A hugely experienced systematic fixed-income team leads BlackRock Systematic Multistrategy. Its thoughtful combination of three complementary strategies offer yield alongside downside protection.
BlackRock Systematic Multi-Strat Inv A BAMBX
- NAV / 1-Day Return 10.26 / +0.29 %
- Total Assets 6.6 Bil
-
Adj. Expense Ratio
- Expense Ratio 1.200%
- Distribution Fee Level Low
- Share Class Type Front Load
- Category Multistrategy
- Alt Style Correlation / Relative Volatility High/Low
- Min. Initial Investment 1,000
- Status Open
- TTM Yield 3.99%
- Turnover 344%
USD | NAV as of Jul 26, 2024 | 1-Day Return as of Jul 26, 2024, 11:28 PM GMT+0
Morningstar’s Analysis BAMBX
Will BAMBX outperform in future?
Get our overall rating based on a fundamental assessment of the pillars below.
People Pillar
Parent Pillar
- Current Portfolio Date
- Equity Holdings —
- Bond Holdings —
- Other Holdings —
- % Assets in Top 10 Holdings 11.0
Top 10 Holdings
|
% Portfolio Weight
|
Market Value USD
|
Sector
|
---|---|---|---|
Us 2Yr Note Sep 24 | 14.95 | 991.5 Mil | Government |
Us 5Yr Note Sep 24 | 6.85 | 454.6 Mil | Government |
Us Ultra 10Yr Note Sep 24 | 6.66 | 441.8 Mil | Government |
Us Ultra T-Bond Sep 24 | 4.75 | 314.8 Mil | Government |
ICE: (CDX.NA.HY.42.V1) | 2.73 | 180.9 Mil | Derivative |
Euro Bund Future Sept 24 | 2.28 | 151.4 Mil | Government |
CAD/USD Purchased | 2.23 | 148.2 Mil | Derivative |
EUR/USD Purchased | 1.88 | 124.9 Mil | Derivative |
SGD/USD Purchased | 1.50 | 99.3 Mil | Derivative |
Federal National Mortgage Association | 1.36 | 90.1 Mil | Securitized |