Fund Holdings
According to the prospectus, "The fund invests in commodity-linked derivative instruments, including commodity index-linked notes, swap agreements, commodity options, futures and options on futures, which provide exposure to the investment returns of the commodities market, without investing directly in physical commodities." The fund's prospectus also allows management to invest "up to 10 percent of its total assets in high-yield securities," "up to 30 percent of its total assets in securities denominated in foreign currencies," and "up to 10 percent of its total assets in securities and instruments that are economically tied to emerging market countries."
Asset Allocation
| % Long | % Short | % Net | |
|---|---|---|---|
| Cash | 55.84 | 87.36 | -31.52 |
| Stocks | 0.0 | 0.0 | 0.0 |
| Bonds | 92.59 | 0.0 | 92.58 |
| Other | 2.2 | 1.5 | 0.71 |
| Foreign Bonds | 38.83 | 0.84 | 37.99 |
| Foreign Stocks | 0.09 | 0.0 | 0.09 |
| Convertible | 0.0 | 0.0 | 0.0 |
| Preferred | 0.16 | 0.0 | 0.16 |
Updated 12.31.2011
Top 10 Holdings
Performance as of 03.31.2012
Portfolio as of 12.31.2011
| % Net Assets | |
|---|---|
| Pimco Cayman Cmdty Fd Ltd Instl | 17.19 |
| US Treasury Note 1.25% | 10.87 |
| US Treasury Note | 6.71 |
| US Treasury Note 2.625% | 6.59 |
| US Treasury Note 2% | 6.24 |
| US Treasury Note 2% | 5.39 |
| US Treasury Note 1.875% | 4.76 |
| US Treasury Note 2% | 4.5 |
| US Treasury Note 1.875% | 4.45 |
| US Treasury Note 2.5% | 4.44 |
