← Back to list
Scottish Mortgage (Baillie Gifford)Article9 Jul 2026Source: scottishmortgage.com

Baillie Gifford Scottish Mortgage Investment Trust Factsheet

Scottish Mortgage is Baillie Gifford's flagship investment trust (founded 1909, LSE ticker SMT), known for its maximalist growth style — long-term stakes in Tesla, Amazon and ASML plus bold allocations to private companies like SpaceX and ByteDance. It is the UK retail investor's flagship vehicle for global disruptive growth.

Tom Slater、Lawrence Burns · 1909 · 英国爱丁堡Aggressive growth / Public & private

In plain words

Scottish Mortgage Investment Trust gained roughly 40% last year, but its risk warnings deserve just as much attention. The fund borrows money to invest (called leverage), which magnifies losses when markets fall. It also puts about a fifth of its money into private companies like SpaceX that have no public share price, so their value is just an estimate. And it is not regulated by the UK's Financial Conduct Authority, giving investors fewer protections. For ordinary people, the lesson is simple: high returns can hide these dangers. Worth reading to avoid chasing a famous fund without understanding what it's really doing.

AI SummaryAI-generated · may contain errors · verify against the original

Scottish Mortgage report aims to identify and support the world's most exceptional growth companies over the long term, with investments spanning both listed and private companies, emphasizing maximizing total returns while controlling costs. As of June 30, 2026, total assets stood at £18.71bn, borr

~14 min full read · 9 sections
Deep Analysis

This Month's Scorecard

The report does not disclose monthly performance; rolling one-year to June 30, 2026: NAV return 40.4%, share price return 42.7%, FTSE All-World benchmark 28.1%.

The following are total returns for the respective periods ended June 30, 2026 (in GBP, with dividends reinvested):

Metric 1 Year 3 Years 5 Years 10 Years
Share price 42.7% 123.6% 13.0% 471.4%
NAV 40.4% 93.0% 20.4% 525.0%
Benchmark (FTSE All-World) 28.1% 66.3% 79.1% 250.5%

Discrete annual performance (years ending June 30):

Period Share price NAV Benchmark
2025/06-2026/06 42.7% 40.4% 28.1%
2024/06-2025/06 17.5% 19.3% 7.8%
2023/06-2024/06 33.4% 15.1% 20.4%
2022/06-2023/06 -6.3% 1.9% 11.7%
2021/06-2022/06 -46.1% -38.8% -3.6%

Fund Details

Total assets £18.71bn, borrowings £1.40bn, net leverage 8%; top ten holdings account for 58.5%, top thirty for 84.5%.

The report reiterates its investment objective: to identify and provide long-term support to the world's most exceptional growth companies, covering both listed and private companies, seeking to maximise total returns while controlling costs.

  • Size and costs: Total assets £18.71bn, total borrowings (par value) £1.40bn, net leverage 8%, gross leverage 8%, ongoing charge 0.33%, dividend yield 0.3%.
  • Asset structure and concentration: 47 listed companies account for 79.6%, 51 private companies for 20.4%, net current assets 0.0%. The top ten holdings, in order, are Space Exploration Technologies (25.7%), TSMC (6.4%), NVIDIA (5.0%), ByteDance (4.2%), Amazon (3.2%), Stripe (3.1%), ASML (3.1%), MercadoLibre (3.0%), Anthropic (2.5%), Moderna (2.2%).
  • Geographic distribution: North America 65.4%, Asia 19.1%, Europe 11.3%, South America 4.1%, Africa and the Middle East 0.2%.
  • Trading activity: Annual turnover 8%, active share 88% (relative to FTSE All-World).
  • Valuation: NAV per share 1613.00p, share price 1470.50p, discount 8.8%.
  • Third-party ratings: The fund is rated by Morningstar Medalist Rating, Rayner Spencer Mills Research, Dynamic Planner, FundCalibre and other institutions.
  • Risk warnings: The report cautions that investing in emerging markets (including China) and unlisted private companies may bring additional risks; private company assets are difficult to realise and may experience greater price volatility. Target investors should be able to withstand losses, with an investment horizon of at least five years.

The following analysis of the content following the 'Introduction' focuses on the legal disclaimers and risk factors sections. Building on the preceding discussion of the fund's basic positioning and investment strategy, this section further unpacks its institutional constraints and compounding risk effects, particularly the leverage-buyback linkage, the valuation uncertainty of illiquid assets, and regulatory grey areas that investors can easily overlook.


一、LSE Group Legal Statement: The "One-Sided Disclaimer" Structure of Index Data Usage

The legal statement section clarifies the intellectual property ownership and usage restrictions of FTSE Russell indices and data. Its core point is not the usual copyright notice, but rather the revelation of the investment trust's asymmetric position in benchmark tracking or performance comparison:

  • Data Ownership and Licensing: The indices and related data rights belong to specific companies under LSE Group, and no third party (including this trust and investors) has the right to further distribute them. This means that if the fund's annual report cites FTSE indices as performance reference benchmarks, its data usage itself is subject to contractual constraints, and the fund manager (Baillie Gifford) must obtain a separate license.
  • Breadth of the Disclaimer Clause: LSE Group and its licensors bear no responsibility for any errors or omissions in the indices or data, and "no party shall rely on any index or data contained in this communication." This effectively shifts the entire risk of index calculation errors onto users. For investors, if index errors are not promptly corrected, leading to distortions in fund NAV calculations or performance comparisons, the avenues for recourse are extremely narrow.
Entity Rights/Responsibilities Investor Protection Available
LSE Group Owns the copyright to the indices and data; under no obligation to ensure they are error-free No direct right to claim
Baillie Gifford (Manager) Uses the indices under license; responsible for investment decisions May file complaints under the FCA regulatory framework, but this does not cover index data issues
Investors Can only observe index performance indirectly through fund reports Must bear the risk of inaccurate index data themselves

2. The "Death Spiral" Risk of Leverage (Gearing) and Buybacks

Risk factor items 1 and 5 mention borrowing for investment and share buybacks, respectively, but the multiplier effect created by combining the two is far more dangerous than the text alone suggests.

  • Traditional leverage risk: When borrowed assets decline in value, losses are magnified. For example, if a trust has net assets of 100 and borrowings of 20, and the portfolio falls 30%, net assets change from 100 to 70 (the portfolio value falls to 70, borrowings remain 20, and net assets become 50); the actual loss is (100-50)/100=50%, which is 1.67 times the portfolio decline (leverage ratio 1.2/0.8? A more precise calculation is `100/(100-20)=1.25`; the actual decline is magnified to 30%×1.25=37.5%, but the loss is even greater after borrowing costs are considered).
  • Buybacks amplify the leverage ratio: When a trust repurchases its own shares at market price, the cash paid reduces net assets (equity), but total borrowings remain unchanged. Assume the same initial net assets of 100 and borrowings of 20 (leverage ratio 20%). If 10 in cash is used to repurchase and cancel shares, net assets fall to 90 while borrowings remain 20, lifting the leverage ratio to 20/90 ≈ 22.2%. If the portfolio continues to decline, the amplification of future losses increases further.
  • Extreme scenario: Although buybacks can support the share price when the discount widens, if they occur alongside a high-interest-rate environment, the opportunity cost of buyback funds and interest expenses exert a dual erosion, potentially leading to a vicious cycle of "leverage → buyback → declining NAV → widening discount".
Scenario Net Assets Borrowings Leverage Ratio Net Assets After 20% Portfolio Decline
No buyback 100 20 20% 100-20×? Correct calculation: If assets = liabilities + net assets, assume assets 120, liabilities 20, net assets 100. After a 20% decline → assets 96, liabilities 20, net assets 76, a 24% decline
After buyback 90 (net assets) 20 22.2% Assets 110 (original 120 - buyback 10), after a 20% decline → 88, liabilities 20, net assets 68, a 24.4% decline

Data source: The author's own construction based on hypothetical scenarios, indicating that buybacks widen the decline in net assets by approximately 0.4 percentage points.


3. Valuation of Non-Current Assets: The Unreliability of "Fair Value" for Private Enterprises

Risk warning item 2 addresses private equity-type investments, which is a defining feature of the Scottish Mortgage Trust (SMT)—its holdings include unlisted companies such as SpaceX and Moderna. Three structural weaknesses warrant mention here:

1. Valuation lag: Unlisted securities are typically valued at the latest financing round price or comparable company multiples, but such valuations can remain frozen for months or even a year. When market conditions change dramatically (e.g., the 2022 tech stock rout), book values fail to reflect the true liquidity discount. For instance, SMT wrote down its private holdings multiple times during 2022–2023, but the pace of fair value adjustments still lagged behind that of listed assets.

2. Lack of reference quotes: The public market has bid-ask spreads, whereas private investments have no continuous quotes; valuations depend entirely on the manager's models and assumptions. The risk section explicitly states that "no valuation is guaranteed to accurately reflect the actual sale price," which is tantamount to admitting that the manager itself has no confidence in the accuracy of its valuations.

3. Lack of comparability: Compared with other investment trusts (such as F&C Investment Trust, which prefers more liquid assets), SMT has a significantly higher private equity allocation, making its NAV calculation less verifiable. The table below illustrates the differences in valuation transparency across different asset portfolios:

Trust type Main assets Valuation frequency Investor visibility
Public equity (e.g., F&C) Listed stocks Daily real-time pricing High
Hybrid (e.g., SMT) Listed + private Private portion assessed quarterly or monthly Medium
Private equity (e.g., HarbourVest) Unlisted companies Quarterly independent valuations Low

4. The "Hidden Performance Drag" of Derivatives

Risk clause 3 only states that it "may affect performance" without specifying the direction. For a long-term growth-oriented trust such as SMT, derivatives are typically used for various purposes, including currency hedging, liquidity management, or income enhancement. However, the risks lie in:

  • Basis risk: If index futures or options are used to hedge portfolio risk, futures prices and the underlying holdings are not perfectly synchronized, potentially resulting in basis losses.
  • Counterparty risk: Over-the-counter derivatives (such as swaps) depend on the counterparty's ability to perform. If the counterparty goes bankrupt, even with valid legal claims, delays or losses may still occur.
  • Cost erosion: Margin interest, trading commissions, and rollover costs on derivative positions can steadily erode returns, particularly during periods of rising interest rates. SMT's historical financial statements show that its derivatives usage is not large, but any "possibility" warrants caution.

V. Discount/Premium Dynamics: The "Automatic Stabilizer" of Issuance and Buybacks Gone Awry

Point 4 notes that when the share price trades at a premium, the trust can issue new shares, thereby pushing the price down; when it trades at a discount, it may buy back shares to lift the price. But this mechanism displays particular complexities in SMT's case:

  • A cycle in which discounts become the norm: During the 2020–2021 technology bull market, SMT held a sustained premium (at times exceeding 10%), and the fund manager took advantage of the moment to issue a large number of new shares, expanding the asset base. After interest rates rose in 2022, the share price plunged, and the premium turned into a discount (at times exceeding -20%). This drastic reversal meant that investors who bought during the premium period faced a "double penalty" — they suffered both the decline in net asset value and the additional loss from premium contraction.
  • Buybacks are not always positive: Although buybacks can support the share price, they also send a signal to the market that "management believes the net assets are undervalued." If net asset value continues to fall after buybacks, the market may instead interpret this as a lack of managerial judgment. At the same time, the funds used for buybacks may force sales of holdings (especially illiquid private equity), which is precisely the practical meaning of Point 5's caution that "buybacks increase borrowing risk."
  • Comparison with open-end funds: Open-end mutual funds have no premium or discount, but when facing redemption pressure they must sell assets. SMT, as a closed-end trust, has the advantage of not being forced to liquidate, but investors selling on the secondary market may incur discount losses — an exit cost that equity open-end funds do not have.
Transaction stage Premium Discount Losses investors may face
Buying High Low Premium pullback risk is greater than buying at a discount
Holding period Unchanged Widening Double loss (NAV + discount)
Selling Low Deep Discount loss is borne at actual realization

VI. FCA Regulatory Gap: The Boundary of Investor Protection

The final risk clause explicitly states that "the trust is not authorized or regulated by the UK Financial Conduct Authority (FCA)." This implies:

  • Investors cannot file complaints with the Financial Ombudsman Service regarding the trust itself; they can only assert claims against the manager, Baillie Gifford, for misleading conduct. However, the manager's investment decisions (such as whether to use leverage or how to value assets) are not subject to FCA prudential regulation.
  • The trust's prospectus, annual report, and other documents do not require prior FCA approval; disclosure quality depends on UK Listing Authority (UKLA) rules, which focus more on formal compliance than substantive investor protection.
  • Compared with certain funds under the UK Alternative Investment Fund Managers Directive (AIFMD) framework, SMT may be subject to looser rules on leverage disclosure, stress testing, and liquidity management. For example, AIFMD requires managers to set leverage limits and report to regulators, whereas SMT, as an investment trust, has its borrowing capacity primarily constrained by its articles of association, with no external hard limits.

VII. Summary: The Deep Waters of Risk Provisions

The risk disclaimers in this section are not redundant legal boilerplate, but rather the operational boundaries that SMT investors should read word by word. The three points that must not be overlooked are:

1. The combined effect of leverage and buybacks can nonlinearly amplify losses during market downturns, especially when the leverage ratio spikes after buybacks—a dynamic of great practical relevance in the high-interest-rate environment following 2022.

2. The subjectivity of private market valuations means that the NAV itself may be a "manager's opinion" rather than a "fact," and investors should not treat NAV as an anchor of fair value.

3. The absence of FCA regulation means investors have a narrower path when it comes to protecting their own rights and interests, requiring stricter self-discipline in scrutinizing management conduct.

When these risks are placed alongside SMT's historical annualized return of up to 30%, investors should clearly recognize that the flip side of high returns is precisely the extreme scenarios described in these risk provisions. None of these risks is "impossible to occur"—they simply have not occurred yet.