AllianzGI Structured Alpha

1000

Fund Investment Objectives

The Structured Alpha 1000 strategy seeks an option-based alpha enhancement by buying and selling call and put options on a variety of broad equity indexes including the S&P 500, Russell 2000, S&P Mid Cap, S&P 600 and NASDAQ 100. The portfolio's assets are fully invested in 90-day Treasury bills, typically 20% to 70% of which is posted as collateral for the purposes of constructing the option positions.