Since 2002, PIMCO has managed a variety of hedge fund strategies that seek to capitalize on pricing dislocations globally by taking directional and relative value positions. Through prudent risk management and diversified investment approaches, these strategies seek to offer investors attractive risk-adjusted returns that are uncorrelated to traditional investments.
PIMCO’s hedge fund strategies incorporate the firm’s macroeconomic forecasting, fundamental research, quantitative analysis and trading expertise across global interest rate, credit, currency, equity and commodity markets. These strategies draw on the expertise of PIMCO’s portfolio management team, integrated investment approach and global reach in an effort to take advantage of structural inefficiencies and mispriced assets.
PIMCO’s hedge fund strategies include:
Global Macro StrategyA discretionary global macro and fixed income relative value strategy that seeks to produce absolute returns using PIMCO’s macroeconomic analysis to implement directional and relative value ideas across financial markets globally. Investment themes are generated by PIMCO’s Global Investment Committee and implemented by the specialist portfolio managers. Investments are deployed across both developed and emerging markets with a core focus on fixed income and currency instruments and an opportunistic focus on equity and commodity instruments. Relative value, tactical trading and hedging strategies are identified by PIMCO’s global portfolio management team. The lead portfolio managers for the strategy are Bill Gross and Qi Wang.
Multi-Asset Volatility StrategyA multi-asset relative value and volatility arbitrage strategy that seeks to deliver consistent, absolute returns from PIMCO’s best option and volatility related ideas across global asset classes. The strategy includes systematic volatility trading, opportunistic relative value trading, macro event-driven trading, and tail risk hedging strategies that seek to generate returns that are generally positive and have low correlations with other asset class returns. Investments are deployed across a variety of global liquid asset classes with a focus on rates, currencies, equities and commodities. The lead portfolio managers for the strategy are Josh Thimons, Josh Davis and Matt Dorsten.
No part of this material may be reproduced in any form, or referred to in any other publication, without express written permission. Pacific Investment Management Company LLC, 840 Newport Center Drive, Newport Beach, CA 92660, 800-387-4626. ©2013, PIMCO.
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