Equity, credit derivatives aided BlackRock funds in March
Flagship Strategic Income Opportunities fund posted $253 million in net derivatives gains at height of Covid crunch
Twelve fixed income mutual funds managed by BlackRock recorded $134 million of net gains on derivatives in March, at the height of the coronavirus crisis. Equity derivatives gained the most that month, netting the funds $123 million.
Risk Quantum analysed the quarterly portfolio filings of 12 BlackRock fixed income funds that all submitted data for the three months ending March 31.
Aggregate
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