BAMBX
BlackRock Systematic Multi-Strategy Fund
1W: -0.4%
1M: -1.6%
3M: -3.0%
YTD: -1.9%
1Y: -2.0%
3Y: +11.9%
5Y: +12.5%
$10.15
+0.00 (+0.00%)
Weekly Expected Move ±0.6%
$10
$10
$10
$10
$10
ETF-Level Metrics
AUM$7.9B
Holdings509
Top 10 Wt7.5%
Beta0.15
% Profitable19%
Coverage16%
Portfolio Valuation
P/E-1750.9
P/B-580.3
P/S-396.0
EV/EBITDA14.7
P/FCF-1755.0
PEG-73.63
Profitability & Returns
Gross Margin44.7%
Net Margin24.1%
ROE37.5%
ROA28.1%
ROIC21.6%
Div Yield1.99%
Leverage & Liquidity
Debt/Equity0.49
Debt/Assets0.39
Net Debt/EBITDA1.3x
Interest Cov32.6x
Current Ratio0.38
Quick Ratio-0.41
Growth (YoY)
Revenue+1.7%
Net Income+69.6%
EPS+64.6%
FCF+84.5%
EBITDA+15.1%
Rev CAGR 3Y+4.9%
Quality Scores
Piotroski F7.9
Altman Z2.79
IS Quality83.4
IS Overall83.2
IS Value57.2
Median P/E21.1
Sector Breakdown
12 sectors| Sector | # Holdings | Total Weight % | Avg P/E |
|---|---|---|---|
| Other | 1826 | 86.6% | — |
| Industrials | 96 | 4.0% | 34.4 |
| Healthcare | 55 | 2.3% | 42.7 |
| Basic Materials | 44 | 2.3% | 20.5 |
| Consumer Cyclical | 66 | 1.9% | 29.9 |
| Real Estate | 22 | 1.7% | 31.7 |
| Utilities | 27 | 1.2% | 20.7 |
| Technology | 85 | 0.7% | 42.0 |
| Consumer Defensive | 31 | 0.1% | 22.2 |
| Energy | 33 | 0.1% | 18.4 |
| Communication Services | 20 | -0.0% | 89.3 |
| Financial Services | 31 | -0.7% | 17.9 |
Smart Money Overlap
41 holdings with signals| Symbol | Company | Weight % | Signals | Badge | Insider Buys | Congress | Since Signal |
|---|---|---|---|---|---|---|---|
| AZO | AutoZone, Inc. | 0.38% | 4 | Bullish | 1 | 1 | -4.8% |
| ES | Eversource Energy | 0.37% | 4 | Bullish | 1 | 2 | -7.6% |
| IBP | Installed Building Products, Inc. | 0.37% | 4 | Bullish | 27 | 7 | -15.2% |
| ADSK | Autodesk, Inc. | 0.36% | 4 | Bullish | 5 | 1 | +12.3% |
| ARE | Alexandria Real Estate Equities, Inc. | 0.36% | 4 | Bullish | 9 | 2 | -7.4% |
| UBER | Uber Technologies, Inc. | 0.35% | 4 | Bullish | 3 | 9 | -6.2% |
| AMT | American Tower Corporation | 0.25% | 4 | Bullish | 1 | 4 | -7.7% |
| IP | International Paper Company | 0.23% | 4 | Bullish | 1 | 1 | +0.7% |
| CCI | Crown Castle Inc. | 0.22% | 4 | Bullish | 1 | 2 | -25.4% |
| FIS | Fidelity National Information Services, Inc. | 0.18% | 4 | Bullish | 2 | 5 | -21.1% |
| TSCO | Tractor Supply Company | 0.15% | 4 | Bullish | 4 | 4 | -9.6% |
| INTU | Intuit Inc. | 0.09% | 4 | Bullish | 2 | 15 | -19.8% |
| SYY | Sysco Corporation | 0.09% | 4 | Bullish | 1 | 1 | +4.5% |
| NDAQ | Nasdaq, Inc. | 0.09% | 4 | Bullish | 1 | 5 | +4.5% |
| ABT | Abbott Laboratories | 0.05% | 4 | Bullish | 3 | 6 | +7.6% |
| MSCI | MSCI Inc. | 0.02% | 4 | Bullish | 8 | 1 | -4.3% |
| CTSH | Cognizant Technology Solutions Corporation | 0.01% | 4 | Bullish | 1 | 1 | +0.9% |
| SPGI | S&P Global Inc. | 0.01% | 4 | Bullish | 3 | 21 | +3.4% |
| ITW | Illinois Tool Works Inc. | 0.01% | 4 | Bullish | 1 | 2 | -10.7% |
| RSG | Republic Services, Inc. | 0.01% | 4 | Bullish | 107 | 3 | -5.9% |
Showing 50 of 2336 holdings
· Page 1 of 47
| # | Name | Ticker | Weight % ▼ | Mkt Value | Shares | P/E | Mkt Cap | Sector |
|---|---|---|---|---|---|---|---|---|
| 1 | TREASURY BILL 06/10/2027 Bond | — | 1.60% | $128.3M | 133,200,000 | — | — | — |
| 2 | UMBS 30YR TBA(REG A) 2.00% 07/13/2026 Private | — | 1.27% | $101.7M | 127,300,000 | — | — | — |
| 3 | STACR_22-HQA1 M2 144A 8.88% 03/25/2042 Private | — | 1.23% | $98.4M | 95,533,000 | — | — | — |
| 4 | UMBS 30YR TBA(REG A) 2.50% 07/13/2026 Private | — | 1.09% | $87.5M | 104,575,000 | — | — | — |
| 5 | STACR_21-HQA1 B1 144A 6.63% 08/25/2033 Private | — | 1.05% | $84.3M | 77,264,686 | — | — | — |
| 6 | STACR_21-HQA4 B1 144A 7.38% 12/25/2041 Private | — | 1.02% | $81.3M | 80,244,000 | — | — | — |
| 7 | STACR_21-HQA3 B1 144A 6.98% 09/25/2041 Private | — | 1.00% | $79.8M | 79,406,325 | — | — | — |
| 8 | CAS_22-R02 2M2 144A 6.63% 01/25/2042 Private | — | 0.99% | $79.1M | 78,176,301 | — | — | — |
| 9 | STACR_21-DNA7 B1 144A 7.28% 11/25/2041 Private | — | 0.98% | $78.5M | 77,692,253 | — | — | — |
| 10 | CAS_22-R01 1B1 144A 6.78% 12/25/2041 Private | — | 0.98% | $78.2M | 77,567,230 | — | — | — |
| 11 | CAS_22-R02 2B1 144A 8.13% 01/25/2042 Private | — | 0.91% | $72.8M | 71,337,113 | — | — | — |
| 12 | CAS_20-SBT1 1M2 144A 7.39% 02/25/2040 Private | — | 0.89% | $71.4M | 70,233,533 | — | — | — |
| 13 | STACR_21-DNA6 144A 7.03% 10/25/2041 Private | — | 0.87% | $69.9M | 69,408,011 | — | — | — |
| 14 | TREASURY BILL 05/13/2027 Bond | — | 0.87% | $69.4M | 71,817,000 | — | — | — |
| 15 | UMBS 30YR TBA(REG A) 5.50% 07/13/2026 Private | — | 0.82% | $66.0M | 65,650,000 | — | — | — |
| 16 | CAS_24-R01 1B1 144A 6.33% 01/25/2044 Private | — | 0.81% | $64.9M | 63,264,000 | — | — | — |
| 17 | CAS_21-R02 2B1 144A 6.93% 11/25/2041 Private | — | 0.81% | $64.7M | 64,165,000 | — | — | — |
| 18 | STACR_21-DNA2 B1 144A 7.03% 08/25/2033 Private | — | 0.79% | $63.2M | 56,875,000 | — | — | — |
| 19 | YUM BRANDS INC | YUM | 0.78% | $62.8M | 392,668 | 17.0 | $37.5B | Consumer Cyclical |
| 20 | KROGER Private | — | 0.77% | $61.5M | 1,107,362 | — | — | — |
| 21 | MOTOROLA SOLUTIONS INC | MSI | 0.77% | $61.4M | 147,862 | 34.8 | $74.3B | Technology |
| 22 | JOHNSON CONTROLS INTERNATIONAL PLC | 0Y7S.L | 0.76% | $61.2M | 419,125 | 27.1 | $95.8B | Basic Materials |
| 23 | HCA HEALTHCARE INC | HCA | 0.76% | $60.7M | 155,782 | 14.2 | $92.4B | Healthcare |
| 24 | TENET HEALTHCARE CORP | THC | 0.76% | $60.6M | 323,984 | 9.9 | $20.8B | Healthcare |
| 25 | MCDONALDS CORP | MCD.TO | 0.75% | $59.7M | 220,897 | — | $13.8B | Consumer Cyclical |
| 26 | EQT CORP | EQT | 0.74% | $59.5M | 1,119,477 | 11.0 | $31.4B | Energy |
| 27 | STACR_21-DNA5 B1 144A 6.68% 01/25/2034 Private | — | 0.74% | $59.5M | 56,066,647 | — | — | — |
| 28 | AMERICAN INTERNATIONAL GROUP INC Private | — | 0.74% | $59.3M | 795,556 | — | — | — |
| 29 | BARRICK MINING CORP | ABX.TO | 0.72% | $57.8M | 1,574,408 | 10.4 | $96.2B | Basic Materials |
| 30 | BOSTON SCIENTIFIC CORP Private | — | 0.71% | $56.8M | 1,331,148 | — | — | — |
| 31 | FREEPORT MCMORAN INC | FCX | 0.71% | $56.8M | 903,035 | 35.5 | $103.6B | Basic Materials |
| 32 | FEDEX CORP | FDX | 0.71% | $56.7M | 181,063 | 15.8 | $68.7B | Industrials |
| 33 | ALLSTATE CORP Private | — | 0.71% | $56.6M | 237,875 | — | — | — |
| 34 | GENERAL MOTORS | GM | 0.71% | $56.5M | 732,578 | 39.1 | $70.8B | Consumer Cyclical |
| 35 | STACR_21-DNA5 B2 144A 9.13% 01/25/2034 Private | — | 0.70% | $56.2M | 46,045,000 | — | — | — |
| 36 | APA CORP | APA | 0.70% | $55.7M | 1,710,979 | 9.2 | $15.4B | Energy |
| 37 | BALL CORP | BLYQ | 0.70% | $55.7M | 892,614 | -0.0 | — | Financial Services |
| 38 | QUEST DIAGNOSTICS INC | DGX | 0.69% | $55.6M | 262,255 | 24.4 | $25.7B | Healthcare |
| 39 | LAMB WESTON HOLDINGS INC | LW | 0.69% | $55.3M | 1,280,473 | 20.8 | $6.0B | Consumer Defensive |
| 40 | UMBS 30YR TBA(REG A) 3.00% 07/13/2026 Private | — | 0.67% | $54.0M | 61,825,000 | — | — | — |
| 41 | CAS_21-R01 B1 144A 6.73% 10/25/2041 Private | — | 0.67% | $53.8M | 53,367,652 | — | — | — |
| 42 | STACR_22-DNA2 B1 144A 8.38% 02/25/2042 Private | — | 0.66% | $53.0M | 51,804,000 | — | — | — |
| 43 | HOST HOTELS & RESORTS REIT INC | HST | 0.64% | $51.3M | 2,164,132 | 15.3 | $15.5B | Real Estate |
| 44 | GNMA2 30YR TBA(REG C) 2.00% 07/20/2026 Private | — | 0.64% | $51.2M | 62,475,000 | — | — | — |
| 45 | MACYS INC | M | 0.64% | $50.9M | 2,161,661 | 8.1 | $6.0B | Consumer Cyclical |
| 46 | CAS_22-R04 1B1 144A 8.88% 03/25/2042 Private | — | 0.62% | $49.6M | 48,091,800 | — | — | — |
| 47 | CARDINAL HEALTH INC | CAH | 0.61% | $48.7M | 205,019 | 31.4 | $53.5B | Healthcare |
| 48 | STACR_21-DNA3 B1 144A 7.13% 10/25/2033 Private | — | 0.61% | $48.6M | 43,269,224 | — | — | — |
| 49 | PEPSICO INC | PEP.BA | 0.61% | $48.5M | 358,419 | 16.5 | $256.6T | Consumer Defensive |
| 50 | STACR_22-DNA4 M2 144A 8.88% 05/25/2042 Private | — | 0.60% | $48.0M | 46,250,000 | — | — | — |