BlackRock Systematic Multi-Strategy Fund (BKMBX) is an MF managed by BlackRock / iShares. Its largest position is UNITED STATES TREASURY (null), representing 1.87% of fund assets.
BlackRock Systematic Multi-Strategy Fund Portfolio Holdings
Source: SEC Form N-PORT institutional portfolio disclosures
- Ticker:
- BKMBX
- Type:
- MF
- Manager:
- BlackRock / iShares
- Total Assets:
- —
- Report Date:
- Mar 31, 2026
- Filing Date:
- May 28, 2026
| Holding | Weight | Market Value | Shares |
|---|---|---|---|
|
-
UNITED STATES TREASURY
|
1.87% | $154,464,264.01 | 154,886,000 |
|
-
FREDDIE MAC - STACR
|
1.20% | $98,847,039.77 | 95,533,000 |
|
-
UMBS, TBA
|
1.19% | $98,439,901.73 | 122,250,000 |
|
-
FNMA OR FHLMC
|
1.14% | $93,792,734.38 | 111,575,000 |
|
-
FHLMC STACR REMIC TRUST
|
1.02% | $84,242,969.74 | 77,264,686 |
|
-
DEFAULT
|
0.96% | $78,906,582.91 | 77,692,253 |
|
-
FANNIE MAE - CAS
|
0.95% | $78,267,421.63 | 77,567,230 |
|
-
FANNIE MAE - CAS
|
0.94% | $77,585,617.53 | 76,781,713 |
|
-
FREDDIE MAC - STACR
|
0.93% | $76,274,005.93 | 75,656,325 |
|
-
FANNIE MAE - CAS
|
0.87% | $71,813,787.49 | 70,233,533 |
|
-
FREDDIE MAC - STACR
|
0.85% | $70,156,312.65 | 69,408,011 |
|
-
FREDDIE MAC STACR REMIC TRUST 2021-HQA4
|
0.85% | $70,116,982.40 | 69,025,000 |
|
-
CONNECTICUT AVENUE SECURITIES TRUST
|
0.79% | $65,072,998.92 | 64,165,000 |
|
-
FEDERAL NATIONAL MORTGAGE ASSOCIATION
|
0.79% | $64,729,402.91 | 63,102,113 |
|
-
CONNECTICUT AVENUE SECURITIES TRUST
|
0.78% | $64,310,683.90 | 63,264,000 |
|
-
FHLMC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
|
0.77% | $63,106,020.25 | 56,875,000 |
|
-
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
|
0.74% | $60,680,017.21 | 73,475,000 |
|
-
UMBS, TBA
|
0.72% | $59,035,613.53 | 67,225,000 |
|
-
FREDDIE MAC STACR REMIC TRUST 2021-DNA5
|
0.70% | $57,915,063.55 | 54,371,647 |
|
-
FHLMC STACR REMIC TRUST
|
0.68% | $56,062,310.77 | 46,045,000 |
|
-
FREDDIE MAC - STACR
|
0.67% | $54,820,155.94 | 51,948,500 |
|
-
DEFAULT
|
0.65% | $53,872,734.13 | 53,367,652 |
|
-
FHLMC
|
0.63% | $51,994,845.76 | 50,804,000 |
|
-
FANNIE MAE - CAS
|
0.61% | $49,916,917.47 | 48,091,800 |
|
-
FREDDIE MAC - STACR
|
0.59% | $48,800,060.63 | 43,269,224 |
|
-
CONNECTICUT AVENUE SECURITIES TRUST
|
0.58% | $48,067,893.40 | 46,113,400 |
|
-
FREDDIE MAC - STACR
|
0.52% | $43,090,685.29 | 42,320,000 |
|
-
FREDDIE MAC - STACR
|
0.51% | $42,027,445.96 | 38,231,637 |
|
-
FHLMC
|
0.49% | $40,445,099.38 | 38,750,000 |
|
-
CONNECTICUT AVENUE SECURITIES TRUST
|
0.48% | $39,660,338.88 | 39,240,000 |
|
-
UMBS, TBA
|
0.45% | $37,078,251.01 | 40,450,000 |
|
-
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
0.44% | $36,628,686.27 | 552,219 |
|
-
FREDDIE MAC - STACR
|
0.44% | $36,312,519.92 | 33,705,000 |
|
-
BARCLAYS BANK PLC
|
0.44% | $35,949,165.17 | 881,323 |
|
-
FHLMC STACR REMIC TRUST
|
0.44% | $35,881,350.46 | 32,167,500 |
|
-
BARCLAYS BANK PLC
|
0.44% | $35,859,575.78 | 431,939 |
|
-
CONNECTICUT AVENUE SECURITIES TRUST
|
0.43% | $35,486,925.57 | 35,138,976 |
|
-
BARCLAYS BANK PLC
|
0.43% | $35,094,666.10 | 165,619 |
|
-
BARCLAYS BANK PLC
|
0.42% | $35,011,835.64 | 1,352,853 |
|
-
SG AMERICAS SECURITIES LLC
|
0.42% | $34,687,684.16 | 820,816 |
|
-
BARCLAYS BANK PLC
|
0.42% | $34,555,036.75 | 192,475 |
|
-
BARCLAYS BANK PLC
|
0.42% | $34,497,335.52 | 328,171 |
|
-
BNP PARIBAS
|
0.42% | $34,449,767.24 | 138,709 |
|
-
UMBS, TBA
|
0.42% | $34,349,400.72 | 37,350,000 |
|
-
MERRILL LYNCH INTERNATIONAL
|
0.42% | $34,279,838.60 | 278,110 |
|
-
HSBC BANK PLC
|
0.42% | $34,272,142.80 | 533,834 |
|
-
BNP PARIBAS
|
0.41% | $34,185,057.92 | 483,386 |
|
-
MORGAN STANLEY
|
0.41% | $34,111,697.40 | 633,105 |
|
-
BNP PARIBAS
|
0.41% | $34,086,490.20 | 142,383 |
|
-
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
0.41% | $33,962,278.80 | 96,676 |
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