb-2024 9.34 -0.01 -0.10695187165775401 15-Feb-2024 9.35 0.03 0.3218884120171674 14-Feb-2024 9.32 -0.01 -0.10718113612004287 13-Feb-2024 9.33 -0.04 -0.42689434364994666 12-Feb-2024 9.37 0.01 0.10683760683760683 09-Feb-2024 9.36 -0.02 -0.21321961620469082 08-Feb-2024 9.38 0 0 07-Feb-2024 9.38 0.03 0.32085561497326204 06-Feb-2024 9.35 -0.02 -0.21344717182497333 05-Feb-2024 9.37 -0.04 -0.4250797024442083 02-Feb-2024 9.41 -0.02 -0.21208907741251326 01-Feb-2024 9.43 0.02 0.21253985122210414 31-Jan-2024 9.41 0.02 0.21299254526091588 30-Jan-2024 9.39 0.02 0.21344717182497333 29-Jan-2024 9.37 0.02 0.21390374331550802 26-Jan-2024 9.35 0.02 0.21436227224008575 25-Jan-2024 9.33 -0.01 -0.10706638115631692 24-Jan-2024 9.34 0.01 0.10718113612004287 23-Jan-2024 9.33 -0.01 -0.10706638115631692 22-Jan-2024 9.34 0.02 0.2145922746781116 19-Jan-2024 9.32 -0.01 -0.10718113612004287 18-Jan-2024 9.33 -0.01 -0.10706638115631692 17-Jan-2024 9.34 -0.04 -0.42643923240938164 16-Jan-2024 9.38 -0.02 -0.2127659574468085 12-Jan-2024 9.4 0.04 0.42735042735042733 11-Jan-2024 9.36 0.02 0.21413276231263384 10-Jan-2024 9.34 0.02 0.2145922746781116 09-Jan-2024 9.32 0.01 0.10741138560687433 08-Jan-2024 9.31 0.02 0.21528525296017223 05-Jan-2024 9.29 -0.04 -0.4287245444801715 04-Jan-2024 9.33 -0.02 -0.21390374331550802 03-Jan-2024 9.35 -0.06 -0.6376195536663124 02-Jan-2024 9.41 -0.03 -0.3177966101694915 29-Dec-2023 9.44 -0.01 -0.10582010582010581 28-Dec-2023 9.45 0.01 0.1059322033898305 27-Dec-2023 9.44 0.02 0.21231422505307856 22-Dec-2023 9.42 0 0 21-Dec-2023 9.42 0 0 20-Dec-2023 9.42 0.03 0.3194888178913738 19-Dec-2023 9.39 0.02 0.21344717182497333 18-Dec-2023 9.37 0 0 15-Dec-2023 9.37 0.04 0.4287245444801715 14-Dec-2023 9.33 0.13 1.4130434782608696 13-Dec-2023 9.2 0.02 0.2178649237472767 12-Dec-2023 9.18 0.01 0.10905125408942203 11-Dec-2023 9.17 -0.01 -0.10893246187363835 08-Dec-2023 9.18 -0.02 -0.21739130434782608 07-Dec-2023 9.2 0.02 0.2178649237472767 06-Dec-2023 9.18 0.04 0.437636761487965 05-Dec-2023 9.14 0.01 0.10952902519167579 04-Dec-2023 9.13 0.05 0.5506607929515418 01-Dec-2023 9.08 0 0 30-Nov-2023 9.08 0.02 0.22075055187637968 29-Nov-2023 9.06 0.06 0.6666666666666666 28-Nov-2023 9 0.02 0.22271714922049 27-Nov-2023 8.98 0.01 0.11148272017837235 24-Nov-2023 8.97 -0.01 -0.111358574610245 22-Nov-2023 8.98 0.02 0.22321428571428573 21-Nov-2023 8.96 0.04 0.4484304932735426 20-Nov-2023 8.92 0 0 17-Nov-2023 8.92 0.02 0.2247191011235955 16-Nov-2023 8.9 0.01 0.1124859392575928 15-Nov-2023 8.89 0.03 0.33860045146726864 14-Nov-2023 8.86 0.06 0.6818181818181818 13-Nov-2023 8.8 -0.03 -0.33975084937712347 09-Nov-2023 8.83 0 0 08-Nov-2023 8.83 0.01 0.11337868480725624 07-Nov-2023 8.82 -0.01 -0.11325028312570781 06-Nov-2023 8.83 0 0 03-Nov-2023 8.83 0.07 0.7990867579908676 02-Nov-2023 8.76 0.12 1.3888888888888888 31-Oct-2023 8.64 0.02 0.23201856148491878 30-Oct-2023 8.62 0 0 27-Oct-2023 8.62 0.02 0.23255813953488372 26-Oct-2023 8.6 -0.02 -0.23201856148491878 25-Oct-2023 8.62 0.01 0.11614401858304298 24-Oct-2023 8.61 0.07 0.819672131147541 23-Oct-2023 8.54 -0.02 -0.2336448598130841 20-Oct-2023 8.56 -0.01 -0.11668611435239207 19-Oct-2023 8.57 -0.04 -0.4645760743321719 18-Oct-2023 8.61 -0.02 -0.23174971031286212 17-Oct-2023 8.63 -0.04 -0.461361014994233 16-Oct-2023 8.67 -0.02 -0.23014959723820483 13-Oct-2023 8.69 -0.01 -0.11494252873563218 12-Oct-2023 8.7 -0.01 -0.1148105625717566 11-Oct-2023 8.71 0.06 0.6936416184971098 10-Oct-2023 8.65 0.06 0.6984866123399301 06-Oct-2023 8.59 -0.03 -0.3480278422273782 05-Oct-2023 8.62 0 0 04-Oct-2023 8.62 -0.05 -0.5767012687427913 03-Oct-2023 8.67 -0.05 -0.573394495412844 02-Oct-2023 8.72 -0.04 -0.45662100456621 29-Sept-2023 8.76 0.05 0.574052812858783 28-Sept-2023 8.71 -0.07 -0.7972665148063781 27-Sept-2023 8.78 -0.01 -0.11376564277588168 26-Sept-2023 8.79 -0.01 -0.11363636363636363 25-Sept-2023 8.8 -0.01 -0.11350737797956867 22-Sept-2023 8.81 -0.01 -0.11337868480725624 21-Sept-2023 8.82 -0.05 -0.5636978579481398 20-Sept-2023 8.87 0 0 19-Sept-2023 8.87 0 0 18-Sept-2023 8.87 -0.01 -0.11261261261261261 15-Sept-2023 8.88 0 0 14-Sept-2023 8.88 0.02 0.22573363431151242 13-Sept-2023 8.86 0 0 12-Sept-2023 8.86 -0.01 -0.11273957158962795 11-Sept-2023 8.87 0 0 08-Sept-2023 8.87 0.02 0.22598870056497175 07-Sept-2023 8.85 -0.01 -0.11286681715575621 06-Sept-2023 8.86 -0.03 -0.3374578177727784 05-Sept-2023 8.89 -0.03 -0.336322869955157 01-Sept-2023 8.92 0 0 31-Aug-2023 8.92 0.01 0.1122334455667789 30-Aug-2023 8.91 0.05 0.5643340857787811 29-Aug-2023 8.86 0.01 0.11299435028248588 28-Aug-2023 8.85 0 0 25-Aug-2023 8.85 -0.01 -0.11286681715575621 24-Aug-2023 8.86 0.04 0.45351473922902497 23-Aug-2023 8.82 0.03 0.3412969283276451 22-Aug-2023 8.79 0 0 21-Aug-2023 8.79 -0.01 -0.11363636363636363 18-Aug-2023 8.8 -0.01 -0.11350737797956867 17-Aug-2023 8.81 -0.04 -0.4519774011299435 16-Aug-2023 8.85 -0.04 -0.4499437570303712 14-Aug-2023 8.89 -0.03 -0.336322869955157 11-Aug-2023 8.92 -0.02 -0.22371364653243847 10-Aug-2023 8.94 0.01 0.11198208286674133 09-Aug-2023 8.93 0 0 08-Aug-2023 8.93 0.03 0.33707865168539325 07-Aug-2023 8.9 0.02 0.22522522522522523 04-Aug-2023 8.88 0.01 0.11273957158962795 03-Aug-2023 8.87 -0.06 -0.671892497200448 02-Aug-2023 8.93 -0.03 -0.33482142857142855 01-Aug-2023 8.96 -0.02 -0.22271714922049 31-Jul-2023 8.98 0.03 0.33519553072625696 28-Jul-2023 8.95 -0.02 -0.2229654403567447 27-Jul-2023 8.97 0.01 0.11160714285714286 26-Jul-2023 8.96 0.01 0.11173184357541899 25-Jul-2023 8.95 -0.02 -0.2229654403567447 24-Jul-2023 8.97 0.02 0.22346368715083798 21-Jul-2023 8.95 -0.01 -0.11160714285714286 20-Jul-2023 8.96 -0.02 -0.22271714922049 19-Jul-2023 8.98 0.02 0.22321428571428573 18-Jul-2023 8.96 0.02 0.22371364653243847 17-Jul-2023 8.94 -0.01 -0.11173184357541899 14-Jul-2023 8.95 0.02 0.22396416573348266 13-Jul-2023 8.93 0.07 0.7900677200902935 12-Jul-2023 8.86 0.05 0.5675368898978433 11-Jul-2023 8.81 0.03 0.3416856492027335 10-Jul-2023 8.78 0 0 07-Jul-2023 8.78 -0.03 -0.340522133938706 06-Jul-2023 8.81 -0.06 -0.6764374295377678 05-Jul-2023 8.87 -0.02 -0.2249718785151856 03-Jul-2023 8.89 0.04 0.4519774011299435 30-Jun-2023 8.85 0 0 29-Jun-2023 8.85 -0.01 -0.11286681715575621 28-Jun-2023 8.86 0 0 27-Jun-2023 8.86 0 0 26-Jun-2023 8.86 0.02 0.22624434389140272 22-Jun-2023 8.84 0 0 21-Jun-2023 8.84 -0.01 -0.11299435028248588 20-Jun-2023 8.85 0.01 0.11312217194570136 16-Jun-2023 8.84 0.01 0.11325028312570781 15-Jun-2023 8.83 0 0 14-Jun-2023 8.83 0 0 13-Jun-2023 8.83 0.01 0.11337868480725624 12-Jun-2023 8.82 0.01 0.11350737797956867 09-Jun-2023 8.81 0.02 0.22753128555176336 08-Jun-2023 8.79 -0.02 -0.22701475595913734 07-Jun-2023 8.81 0.01 0.11363636363636363 06-Jun-2023 8.8 0 0 05-Jun-2023 8.8 0 0 02-Jun-2023 8.8 0.02 0.22779043280182232 01-Jun-2023 8.78 0.01 0.11402508551881414 31-May-2023 8.77 0.02 0.22857142857142856 30-May-2023 8.75 0.04 0.4592422502870264 26-May-2023 8.71 -0.01 -0.11467889908256881 25-May-2023 8.72 -0.03 -0.34285714285714286 24-May-2023 8.75 0.01 0.11441647597254005 23-May-2023 8.74 -0.01 -0.11428571428571428 22-May-2023 8.75 0 0 19-May-2023 8.75 -0.04 -0.4550625711035267 17-May-2023 8.79 -0.01 -0.11363636363636363 16-May-2023 8.8 -0.02 -0.22675736961451248 15-May-2023 8.82 -0.04 -0.45146726862302483 12-May-2023 8.86 0.01 0.11299435028248588 11-May-2023 8.85 0.02 0.22650056625141562 10-May-2023 8.83 0.01 0.11337868480725624 08-May-2023 8.82 -0.01 -0.11325028312570781 05-May-2023 8.83 -0.01 -0.11312217194570136 04-May-2023 8.84 0 0 03-May-2023 8.84 0.03 0.340522133938706 02-May-2023 8.81 -0.01 -0.11337868480725624 28-Apr-2023 8.82 0.01 0.11350737797956867 27-Apr-2023 8.81 -0.02 -0.22650056625141562 26-Apr-2023 8.83 0.02 0.22701475595913734 25-Apr-2023 8.81 0.03 0.3416856492027335 24-Apr-2023 8.78 0.01 0.11402508551881414 21-Apr-2023 8.77 0 0 20-Apr-2023 8.77 0 0 19-Apr-2023 8.77 -0.02 -0.22753128555176336 18-Apr-2023 8.79 -0.01 -0.11363636363636363 17-Apr-2023 8.8 -0.01 -0.11350737797956867 14-Apr-2023 8.81 0 0 13-Apr-2023 8.81 0 0 12-Apr-2023 8.81 0.01 0.11363636363636363 11-Apr-2023 8.8 -0.02 -0.22675736961451248 06-Apr-2023 8.82 0.01 0.11350737797956867 05-Apr-2023 8.81 0.01 0.11363636363636363 04-Apr-2023 8.8 0.03 0.34207525655644244 03-Apr-2023 8.77 0.04 0.4581901489117984 31-Mar-2023 8.73 0.03 0.3448275862068966 30-Mar-2023 8.7 0.03 0.3460207612456747 29-Mar-2023 8.67 0 0 28-Mar-2023 8.67 -0.02 -0.23014959723820483 27-Mar-2023 8.69 -0.01 -0.11494252873563218 24-Mar-2023 8.7 0 0 23-Mar-2023 8.7 0.05 0.5780346820809249 22-Mar-2023 8.65 0 0 21-Mar-2023 8.65 0.03 0.3480278422273782 20-Mar-2023 8.62 -0.03 -0.3468208092485549 17-Mar-2023 8.65 0.01 0.11574074074074074 16-Mar-2023 8.64 0 0 15-Mar-2023 8.64 0 0 14-Mar-2023 8.64 -0.03 -0.3460207612456747 13-Mar-2023 8.67 0.03 0.3472222222222222 10-Mar-2023 8.64 0.02 0.23201856148491878 09-Mar-2023 8.62 -0.04 -0.4618937644341801 08-Mar-2023 8.66 -0.01 -0.11534025374855825 07-Mar-2023 8.67 0 0 06-Mar-2023 8.67 0.06 0.6968641114982579 03-Mar-2023 8.61 0.03 0.34965034965034963 02-Mar-2023 8.58 -0.05 -0.5793742757821553 01-Mar-2023 8.63 0 0 28-Feb-2023 8.63 -0.01 -0.11574074074074074 27-Feb-2023 8.64 0 0 24-Feb-2023 8.64 0.01 0.11587485515643106 23-Feb-2023 8.63 0.03 0.3488372093023256 22-Feb-2023 8.6 -0.03 -0.34762456546929316 21-Feb-2023 8.63 -0.02 -0.23121387283236994 17-Feb-2023 8.65 -0.04 -0.46029919447640966 16-Feb-2023 8.69 -0.03 -0.3440366972477064 15-Feb-2023 8.72 -0.03 -0.34285714285714286 14-Feb-2023 8.75 0.01 0.11441647597254005 13-Feb-2023 8.74 -0.02 -0.228310502283105 10-Feb-2023 8.76 -0.08 -0.9049773755656109 09-Feb-2023 8.84 0.02 0.22675736961451248 08-Feb-2023 8.82 -0.01 -0.11325028312570781 07-Feb-2023 8.83 -0.04 -0.4509582863585118 06-Feb-2023 8.87 -0.06 -0.671892497200448 03-Feb-2023 8.93 -0.01 -0.11185682326621924 02-Feb-2023 8.94 0.1 1.1312217194570136 01-Feb-2023 8.84 0.02 0.22675736961451248 31-Jan-2023 8.82 -0.01 -0.11325028312570781 30-Jan-2023 8.83 -0.01 -0.11312217194570136 27-Jan-2023 8.84 0 0 26-Jan-2023 8.84 0 0 25-Jan-2023 8.84 0.02 0.22675736961451248 24-Jan-2023 8.82 0 0 23-Jan-2023 8.82 -0.01 -0.11325028312570781 20-Jan-2023 8.83 -0.02 -0.22598870056497175 19-Jan-2023 8.85 -0.01 -0.11286681715575621 18-Jan-2023 8.86 0.08 0.9111617312072893 17-Jan-2023 8.78 -0.01 -0.11376564277588168 13-Jan-2023 8.79 0.04 0.45714285714285713 12-Jan-2023 8.75 0.04 0.4592422502870264 11-Jan-2023 8.71 0.03 0.3456221198156682 10-Jan-2023 8.68 0 0 09-Jan-2023 8.68 0.08 0.9302325581395349 06-Jan-2023 8.6 0.01 0.11641443538998836 05-Jan-2023 8.59 -0.01 -0.11627906976744186 04-Jan-2023 8.6 0.02 0.2331002331002331 03-Jan-2023 8.58 0.04 0.468384074941452 30-Dec-2022 8.54 -0.01 -0.11695906432748537 29-Dec-2022 8.55 -0.02 -0.23337222870478413 28-Dec-2022 8.57 -0.01 -0.11655011655011654 27-Dec-2022 8.58 -0.02 -0.23255813953488372 23-Dec-2022 8.6 -0.02 -0.23201856148491878 22-Dec-2022 8.62 0.02 0.23255813953488372 21-Dec-2022 8.6 0.01 0.11641443538998836 20-Dec-2022 8.59 -0.05 -0.5787037037037037 19-Dec-2022 8.64 -0.02 -0.23094688221709006 16-Dec-2022 8.66 -0.05 -0.574052812858783 15-Dec-2022 8.71 -0.01 -0.11467889908256881 14-Dec-2022 8.72 0.01 0.1148105625717566 13-Dec-2022 8.71 0.05 0.5773672055427251 12-Dec-2022 8.66 0 0 09-Dec-2022 8.66 0 0 08-Dec-2022 8.66 0.03 0.34762456546929316 07-Dec-2022 8.63 -0.03 -0.3464203233256351 06-Dec-2022 8.66 0 0 05-Dec-2022 8.66 0.02 0.23148148148148148 02-Dec-2022 8.64 0.02 0.23201856148491878 01-Dec-2022 8.62 0.08 0.936768149882904 30-Nov-2022 8.54 0 0 29-Nov-2022 8.54 0 0 28-Nov-2022 8.54 0.01 0.11723329425556858 25-Nov-2022 8.53 0.05 0.589622641509434 23-Nov-2022 8.48 0.04 0.47393364928909953 22-Nov-2022 8.44 0.02 0.2375296912114014 21-Nov-2022 8.42 -0.01 -0.11862396204033215 18-Nov-2022 8.43 0 0 17-Nov-2022 8.43 -0.02 -0.23668639053254437 16-Nov-2022 8.45 0.02 0.2372479240806643 15-Nov-2022 8.43 0.06 0.7168458781362007 14-Nov-2022 8.37 0.12 1.4545454545454546 10-Nov-2022 8.25 0.06 0.7326007326007326 09-Nov-2022 8.19 0.01 0.12224938875305623 08-Nov-2022 8.18 0.01 0.12239902080783353 07-Nov-2022 8.17 0.02 0.24539877300613497 04-Nov-2022 8.15 0.02 0.24600246002460024 03-Nov-2022 8.13 -0.06 -0.7326007326007326 02-Nov-2022 8.19 0.01 0.12224938875305623 31-Oct-2022 8.18 0.01 0.12239902080783353 28-Oct-2022 8.17 0.03 0.36855036855036855 27-Oct-2022 8.14 0.04 0.49382716049382713 26-Oct-2022 8.1 0.06 0.746268656716418 25-Oct-2022 8.04 0.04 0.5 24-Oct-2022 8 0.06 0.7556675062972292 21-Oct-2022 7.94 -0.06 -0.75 20-Oct-2022 8 -0.05 -0.6211180124223602 19-Oct-2022 8.05 -0.02 -0.24783147459727387 18-Oct-2022 8.07 0.03 0.373134328358209 17-Oct-2022 8.04 0 0 14-Oct-2022 8.04 0.03 0.37453183520599254 13-Oct-2022 8.01 -0.05 -0.6203473945409429 12-Oct-2022 8.06 -0.02 -0.24752475247524752 11-Oct-2022 8.08 -0.07 -0.8588957055214724 07-Oct-2022 8.15 -0.04 -0.4884004884004884 06-Oct-2022 8.19 -0.01 -0.12195121951219512 05-Oct-2022 8.2 -0.02 -0.24330900243309003 04-Oct-2022 8.22 0.12 1.4814814814814814 03-Oct-2022 8.1 0 0 30-Sept-2022 8.1 0.01 0.12360939431396786 29-Sept-2022 8.09 0.04 0.4968944099378882 28-Sept-2022 8.05 -0.11 -1.3480392156862746 27-Sept-2022 8.16 -0.04 -0.4878048780487805 26-Sept-2022 8.2 -0.07 -0.8464328899637243 23-Sept-2022 8.27 -0.09 -1.076555023923445 22-Sept-2022 8.36 -0.02 -0.2386634844868735 21-Sept-2022 8.38 -0.01 -0.11918951132300358 20-Sept-2022 8.39 -0.01 -0.11904761904761904 19-Sept-2022 8.4 -0.02 -0.2375296912114014 16-Sept-2022 8.42 -0.05 -0.5903187721369539 15-Sept-2022 8.47 0 0 14-Sept-2022 8.47 -0.06 -0.7033997655334114 13-Sept-2022 8.53 -0.05 -0.5827505827505828 12-Sept-2022 8.58 0.05 0.5861664712778429 09-Sept-2022 8.53 0.02 0.23501762632197415 08-Sept-2022 8.51 0.05 0.5910165484633569 07-Sept-2022 8.46 -0.02 -0.2358490566037736 06-Sept-2022 8.48 -0.02 -0.23529411764705882 05-Sept-2022 8.5 0.02 0.2358490566037736 02-Sept-2022 8.48 0 0 01-Sept-2022 8.48 -0.05 -0.5861664712778429 31-Aug-2022 8.53 -0.07 -0.813953488372093 30-Aug-2022 8.6 0 0 29-Aug-2022 8.6 -0.06 -0.6928406466512702 26-Aug-2022 8.66 0.02 0.23148148148148148 25-Aug-2022 8.64 0.01 0.11587485515643106 24-Aug-2022 8.63 0.01 0.11600928074245939 23-Aug-2022 8.62 -0.04 -0.4618937644341801 22-Aug-2022 8.66 -0.05 -0.574052812858783 19-Aug-2022 8.71 -0.05 -0.5707762557077626 18-Aug-2022 8.76 0 0 17-Aug-2022 8.76 -0.05 -0.5675368898978433 16-Aug-2022 8.81 0 0 12-Aug-2022 8.81 -0.03 -0.3393665158371041 11-Aug-2022 8.84 0.06 0.683371298405467 10-Aug-2022 8.78 0.01 0.11402508551881414 09-Aug-2022 8.77 0.01 0.1141552511415525 08-Aug-2022 8.76 0 0 05-Aug-2022 8.76 -0.01 -0.11402508551881414 04-Aug-2022 8.77 0.04 0.4581901489117984 03-Aug-2022 8.73 -0.03 -0.3424657534246575 02-Aug-2022 8.76 0.02 0.2288329519450801 01-Aug-2022 8.74 0.05 0.5753739930955121 29-Jul-2022 8.69 0.05 0.5787037037037037 28-Jul-2022 8.64 0.06 0.6993006993006993 27-Jul-2022 8.58 -0.01 -0.11641443538998836 26-Jul-2022 8.59 0 0 25-Jul-2022 8.59 0.02 0.23337222870478413 22-Jul-2022 8.57 0.08 0.9422850412249706 21-Jul-2022 8.49 0.03 0.3546099290780142 20-Jul-2022 8.46 0.06 0.7142857142857143 19-Jul-2022 8.4 0 0 18-Jul-2022 8.4 0.04 0.4784688995215311 15-Jul-2022 8.36 0 0 14-Jul-2022 8.36 -0.01 -0.11947431302270012 13-Jul-2022 8.37 -0.05 -0.5938242280285035 12-Jul-2022 8.42 0 0 11-Jul-2022 8.42 0.01 0.11890606420927467 08-Jul-2022 8.41 0 0 07-Jul-2022 8.41 -0.02 -0.2372479240806643 06-Jul-2022 8.43 0.02 0.23781212841854935 05-Jul-2022 8.41 0 0 04-Jul-2022 8.41 0.01 0.11904761904761904 01-Jul-2022 8.4 0.05 0.5988023952095808 30-Jun-2022 8.35 -0.02 -0.23894862604540024 29-Jun-2022 8.37 -0.03 -0.35714285714285715 28-Jun-2022 8.4 -0.04 -0.47393364928909953 27-Jun-2022 8.44 0 0 24-Jun-2022 8.44 0.02 0.2375296912114014 22-Jun-2022 8.42 0.01 0.11890606420927467 21-Jun-2022 8.41 -0.01 -0.1187648456057007 20-Jun-2022 8.42 0.01 0.11890606420927467 17-Jun-2022 8.41 0.02 0.23837902264600716 16-Jun-2022 8.39 -0.04 -0.4744958481613286 15-Jun-2022 8.43 0 0 14-Jun-2022 8.43 -0.06 -0.7067137809187279 13-Jun-2022 8.49 -0.15 -1.7361111111111112 10-Jun-2022 8.64 -0.06 -0.6896551724137931 09-Jun-2022 8.7 -0.04 -0.4576659038901602 08-Jun-2022 8.74 -0.01 -0.11428571428571428 07-Jun-2022 8.75 -0.05 -0.5681818181818182 03-Jun-2022 8.8 -0.01 -0.11350737797956867 02-Jun-2022 8.81 -0.02 -0.22650056625141562 01-Jun-2022 8.83 0.01 0.11337868480725624 31-May-2022 8.82 -0.04 -0.45146726862302483 30-May-2022 8.86 0.01 0.11299435028248588 27-May-2022 8.85 0.13 1.4908256880733946 25-May-2022 8.72 0.03 0.34522439585730724 24-May-2022 8.69 0.01 0.1152073732718894 23-May-2022 8.68 0.01 0.11534025374855825 20-May-2022 8.67 0.02 0.23121387283236994 19-May-2022 8.65 -0.01 -0.11547344110854503 18-May-2022 8.66 -0.02 -0.2304147465437788 17-May-2022 8.68 -0.01 -0.11507479861910241 16-May-2022 8.69 0 0 13-May-2022 8.69 -0.01 -0.11494252873563218 12-May-2022 8.7 0.04 0.4618937644341801 11-May-2022 8.66 -0.01 -0.11534025374855825 10-May-2022 8.67 -0.05 -0.573394495412844 06-May-2022 8.72 -0.08 -0.9090909090909091 05-May-2022 8.8 0.03 0.34207525655644244 04-May-2022 8.77 0 0 03-May-2022 8.77 -0.02 -0.22753128555176336 02-May-2022 8.79 -0.05 -0.5656108597285068 29-Apr-2022 8.84 -0.03 -0.3382187147688839 28-Apr-2022 8.87 -0.03 -0.33707865168539325 27-Apr-2022 8.9 -0.02 -0.2242152466367713 26-Apr-2022 8.92 0.02 0.2247191011235955 25-Apr-2022 8.9 -0.02 -0.2242152466367713 22-Apr-2022 8.92 -0.06 -0.6681514476614699 21-Apr-2022 8.98 0.02 0.22321428571428573 20-Apr-2022 8.96 0.01 0.11173184357541899 19-Apr-2022 8.95 -0.07 -0.7760532150776053 14-Apr-2022 9.02 0 0 13-Apr-2022 9.02 0 0 12-Apr-2022 9.02 -0.02 -0.22123893805309736 11-Apr-2022 9.04 -0.06 -0.6593406593406593 08-Apr-2022 9.1 -0.04 -0.437636761487965 07-Apr-2022 9.14 0 0 06-Apr-2022 9.14 -0.09 -0.9750812567713976 05-Apr-2022 9.23 -0.01 -0.10822510822510822 04-Apr-2022 9.24 0.03 0.3257328990228013 01-Apr-2022 9.21 -0.03 -0.3246753246753247 31-Mar-2022 9.24 0.04 0.43478260869565216 30-Mar-2022 9.2 0.02 0.2178649237472767 29-Mar-2022 9.18 0.05 0.547645125958379 28-Mar-2022 9.13 -0.02 -0.2185792349726776 25-Mar-2022 9.15 0.01 0.10940919037199125 24-Mar-2022 9.14 0 0 23-Mar-2022 9.14 -0.02 -0.2183406113537118 22-Mar-2022 9.16 -0.06 -0.6507592190889371 21-Mar-2022 9.22 0 0 18-Mar-2022 9.22 0.04 0.4357298474945534 17-Mar-2022 9.18 0.06 0.6578947368421053 16-Mar-2022 9.12 0.02 0.21978021978021978 15-Mar-2022 9.1 -0.05 -0.546448087431694 14-Mar-2022 9.15 -0.01 -0.1091703056768559 11-Mar-2022 9.16 -0.01 -0.10905125408942203 10-Mar-2022 9.17 0 0 09-Mar-2022 9.17 -0.01 -0.10893246187363835 08-Mar-2022 9.18 -0.05 -0.5417118093174431 07-Mar-2022 9.23 -0.06 -0.6458557588805167 04-Mar-2022 9.29 -0.03 -0.3218884120171674 03-Mar-2022 9.32 -0.04 -0.42735042735042733 02-Mar-2022 9.36 0 0 01-Mar-2022 9.36 0.05 0.5370569280343717 28-Feb-2022 9.31 -0.06 -0.6403415154749199 25-Feb-2022 9.37 0.06 0.644468313641246 24-Feb-2022 9.31 -0.15 -1.5856236786469344 23-Feb-2022 9.46 -0.03 -0.31612223393045313 22-Feb-2022 9.49 -0.03 -0.31512605042016806 21-Feb-2022 9.52 0 0 18-Feb-2022 9.52 0 0 17-Feb-2022 9.52 -0.01 -0.1049317943336831 16-Feb-2022 9.53 0.02 0.2103049421661409 15-Feb-2022 9.51 -0.03 -0.31446540880503143 14-Feb-2022 9.54 -0.03 -0.31347962382445144 11-Feb-2022 9.57 -0.05 -0.5197505197505198 10-Feb-2022 9.62 0 0 09-Feb-2022 9.62 0.01 0.1040582726326743 08-Feb-2022 9.61 -0.01 -0.10395010395010396 07-Feb-2022 9.62 -0.06 -0.6198347107438017 04-Feb-2022 9.68 -0.05 -0.513874614594039 03-Feb-2022 9.73 -0.01 -0.1026694045174538 02-Feb-2022 9.74 0.02 0.205761316872428 01-Feb-2022 9.72 0.01 0.10298661174047374 31-Jan-2022 9.71 -0.01 -0.102880658436214 28-Jan-2022 9.72 -0.02 -0.2053388090349076 27-Jan-2022 9.74 -0.01 -0.10256410256410256 26-Jan-2022 9.75 0 0 25-Jan-2022 9.75 -0.03 -0.3067484662576687 24-Jan-2022 9.78 -0.01 -0.10214504596527069 21-Jan-2022 9.79 0.01 0.10224948875255624 20-Jan-2022 9.78 0.02 0.20491803278688525 19-Jan-2022 9.76 -0.02 -0.20449897750511248 18-Jan-2022 9.78 -0.03 -0.3058103975535168 17-Jan-2022 9.81 -0.02 -0.2034587995930824 14-Jan-2022 9.83 -0.02 -0.20304568527918782 13-Jan-2022 9.85 0 0 12-Jan-2022 9.85 0.01 0.1016260162601626 11-Jan-2022 9.84 -0.01 -0.10152284263959391 10-Jan-2022 9.85 -0.03 -0.30364372469635625 07-Jan-2022 9.88 -0.02 -0.20202020202020202 06-Jan-2022 9.9 -0.05 -0.5025125628140703 05-Jan-2022 9.95 -0.02 -0.20060180541624875 04-Jan-2022 9.97 -0.03 -0.3 03-Jan-2022 10 0 0 31-Dec-2021 10 0 0 30-Dec-2021 10 0 0 29-Dec-2021 10 0 0 28-Dec-2021 10 0.01 0.1001001001001001 27-Dec-2021 9.99 0 0 23-Dec-2021 9.99 0.02 0.20060180541624875 22-Dec-2021 9.97 0 0 21-Dec-2021 9.97 -0.02 -0.2002002002002002 20-Dec-2021 9.99 -0.01 -0.1 17-Dec-2021 10 0.01 0.1001001001001001 16-Dec-2021 9.99 -0.01 -0.1 15-Dec-2021 10 -0.01 -0.0999000999000999 14-Dec-2021 10.01 0.01 0.1 13-Dec-2021 10 0 0 10-Dec-2021 10 0 0 09-Dec-2021 10 -0.01 -0.0999000999000999 08-Dec-2021 10.01 0.03 0.30060120240480964 07-Dec-2021 9.98 0 0 06-Dec-2021 9.98 0.03 0.3015075376884422 03-Dec-2021 9.95 0.01 0.1006036217303823 02-Dec-2021 9.94 0.03 0.30272452068617556 01-Dec-2021 9.91 0.04 0.40526849037487334 30-Nov-2021 9.87 0 0 29-Nov-2021 9.87 -0.01 -0.10121457489878542 26-Nov-2021 9.88 -0.01 -0.10111223458038422 25-Nov-2021 9.89 0 0 24-Nov-2021 9.89 -0.03 -0.3024193548387097 23-Nov-2021 9.92 -0.06 -0.6012024048096193 22-Nov-2021 9.98 0 0 19-Nov-2021 9.98 0.01 0.10030090270812438 18-Nov-2021 9.97 0 0 17-Nov-2021 9.97 -0.01 -0.10020040080160321 16-Nov-2021 9.98 -0.03 -0.2997002997002997 15-Nov-2021 10.01 -0.01 -0.0998003992015968 12-Nov-2021 10.02 -0.02 -0.199203187250996 11-Nov-2021 10.04 -0.04 -0.3968253968253968 10-Nov-2021 10.08 0 0 09-Nov-2021 10.08 0.01 0.09930486593843098 08-Nov-2021 10.07 0.04 0.3988035892323031 05-Nov-2021 10.03 0.03 0.3 04-Nov-2021 10 0.01 0.1001001001001001 03-Nov-2021 9.99 0.01 0.10020040080160321 02-Nov-2021 9.98 -0.01 -0.1001001001001001 29-Oct-2021 9.99 -0.02 -0.1998001998001998 28-Oct-2021 10.01 0.02 0.2002002002002002 27-Oct-2021 9.99 0.02 0.20060180541624875 26-Oct-2021 9.97 0.01 0.10040160642570281 25-Oct-2021 9.96 0.01 0.10050251256281408 22-Oct-2021 9.95 -0.01 -0.10040160642570281 21-Oct-2021 9.96 -0.01 -0.10030090270812438 20-Oct-2021 9.97 -0.01 -0.10020040080160321 19-Oct-2021 9.98 0 0 18-Oct-2021 9.98 -0.02 -0.2 15-Oct-2021 10 0.02 0.20040080160320642 14-Oct-2021 9.98 0.03 0.3015075376884422 13-Oct-2021 9.95 0.01 0.1006036217303823 12-Oct-2021 9.94 -0.02 -0.20080321285140562 11-Oct-2021 9.96 -0.01 -0.10030090270812438 08-Oct-2021 9.97 -0.02 -0.2002002002002002 07-Oct-2021 9.99 0.02 0.20060180541624875 06-Oct-2021 9.97 -0.03 -0.3 05-Oct-2021 10 -0.02 -0.1996007984031936 04-Oct-2021 10.02 0 0 01-Oct-2021 10.02 0 0 30-Sept-2021 10.02 -0.01 -0.09970089730807577 29-Sept-2021 10.03 -0.01 -0.099601593625498 28-Sept-2021 10.04 -0.03 -0.29791459781529295 27-Sept-2021 10.07 -0.03 -0.297029702970297 24-Sept-2021 10.1 -0.03 -0.29615004935834155 23-Sept-2021 10.13 -0.01 -0.09861932938856016 22-Sept-2021 10.14 0 0 21-Sept-2021 10.14 0 0 20-Sept-2021 10.14 -0.02 -0.1968503937007874 17-Sept-2021 10.16 -0.01 -0.09832841691248771 16-Sept-2021 10.17 -0.01 -0.09823182711198428 15-Sept-2021 10.18 0.01 0.09832841691248771 14-Sept-2021 10.17 0 0 13-Sept-2021 10.17 0 0 10-Sept-2021 10.17 0.02 0.19704433497536947 09-Sept-2021 10.15 0 0 08-Sept-2021 10.15 -0.01 -0.0984251968503937 07-Sept-2021 10.16 -0.01 -0.09832841691248771 06-Sept-2021 10.17 0.02 0.19704433497536947 03-Sept-2021 10.15 -0.01 -0.0984251968503937 02-Sept-2021 10.16 0.01 0.09852216748768473 01-Sept-2021 10.15 0 0 31-Aug-2021 10.15 0.02 0.19743336623889438 30-Aug-2021 10.13 0.02 0.19782393669634027 27-Aug-2021 10.11 0.01 0.09900990099009901 26-Aug-2021 10.1 -0.01 -0.09891196834817013 25-Aug-2021 10.11 0 0 24-Aug-2021 10.11 0.02 0.19821605550049554 23-Aug-2021 10.09 0 0 20-Aug-2021 10.09 0 0 19-Aug-2021 10.09 0 0 18-Aug-2021 10.09 0 0 17-Aug-2021 10.09 0 0 16-Aug-2021 10.09 0.03 0.2982107355864811 13-Aug-2021 10.06 0 0 12-Aug-2021 10.06 0 0 11-Aug-2021 10.06 -0.02 -0.1984126984126984 10-Aug-2021 10.08 -0.02 -0.19801980198019803 09-Aug-2021 10.1 -0.01 -0.09891196834817013 06-Aug-2021 10.11 -0.01 -0.09881422924901186 05-Aug-2021 10.12 -0.01 -0.09871668311944719 04-Aug-2021 10.13 0.01 0.09881422924901186 03-Aug-2021 10.12 0.01 0.09891196834817013 02-Aug-2021 10.11 0.02 0.19821605550049554 30-Jul-2021 10.09 0 0 29-Jul-2021 10.09 0 0 28-Jul-2021 10.09 -0.02 -0.19782393669634027 27-Jul-2021 10.11 0.02 0.19821605550049554 26-Jul-2021 10.09 0 0 23-Jul-2021 10.09 0.01 0.0992063492063492 22-Jul-2021 10.08 0 0 21-Jul-2021 10.08 -0.01 -0.09910802775024777 20-Jul-2021 10.09 0 0 19-Jul-2021 10.09 0.01 0.0992063492063492 16-Jul-2021 10.08 0.01 0.09930486593843098 15-Jul-2021 10.07 0.01 0.09940357852882704 14-Jul-2021 10.06 -0.02 -0.1984126984126984 13-Jul-2021 10.08 0.01 0.09930486593843098 12-Jul-2021 10.07 0 0 09-Jul-2021 10.07 -0.01 -0.0992063492063492 08-Jul-2021 10.08 0.02 0.1988071570576541 07-Jul-2021 10.06 0.02 0.199203187250996 06-Jul-2021 10.04 0 0 05-Jul-2021 10.04 0.01 0.09970089730807577 02-Jul-2021 10.03 0 0 01-Jul-2021 10.03 0.01 0.0998003992015968 30-Jun-2021 10.02 0.01 0.0999000999000999 29-Jun-2021 10.01 -0.01 -0.0998003992015968 28-Jun-2021 10.02 0.01 0.0999000999000999 25-Jun-2021 10.01 0 0 24-Jun-2021 10.01 0.01 0.1 22-Jun-2021 10 -- -- BGF Systematic ESG Multi Allocation Credit Fund Fund Inception 22-Jun-2021 Month End Date Monthly Total (NAV) Return 30-Jun-2021 -- 31-Jul-2021 0.698603 31-Aug-2021 0.594648 30-Sept-2021 -1.280788 31-Oct-2021 -0.299401 30-Nov-2021 -1.201201 31-Dec-2021 1.317123 31-Jan-2022 -2.9 28-Feb-2022 -4.119464 31-Mar-2022 -0.75188 30-Apr-2022 -4.329004 31-May-2022 -0.226244 30-Jun-2022 -5.328798 31-Jul-2022 4.071856 31-Aug-2022 -1.841197 30-Sept-2022 -5.041032 31-Oct-2022 0.987654 30-Nov-2022 4.400978 31-Dec-2022 0 31-Jan-2023 3.278689 28-Feb-2023 -2.154195 31-Mar-2023 1.158749 30-Apr-2023 1.030928 31-May-2023 -0.566893 30-Jun-2023 0.912201 31-Jul-2023 1.468927 31-Aug-2023 -0.668151 30-Sept-2023 -1.793722 31-Oct-2023 -1.369863 30-Nov-2023 5.092593 31-Dec-2023 3.964758 31-Jan-2024 -0.317797 29-Feb-2024 -0.31881