*** BLACKROCK MANAGED INDEX PORTFOLIOS - MODERATE I2 USD HEDGED | 06/08 | 9,51% |
| *** BLACKROCK MANAGED INDEX PORTFOLIOS - MODERATE I4 EUR | 06/08 | 5,78% |
| **** BLACKROCK MANAGED INDEX PORTFOLIOS - MODERATE X2 EUR | 06/08 | 6,61% |
| **** BLACKROCK MANAGED INDEX PORTFOLIOS - MODERATE X2 GBP | 06/08 | 9,62% |
| *** BLACKROCK MANAGED INDEX PORTFOLIOS - MODERATE X2 USD | 06/08 | 9,75% |
| ND BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN A2 CHF HEDGED | 06/08 | 2,89% |
| ***** BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN A2 EUR HEDGED | 06/08 | 4,56% |
| ND BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN A2 JPY HEDGED | 06/08 | 4,85% |
| **** BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN A2 USD | 06/08 | 7,54% |
| ***** BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN D2 EUR HEDGED | 06/08 | 4,73% |
| **** BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN D2 USD | 06/08 | 7,75% |
| ***** BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN E2 EUR HEDGED | 06/08 | 4,36% |
| ***** BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN X2 GBP HEDGED | 06/08 | 9,35% |
| ***** BLACKROCK SYSTEMATIC ASIA PACIFIC EQUITY ABSOLUTE RETURN X2 USD | 06/08 | 9,31% |
| ND BLACKROCK SYSTEMATIC DIVERSIFIED ABSOLUTE RETURN I5 USD | 06/08 | · |
| ND BLACKROCK SYSTEMATIC DIVERSIFIED ABSOLUTE RETURN X2 HEDGED AUD | 06/08 | · |
| ND BLACKROCK SYSTEMATIC DIVERSIFIED ABSOLUTE RETURN Z2 CHF HEDGED | 06/08 | · |
| ND BLACKROCK SYSTEMATIC DIVERSIFIED ABSOLUTE RETURN Z2 GBP HEDGED | 06/08 | · |
| ND BLACKROCK SYSTEMATIC DIVERSIFIED ABSOLUTE RETURN Z5 USD | 06/08 | · |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN A2 EUR HEDGED | 06/08 | 9,76% |
| ND BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN A2 HKD HEDGED | 06/08 | · |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN A2 SEK HEDGED | 06/08 | 8,52% |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN A2 USD | 06/08 | 12,91% |
| **** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN C2 USD | 06/08 | 12,22% |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN D2 EUR HEDGED | 06/08 | 10,13% |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN D2 GBP HEDGED | 06/08 | 13,23% |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN D2 USD | 06/08 | 13,32% |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN E2 EUR HEDGED | 06/08 | 9,42% |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN I2 EUR HEDGED | 06/08 | 10,34% |
| ***** BLACKROCK SYSTEMATIC GLOBAL EQUITY ABSOLUTE RETURN X2 USD | 06/08 | 14,33% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR A2 EUR HEDGED | 06/08 | 11,63% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR A2 SEK HEDGED | 06/08 | 10,37% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR A2 USD | 06/08 | 14,77% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR A4 EUR HEDGED | 06/08 | 9,44% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR A4 USD | 06/08 | 12,57% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR D2 CHF HEDGED | 06/08 | 10,09% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR D2 EUR | 06/08 | 14,93% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR D2 EUR HEDGED | 06/08 | 11,97% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR D2 GBP HEDGED | 06/08 | 15,10% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR D2 USD | 06/08 | 15,16% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR E2 EUR | 06/08 | 14,21% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR E2 EUR HEDGED | 06/08 | 11,29% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR I2 BRL HEDGED | 06/08 | 30,37% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR I2 CHF HEDGED | 06/08 | 10,23% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR I2 EUR HEDGED | 06/08 | 12,11% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR I2 GBP HEDGED | 06/08 | 15,24% |
| ** BLACKROCK SYSTEMATIC STYLE FACTOR I2 JPY HEDGED | 06/08 | 12,41% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR I2 USD | 06/08 | 15,31% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR IPF2 CHF HEDGED | 06/08 | 9,47% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR IPF2 EUR HEDGED | 06/08 | 11,37% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR X2 AUD HEDGED | 06/08 | 22,01% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR X2 EUR HEDGED | 06/08 | 12,50% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR X2 GBP HEDGED | 06/08 | 15,64% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR X2 NZD HEDGED | 06/08 | 17,57% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR X2 USD | 06/08 | 15,68% |
| ***** BLACKROCK SYSTEMATIC STYLE FACTOR Z2 EUR HEDGED | 06/08 | 12,03% |
| **** BLACKROCK SYSTEMATIC STYLE FACTOR Z2 USD | 06/08 | 15,21% |
| *** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN A2 AUD | 06/08 | 10,44% |
| *** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN A2 EUR | 06/08 | 10,76% |
| *** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN A2 EUR HEDGED | 06/08 | 7,91% |
| *** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN A2 GBP | 06/08 | 10,72% |
| **** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN A2 SEK HEDGED | 06/08 | 6,76% |
| *** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN A2 USD | 06/08 | 11,09% |
| *** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN D2 CHF HEDGED | 06/08 | 6,40% |
| **** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN D2 EUR HEDGED | 06/08 | 8,07% |
| **** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN D2 GBP HEDGED | 06/08 | 11,32% |
| **** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN D2 USD | 06/08 | 11,28% |
| *** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN E2 EUR HEDGED | 06/08 | 7,72% |
| **** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN I2 EUR HEDGED | 06/08 | 8,28% |
| * BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN I2 JPY HEDGED | 06/08 | 8,54% |
| **** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN I2 SEK HEDGED | 06/08 | 7,18% |
| **** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN I2 USD | 06/08 | 11,45% |
| ND BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN X2 AUD HEDGED | 06/08 | 19,45% |
| **** BLACKROCK SYSTEMATIC US EQUITY ABSOLUTE RETURN X2 USD | 06/08 | 13,40% |
| **** BLACKROCK SYSTEMATIC WORLD EQUITY A2 USD | 06/08 | 15,88% |
| ***** BLACKROCK SYSTEMATIC WORLD EQUITY D2 EUR | 06/08 | 15,92% |
| **** BLACKROCK SYSTEMATIC WORLD EQUITY E2 EUR | 06/08 | 15,30% |
| ND BLACKROCK SYSTEMATIC WORLD EQUITY I2 EUR | 06/08 | 15,98% |
| **** BLACKROCK SYSTEMATIC WORLD EQUITY I2 EUR HEDGED | 06/08 | 12,66% |
| ***** BLACKROCK SYSTEMATIC WORLD EQUITY I2 JPY | 06/08 | 16,08% |
| ** BLACKROCK SYSTEMATIC WORLD EQUITY I2 JPY HEDGED | 06/08 | 13,10% |
| ***** BLACKROCK SYSTEMATIC WORLD EQUITY X2 GBP | 06/08 | 16,11% |
| ND BLACKROCK SYSTEMATIC WORLD EQUITY X2 USD | 06/08 | 16,53% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN A2 EUR HEDGED | 06/08 | -5,59% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN A2 GBP | 06/08 | -2,88% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN A4 EUR HEDGED | 06/08 | -5,58% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN D2 CHF HEDGED | 06/08 | -6,70% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN D2 EUR | 06/08 | -2,31% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN D2 EUR HEDGED | 06/08 | -5,19% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN D2 GBP | 06/08 | -2,44% |
| ** BLACKROCK UK EQUITY ABSOLUTE RETURN D2 USD HEDGED | 06/08 | -2,38% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN E2 EUR | 06/08 | -3,07% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN E2 EUR HEDGED | 06/08 | -5,89% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN I2 EUR HEDGED | 06/08 | -5,16% |
| * BLACKROCK UK EQUITY ABSOLUTE RETURN I2 JPY HEDGED | 06/08 | -4,76% |
| ** BLACKROCK UK EQUITY ABSOLUTE RETURN I2 USD HEDGED | 06/08 | -2,26% |
| ** BLACKROCK UK EQUITY ABSOLUTE RETURN X2 GBP | 06/08 | -1,84% |
| * BL AMERICAN SMALL & MID CAPS A DIS | 06/08 | 1,58% |
| * BL AMERICAN SMALL & MID CAPS AM DIS | 06/08 | 1,82% |
| * BL AMERICAN SMALL & MID CAPS B CAP | 06/08 | 1,58% |
