Fact sheet: GS US Mort Back Secs Pfl

Fund information

Fund name
GS US Mortgage Backed Securities Portfolio R Acc
Fund company manager
Goldman Sachs Asset Management
Fund type
SIB
Fund manager
Team Managed
since 30/09/2002
Fund objective
The Portfolio seeks to provide income and capital growth over the longer term. The Portfolio will mostly invest in US mortgage and asset backed securities.
Benchmark
Bloomberg Barclays Capital US Securitized Index
Investment style
None
Investment method
Fixed Interest

Quick stats

1 Year return

0.73 %

1 Year rank in sector

-

Sector

FO Fixed Int - USD Securitised

Yield
-
Fund size

£ 458.6 m

FE Risk score

17

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    97.43%
  • Cayman Islands
    6.22%
  • Canada
    0.66%
  • Money Market
    -4.31%
  • Asset/Mortgage-Backed Securities
    103.98%
  • Cash Funds
    9.52%
  • Options
    0.29%
  • Derivatives
    0.03%
  • Futures
    0%
  • US Fixed Interest
    97.1%
  • American Emerging Fixed Interest
    6.22%
  • Canadian Fixed Interest
    0.66%
  • Alternative Investment Strategies
    0.33%
  • Money Market
    -4.31%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.55 %1.84 %0.73 %7.79 %12.4 %
Sector0.59 %1.34 %1.7 %2.79 %8.44 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.22 %2.07 %1.82 %5.57 %-1.2 %
Sector1.79 %3.2 %-1.81 %5.29 %-2.49 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha2.07
Beta0.49
Sharpe-0
Volatility1.73
Tracking error1.76
Information ratio0.89
R-Squared0.35

Price movement

52 week high11.08
52 week low10.75
Current bid price0
Current offer price0
Current mid price11.07

Holdings by region

  • 97.43% USA
  • 6.22% Cayman Islands
  • 0.66% Canada
  • -4.31% Money Market

Holdings by sector

  • 103.98% Asset/Mortgage-Backed Securities
  • 9.52% Cash Funds
  • 0.29% Options
  • 0.03% Derivatives
  • 0% Futures
  • -13.83% Money Market

Holdings by asset type

  • 97.1% US Fixed Interest
  • 6.22% American Emerging Fixed Interest
  • 0.66% Canadian Fixed Interest
  • 0.33% Alternative Investment Strategies
  • -4.31% Money Market

Individual holdings

  • 25.55% FNCL 4.00 08/17 TBA
  • 6.71% G2SF MA4511
  • 5.91% FNCL 3.00 08/17 TBA
  • 4.59% G2SF MA4452
  • 2.95% G2SF 3.50 08/17 TBA
  • 2.32% G2SF MA4587
  • 2.24% FNMDI4 BF0130
  • 2.08% FNMDI4 BF0126
  • 2.02% GNMA II GTD 4% MTG BDS 20/01/46 USD1000
  • 1.72% FNMDI4 BF0131