PIMCO Multi Asset Volatility


Fund Investment Objectives

The Fund seeks to generate alpha through 1) systematically selling volatility in markets with chronic supply/demand imbalances, 2) exploit significant pricing anomalies or cross-market relative value opportunities. The Fund expects to invest primarily in liquid derivative instruments, including, without limitation, equity and equity index options, interest rate swaps, interest rate swaptions, currencies and currency options, commodity futures, and other volatility instruments. Additionally, the Fund incorporates tail risk hedges to hedge the portfolio against unexpected and outsized market movements. Through utilizing volatility as an asset class, the Fund hopes to generate returns that are both positive and have low correlations with returns of other asset classes.