BlackRock Systematic Multi-Strategy ESG Screened Fund The Fund aims to achieve a total return on your investment through a combination of capital growth and income on the Fund’s assets, in a manner consistent with “ESG” focused investing. The Fund has a flexible approach to asset allocation and will seek to gain exposure across a variety of asset classes. In order to achieve its objective the Fund will invest globally in equity securities (e.g. shares), equity-related securities, fixed income (FI) securities (e.g. bonds), FI-related securities, money market instruments (MMIs) (e.g. debt instruments with short-term maturities), asset backed securities (ABS) and mortgage-backed securities (MBS) (i.e. financial securities backed by cash flows from debt), deposits, cash and other funds (including exchange traded funds). The FI securities and MMIs may be issued by governments, government agencies, companies and supranationals (e.g. the International Bank for Reconstruction and Development) globally and may include investments with a relatively low credit rating or which are unrated. The Fund may take long, synthetic long and synthetic short exposures. The Fund may have exposure to both developed and emerging markets, however, no more than 20% of the Fund’s assets shall be invested in securities issued by issuers established in emerging markets. In order to determine long and short exposures, the investment manager (IM) will use quantitative (i.e. mathematical or statistical) models to score and rank securities broadly according to three categories: fundamental information about the issuer of a security (e.g. financial reports), market sentiment towards the security and comparison of the its market price with its intrinsic value. The lowest-scoring securities are then further analysed by the IM for exclusion from the Fund’s portfolio. Net Assets of Fund USD 92,589,047 Inception Date 14-Jun-21 Fund Launch Date 14-Jun-21 Share Class Currency CHF Base Currency USD Asset Class Fixed Income Target Benchmark 1 ICE BofA 3 Month Treasury Bill Index (G0O1) SFDR Classification Article 8 Initial Charge 0.00% Ongoing Charges Figures 0.70% ISIN IE00BKPSQC28 Annual Management Fee 0.00% Performance Fee 0.00% Minimum Initial Investment CHF 10,000,000.00 Minimum Subsequent Investment CHF 10,000.00 Use of Income Accumulating Domicile Ireland Regulatory Structure UCITS Management Company BlackRock Asset Management Ireland Limited Morningstar Category - Dealing Settlement Trade Date + 3 days Dealing Frequency Daily, forward pricing basis Bloomberg Ticker SEDOL BKPSQC2 29-Feb-2024 BlackRock Systematic Multi-Strategy ESG Screened Fund Inception Date 14-Jun-21 Fund Holdings as of - Total Net Assets CHF 16,373,442.69 Number of Securities 1,408.00 Shares Outstanding 160,908.90 Name Weight (%) UNITED STATES TREASURY 6.4334 ISHARESBROAD USD HIGHYIELDCORPBONDUSD INC 4.8789 UNIFORM MBS 4.5553 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II 3.374 FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.1043 FEDERAL HOME LOAN MORTGAGE CORPORATION 1.2784 MCDONALDS CORPORATION 1.2212 JPMORGAN CHASE & CO 1.1576 CAS_18-C03-1B1 1.1141 BANK OF AMERICA CORP 1.0994 As Of NAV Daily NAV Change Daily NAV Change % 27-Mar-24 101.755979 -0.069148 -0.06790858213218826 26-Mar-24 101.825127 0.09332 0.09173138937756212 25-Mar-24 101.731807 -0.059453 -0.05840678266483783 22-Mar-24 101.79126 0.178343 0.17551213493851378 21-Mar-24 101.612917 0.351975 0.34759206565548245 20-Mar-24 101.260942 0.080942 0.07999802332476774 19-Mar-24 101.18 0.342714 0.3398683300540239 18-Mar-24 100.837286 0.054884 0.054457920143637775 15-Mar-24 100.782402 -0.058058 -0.057574112613131674 14-Mar-24 100.84046 -0.398968 -0.39408361730372476 13-Mar-24 101.239428 0.211007 0.20885904967276486 12-Mar-24 101.028421 0.040511 0.04011470283918144 11-Mar-24 100.98791 0.045801 0.04537353187261027 08-Mar-24 100.942109 0.290764 0.28888237906805914 07-Mar-24 100.651345 0.052188 0.05187717427890574 06-Mar-24 100.599157 0.188584 0.1878128909791203 05-Mar-24 100.410573 0.04087 0.04071945893871978 04-Mar-24 100.369703 0.231882 0.2315628577538151 01-Mar-24 100.137821 0.191328 0.19143042867947352 29-Feb-24 99.946493 0.021996 0.022012620188621015 28-Feb-24 99.924497 0.098848 0.0990206434821175 27-Feb-24 99.825649 -0.115616 -0.11568394696625063 26-Feb-24 99.941265 -0.04559 -0.04559599359335785 23-Feb-24 99.986855 0.243953 0.244581814954612 22-Feb-24 99.742902 -0.041714 -0.041804039211815976 21-Feb-24 99.784616 0.059172 0.0593349075487696 20-Feb-24 99.725444 0.053532 0.05370821019265688 16-Feb-24 99.671912 -0.236973 -0.23718911486200653 15-Feb-24 99.908885 0.032598 0.032638377916471804 14-Feb-24 99.876287 0.142924 0.14330610710480102 13-Feb-24 99.733363 -0.225613 -0.2257055934626621 12-Feb-24 99.958976 -0.099353 -0.09929508217152018 09-Feb-24 100.058329 0.066883 0.0668887216612509 08-Feb-24 99.991446 -0.245547 -0.24496644666904563 07-Feb-24 100.236993 -0.086045 -0.08576793697176514 06-Feb-24 100.323038 0.467508 0.46818438598242884 05-Feb-24 99.85553 -0.362478 -0.3616894879810423 02-Feb-24 100.218008 -0.379243 -0.3769914150039746 01-Feb-24 100.597251 -0.090352 -0.08973497958830146 31-Jan-24 100.687603 0.539924 0.5391278214245984 30-Jan-24 100.147679 -0.033915 -0.03385352403157011 29-Jan-24 100.181594 0.227783 0.2278882593080918 26-Jan-24 99.953811 -0.031199 -0.031203677431246944 25-Jan-24 99.98501 0.152832 0.15308891688208986 24-Jan-24 99.832178 0.16078 0.16131006811001086 23-Jan-24 99.671398 -0.258078 -0.2582601353778739 22-Jan-24 99.929476 0.119108 0.11933429601221388 19-Jan-24 99.810368 0.190005 0.1907290781504179 18-Jan-24 99.620363 -0.18692 -0.1872809221747876 17-Jan-24 99.807283 -0.503579 -0.5020184155131675 16-Jan-24 100.310862 -0.16907 -0.1682624546362153 12-Jan-24 100.479932 0.40682 0.4065227830628471 11-Jan-24 100.073112 0.050735 0.050723649568935956 10-Jan-24 100.022377 0.235768 0.23627218357525306 09-Jan-24 99.786609 -0.03829 -0.03835716377734577 08-Jan-24 99.824899 0.031639 0.031704545978355654 05-Jan-24 99.79326 -0.067465 -0.06755909292667363 04-Jan-24 99.860725 0.053951 0.05405544918223687 03-Jan-24 99.806774 -0.034616 -0.034670991659871725 02-Jan-24 99.84139 -0.06287 -0.06293024942079548 28-Dec-23 99.90426 -0.010044 -0.010052614688683615 27-Dec-23 99.914304 0.272589 0.2735691572550713 21-Dec-23 99.641715 -0.025897 -0.02598336558921468 20-Dec-23 99.667612 0.033005 0.03312604023218559 19-Dec-23 99.634607 0.124627 0.12524070450019184 18-Dec-23 99.50998 0.129906 0.13071634460646508 15-Dec-23 99.380074 -0.167273 -0.16803360917292953 14-Dec-23 99.547347 0.593929 0.6002106971181127 13-Dec-23 98.953418 0.37661 0.3820472661277488 12-Dec-23 98.576808 -0.072525 -0.0735179831373011 11-Dec-23 98.649333 0.074037 0.07510705319109567 08-Dec-23 98.575296 -0.188157 -0.19051278006652927 07-Dec-23 98.763453 -0.061276 -0.06200472353432915 06-Dec-23 98.824729 0.00675 0.006830740790600464 05-Dec-23 98.817979 0.154772 0.15686901399829828 04-Dec-23 98.663207 0.275268 0.27977819517085323 01-Dec-23 98.387939 0.321869 0.32821647691194317 30-Nov-23 98.06607 -0.045793 -0.046674274241433986 29-Nov-23 98.111863 0.303524 0.31032527809310817 28-Nov-23 97.808339 0.273164 0.2800671655123395 27-Nov-23 97.535175 0.156019 0.16021806555809542 24-Nov-23 97.379156 -0.084685 -0.08688863390885651 22-Nov-23 97.463841 0.156021 0.1603375761578052 21-Nov-23 97.30782 0.079207 0.08146470216540064 20-Nov-23 97.228613 0.040534 0.0417067611759257 17-Nov-23 97.188079 0.165477 0.17055510426323137 16-Nov-23 97.022602 0.059044 0.06089298002039075 15-Nov-23 96.963558 -0.220494 -0.2268829046148436 14-Nov-23 97.184052 0.645982 0.6691474151078429 13-Nov-23 96.53807 -0.15077 -0.15593319766790045 09-Nov-23 96.68884 -0.055028 -0.05688009083945248 08-Nov-23 96.743868 0.121148 0.12538251872851436 07-Nov-23 96.62272 -0.064364 -0.06656938790293851 06-Nov-23 96.687084 -0.1149 -0.1186959143316732 03-Nov-23 96.801984 0.239072 0.24758159737353405 02-Nov-23 96.562912 0.164167 0.17029993492135193 01-Nov-23 96.398745 0.400314 0.41700056535298996 31-Oct-23 95.998431 -0.02814 -0.029304389094555922 30-Oct-23 96.026571 -0.044347 -0.046160691417563016 27-Oct-23 96.070918 0.074208 0.07730264922620786 26-Oct-23 95.99671 -0.187131 -0.1945555490968592 25-Oct-23 96.183841 -0.003489 -0.003627296859160141 24-Oct-23 96.18733 0.070358 0.07320039170605583 23-Oct-23 96.116972 -0.190953 -0.198273402733991 20-Oct-23 96.307925 0.165402 0.17203833937247517 19-Oct-23 96.142523 -0.114429 -0.11887868628958873 18-Oct-23 96.256952 0.152817 0.15901188851031228 17-Oct-23 96.104135 -0.382923 -0.3968646240618094 16-Oct-23 96.487058 -0.045804 -0.047449126702573056 13-Oct-23 96.532862 0.235952 0.24502551535661943 12-Oct-23 96.29691 -0.066114 -0.06860930391723696 11-Oct-23 96.363024 -0.033074 -0.03431051742364095 10-Oct-23 96.396098 0.700402 0.7319054349110957 06-Oct-23 95.695696 0.00405 0.004232344378316996 05-Oct-23 95.691646 -0.151411 -0.15797805781591462 04-Oct-23 95.843057 -0.181763 -0.18928751962253093 03-Oct-23 96.02482 -0.25892 -0.26891352579365946 02-Oct-23 96.28374 -0.366686 -0.37939408565048643 29-Sep-23 96.650426 -0.093039 -0.09617083696557695 28-Sep-23 96.743465 -0.072731 -0.07512276148507219 27-Sep-23 96.816196 0.014148 0.014615393261101253 26-Sep-23 96.802048 -0.195309 -0.20135497094008448 25-Sep-23 96.997357 -0.032011 -0.0329910424645866 22-Sep-23 97.029368 0.077118 0.0795422488905621 21-Sep-23 96.95225 -0.083331 -0.08587674659257206 20-Sep-23 97.035581 0.165962 0.17132512929569796 19-Sep-23 96.869619 -0.117949 -0.12161249367547808 18-Sep-23 96.987568 -0.061411 -0.06327835762187668 15-Sep-23 97.048979 -0.134432 -0.1383281350353097 14-Sep-23 97.183411 0.138775 0.14300120616661388 13-Sep-23 97.044636 -0.179499 -0.18462391051357774 12-Sep-23 97.224135 0.013676 0.014068445042523666 11-Sep-23 97.210459 -0.066989 -0.06886385424091307 08-Sep-23 97.277448 0.286388 0.29527257460636064 07-Sep-23 96.99106 0.137635 0.14210648719960084 06-Sep-23 96.853425 -0.08865 -0.09144636113885535 05-Sep-23 96.942075 -0.078692 -0.08110840847094107 01-Sep-23 97.020767 0.184395 0.19041915366263412 31-Aug-23 96.836372 -0.274172 -0.28232979520740814 30-Aug-23 97.110544 0.260596 0.26907190492244765 29-Aug-23 96.849948 0.036681 0.037888402216609426 25-Aug-23 96.813267 -0.10258 -0.10584440334097271 24-Aug-23 96.915847 0.112526 0.11624187975947643 23-Aug-23 96.803321 0.162642 0.1682955890655528 22-Aug-23 96.640679 0.027784 0.02875806588758157 21-Aug-23 96.612895 -0.09919 -0.10256215652883505 18-Aug-23 96.712085 0.027349 0.028286781483273637 17-Aug-23 96.684736 -0.169122 -0.17461565650797306 16-Aug-23 96.853858 0.171747 0.1776409288373937 15-Aug-23 96.682111 -0.030539 -0.031577048090399754 14-Aug-23 96.71265 -0.064221 -0.06635986402164211 11-Aug-23 96.776871 -0.078849 -0.08140871803957474 10-Aug-23 96.85572 -0.001617 -0.0016694656802302959 09-Aug-23 96.857337 0.213632 0.22105112795499718 08-Aug-23 96.643705 0.114341 0.11845203911216073 07-Aug-23 96.529364 0.081967 0.08498622311185858 04-Aug-23 96.447397 -0.032156 -0.0333293418140111 03-Aug-23 96.479553 -0.06576 -0.06811309421100535 02-Aug-23 96.545313 -0.039172 -0.040557238566836074 01-Aug-23 96.584485 0.095903 0.09939310746633213 31-Jul-23 96.488582 -0.003504 -0.003631385894175819 28-Jul-23 96.492086 -0.080805 -0.08367254947353704 27-Jul-23 96.572891 0.205854 0.21361453709529327 26-Jul-23 96.367037 0.047589 0.049407467534490025 25-Jul-23 96.319448 0.086144 0.08951578759054142 24-Jul-23 96.233304 0.164608 0.17134405571613046 21-Jul-23 96.068696 0.119951 0.12501570499958076 20-Jul-23 95.948745 0.131161 0.1368861481625335 19-Jul-23 95.817584 -0.23915 -0.24896744875793925 18-Jul-23 96.056734 0.166779 0.17392749845382657 17-Jul-23 95.889955 -0.103138 -0.1074431469772518 14-Jul-23 95.993093 -0.097632 -0.10160397894802022 13-Jul-23 96.090725 0.232042 0.2420667515325659 12-Jul-23 95.858683 0.270582 0.2830707976926961 11-Jul-23 95.588101 0.049471 0.05178114863066385 10-Jul-23 95.53863 0.139046 0.14575115966962707 07-Jul-23 95.399584 -0.035097 -0.03677593892727529 06-Jul-23 95.434681 -0.272665 -0.2848945367265748 05-Jul-23 95.707346 -0.17595 -0.18350433009728828 03-Jul-23 95.883296 0.095445 0.09964207256304351 30-Jun-23 95.787851 0.162301 0.16972555974841452 29-Jun-23 95.62555 -0.05782 -0.06042847362086014 28-Jun-23 95.68337 -0.242281 -0.2525716505171281 27-Jun-23 95.925651 0.185698 0.19396082218674163 26-Jun-23 95.739953 -0.100586 -0.1049514130967064 23-Jun-23 95.840539 -0.074047 -0.07720097962993866 22-Jun-23 95.914586 -0.029771 -0.031029443451270407 21-Jun-23 95.944357 0.102595 0.10704623731771543 20-Jun-23 95.841762 -0.127682 -0.13304443026678367 16-Jun-23 95.969444 0.218692 0.22839716183116765 15-Jun-23 95.750752 0.176111 0.18426540571572747 14-Jun-23 95.574641 -0.243885 -0.25452802310901756 13-Jun-23 95.818526 0.172462 0.18031269953774576 12-Jun-23 95.646064 -0.38414 -0.4000199770480546 09-Jun-23 96.030204 0.050822 0.05295095565420498 08-Jun-23 95.979382 -0.035078 -0.03653408038747497 07-Jun-23 96.01446 0.209874 0.21906466982697467 06-Jun-23 95.804586 -0.268093 -0.2790522787440954 05-Jun-23 96.072679 0.064318 0.06699208207501844 02-Jun-23 96.008361 0.2173 0.22684788928269622 01-Jun-23 95.791061 0.215229 0.22519186649612424 31-May-23 95.575832 0.163606 0.17147278379188008 30-May-23 95.412226 -0.313756 -0.3277647232702194 26-May-23 95.725982 -0.449315 -0.46718337662112963 25-May-23 96.175297 -0.418085 -0.43282985991731815 24-May-23 96.593382 0.106853 0.11074395680665433 23-May-23 96.486529 -0.12794 -0.1324232294854304 22-May-23 96.614469 0.00703 0.007276872332781743 19-May-23 96.607439 0.164137 0.17019014964875426 18-May-23 96.443302 -0.162332 -0.16803574830842682 17-May-23 96.605634 -0.046217 -0.047818018508512576 16-May-23 96.651851 -0.249037 -0.2570017727804517 15-May-23 96.900888 -0.177363 -0.18270106658596477 12-May-23 97.078251 0.092007 0.09486603069194019 11-May-23 96.986244 0.048086 0.04960482125109082 10-May-23 96.938158 0.173214 0.17900490905053384 09-May-23 96.764944 -0.014088 -0.014556872195208565 05-May-23 96.779032 0.239237 0.24781179616136537 04-May-23 96.539795 -0.033247 -0.03442679169203348 03-May-23 96.573042 0.097574 0.1011386645981339 02-May-23 96.475468 -0.099011 -0.1025229450111763 28-Apr-23 96.574479 0.023859 0.024711389735249757 27-Apr-23 96.55062 -0.363488 -0.37506200851582927 26-Apr-23 96.914108 -0.136875 -0.14103412017990585 25-Apr-23 97.050983 0.126475 0.13048815269714859 24-Apr-23 96.924508 0.145241 0.1500744989110116 21-Apr-23 96.779267 -0.019636 -0.020285353853648526 20-Apr-23 96.798903 -0.084775 -0.08750183906106455 19-Apr-23 96.883678 -0.096464 -0.09946778588961026 18-Apr-23 96.980142 -0.102267 -0.10534040209076394 17-Apr-23 97.082409 -0.141032 -0.14505966724629712 14-Apr-23 97.223441 0.012536 0.012895672558546801 13-Apr-23 97.210905 0.140041 0.1442667698929722 12-Apr-23 97.070864 0.284654 0.2941059475311617 11-Apr-23 96.78621 -0.419944 -0.4320138002785297 06-Apr-23 97.206154 -0.02341 -0.02407703895494173 05-Apr-23 97.229564 0.186166 0.19183788267595495 04-Apr-23 97.043398 -0.101667 -0.10465482729359438 03-Apr-23 97.145065 0.355479 0.3672698837662143 31-Mar-23 96.789586 0.023405 0.024187169275596398 30-Mar-23 96.766181 -0.070967 -0.07328489269427885 29-Mar-23 96.837148 0.069377 0.07169432475612154 28-Mar-23 96.767771 0.033989 0.035136639235298375 27-Mar-23 96.733782 0.042119 0.043560115415534846 24-Mar-23 96.691663 0.030009 0.031045402968171844 23-Mar-23 96.661654 0.095926 0.09933752065743241 22-Mar-23 96.565728 -0.010387 -0.010755247298982777 21-Mar-23 96.576115 0.086362 0.08950380461643424 20-Mar-23 96.489753 0.148535 0.15417596235912234 17-Mar-23 96.341218 -0.063584 -0.06595522077831766 16-Mar-23 96.404802 -0.175375 -0.18158488154354904 15-Mar-23 96.580177 -0.008919 -0.009233961564357119 14-Mar-23 96.589096 -0.211701 -0.2186975795250942 13-Mar-23 96.800797 -0.015419 -0.015926051065660324 10-Mar-23 96.816216 0.202258 0.20934656253292097 09-Mar-23 96.613958 -0.236893 -0.24459568248915026 08-Mar-23 96.850851 -0.311795 -0.3209000710005366 07-Mar-23 97.162646 -0.075834 -0.07798764439756771 06-Mar-23 97.23848 -0.093861 -0.0964335174061004 03-Mar-23 97.332341 0.064615 0.06643005101198726 02-Mar-23 97.267726 -0.116708 -0.1198425612865399 01-Mar-23 97.384434 -0.068229 -0.07001245312301009 28-Feb-23 97.452663 -0.179079 -0.18342292817022562 27-Feb-23 97.631742 0.172176 0.17666403316427656 24-Feb-23 97.459566 -0.249665 -0.25551833480298297 23-Feb-23 97.709231 -0.011875 -0.012151929594411262 22-Feb-23 97.721106 0.142679 0.14621981967387115 21-Feb-23 97.578427 -0.016406 -0.016810316177291885 17-Feb-23 97.594833 -0.019702 -0.020183469603169243 16-Feb-23 97.614535 -0.113758 -0.11640231964350385 15-Feb-23 97.728293 -0.42716 -0.435187233051637 14-Feb-23 98.155453 -0.118105 -0.12017983514955263 13-Feb-23 98.273558 -0.058462 -0.05945367541519029 10-Feb-23 98.33202 0.070242 0.07148456035468848 09-Feb-23 98.261778 0.229066 0.23366282063072988 08-Feb-23 98.032712 0.292795 0.2995654272961987 07-Feb-23 97.739917 0.037773 0.03866138290680704 06-Feb-23 97.702144 -0.162856 -0.16640882848822358 03-Feb-23 97.865 -0.097955 -0.09999187958346091 02-Feb-23 97.962955 0.045584 0.04655353747191599 01-Feb-23 97.917371 -0.142071 -0.14488252951714736 31-Jan-23 98.059442 0.069834 0.07126674085684678 30-Jan-23 97.989608 -0.075206 -0.07669009600120182 27-Jan-23 98.064814 0.047749 0.0487149865179089 26-Jan-23 98.017065 0.051032 0.05209152441642707 25-Jan-23 97.966033 0.286615 0.29342414796124194 24-Jan-23 97.679418 -0.204963 -0.2093929571869081 23-Jan-23 97.884381 -0.155215 -0.15831868585015385 20-Jan-23 98.039596 -0.047478 -0.048403931388553804 19-Jan-23 98.087074 0.034501 0.03518622606670403 18-Jan-23 98.052573 0.140513 0.1435093899566611 17-Jan-23 97.91206 -0.074839 -0.0763765368266221 13-Jan-23 97.986899 -0.028664 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100.668167 0.255234 0.2541843887778878 08-Aug-22 100.412933 0.044003 0.04384125645256953 05-Aug-22 100.36893 -0.554453 -0.5493801173906349 04-Aug-22 100.923383 0.409805 0.40771108556099755 03-Aug-22 100.513578 -0.36864 -0.36541623222439457 02-Aug-22 100.882218 -0.050831 -0.050361106202191516 29-Jul-22 100.933049 -0.039499 -0.039118553292326545 28-Jul-22 100.972548 0.22876 0.22707107261045217 27-Jul-22 100.743788 -0.038372 -0.03807419884630375 26-Jul-22 100.78216 0.129553 0.12871300988756307 25-Jul-22 100.652607 0.04029 0.04004479888878814 22-Jul-22 100.612317 0.694372 0.6949422348508069 21-Jul-22 99.917945 -0.328136 -0.32733050182779716 20-Jul-22 100.246081 0.242377 0.24236802268843963 19-Jul-22 100.003704 0.076471 0.07652668617372804 18-Jul-22 99.927233 0.12684 0.12709368789760175 15-Jul-22 99.800393 0.378527 0.3807281187017753 14-Jul-22 99.421866 -0.288707 -0.2895450214692879 13-Jul-22 99.710573 -0.206912 -0.20708287443383908 12-Jul-22 99.917485 0.152884 0.15324473657745596 11-Jul-22 99.764601 0.051179 0.05132608928013723 08-Jul-22 99.713422 -0.092748 -0.0929281225799968 07-Jul-22 99.80617 -0.008031 -0.00804594929332751 06-Jul-22 99.814201 0.193574 0.19431116409255283 05-Jul-22 99.620627 -0.107228 -0.10752061196944425 01-Jul-22 99.727855 0.089188 0.0895114343510838 30-Jun-22 99.638667 0.003211 0.003222748335692868 29-Jun-22 99.635456 -0.0518 -0.05196250963112075 28-Jun-22 99.687256 0.023308 0.02338659110714739 27-Jun-22 99.663948 0.370513 0.3731495440761013 24-Jun-22 99.293435 -0.20261 -0.20363623498803396 23-Jun-22 99.496045 -0.084514 -0.08486997949067548 22-Jun-22 99.580559 -0.063344 -0.06357037218825119 21-Jun-22 99.643903 0.060874 0.061128889742849656 17-Jun-22 99.583029 -0.042368 -0.042527308573736475 16-Jun-22 99.625397 -0.003411 -0.00342370853217475 15-Jun-22 99.628808 -0.075846 -0.07607067168599772 14-Jun-22 99.704654 -0.063269 -0.06341617435495775 13-Jun-22 99.767923 -0.713696 -0.7102751797818863 10-Jun-22 100.481619 -0.547418 -0.5418422428395512 09-Jun-22 101.029037 -0.151921 -0.15014781733930607 08-Jun-22 101.180958 0.281497 0.2789876152063885 07-Jun-22 100.899461 -0.433286 -0.42758734252018255 01-Jun-22 101.332747 0.001966 0.0019401804472423834 31-May-22 101.330781 -0.169194 -0.16669363711665938 27-May-22 101.499975 0.085933 0.0847348141394463 26-May-22 101.414042 0.295706 0.2924355875476432 25-May-22 101.118336 0.382799 0.3800039304897933 24-May-22 100.735537 0.04219 0.041899491135198835 23-May-22 100.693347 0.215218 0.2141938769580393 20-May-22 100.478129 0.374467 0.3740792219968936 19-May-22 100.103662 -0.191794 -0.19122900243855515 18-May-22 100.295456 -0.304236 -0.30242239707851193 17-May-22 100.599692 -0.087082 -0.08648802274666184 16-May-22 100.686774 0.111143 0.11050688809498993 13-May-22 100.575631 0.19035 0.189619432354829 12-May-22 100.385281 0.179932 0.1795632686235143 11-May-22 100.205349 -0.028831 -0.028763641304792437 10-May-22 100.23418 0.565584 0.5674646003842574 09-May-22 99.668596 0.030466 0.030576647715086582 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102.718365 -0.342137 -0.3319768421077553 05-Jan-22 103.060502 0.359492 0.3500374533804487 04-Jan-22 102.70101 0.177983 0.17360295068150886 30-Dec-21 102.523027 0.288055 0.2817577922357136 23-Dec-21 102.234972 -0.058063 -0.05676144030725064 22-Dec-21 102.293035 -0.008812 -0.008613725224335393 21-Dec-21 102.301847 -0.136863 -0.13360476718224976 20-Dec-21 102.43871 -0.368435 -0.3583748969976746 17-Dec-21 102.807145 -0.008884 -0.008640676056454194 16-Dec-21 102.816029 0.34661 0.33825701695449256 15-Dec-21 102.469419 0.178284 0.1742907633198126 14-Dec-21 102.291135 0.13443 0.13159194983824116 13-Dec-21 102.156705 0.236216 0.23176497907108745 10-Dec-21 101.920489 0.106747 0.1048453753914673 09-Dec-21 101.813742 0.277267 0.27307132732350614 08-Dec-21 101.536475 -0.222435 -0.21859019519764902 07-Dec-21 101.75891 -0.071213 -0.06993313756480486 06-Dec-21 101.830123 0.176293 0.1734248478389845 03-Dec-21 101.65383 -0.0586 -0.05761341067163571 02-Dec-21 101.71243 0.503092 0.4970806152293971 01-Dec-21 101.209338 -0.140678 -0.13880412214241783 30-Nov-21 101.350016 0.08975 0.08863298858014061 29-Nov-21 101.260266 -0.078224 -0.07719080874404187 26-Nov-21 101.33849 0.454795 0.45081120393141827 24-Nov-21 100.883695 0.234307 0.23279525554591549 23-Nov-21 100.649388 0.081434 0.08097410433546257 22-Nov-21 100.567954 -0.011495 -0.011428776071342368 19-Nov-21 100.579449 0.118632 0.11808783119890415 18-Nov-21 100.460817 -0.055916 -0.05562854893025622 17-Nov-21 100.516733 -0.218214 -0.21662194352472336 16-Nov-21 100.734947 -0.155516 -0.15414340996730286 15-Nov-21 100.890463 -0.066457 -0.06582708743491779 12-Nov-21 100.95692 0.255898 0.2541165868207375 10-Nov-21 100.701022 0.073679 0.07321966157846382 09-Nov-21 100.627343 0.051088 0.05079528960389309 08-Nov-21 100.576255 0.156722 0.1560672463991642 05-Nov-21 100.419533 -0.131407 -0.13068699308032328 04-Nov-21 100.55094 0.045719 0.045489179114386505 03-Nov-21 100.505221 -0.024063 -0.023936308946555313 02-Nov-21 100.529284 0.266475 0.26577651539764857 01-Nov-21 100.262809 0.017247 0.01720475166770974 29-Oct-21 100.245562 -0.138909 -0.13837698063876833 28-Oct-21 100.384471 -0.087254 -0.08684433356747881 27-Oct-21 100.471725 -0.143654 -0.14277539023134822 26-Oct-21 100.615379 0.004961 0.004930900893384619 22-Oct-21 100.610418 0.187148 0.18635919742505896 21-Oct-21 100.42327 -0.025831 -0.025715511381231775 20-Oct-21 100.449101 0.058456 0.05822853314668912 19-Oct-21 100.390645 -0.070257 -0.06993466970861958 18-Oct-21 100.460902 0.054312 0.05409206706452236 15-Oct-21 100.40659 0.09557 0.09527367980108267 14-Oct-21 100.31102 0.601769 0.603523739236593 13-Oct-21 99.709251 -0.137681 -0.13789206863161305 12-Oct-21 99.846932 -0.147974 -0.14798153817955487 08-Oct-21 99.994906 0.007142 0.007142874002062893 07-Oct-21 99.987764 0.242846 0.24346704059649435 06-Oct-21 99.744918 -0.203578 -0.2036829048433105 05-Oct-21 99.948496 0.18142 0.18184355728737606 04-Oct-21 99.767076 0.226111 0.22715371505590687 01-Oct-21 99.540965 -0.456362 -0.4563741988823361 30-Sep-21 99.997327 -0.072475 -0.07242444628800204 29-Sep-21 100.069802 -0.110841 -0.11064113453534133 28-Sep-21 100.180643 -0.113267 -0.11293507252833197 27-Sep-21 100.29391 0.017309 0.017261255195516648 24-Sep-21 100.276601 -0.104097 -0.10370220776906731 23-Sep-21 100.380698 0.055497 0.05531710821092698 22-Sep-21 100.325201 0.034218 0.0341187203240395 21-Sep-21 100.290983 -0.112752 -0.11229861120206334 20-Sep-21 100.403735 -0.229861 -0.22841377943008218 17-Sep-21 100.633596 -0.135979 -0.1349405314054366 16-Sep-21 100.769575 -0.169619 -0.16804077115971425 15-Sep-21 100.939194 0.257353 0.2556101452296646 14-Sep-21 100.681841 0.162735 0.16189459544138804 13-Sep-21 100.519106 0.013893 0.013823163580579646 10-Sep-21 100.505213 0.049902 0.04967582052481028 09-Sep-21 100.455311 0.020723 0.02063333002371653 08-Sep-21 100.434588 -0.150765 -0.14988762827128518 07-Sep-21 100.585353 -0.181525 -0.1801435189844822 03-Sep-21 100.766878 -0.08863 -0.08787819501142169 02-Sep-21 100.855508 0.234886 0.2334372371500546 01-Sep-21 100.620622 -0.392932 -0.38898938255355314 31-Aug-21 101.013554 0.20357 0.20193436396141082 27-Aug-21 100.809984 0.208278 0.20703227438310043 26-Aug-21 100.601706 -0.099497 -0.09880418211091281 25-Aug-21 100.701203 0.141565 0.1407771575311359 24-Aug-21 100.559638 -0.197743 -0.1962565898770235 23-Aug-21 100.757381 0.116732 0.11598891815572453 20-Aug-21 100.640649 -0.11276 -0.11191680869081065 19-Aug-21 100.753409 -0.315614 -0.3122757009336085 18-Aug-21 101.069023 -0.131586 -0.1300249092374533 17-Aug-21 101.200609 -0.100843 -0.09954743787877789 16-Aug-21 101.301452 0.131728 0.13020496131826947 13-Aug-21 101.169724 0.154108 0.15255859054504997 12-Aug-21 101.015616 -0.044672 -0.044203317528641914 11-Aug-21 101.060288 0.19033 0.18868848939145985 10-Aug-21 100.869958 0.20093 0.19959465586575445 09-Aug-21 100.669028 -0.037752 -0.03748704903483162 06-Aug-21 100.70678 0.012244 0.012159547564725856 05-Aug-21 100.694536 -0.213646 -0.21172316829570867 04-Aug-21 100.908182 -0.001053 -0.0010435120234535522 03-Aug-21 100.909235 0.262074 0.2603888648185516 30-Jul-21 100.647161 0.071999 0.07158725729917294 29-Jul-21 100.575162 0.129235 0.12866126468224043 28-Jul-21 100.445927 -0.165745 -0.1647373477701474 27-Jul-21 100.611672 -0.075967 -0.0754481888288194 26-Jul-21 100.687639 0.201459 0.20048428550075245 23-Jul-21 100.48618 0.076474 0.07616195988065137 22-Jul-21 100.409706 -0.103806 -0.10327566705658439 21-Jul-21 100.513512 -0.109784 -0.10910395938530974 20-Jul-21 100.623296 0.289408 0.2884449170354088 19-Jul-21 100.333888 -0.181754 -0.18082160784487653 16-Jul-21 100.515642 -0.113013 -0.11230697657640361 15-Jul-21 100.628655 0.128707 0.12806673293005086 14-Jul-21 100.499948 -0.041171 -0.040949414935395737 13-Jul-21 100.541119 -0.120438 -0.11964647039981709 12-Jul-21 100.661557 0.101039 0.1004758149714384 09-Jul-21 100.560518 0.067822 0.06748948202165857 08-Jul-21 100.492696 -0.13896 -0.13808776037631737 07-Jul-21 100.631656 0.409168 0.4082596712226901 06-Jul-21 100.222488 -0.263651 -0.26237549041465313 02-Jul-21 100.486139 0.095024 0.0946537948104272 01-Jul-21 100.391115 0.135491 0.13514553557613884 30-Jun-21 100.255624 -0.046122 -0.04598324739032958 29-Jun-21 100.301746 0.202651 0.20245038179416108 28-Jun-21 100.099095 0.111512 0.1115258481645666 25-Jun-21 99.987583 0.182118 0.18247297379958102 24-Jun-21 99.805465 0.052926 0.05305729611554048 23-Jun-21 99.752539 0.047665 0.04780608819584888 22-Jun-21 99.704874 0.063369 0.06359699203660162 21-Jun-21 99.641505 0.268187 0.26987827859385755 18-Jun-21 99.373318 -0.062648 -0.06300336037364991 17-Jun-21 99.435966 -0.577777 -0.5776976070178675 16-Jun-21 100.013743 0.080866 0.08092031614380521 15-Jun-21 99.932877 -0.067123 -0.067123 14-Jun-21 100 -- -- BlackRock Systematic Multi-Strategy ESG Screened Fund Fund Inception 14-Jun-2021 Month End Date Monthly Total (NAV) Return 30-Jun-21 -- 31-Jul-21 0.390539 31-Aug-21 0.364037 30-Sep-21 -1.00603 31-Oct-21 0.248242 30-Nov-21 1.101749 31-Dec-21 1.157386 31-Jan-22 -0.787115 28-Feb-22 -1.389556 31-Mar-22 -0.126187 30-Apr-22 -0.619376 31-May-22 1.78309 30-Jun-22 -1.669891 31-Jul-22 1.299076 31-Aug-22 -0.832305 30-Sep-22 -3.559577 31-Oct-22 0.147232 30-Nov-22 1.03582 31-Dec-22 0.269272 31-Jan-23 0.125459 28-Feb-23 -0.618787 31-Mar-23 -0.680409 30-Apr-23 -0.222242 31-May-23 -1.034069 30-Jun-23 0.221833 31-Jul-23 0.731545 31-Aug-23 0.360447 30-Sep-23 -0.192021 31-Oct-23 -0.674591 30-Nov-23 2.153826 31-Dec-23 1.820153 31-Jan-24 0.837828 29-Feb-24 -0.736049