Mackenzie Investments Implements Bloomberg Multi-Asset Class Factor Model

Mackenzie Investments, a Canadian investment firm managing approximately $265 billion in assets, has adopted Bloomberg’s Multi-Asset Class Factor Model (MAC3). The implementation aims to strengthen the firm’s portfolio risk forecasting, factor exposure analysis, and fixed-income portfolio construction. MAC3 provides a unified view of factor exposures across equities, fixed income, commodities, and alternatives.

By adopting MAC3, Mackenzie Investments enhances its ability to identify factor-driven risks, detect unintended exposures from allocation shifts, and conduct forward-looking risk forecasting. The system also supports systematic back-testing, quantitative strategy validation, and portfolio optimization. Calculated daily across more than 3,000 factors, the model delivers precise forecasting and integrates smoothly into Mackenzie’s existing technology infrastructure via machine-readable formats and APIs.

The adoption builds on Mackenzie Investments’ existing relationship with Bloomberg. The firm already utilizes Bloomberg AIM for order management, Bloomberg PORT Enterprise for portfolio analytics, Bloomberg’s ESG Manager for data management, and Bloomberg Indices as benchmarks for its fixed-income funds.