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(s)
Sudi Mariappa
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

19.5 %

1 Year rank in sector

-

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 1.4 b

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    153.04%
  • Japan
    15.61%
  • Denmark
    7.91%
  • UK
    6.11%
  • Canada
    2.34%
  • Investment Grade Bonds
    37.87%
  • Mortgage & Secured Bonds
    26.7%
  • Others
    20.05%
  • Money Market
    17.66%
  • Local Government Bonds
    4.16%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.29 %7.6 %19.5 %29.79 %99.78 %
Sector0.28 %1.82 %4.24 %3.23 %9.67 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund16.02 %11.39 %-0.56 %12.48 %31.51 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha7.01
Beta2.23
Sharpe0.58
Volatility10.73
Tracking error10.05
Information ratio0.82
R-Squared0.18

Price movement

52 week high27.74
52 week low23.02
Current bid price0
Current offer price0
Current mid price27.67

Holdings by region

  • 153.04% USA
  • 15.61% Japan
  • 7.91% Denmark
  • 6.11% UK
  • 2.34% Canada
  • 1.42% Germany
  • 1.41% France
  • 1.07% Switzerland
  • 0.94% Netherlands
  • 0.69% Korea

Holdings by sector

  • 37.87% Investment Grade Bonds
  • 26.7% Mortgage & Secured Bonds
  • 20.05% Others
  • 17.66% Money Market
  • 4.16% Local Government Bonds
  • 2.39% High Yield Bond
  • -8.82% 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