Fact sheet: CS 1Lux Gbl Sec Bd

Fund information

Fund name
CS 1 (Lux) Global Securitized Bond IBH GBP
Fund company manager
Credit Suisse Fund Management
Fund type
SIB
Fund manager
Oliver Gasser
since 11/11/2016
Fund objective
The investment objective is to achieve capital appreciation in GBP within defined risk parameters. Investments may be denominated in any currency. The major part of the assets will be invested in fixed-interest and floating-rate securitized assets.
Benchmark
LIBOR GBP 3m +5%
Investment style
Active
Investment method
Fixed Interest

Quick stats

1 Year return

1.41 %

1 Year rank in sector

133/303

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 100.9 m

FE Risk score

7

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    52.8%
  • Australia
    6.6%
  • Netherlands
    6.6%
  • Germany
    5.9%
  • UK
    5.7%
  • Asset/Mortgage-Backed Securities
    63.9%
  • Automotive
    30%
  • Others
    6.1%
  • US Fixed Interest
    52.8%
  • Australian Fixed Interest
    6.6%
  • Dutch Fixed Interest
    6.6%
  • German Fixed Interest
    5.9%
  • UK Fixed Interest
    5.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.16 %0.77 %1.41 %0.38 %0 %
Sector0.77 %2.49 %1.59 %5.71 %11.03 %
Rank within sector268 / 339254 / 326133 / 303194 / 258 /
Quartile th4 th4 th2 nd4 th th

Calendar performance

YTD-20172016201520142013
Fund0.95 %-0.37 %-0.62 %0 %0 %
Sector3.25 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector242 / 319270 / 286116 / 262 / /
Quartile th4 th4 th2 nd th th

Risk statistics

Alpha0.23
Beta-0.07
Sharpe-0
Volatility1.12
Tracking error3.12
Information ratio-0.56
R-Squared0.03

Price movement

52 week high1007.67
52 week low987.77
Current bid price0
Current offer price0
Current mid price1006.45

Holdings by region

  • 52.8% USA
  • 6.6% Australia
  • 6.6% Netherlands
  • 5.9% Germany
  • 5.7% UK
  • 5.5% Italy
  • 5% Others
  • 4.9% France
  • 4.7% Sweden
  • 2.3% Europe

Holdings by sector

  • 63.9% Asset/Mortgage-Backed Securities
  • 30% Automotive
  • 6.1% Others

Holdings by asset type

  • 52.8% US Fixed Interest
  • 6.6% Australian Fixed Interest
  • 6.6% Dutch Fixed Interest
  • 5.9% German Fixed Interest
  • 5.7% UK Fixed Interest
  • 5.5% Italian Fixed Interest
  • 5% Global Fixed Interest
  • 4.9% French Fixed Interest
  • 4.7% Swedish Fixed Interest
  • 2.3% European Fixed Interest

Individual holdings

  • 3.09% BLACK DIAMOND GROUP LTD
  • 2.48% GM FINANCIAL 0.61% 07/16
  • 2.47% FORD CREDIT 0.38% 15/02/16
  • 2.46% ICG US CLO 2014-1 LTD 1.557% NTS 20/04/26 USD100000
  • 2.01% HUNTINGTON BANCSHARES INC
  • 2.01% KINGSWOOD MORTGAGES 2015-1 PLC MTG BKD FRN 27/10/52 EUR A
  • 2.01% SUNRISE ASIAN LTD
  • 1.98% CFHL FRN 27/04/54 EUR100000
  • 1.96% CELF LOAN PARTNERS BV CLS`B`SNR SEC DEF FRN 18/07/21 EUR
  • 1.95% BLUESTEP MORTGAGE SEC NO 2 DAC AA EUR 10/11/55