Fact sheet: GAM Star MBS Ttl Rtn

Fund information

Fund name
GAM Star MBS Total Return Inst Acc GBP
Fund company manager
GAM Fund Management Ltd
Fund type
SIB
Fund manager(s)
Gary Singleterry
since 23/07/2014
Tom Mansley
since 23/07/2014
Fund objective
Aims to deliver strong absolute returns across market cycles through investing in Agency and Non-Agency residential and commercial asset backed securities.
Benchmark
BOFA Merrill Lynch US Mortgage Backed Securities Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

4.42 %

1 Year rank in sector

-

Sector

FO Fixed Int - USD Securitised

Yield
-
Fund size

£ 1.2 b

FE Risk score

7

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • BBB
    22.65%
  • CCC
    14.58%
  • AA
    13.72%
  • B
    12.82%
  • Money Market
    10.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.17 %1.75 %4.42 %12.73 %0 %
Sector0.32 %0.72 %0.98 %2.99 %6.69 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund3.43 %3.78 %3.59 %0 %0 %
Sector1.88 %3.2 %-1.81 %5.29 %-2.49 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha3.54
Beta0.05
Sharpe0.08
Volatility1.21
Tracking error2.28
Information ratio1.09
R-Squared0.01

Price movement

52 week high11.1388
52 week low10.6614
Current bid price0
Current offer price0
Current mid price11.1388

Holdings by region

-

Holdings by sector

  • 22.65% BBB
  • 14.58% CCC
  • 13.72% AA
  • 12.82% B
  • 10.9% Money Market
  • 8.71% BB
  • 7.57% A
  • 4.02% AAA
  • 3.58% CC
  • 0.96% C

Holdings by asset type

-

Individual holdings

  • 3.1% BAYC 2007-4A A1 FRN 2037-09-25
  • 2.6% GRTLK 2014-1A A FRN 2025-04-15
  • 1.7% PNMSR 2017-GT1 A FRN 2050-02-25
  • 1.6% GNR 2017-90 IO FRN 2059-01-16
  • 1.6% JPMAC 2007-CH1 AF4 4.978366% STEP 2036-11-25
  • 1.4% GNR 2017-28 IO FRN 2057-02-16
  • 1.4% PRET 2017-NPL1 A1 3.5% STEP 2032-04-29
  • 1.4% VOLT 2017-NPL8 A1 3.125% STEP 2047-06-25
  • 1.3% SLMA 2003-A A3 FRN 2032-06-15
  • 1.3% SLMA 2003-C A3 FRN 2032-09-15