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Fixed Income, Meet Quant

BlackRock Systematic Multi-Strategy pursues a quantitative strategy and is on our radar.


Jason Kephart: Using a quantitative process that leverages technology to find attractive investment opportunities is old hat in equities, but it’s starting to become more popular in fixed-income. That’s why one of the funds on our radar is BlackRock Systematic Multi-Strategy.

This multistrategy alternative fund is managed by Tom Parker, one of a few veteran managers focused on quantitative fixed-income. He’s also the lead manager of BlackRock Fixed-Income Global Alpha, the firm’s largest hedge fund, which is also focused on quantitatively investing in fixed-income markets. This fund uses a similar approach to building a multisector bond portfolio. It combines its fixed-income exposure with a long-short equity strategy. The long-short equity portfolio uses similar metrics to evaluate stocks. The shorts are those with deteriorating credit quality.

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Jason Kephart does not own shares in any of the securities mentioned above. Find out about Morningstar’s editorial policies.