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 108,841,207 Inception Date 22-Jun-21 Fund Launch Date 22-Jun-21 Share Class Currency AUD 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 0.04% ISIN LU2342603755 Annual Management Fee 0.00% Performance Fee 0.00% Minimum Initial Investment AUD 10,000,000.00 Minimum Subsequent Investment AUD 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 BGSMCXA SEDOL BMBQ8X9 29-Feb-2024 BGF Systematic ESG Multi Allocation Credit Fund Inception Date 22-Jun-21 Fund Holdings as of - Total Net Assets AUD 123,103,171.42 Number of Securities 1,191.00 Shares Outstanding 13,335,760.02 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 Daily NAV Change Daily NAV Change % 27-Mar-24 9.23 0.01 0.10845986984815618 26-Mar-24 9.22 0 0 25-Mar-24 9.22 -0.01 -0.10834236186348863 22-Mar-24 9.23 0.02 0.21715526601520088 21-Mar-24 9.21 0.04 0.4362050163576881 20-Mar-24 9.17 0.02 0.2185792349726776 19-Mar-24 9.15 0 0 18-Mar-24 9.15 0 0 15-Mar-24 9.15 -0.02 -0.21810250817884405 14-Mar-24 9.17 -0.02 -0.2176278563656148 13-Mar-24 9.19 0 0 12-Mar-24 9.19 -0.01 -0.10869565217391304 11-Mar-24 9.2 0 0 08-Mar-24 9.2 0.02 0.2178649237472767 07-Mar-24 9.18 0.02 0.2183406113537118 06-Mar-24 9.16 0.01 0.1092896174863388 05-Mar-24 9.15 0.01 0.10940919037199125 04-Mar-24 9.14 0.04 0.43956043956043955 01-Mar-24 9.1 0 0 29-Feb-24 9.1 0.01 0.11001100110011001 28-Feb-24 9.09 -0.01 -0.10989010989010989 27-Feb-24 9.1 -0.02 -0.21929824561403508 26-Feb-24 9.12 0.03 0.33003300330033003 23-Feb-24 9.09 0.02 0.2205071664829107 22-Feb-24 9.07 0 0 21-Feb-24 9.07 0 0 20-Feb-24 9.07 0.01 0.11037527593818984 16-Feb-24 9.06 -0.01 -0.11025358324145534 15-Feb-24 9.07 0.03 0.33185840707964603 14-Feb-24 9.04 -0.01 -0.11049723756906077 13-Feb-24 9.05 -0.03 -0.3303964757709251 12-Feb-24 9.08 0 0 09-Feb-24 9.08 -0.02 -0.21978021978021978 08-Feb-24 9.1 0 0 07-Feb-24 9.1 0.03 0.33076074972436603 06-Feb-24 9.07 -0.02 -0.22002200220022003 05-Feb-24 9.09 -0.04 -0.43811610076670315 02-Feb-24 9.13 -0.02 -0.2185792349726776 01-Feb-24 9.15 0.02 0.21905805038335158 31-Jan-24 9.13 0.02 0.21953896816684962 30-Jan-24 9.11 0.02 0.22002200220022003 29-Jan-24 9.09 0.01 0.11013215859030837 26-Jan-24 9.08 0.03 0.3314917127071823 25-Jan-24 9.05 -0.01 -0.11037527593818984 24-Jan-24 9.06 0 0 23-Jan-24 9.06 -0.01 -0.11025358324145534 22-Jan-24 9.07 0.02 0.22099447513812154 19-Jan-24 9.05 -0.01 -0.11037527593818984 18-Jan-24 9.06 0 0 17-Jan-24 9.06 -0.05 -0.5488474204171241 16-Jan-24 9.11 -0.01 -0.10964912280701754 12-Jan-24 9.12 0.03 0.33003300330033003 11-Jan-24 9.09 0.02 0.2205071664829107 10-Jan-24 9.07 0.02 0.22099447513812154 09-Jan-24 9.05 0.01 0.11061946902654868 08-Jan-24 9.04 0.01 0.11074197120708748 05-Jan-24 9.03 -0.03 -0.33112582781456956 04-Jan-24 9.06 -0.02 -0.22026431718061673 03-Jan-24 9.08 -0.06 -0.6564551422319475 02-Jan-24 9.14 -0.03 -0.3271537622682661 29-Dec-23 9.17 -0.01 -0.10893246187363835 28-Dec-23 9.18 0.02 0.2183406113537118 27-Dec-23 9.16 0.01 0.1092896174863388 22-Dec-23 9.15 0 0 21-Dec-23 9.15 0 0 20-Dec-23 9.15 0.03 0.32894736842105265 19-Dec-23 9.12 0.01 0.10976948408342481 18-Dec-23 9.11 0 0 15-Dec-23 9.11 0.04 0.4410143329658214 14-Dec-23 9.07 0.12 1.3407821229050279 13-Dec-23 8.95 0.03 0.336322869955157 12-Dec-23 8.92 0.01 0.1122334455667789 11-Dec-23 8.91 -0.02 -0.22396416573348266 08-Dec-23 8.93 -0.01 -0.11185682326621924 07-Dec-23 8.94 0.01 0.11198208286674133 06-Dec-23 8.93 0.04 0.4499437570303712 05-Dec-23 8.89 0.01 0.11261261261261261 04-Dec-23 8.88 0.05 0.5662514156285391 01-Dec-23 8.83 0 0 30-Nov-23 8.83 0.01 0.11337868480725624 29-Nov-23 8.82 0.06 0.684931506849315 28-Nov-23 8.76 0.02 0.2288329519450801 27-Nov-23 8.74 0.01 0.1145475372279496 24-Nov-23 8.73 -0.01 -0.11441647597254005 22-Nov-23 8.74 0.02 0.22935779816513763 21-Nov-23 8.72 0.04 0.4608294930875576 20-Nov-23 8.68 0 0 17-Nov-23 8.68 0.01 0.11534025374855825 16-Nov-23 8.67 0.01 0.11547344110854503 15-Nov-23 8.66 0.04 0.46403712296983757 14-Nov-23 8.62 0.05 0.5834305717619603 13-Nov-23 8.57 -0.03 -0.3488372093023256 09-Nov-23 8.6 0 0 08-Nov-23 8.6 0.01 0.11641443538998836 07-Nov-23 8.59 -0.01 -0.11627906976744186 06-Nov-23 8.6 0 0 03-Nov-23 8.6 0.07 0.82063305978898 02-Nov-23 8.53 0.11 1.3064133016627077 31-Oct-23 8.42 0.02 0.23809523809523808 30-Oct-23 8.4 0.01 0.11918951132300358 27-Oct-23 8.39 0.01 0.11933174224343675 26-Oct-23 8.38 -0.02 -0.23809523809523808 25-Oct-23 8.4 0.01 0.11918951132300358 24-Oct-23 8.39 0.06 0.7202881152460985 23-Oct-23 8.33 -0.01 -0.11990407673860912 20-Oct-23 8.34 -0.01 -0.11976047904191617 19-Oct-23 8.35 -0.04 -0.4767580452920143 18-Oct-23 8.39 -0.02 -0.23781212841854935 17-Oct-23 8.41 -0.04 -0.47337278106508873 16-Oct-23 8.45 -0.02 -0.2361275088547816 13-Oct-23 8.47 -0.02 -0.23557126030624265 12-Oct-23 8.49 0 0 11-Oct-23 8.49 0.05 0.5924170616113744 10-Oct-23 8.44 0.06 0.7159904534606205 06-Oct-23 8.38 -0.03 -0.356718192627824 05-Oct-23 8.41 0 0 04-Oct-23 8.41 -0.04 -0.47337278106508873 03-Oct-23 8.45 -0.06 -0.7050528789659224 02-Oct-23 8.51 -0.03 -0.351288056206089 29-Sep-23 8.54 0.04 0.47058823529411764 28-Sep-23 8.5 -0.06 -0.7009345794392523 27-Sep-23 8.56 -0.02 -0.2331002331002331 26-Sep-23 8.58 -0.01 -0.11641443538998836 25-Sep-23 8.59 -0.01 -0.11627906976744186 22-Sep-23 8.6 -0.01 -0.11614401858304298 21-Sep-23 8.61 -0.05 -0.5773672055427251 20-Sep-23 8.66 0.01 0.11560693641618497 19-Sep-23 8.65 0 0 18-Sep-23 8.65 -0.01 -0.11547344110854503 15-Sep-23 8.66 -0.01 -0.11534025374855825 14-Sep-23 8.67 0.02 0.23121387283236994 13-Sep-23 8.65 0 0 12-Sep-23 8.65 -0.01 -0.11547344110854503 11-Sep-23 8.66 0 0 08-Sep-23 8.66 0.02 0.23148148148148148 07-Sep-23 8.64 -0.02 -0.23094688221709006 06-Sep-23 8.66 -0.02 -0.2304147465437788 05-Sep-23 8.68 -0.03 -0.34443168771526983 01-Sep-23 8.71 0 0 31-Aug-23 8.71 0.01 0.11494252873563218 30-Aug-23 8.7 0.04 0.4618937644341801 29-Aug-23 8.66 0.01 0.11560693641618497 28-Aug-23 8.65 0.01 0.11574074074074074 25-Aug-23 8.64 -0.02 -0.23094688221709006 24-Aug-23 8.66 0.04 0.46403712296983757 23-Aug-23 8.62 0.04 0.4662004662004662 22-Aug-23 8.58 -0.01 -0.11641443538998836 21-Aug-23 8.59 -0.01 -0.11627906976744186 18-Aug-23 8.6 -0.01 -0.11614401858304298 17-Aug-23 8.61 -0.04 -0.4624277456647399 16-Aug-23 8.65 -0.04 -0.46029919447640966 14-Aug-23 8.69 -0.02 -0.2296211251435132 11-Aug-23 8.71 -0.03 -0.34324942791762014 10-Aug-23 8.74 0.01 0.1145475372279496 09-Aug-23 8.73 0 0 08-Aug-23 8.73 0.03 0.3448275862068966 07-Aug-23 8.7 0.02 0.2304147465437788 04-Aug-23 8.68 0.01 0.11534025374855825 03-Aug-23 8.67 -0.06 -0.6872852233676976 02-Aug-23 8.73 -0.03 -0.3424657534246575 01-Aug-23 8.76 -0.02 -0.22779043280182232 31-Jul-23 8.78 0.02 0.228310502283105 28-Jul-23 8.76 -0.02 -0.22779043280182232 27-Jul-23 8.78 0.02 0.228310502283105 26-Jul-23 8.76 0 0 25-Jul-23 8.76 -0.01 -0.11402508551881414 24-Jul-23 8.77 0.01 0.1141552511415525 21-Jul-23 8.76 -0.01 -0.11402508551881414 20-Jul-23 8.77 -0.01 -0.11389521640091116 19-Jul-23 8.78 0.01 0.11402508551881414 18-Jul-23 8.77 0.02 0.22857142857142856 17-Jul-23 8.75 -0.01 -0.1141552511415525 14-Jul-23 8.76 0.02 0.2288329519450801 13-Jul-23 8.74 0.07 0.8073817762399077 12-Jul-23 8.67 0.04 0.46349942062572425 11-Jul-23 8.63 0.03 0.3488372093023256 10-Jul-23 8.6 0.01 0.11641443538998836 07-Jul-23 8.59 -0.04 -0.46349942062572425 06-Jul-23 8.63 -0.06 -0.6904487917146145 05-Jul-23 8.69 -0.01 -0.11494252873563218 03-Jul-23 8.7 0.04 0.4618937644341801 30-Jun-23 8.66 -0.01 -0.11534025374855825 29-Jun-23 8.67 -0.01 -0.1152073732718894 28-Jun-23 8.68 0 0 27-Jun-23 8.68 0.01 0.11534025374855825 26-Jun-23 8.67 0.01 0.11547344110854503 22-Jun-23 8.66 0 0 21-Jun-23 8.66 -0.01 -0.11534025374855825 20-Jun-23 8.67 0.01 0.11547344110854503 16-Jun-23 8.66 0.01 0.11560693641618497 15-Jun-23 8.65 0 0 14-Jun-23 8.65 0 0 13-Jun-23 8.65 0.01 0.11574074074074074 12-Jun-23 8.64 0.01 0.11587485515643106 09-Jun-23 8.63 0.01 0.11600928074245939 08-Jun-23 8.62 -0.02 -0.23148148148148148 07-Jun-23 8.64 0.02 0.23201856148491878 06-Jun-23 8.62 0 0 05-Jun-23 8.62 0 0 02-Jun-23 8.62 0.02 0.23255813953488372 01-Jun-23 8.6 0.01 0.11641443538998836 31-May-23 8.59 0.02 0.23337222870478413 30-May-23 8.57 0.04 0.46893317702227433 26-May-23 8.53 -0.01 -0.117096018735363 25-May-23 8.54 -0.03 -0.3500583430571762 24-May-23 8.57 0 0 23-May-23 8.57 -0.01 -0.11655011655011654 22-May-23 8.58 0 0 19-May-23 8.58 -0.04 -0.46403712296983757 17-May-23 8.62 -0.01 -0.11587485515643106 16-May-23 8.63 -0.02 -0.23121387283236994 15-May-23 8.65 -0.04 -0.46029919447640966 12-May-23 8.69 0.01 0.1152073732718894 11-May-23 8.68 0.02 0.23094688221709006 10-May-23 8.66 0.01 0.11560693641618497 08-May-23 8.65 -0.01 -0.11547344110854503 05-May-23 8.66 -0.01 -0.11534025374855825 04-May-23 8.67 0 0 03-May-23 8.67 0.02 0.23121387283236994 02-May-23 8.65 -0.01 -0.11547344110854503 28-Apr-23 8.66 0.02 0.23148148148148148 27-Apr-23 8.64 -0.02 -0.23094688221709006 26-Apr-23 8.66 0.01 0.11560693641618497 25-Apr-23 8.65 0.03 0.3480278422273782 24-Apr-23 8.62 0.01 0.11614401858304298 21-Apr-23 8.61 0 0 20-Apr-23 8.61 0 0 19-Apr-23 8.61 -0.02 -0.23174971031286212 18-Apr-23 8.63 -0.01 -0.11574074074074074 17-Apr-23 8.64 -0.01 -0.11560693641618497 14-Apr-23 8.65 0 0 13-Apr-23 8.65 0 0 12-Apr-23 8.65 0.01 0.11574074074074074 11-Apr-23 8.64 -0.02 -0.23094688221709006 06-Apr-23 8.66 0 0 05-Apr-23 8.66 0.02 0.23148148148148148 04-Apr-23 8.64 0.02 0.23201856148491878 03-Apr-23 8.62 0.04 0.4662004662004662 31-Mar-23 8.58 0.03 0.3508771929824561 30-Mar-23 8.55 0.03 0.352112676056338 29-Mar-23 8.52 0 0 28-Mar-23 8.52 -0.02 -0.234192037470726 27-Mar-23 8.54 -0.01 -0.11695906432748537 24-Mar-23 8.55 0 0 23-Mar-23 8.55 0.05 0.5882352941176471 22-Mar-23 8.5 0 0 21-Mar-23 8.5 0.03 0.3541912632821724 20-Mar-23 8.47 -0.03 -0.35294117647058826 17-Mar-23 8.5 0.01 0.11778563015312132 16-Mar-23 8.49 0 0 15-Mar-23 8.49 -0.01 -0.11764705882352941 14-Mar-23 8.5 -0.02 -0.2347417840375587 13-Mar-23 8.52 0.03 0.35335689045936397 10-Mar-23 8.49 0.01 0.1179245283018868 09-Mar-23 8.48 -0.04 -0.4694835680751174 08-Mar-23 8.52 -0.01 -0.11723329425556858 07-Mar-23 8.53 0 0 06-Mar-23 8.53 0.06 0.7083825265643447 03-Mar-23 8.47 0.03 0.35545023696682465 02-Mar-23 8.44 -0.05 -0.5889281507656066 01-Mar-23 8.49 0 0 28-Feb-23 8.49 -0.01 -0.11764705882352941 27-Feb-23 8.5 0 0 24-Feb-23 8.5 0 0 23-Feb-23 8.5 0.04 0.4728132387706856 22-Feb-23 8.46 -0.03 -0.35335689045936397 21-Feb-23 8.49 -0.02 -0.23501762632197415 17-Feb-23 8.51 -0.04 -0.4678362573099415 16-Feb-23 8.55 -0.03 -0.34965034965034963 15-Feb-23 8.58 -0.03 -0.34843205574912894 14-Feb-23 8.61 0.01 0.11627906976744186 13-Feb-23 8.6 -0.03 -0.34762456546929316 10-Feb-23 8.63 -0.07 -0.8045977011494253 09-Feb-23 8.7 0.01 0.11507479861910241 08-Feb-23 8.69 -0.01 -0.11494252873563218 07-Feb-23 8.7 -0.04 -0.4576659038901602 06-Feb-23 8.74 -0.06 -0.6818181818181818 03-Feb-23 8.8 -0.01 -0.11350737797956867 02-Feb-23 8.81 0.1 1.148105625717566 01-Feb-23 8.71 0.02 0.23014959723820483 31-Jan-23 8.69 -0.01 -0.11494252873563218 30-Jan-23 8.7 -0.01 -0.1148105625717566 27-Jan-23 8.71 0 0 26-Jan-23 8.71 -0.01 -0.11467889908256881 25-Jan-23 8.72 0.03 0.34522439585730724 24-Jan-23 8.69 0 0 23-Jan-23 8.69 -0.01 -0.11494252873563218 20-Jan-23 8.7 -0.02 -0.22935779816513763 19-Jan-23 8.72 -0.01 -0.1145475372279496 18-Jan-23 8.73 0.07 0.8083140877598153 17-Jan-23 8.66 0 0 13-Jan-23 8.66 0.04 0.46403712296983757 12-Jan-23 8.62 0.03 0.3492433061699651 11-Jan-23 8.59 0.03 0.35046728971962615 10-Jan-23 8.56 0 0 09-Jan-23 8.56 0.08 0.9433962264150944 06-Jan-23 8.48 0.01 0.1180637544273908 05-Jan-23 8.47 -0.01 -0.1179245283018868 04-Jan-23 8.48 0.01 0.1180637544273908 03-Jan-23 8.47 0.04 0.4744958481613286 30-Dec-22 8.43 0 0 29-Dec-22 8.43 -0.03 -0.3546099290780142 28-Dec-22 8.46 -0.01 -0.1180637544273908 27-Dec-22 8.47 -0.02 -0.23557126030624265 23-Dec-22 8.49 -0.02 -0.23501762632197415 22-Dec-22 8.51 0.02 0.23557126030624265 21-Dec-22 8.49 0.01 0.1179245283018868 20-Dec-22 8.48 -0.05 -0.5861664712778429 19-Dec-22 8.53 -0.02 -0.23391812865497075 16-Dec-22 8.55 -0.05 -0.5813953488372093 15-Dec-22 8.6 -0.02 -0.23201856148491878 14-Dec-22 8.62 0.01 0.11614401858304298 13-Dec-22 8.61 0.05 0.5841121495327103 12-Dec-22 8.56 0 0 09-Dec-22 8.56 0.01 0.11695906432748537 08-Dec-22 8.55 0.02 0.23446658851113716 07-Dec-22 8.53 -0.03 -0.35046728971962615 06-Dec-22 8.56 0 0 05-Dec-22 8.56 0.03 0.3516998827667057 02-Dec-22 8.53 0.01 0.11737089201877934 01-Dec-22 8.52 0.08 0.9478672985781991 30-Nov-22 8.44 0 0 29-Nov-22 8.44 0 0 28-Nov-22 8.44 0.01 0.11862396204033215 25-Nov-22 8.43 0.04 0.4767580452920143 23-Nov-22 8.39 0.04 0.47904191616766467 22-Nov-22 8.35 0.02 0.24009603841536614 21-Nov-22 8.33 -0.01 -0.11990407673860912 18-Nov-22 8.34 0 0 17-Nov-22 8.34 -0.02 -0.23923444976076555 16-Nov-22 8.36 0.02 0.23980815347721823 15-Nov-22 8.34 0.05 0.6031363088057901 14-Nov-22 8.29 0.12 1.4687882496940023 10-Nov-22 8.17 0.06 0.7398273736128237 09-Nov-22 8.11 0.01 0.12345679012345678 08-Nov-22 8.1 0 0 07-Nov-22 8.1 0.03 0.37174721189591076 04-Nov-22 8.07 0.02 0.2484472049689441 03-Nov-22 8.05 -0.07 -0.8620689655172413 02-Nov-22 8.12 0.01 0.12330456226880394 31-Oct-22 8.11 0.01 0.12345679012345678 28-Oct-22 8.1 0.03 0.37174721189591076 27-Oct-22 8.07 0.04 0.49813200498132004 26-Oct-22 8.03 0.06 0.7528230865746549 25-Oct-22 7.97 0.04 0.5044136191677175 24-Oct-22 7.93 0.06 0.7623888182973316 21-Oct-22 7.87 -0.06 -0.7566204287515763 20-Oct-22 7.93 -0.05 -0.6265664160401002 19-Oct-22 7.98 -0.02 -0.25 18-Oct-22 8 0.03 0.37641154328732745 17-Oct-22 7.97 0 0 14-Oct-22 7.97 0.03 0.3778337531486146 13-Oct-22 7.94 -0.05 -0.6257822277847309 12-Oct-22 7.99 -0.02 -0.24968789013732834 11-Oct-22 8.01 -0.07 -0.8663366336633663 07-Oct-22 8.08 -0.04 -0.49261083743842365 06-Oct-22 8.12 -0.02 -0.2457002457002457 05-Oct-22 8.14 -0.01 -0.12269938650306748 04-Oct-22 8.15 0.11 1.3681592039800996 03-Oct-22 8.04 0.01 0.12453300124533001 30-Sep-22 8.03 0.01 0.12468827930174564 29-Sep-22 8.02 0.03 0.37546933667083854 28-Sep-22 7.99 -0.1 -1.2360939431396787 27-Sep-22 8.09 -0.04 -0.4920049200492005 26-Sep-22 8.13 -0.08 -0.97442143727162 23-Sep-22 8.21 -0.09 -1.0843373493975903 22-Sep-22 8.3 -0.03 -0.36014405762304924 21-Sep-22 8.33 0 0 20-Sep-22 8.33 -0.02 -0.23952095808383234 19-Sep-22 8.35 -0.01 -0.11961722488038277 16-Sep-22 8.36 -0.05 -0.5945303210463734 15-Sep-22 8.41 0 0 14-Sep-22 8.41 -0.07 -0.8254716981132075 13-Sep-22 8.48 -0.04 -0.4694835680751174 12-Sep-22 8.52 0.04 0.4716981132075472 09-Sep-22 8.48 0.03 0.35502958579881655 08-Sep-22 8.45 0.04 0.4756242568370987 07-Sep-22 8.41 -0.02 -0.2372479240806643 06-Sep-22 8.43 -0.01 -0.11848341232227488 05-Sep-22 8.44 0.01 0.11862396204033215 02-Sep-22 8.43 0 0 01-Sep-22 8.43 -0.05 -0.589622641509434 31-Aug-22 8.48 -0.07 -0.8187134502923976 30-Aug-22 8.55 0 0 29-Aug-22 8.55 -0.06 -0.6968641114982579 26-Aug-22 8.61 0.02 0.23282887077997672 25-Aug-22 8.59 0.01 0.11655011655011654 24-Aug-22 8.58 0.01 0.11668611435239207 23-Aug-22 8.57 -0.04 -0.4645760743321719 22-Aug-22 8.61 -0.05 -0.5773672055427251 19-Aug-22 8.66 -0.05 -0.574052812858783 18-Aug-22 8.71 0 0 17-Aug-22 8.71 -0.05 -0.5707762557077626 16-Aug-22 8.76 0 0 12-Aug-22 8.76 -0.03 -0.3412969283276451 11-Aug-22 8.79 0.05 0.5720823798627003 10-Aug-22 8.74 0.02 0.22935779816513763 09-Aug-22 8.72 0 0 08-Aug-22 8.72 0.01 0.1148105625717566 05-Aug-22 8.71 -0.02 -0.2290950744558992 04-Aug-22 8.73 0.05 0.576036866359447 03-Aug-22 8.68 -0.04 -0.45871559633027525 02-Aug-22 8.72 0.02 0.22988505747126436 01-Aug-22 8.7 0.05 0.5780346820809249 29-Jul-22 8.65 0.05 0.5813953488372093 28-Jul-22 8.6 0.06 0.702576112412178 27-Jul-22 8.54 -0.02 -0.2336448598130841 26-Jul-22 8.56 0.01 0.11695906432748537 25-Jul-22 8.55 0.02 0.23446658851113716 22-Jul-22 8.53 0.08 0.9467455621301775 21-Jul-22 8.45 0.03 0.35629453681710216 20-Jul-22 8.42 0.06 0.7177033492822966 19-Jul-22 8.36 -0.01 -0.11947431302270012 18-Jul-22 8.37 0.04 0.4801920768307323 15-Jul-22 8.33 0.01 0.1201923076923077 14-Jul-22 8.32 -0.02 -0.23980815347721823 13-Jul-22 8.34 -0.05 -0.5959475566150179 12-Jul-22 8.39 0 0 11-Jul-22 8.39 0.02 0.23894862604540024 08-Jul-22 8.37 -0.01 -0.11933174224343675 07-Jul-22 8.38 -0.01 -0.11918951132300358 06-Jul-22 8.39 0.01 0.11933174224343675 05-Jul-22 8.38 0.01 0.11947431302270012 04-Jul-22 8.37 0 0 01-Jul-22 8.37 0.05 0.6009615384615384 30-Jun-22 8.32 -0.01 -0.12004801920768307 29-Jun-22 8.33 -0.04 -0.4778972520908005 28-Jun-22 8.37 -0.04 -0.4756242568370987 27-Jun-22 8.41 0.01 0.11904761904761904 24-Jun-22 8.4 0.02 0.2386634844868735 22-Jun-22 8.38 0 0 21-Jun-22 8.38 0 0 20-Jun-22 8.38 0 0 17-Jun-22 8.38 0.03 0.3592814371257485 16-Jun-22 8.35 -0.05 -0.5952380952380952 15-Jun-22 8.4 0.01 0.11918951132300358 14-Jun-22 8.39 -0.07 -0.8274231678486997 13-Jun-22 8.46 -0.16 -1.8561484918793503 10-Jun-22 8.62 -0.05 -0.5767012687427913 09-Jun-22 8.67 -0.04 -0.4592422502870264 08-Jun-22 8.71 -0.01 -0.11467889908256881 07-Jun-22 8.72 -0.05 -0.5701254275940707 03-Jun-22 8.77 -0.01 -0.11389521640091116 02-Jun-22 8.78 -0.02 -0.22727272727272727 01-Jun-22 8.8 0 0 31-May-22 8.8 -0.03 -0.33975084937712347 30-May-22 8.83 0.01 0.11337868480725624 27-May-22 8.82 0.12 1.3793103448275863 25-May-22 8.7 0.04 0.4618937644341801 24-May-22 8.66 0.01 0.11560693641618497 23-May-22 8.65 0.01 0.11574074074074074 20-May-22 8.64 0.01 0.11587485515643106 19-May-22 8.63 -0.01 -0.11574074074074074 18-May-22 8.64 -0.02 -0.23094688221709006 17-May-22 8.66 -0.01 -0.11534025374855825 16-May-22 8.67 0.01 0.11547344110854503 13-May-22 8.66 -0.02 -0.2304147465437788 12-May-22 8.68 0.04 0.46296296296296297 11-May-22 8.64 -0.01 -0.11560693641618497 10-May-22 8.65 -0.05 -0.5747126436781609 06-May-22 8.7 -0.08 -0.9111617312072893 05-May-22 8.78 0.03 0.34285714285714286 04-May-22 8.75 0 0 03-May-22 8.75 -0.02 -0.22805017103762829 02-May-22 8.77 -0.05 -0.5668934240362812 29-Apr-22 8.82 -0.03 -0.3389830508474576 28-Apr-22 8.85 -0.03 -0.33783783783783783 27-Apr-22 8.88 -0.02 -0.2247191011235955 26-Apr-22 8.9 0.02 0.22522522522522523 25-Apr-22 8.88 -0.02 -0.2247191011235955 22-Apr-22 8.9 -0.06 -0.6696428571428571 21-Apr-22 8.96 0.02 0.22371364653243847 20-Apr-22 8.94 0 0 19-Apr-22 8.94 -0.07 -0.7769145394006659 14-Apr-22 9.01 0 0 13-Apr-22 9.01 0 0 12-Apr-22 9.01 -0.01 -0.11086474501108648 11-Apr-22 9.02 -0.06 -0.6607929515418502 08-Apr-22 9.08 -0.04 -0.43859649122807015 07-Apr-22 9.12 0 0 06-Apr-22 9.12 -0.1 -1.0845986984815619 05-Apr-22 9.22 0 0 04-Apr-22 9.22 0.02 0.21739130434782608 01-Apr-22 9.2 -0.02 -0.21691973969631237 31-Mar-22 9.22 0.03 0.3264417845484222 30-Mar-22 9.19 0.03 0.32751091703056767 29-Mar-22 9.16 0.04 0.43859649122807015 28-Mar-22 9.12 -0.01 -0.10952902519167579 25-Mar-22 9.13 0 0 24-Mar-22 9.13 0 0 23-Mar-22 9.13 -0.02 -0.2185792349726776 22-Mar-22 9.15 -0.06 -0.6514657980456026 21-Mar-22 9.21 0 0 18-Mar-22 9.21 0.04 0.4362050163576881 17-Mar-22 9.17 0.06 0.6586169045005489 16-Mar-22 9.11 0.03 0.3303964757709251 15-Mar-22 9.08 -0.05 -0.547645125958379 14-Mar-22 9.13 -0.02 -0.2185792349726776 11-Mar-22 9.15 -0.01 -0.1091703056768559 10-Mar-22 9.16 0 0 09-Mar-22 9.16 -0.01 -0.10905125408942203 08-Mar-22 9.17 -0.05 -0.5422993492407809 07-Mar-22 9.22 -0.06 -0.646551724137931 04-Mar-22 9.28 -0.02 -0.21505376344086022 03-Mar-22 9.3 -0.04 -0.4282655246252677 02-Mar-22 9.34 -0.01 -0.10695187165775401 01-Mar-22 9.35 0.05 0.5376344086021505 28-Feb-22 9.3 -0.05 -0.5347593582887701 25-Feb-22 9.35 0.05 0.5376344086021505 24-Feb-22 9.3 -0.15 -1.5873015873015872 23-Feb-22 9.45 -0.03 -0.31645569620253167 22-Feb-22 9.48 -0.03 -0.31545741324921134 21-Feb-22 9.51 0 0 18-Feb-22 9.51 0 0 17-Feb-22 9.51 -0.01 -0.10504201680672269 16-Feb-22 9.52 0.02 0.21052631578947367 15-Feb-22 9.5 -0.02 -0.21008403361344538 14-Feb-22 9.52 -0.03 -0.31413612565445026 11-Feb-22 9.55 -0.06 -0.6243496357960457 10-Feb-22 9.61 0 0 09-Feb-22 9.61 0.02 0.20855057351407716 08-Feb-22 9.59 -0.01 -0.10416666666666667 07-Feb-22 9.6 -0.06 -0.6211180124223602 04-Feb-22 9.66 -0.05 -0.5149330587023687 03-Feb-22 9.71 -0.01 -0.102880658436214 02-Feb-22 9.72 0.02 0.20618556701030927 01-Feb-22 9.7 0.01 0.10319917440660474 31-Jan-22 9.69 -0.01 -0.10309278350515463 28-Jan-22 9.7 -0.03 -0.30832476875642345 27-Jan-22 9.73 -0.01 -0.1026694045174538 26-Jan-22 9.74 0 0 25-Jan-22 9.74 -0.03 -0.3070624360286592 24-Jan-22 9.77 -0.01 -0.10224948875255624 21-Jan-22 9.78 0.01 0.1023541453428864 20-Jan-22 9.77 0.02 0.20512820512820512 19-Jan-22 9.75 -0.02 -0.2047082906857728 18-Jan-22 9.77 -0.03 -0.30612244897959184 17-Jan-22 9.8 -0.02 -0.20366598778004075 14-Jan-22 9.82 -0.02 -0.2032520325203252 13-Jan-22 9.84 0 0 12-Jan-22 9.84 0.01 0.1017293997965412 11-Jan-22 9.83 -0.01 -0.1016260162601626 10-Jan-22 9.84 -0.03 -0.303951367781155 07-Jan-22 9.87 -0.02 -0.20222446916076844 06-Jan-22 9.89 -0.05 -0.5030181086519114 05-Jan-22 9.94 -0.01 -0.10050251256281408 04-Jan-22 9.95 -0.04 -0.4004004004004004 03-Jan-22 9.99 0 0 31-Dec-21 9.99 0.01 0.10020040080160321 30-Dec-21 9.98 -0.01 -0.1001001001001001 29-Dec-21 9.99 0.01 0.10020040080160321 28-Dec-21 9.98 0.01 0.10030090270812438 27-Dec-21 9.97 0 0 23-Dec-21 9.97 0.01 0.10040160642570281 22-Dec-21 9.96 0 0 21-Dec-21 9.96 -0.02 -0.20040080160320642 20-Dec-21 9.98 -0.01 -0.1001001001001001 17-Dec-21 9.99 0.01 0.10020040080160321 16-Dec-21 9.98 -0.01 -0.1001001001001001 15-Dec-21 9.99 -0.01 -0.1 14-Dec-21 10 0.01 0.1001001001001001 13-Dec-21 9.99 0 0 10-Dec-21 9.99 0 0 09-Dec-21 9.99 -0.01 -0.1 08-Dec-21 10 0.03 0.30090270812437314 07-Dec-21 9.97 0 0 06-Dec-21 9.97 0.03 0.30181086519114686 03-Dec-21 9.94 0.01 0.10070493454179255 02-Dec-21 9.93 0.03 0.30303030303030304 01-Dec-21 9.9 0.04 0.4056795131845842 30-Nov-21 9.86 0 0 29-Nov-21 9.86 -0.01 -0.10131712259371833 26-Nov-21 9.87 -0.01 -0.10121457489878542 25-Nov-21 9.88 0 0 24-Nov-21 9.88 -0.03 -0.30272452068617556 23-Nov-21 9.91 -0.06 -0.6018054162487463 22-Nov-21 9.97 0 0 19-Nov-21 9.97 0.01 0.10040160642570281 18-Nov-21 9.96 0 0 17-Nov-21 9.96 -0.02 -0.20040080160320642 16-Nov-21 9.98 -0.02 -0.2 15-Nov-21 10 -0.01 -0.0999000999000999 12-Nov-21 10.01 -0.02 -0.19940179461615154 11-Nov-21 10.03 -0.04 -0.3972194637537239 10-Nov-21 10.07 0 0 09-Nov-21 10.07 0.01 0.09940357852882704 08-Nov-21 10.06 0.03 0.29910269192422734 05-Nov-21 10.03 0.04 0.4004004004004004 04-Nov-21 9.99 0.01 0.10020040080160321 03-Nov-21 9.98 0 0 02-Nov-21 9.98 0 0 29-Oct-21 9.98 -0.02 -0.2 28-Oct-21 10 0.02 0.20040080160320642 27-Oct-21 9.98 0.01 0.10030090270812438 26-Oct-21 9.97 0.02 0.20100502512562815 25-Oct-21 9.95 0.01 0.1006036217303823 22-Oct-21 9.94 -0.01 -0.10050251256281408 21-Oct-21 9.95 -0.02 -0.20060180541624875 20-Oct-21 9.97 0 0 19-Oct-21 9.97 0 0 18-Oct-21 9.97 -0.02 -0.2002002002002002 15-Oct-21 9.99 0.02 0.20060180541624875 14-Oct-21 9.97 0.03 0.30181086519114686 13-Oct-21 9.94 0 0 12-Oct-21 9.94 -0.01 -0.10050251256281408 11-Oct-21 9.95 -0.02 -0.20060180541624875 08-Oct-21 9.97 -0.01 -0.10020040080160321 07-Oct-21 9.98 0.01 0.10030090270812438 06-Oct-21 9.97 -0.03 -0.3 05-Oct-21 10 -0.01 -0.0999000999000999 04-Oct-21 10.01 0 0 01-Oct-21 10.01 -0.01 -0.0998003992015968 30-Sep-21 10.02 0 0 29-Sep-21 10.02 -0.02 -0.199203187250996 28-Sep-21 10.04 -0.03 -0.29791459781529295 27-Sep-21 10.07 -0.02 -0.19821605550049554 24-Sep-21 10.09 -0.04 -0.39486673247778875 23-Sep-21 10.13 -0.01 -0.09861932938856016 22-Sep-21 10.14 0 0 21-Sep-21 10.14 0 0 20-Sep-21 10.14 -0.02 -0.1968503937007874 17-Sep-21 10.16 -0.01 -0.09832841691248771 16-Sep-21 10.17 -0.01 -0.09823182711198428 15-Sep-21 10.18 0.01 0.09832841691248771 14-Sep-21 10.17 0 0 13-Sep-21 10.17 0 0 10-Sep-21 10.17 0.02 0.19704433497536947 09-Sep-21 10.15 0 0 08-Sep-21 10.15 -0.01 -0.0984251968503937 07-Sep-21 10.16 -0.01 -0.09832841691248771 06-Sep-21 10.17 0.02 0.19704433497536947 03-Sep-21 10.15 -0.01 -0.0984251968503937 02-Sep-21 10.16 0.01 0.09852216748768473 01-Sep-21 10.15 0 0 31-Aug-21 10.15 0.02 0.19743336623889438 30-Aug-21 10.13 0.02 0.19782393669634027 27-Aug-21 10.11 0.01 0.09900990099009901 26-Aug-21 10.1 -0.01 -0.09891196834817013 25-Aug-21 10.11 0 0 24-Aug-21 10.11 0.02 0.19821605550049554 23-Aug-21 10.09 0 0 20-Aug-21 10.09 0 0 19-Aug-21 10.09 0 0 18-Aug-21 10.09 0 0 17-Aug-21 10.09 0 0 16-Aug-21 10.09 0.03 0.2982107355864811 13-Aug-21 10.06 0 0 12-Aug-21 10.06 0 0 11-Aug-21 10.06 -0.02 -0.1984126984126984 10-Aug-21 10.08 -0.02 -0.19801980198019803 09-Aug-21 10.1 -0.01 -0.09891196834817013 06-Aug-21 10.11 -0.01 -0.09881422924901186 05-Aug-21 10.12 -0.01 -0.09871668311944719 04-Aug-21 10.13 0 0 03-Aug-21 10.13 0.02 0.19782393669634027 02-Aug-21 10.11 0.02 0.19821605550049554 30-Jul-21 10.09 0 0 29-Jul-21 10.09 0 0 28-Jul-21 10.09 -0.02 -0.19782393669634027 27-Jul-21 10.11 0.02 0.19821605550049554 26-Jul-21 10.09 0.01 0.0992063492063492 23-Jul-21 10.08 0 0 22-Jul-21 10.08 0 0 21-Jul-21 10.08 -0.01 -0.09910802775024777 20-Jul-21 10.09 0 0 19-Jul-21 10.09 0.01 0.0992063492063492 16-Jul-21 10.08 0.01 0.09930486593843098 15-Jul-21 10.07 0.01 0.09940357852882704 14-Jul-21 10.06 -0.02 -0.1984126984126984 13-Jul-21 10.08 0.01 0.09930486593843098 12-Jul-21 10.07 0 0 09-Jul-21 10.07 -0.01 -0.0992063492063492 08-Jul-21 10.08 0.02 0.1988071570576541 07-Jul-21 10.06 0.02 0.199203187250996 06-Jul-21 10.04 0 0 05-Jul-21 10.04 0.01 0.09970089730807577 02-Jul-21 10.03 0 0 01-Jul-21 10.03 0.01 0.0998003992015968 30-Jun-21 10.02 0.01 0.0999000999000999 29-Jun-21 10.01 -0.01 -0.0998003992015968 28-Jun-21 10.02 0.01 0.0999000999000999 25-Jun-21 10.01 0 0 24-Jun-21 10.01 0.01 0.1 22-Jun-21 10 -- -- BGF Systematic ESG Multi Allocation Credit Fund Fund Inception 22-Jun-2021 Month End Date Monthly Total (NAV) Return 30-Jun-21 -- 31-Jul-21 0.698603 31-Aug-21 0.594648 30-Sep-21 -1.280788 31-Oct-21 -0.399202 30-Nov-21 -1.202405 31-Dec-21 1.318458 31-Jan-22 -3.003003 28-Feb-22 -4.024768 31-Mar-22 -0.860215 30-Apr-22 -4.338395 31-May-22 -0.226757 30-Jun-22 -5.454545 31-Jul-22 3.966346 31-Aug-22 -1.965318 30-Sep-22 -5.306604 31-Oct-22 0.996264 30-Nov-22 4.069051 31-Dec-22 -0.118483 31-Jan-23 3.084223 28-Feb-23 -2.301496 31-Mar-23 1.060071 30-Apr-23 0.932401 31-May-23 -0.808314 30-Jun-23 0.814901 31-Jul-23 1.385681 31-Aug-23 -0.797267 30-Sep-23 -1.95178 31-Oct-23 -1.405152 30-Nov-23 4.869359 31-Dec-23 3.85051 31-Jan-24 -0.436205 29-Feb-24 -0.328587