PIMCO TRENDS Managed Futures Strategy Fund - Wholesale Class

About this Fund

Fund Detail

PDS https://informedinvestor.com.au/view/pds/101472-2023-09-30-02:40.pdf
ASX Code
INVESTMENT STYLE The Fund invests in futures contracts and other derivatives providing exposure to pricing trends in the global financial and commodity markets.
INVESTMENT PROFILE The Fund seeks positive, risk-adjusted returns, consistent with prudent investment management.
BENCHMARK Bloomberg AusBond Bank Bill Index
FUND SIZE Bloomberg AusBond Bank Bill Index
DISTRIBUTION FREQUENCY Yearly, with daily accrual
FEES 1.50% p.a. of the NAV of the Fund referable to Wholesale Class units



Benefits of investing in the PIMCO TRENDS Managed Futures Strategy Fund - Wholesale Class

Significant features and benefits of investing in the Fund are:

Investment Process

  • Supported by a deep global presence, the Fund benefits from PIMCO's thought leadership and time-tested investment process, which guides portfolio construction via a top-down macroeconomic outlook and rigorous bottom-up credit analysis.


  • PIMCO is one of the largest fixed interest managers in the world with more than 785 investment professionals globally as at 30 June 2019
  • Dedicated experienced investment professionals focused on the domestic fixed interest market who provide coverage of active investment opportunities.

Diversification And Active Management

  • Designed as a core allocation to Australian and New Zealand fixed interest, the Fund may provide diversification benefits amongst an allocation to other asset classes, such as equities.
  • The Fund aims to provide diversified exposure to various sectors of the Australian and New Zealand fixed interest universe, which can improve risk-adjusted returns.
  • The Fund is actively managed, which allows PIMCO to focus on securities regarded by PIMCO to have the strongest risk versus return attributes and avoid securities that are regarded by PIMCO to have insufficient value or a likelihood of capital loss.

Regular distributions

  • The Fund seeks to provide a regular income stream by way of quarterly distributions (the RE may change the distribution frequency without notice).

Regular reporting

  • Monthly, quarterly and annual reporting is provided to keep you up to date on your investments.

Risk level





Key Features

About the Fund

PIMCO TRENDS Managed Futures Strategy Fund is an alternative investment strategy that seeks to capture momentum across major asset classes including equities, interest rates, commodities and currencies. The strategy follows a disciplined trading approach informed by PIMCO's proprietary quantitative analytics and by PIMCO's market knowledge. Additionally, the strategy draws upon our global trading platform and active fixed-income management to add additional sources of value to our clients.

Why invest in this Fund

Adapting quickly to new trends

This helps to increase diversification benefits, because our shorter-term trend windows aim to quickly respond to changes in markets.

Getting the most out of the biggest trends

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.

Actively managing collateral

A core PIMCO proficiency, actively managed collateral provides an additional source of potential alpha for investors. There are no hidden fees on collateral management.

Incorporating forward-looking macro insight into research

Insights from our time-tested macroeconomic investment process are incorporated into model design, acknowledging that the future may not look like the past.


How we invest your money

To achieve the Fund's investment objective, the Fund will pursue a quantitative trading strategy intended to capture the persistence of price trends (up and/or down) observed in global financial markets and commodities. The Fund's investment strategy represents a composite of financial and commodity futures designed to provide exposure to global financial market and commodity price trends. Within the strategy's allocations, contracts are positioned either long or short based on various characteristics related to their prices. When making allocation decisions for the strategy, the Investment Manager considers various qualitative and quantitative factors relating to the U.S. and non-U.S. economies, and securities and commodities markets. The Investment Manager uses these qualitative and quantitative factors to help determine the Fund's target asset allocation and to identify potentially attractive relative value and risk hedging strategies.

The Fund will invest under normal circumstances in derivative instruments (including futures, options on futures, options and swap agreements) linked to interest rates, currencies, mortgages, credit, commodities (including individual commodities and commodity indices), equity indices and volatility-related instruments. The Fund's investments in derivative instruments will generally be backed by a short to intermediate duration portfolio which may consist of cash equivalent securities and fixed income instruments.