BlackRock Systematic Multi-Strategy Fund
BlackRock Systematic Multi-Strategy Fund: Structured-Finance Exposure#
Quick Answer: Structured-Finance Holdings
As of the reporting period ending December 31, 2026, BlackRock Systematic Multi-Strategy Fund reported 267 structured-finance (asset-backed) positions totaling $3.2B, 36.6% of its $8.8B SEC Form N-PORT portfolio.
Source: SEC Form N-PORT (CIK 1738074)Reporting period ending December 31, 2026License: CC BY 4.0. Cite as DealCharts, dealcharts.org.Facts JSON
What structured-finance securities does BlackRock Systematic Multi-Strategy Fund hold?
BlackRock Systematic Multi-Strategy Fund reported 267 structured-finance (asset-backed) positions totaling $3.2B, 36.6% of its $8.8B portfolio, as of the reporting period ending December 31, 2026 (SEC Form N-PORT). Breakdown by type: mortgage-backed securities (ABS-MBS): 245 positions ($3.1B, 35.3%); other asset-backed securities (ABS-O): 22 positions ($113.9M, 1.3%).
What is BlackRock Systematic Multi-Strategy Fund's asset-backed / mortgage-backed securities (ABS/MBS) exposure?
BlackRock Systematic Multi-Strategy Fund's structured-finance (ABS/MBS) exposure is $3.2B across 267 positions, or 36.6% of the $8.8B portfolio, as of the reporting period ending December 31, 2026.
As of when is BlackRock Systematic Multi-Strategy Fund's structured-finance holdings data reported?
This reflects BlackRock Systematic Multi-Strategy Fund's most recent SEC Form N-PORT filing, filed May 28, 2026, covering the reporting period ending December 31, 2026. Figures are point-in-time holdings as reported to the SEC.
Where can I get BlackRock Systematic Multi-Strategy Fund's structured-finance holdings data?
BlackRock Systematic Multi-Strategy Fund's holdings are sourced from its SEC Form N-PORT filing (SEC CIK 1738074) and republished by DealCharts as structured, machine-readable data through the Facts JSON endpoint linked on this page. The data is free to reuse under a Creative Commons Attribution 4.0 (CC BY 4.0) license. Cite as DealCharts (dealcharts.org).
Does DealCharts track BlackRock Systematic Multi-Strategy Fund's latest news, products, partnerships, or leadership changes?
No. DealCharts covers BlackRock Systematic Multi-Strategy Fund's structured-finance holdings and exposure derived from SEC Form N-PORT filings, not corporate news, product launches, partnerships, acquisitions, earnings, or executive changes. For those, consult the fund sponsor's own disclosures or SEC EDGAR full-text filings.
Fund Overview
Fund Metrics
Portfolio summary and asset distribution sourced from SEC NPORT-P filings.Portfolio Summary
- Total Value
- $8,761,001,393
- Total Positions
- 2,090
- Asset Categories
- 6
- Average Position Size
- $4,191,867
Asset Distribution
- Derivative-Equity
- 0.2%
- Equity Common
- 7.1%
- Short-Term Investments
- 1.9%
- ABS/MBS
- 35.3%
- Debt
- 54.3%
- ABS Other
- 1.3%
- Filing Date
- May 28, 2026
- Report Date
- December 31, 2026
Holdings
All portfolio holdings for this fund, sourced from the most recent NPORT-P filing on SEC EDGAR.Context & Commentary#
Expert analysis, research, and commentary from verified entities and contributors.Portfolio Context
This profile reflects BlackRock Systematic Multi-Strategy Fund's most recent SEC Form N-PORT filing, dated May 28, 2026, covering the reporting period ending December 31, 2026.
BlackRock Systematic Multi-Strategy Fund reported 2,090 portfolio positions with a total reported market value of $8.8B as of the reporting period ending December 31, 2026, an average of $4.2M per position.
By reported market value, the portfolio was predominantly fixed-income-oriented (54.3% of holdings).
The largest reported asset categories were debt (54.3%), mortgage-backed securities (ABS-MBS) (35.3%), and equity (common) (7.1%).
The single largest asset category, debt, accounted for 54.3% of reported market value across 1,436 positions.
Auto-generated from this fund's SEC Form N-PORT filing data. Figures are point-in-time as reported.
Entity Statements
Recent SEC Filing Activity
DealCharts currently indexes the latest NPORT-P holdings filing for this fund and links to official SEC EDGAR results for related shareholder and prospectus filings.- Form
- NPORT-P
- Filing date
- May 28, 2026
- Report period
- December 31, 2026
- SEC CIK
- 1738074
External Analysis
Datasets & API#
Access the raw data behind this fund page through multiple channels: REST API or direct downloads.{
"fund_name": "BlackRock Systematic Multi-Strategy Fund",
"fund_lei": "549300XH0OXXEB2FS897",
"total_holdings": 2090,
"total_value": 8761001393.09,
"asset_types": [
"Derivative-Equity",
"Equity Common",
"Short-Term Investments",
"ABS/MBS",
"Debt",
"ABS Other"
],
"filing_date": "2026-05-28"
}