Fact sheet: Pimco GISCapSec

Fund information

Fund name
Pimco GIS Capital Securities R USD
Fund company manager
PIMCO Global Advisors(IRL) Ltd
Fund type
SIB
Fund manager(s)
Philippe Bodereau
since 31/07/2013
Matthieu Loriferne
since 01/10/2017
Michael Bogecho
since 01/10/2017
Fund objective
The PIMCO GIS Capital Securities Fund is an actively managed global portfolio that invests primarily in subordinated debt instruments issued by banks, insurance companies, and other specialty finance companies. Most investments will be concentrated in Tier1, Tier 2, and contingent convertible (“CoCo”) Bonds though the fund maintains flexibility to invest across the capital structure.
Benchmark
3 Month SGD LIBOR Index
Investment style
None
Investment method
Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

12.89 %

1 Year rank in sector

9/299

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 8.4 b

FE Risk score

46

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    23.46%
  • USA
    18.91%
  • Money Market
    12.64%
  • Switzerland
    10.15%
  • Netherlands
    9.3%
  • Others
    49.71%
  • Fixed Interest
    19.31%
  • Money Market
    18.82%
  • Convertibles
    6.69%
  • Equities
    5.47%
  • UK Fixed Interest
    23.46%
  • US Fixed Interest
    18.91%
  • Money Market
    12.64%
  • Swiss Fixed Interest
    10.15%
  • Dutch Fixed Interest
    9.3%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.75 %3.39 %12.89 %21.08 %0 %
Sector0.3 %1.5 %4.24 %6.54 %9.53 %
Rank within sector51 / 34034 / 3249 / 29911 / 240 /
Quartile th1 st1 st1 st1 st th

Calendar performance

YTD-20172016201520142013
Fund10.28 %6.03 %3.72 %0 %0 %
Sector3.66 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector12 / 30772 / 27420 / 242 / /
Quartile th1 st2 nd1 st th th

Risk statistics

Alpha4.25
Beta1.19
Sharpe0.51
Volatility6.04
Tracking error5.14
Information ratio0.87
R-Squared0.27

Price movement

52 week high10.84
52 week low9.87
Current bid price0
Current offer price0
Current mid price10.79

Holdings by region

  • 23.46% UK
  • 18.91% USA
  • 12.64% Money Market
  • 10.15% Switzerland
  • 9.3% Netherlands
  • 7.63% Spain
  • 7.23% France
  • 5.89% Italy
  • 2.04% Denmark
  • 1.86% International

Holdings by sector

  • 49.71% Others
  • 19.31% Fixed Interest
  • 18.82% Money Market
  • 6.69% Convertibles
  • 5.47% Equities

Holdings by asset type

  • 23.46% UK Fixed Interest
  • 18.91% US Fixed Interest
  • 12.64% Money Market
  • 10.15% Swiss Fixed Interest
  • 9.3% Dutch Fixed Interest
  • 7.63% Spanish Fixed Interest
  • 7.23% French Fixed Interest
  • 5.89% Italian Fixed Interest
  • 2.04% Danish Fixed Interest
  • 1.86% Global Fixed Interest

Individual holdings

  • 4.39% COOPERATIEVE RABOBANK UA CERT PERP(RABOBANK ORD)EUR25
  • 4.08% LLOYDS BANKING GROUP PLC 7.625% UNDATED NTS GBP200000
  • 3.86% BANCO SANTANDER SA COCO PRFSTY JR SUB
  • 3.55% BANCO BILBAO VIZCAYA ARGENTARIA SA 6.75 12/31/2049
  • 2.42% INTESA SANPAOLO SPA COCO JRSUB 7.75%
  • 2.37% BARCLAYS BANK PLC 7.625% NTS 21/11/22 USD200000
  • 2.32% HSBC HLDGS 6% SUBORD NTS 10/06/19 EUR50000
  • 1.95% UBS AG(STAMFORD) 7.625% BDS 17/08/22 USD1000
  • 1.83% CREDIT SUISSE AG 6.5% BDS 08/08/23 USD200000 REG S