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Seeks positive, risk-adjusted returns, consistent with prudent investment management
Futures contracts and other derivatives providing exposure to pricing trends in the global financial and commodity markets
The TRENDS Managed Futures Strategy seeks to provide positive returns when investors need them the most, particularly during equity market downturns, by capturing momentum across equities, fixed income, currencies, and commodities.
Return: Attractive potential return in a low-return world
Independent: Seeks to profit from market moves in any direction
Crisis alpha: Historically has performed best during equity sell-offs
This helps to increase diversification benefits, because our shorter-term trend windows are quick to respond to changes in markets.
We scale up positions when trends are strong, and reduce them if trends are weak. This may increase performance when trends are strong, potentially leading to higher returns.
A core PIMCO proficiency, actively managed collateral provides an additional source of potential alpha for investors. There are no hidden fees on collateral management.
Insights from our time-tested macroeconomic investment process are incorporated into model design, acknowledging that the future may not look like the past.
ICE BofA SOFR Overnight Rate Index
ICE BofA SOFR Overnight Rate Index tracks the performance of a synthetic asset paying SOFR to a stated maturity. The index is based on the assumed purchase at par of a synthetic instrument having exactly its stated maturity and with a coupon equal to that days fixing rate. That issue is assumed to be sold the following business day (priced at a yield equal to the current day fixing rate) and rolled into a new instrument. It is not possible to invest directly in an unmanaged index.
Portfolio Manager, Quantitative Strategy
Quantitative Portfolio Manager
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