Fixed Income Attribution May Be Messy, But Apply It to Alternatives, Presenters Tell TSAM

Congress delegates discussed ways to fix, expand attribution processes.

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TSAM Performance and Attribution Stream.

An audience of about 80 people — most of them from buy-side operations or technology functions — began last week's discussion on fixed income attribution with a simple survey of who is using what system: the largest number went to Barclays Point, with BlackRock Aladdin and proprietary builds coming in next with about a third each, and various other platforms receiving the remainder of hands. Regardless of that preference, though, the overwhelming majority of the TSAM group went on