Macke Mackenzie Investments Implements Bloomberg MAC3

Bloomberg has announced that Mackenzie Investments has implemented Bloomberg’s Multi-Asset Class Factor Model (MAC3) to strengthen portfolio risk forecasting, factor exposure analysis, and fixed income portfolio construction.

MAC3 is Bloomberg’s next-generation multi-asset factor risk model, designed to provide institutional investors with a unified framework for assessing factor exposures across equities, fixed income, commodities, and alternative investments. The model applies advanced research methodologies to deliver a comprehensive view of portfolio risks and performance drivers.

Through the adoption of MAC3, Mackenzie Investments aims to enhance its ability to identify and measure factor-driven portfolio risks, detect unintended exposures resulting from allocation changes, and conduct forward-looking risk forecasting in changing market conditions. The platform also supports systematic back testing, quantitative strategy validation, and portfolio optimization focused on risk-adjusted returns.

Macke Mackenzie Investments Implements Bloomberg MAC3

The model is calculated daily across more than 3,000 factors, providing forecast accuracy across a wide range of portfolios, investment universes, and styles. It supports workflows including factor attribution, factor decomposition, stress testing, and portfolio optimization while helping investors analyze market signals and risk dynamics across different market regimes.

Konstantin Boehmer, Managing Director and Head of Fixed Income at Mackenzie Investments, said the firm’s objective is to ensure portfolios only carry intended risks.

“A portfolio should only carry the risk we intend. With Bloomberg’s MAC3, we can now measure and manage those risks with greater precision and consistency—across asset classes, strategies, and market conditions,” Boehmer said.

Jose Menchero, Head of Portfolio Analytics Research at Bloomberg, noted that Mackenzie sought scalable and accurate risk forecasting tools that could integrate into existing investment processes.

“Bloomberg MAC3 models deliver a consistent cross-asset factor framework, providing a full picture of the term structure of risk and enabling portfolio managers to use longer-term risk forecasts for strategic portfolio positioning while monitoring short-term risk for tactical hedging against unexpected market developments,” Menchero said.So ,MAC3 is available through machine-readable data formats and open-infrastructure APIs, allowing integration with quantitative research and portfolio management systems. Mackenzie Investments currently uses Bloomberg AIM, Bloomberg PORT Enterprise, Bloomberg ESG Manager, and Bloomberg Indices across its investment operations.

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