Fact sheet: Pimco GIS Stk Pl

Fund information

Fund name
Pimco GIS Stocks Plus E Ret Acc USD
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager
Saumil H. Parikh
since 26/09/2014
Fund objective
The StocksPLUS Fund offers investors exposure to the returns of the S&P 500 Index via non-leveraged positions in futures and swaps which are collateralised by an actively managed portfolio of short-duration, fixed income securities. The fixed income portfolio offers the potential for excess returns relative to the index.
Benchmark
S&P 500
Investment style
Active
Investment method
Mixed

Quick stats

1 Year return

17.6 %

1 Year rank in sector

3/152

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 1.6 b

FE Risk score

110

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    146.75%
  • Japan
    19.92%
  • Denmark
    7.78%
  • UK
    6.11%
  • France
    1.7%
  • Investment Grade Bonds
    35.42%
  • Others
    25.45%
  • Money Market
    20.36%
  • Mortgage & Secured Bonds
    19.92%
  • Local Government Bonds
    3.35%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.36 %7.63 %17.6 %28.37 %83.12 %
Sector0.72 %1.5 %2.54 %2.51 %7.96 %
Rank within sector6 / 1547 / 1683 / 1525 / 1022 / 77
Quartile th1 st1 st1 st1 st1 st

Calendar performance

YTD-20172016201520142013
Fund13.23 %11.39 %-0.56 %12.48 %31.51 %
Sector2.55 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector3 / 16210 / 12959 / 10625 / 913 / 80
Quartile th1 st1 st3 rd2 nd1 st

Risk statistics

Alpha7.18
Beta2.2
Sharpe0.45
Volatility10.77
Tracking error10.14
Information ratio0.74
R-Squared0.16

Price movement

52 week high26.79
52 week low22
Current bid price0
Current offer price0
Current mid price26.73

Holdings by region

  • 146.75% USA
  • 19.92% Japan
  • 7.78% Denmark
  • 6.11% UK
  • 1.7% France
  • 1.62% Canada
  • 1.46% Germany
  • 1.04% Switzerland
  • 0.97% Netherlands
  • 0.48% China

Holdings by sector

  • 35.42% Investment Grade Bonds
  • 25.45% Others
  • 20.36% Money Market
  • 19.92% Mortgage & Secured Bonds
  • 3.35% Local Government Bonds
  • 1.9% High Yield Bond
  • -6.41% Government Guaranteed

Holdings by asset type

-

Individual holdings

  • 14.76% SPTR TRS EQUITY 3ML+3 BOA 4625.515% 10/08/2017
  • 8.96% JAPAN(GOVERNMENT OF) 0% T BILL 28/08/17 JPY10000000 685
  • 6.15% JAPAN(GOVERNMENT OF) 0% BDS 24/07/17 JPY50000
  • 4.97% SPTR TRS EQUITY 3ML+1 BPS 4649.34% 07/09/2017
  • 3.86% FNMA TBA 3.5% AUG 30YR
  • 3.47% U S TREASURY NOTE 1.88% 31/03/2022
  • 3.42% U S TREASURY REPO 1.40% 03/07/2017
  • 2.41% UNITED STATES OF AMER TREAS NOTES 0.375% NTS 15/01/27 USD100
  • 1.92% IRS USD 2.00000 12/16/15-5Y CME