Strategic Commodity Fund – Statistics
Portfolio Characteristics – As of April 30, 2022
Total Net Assets | $263,047,049 |
Collateral Characteristics | |
Duration | 0.61 |
Sector Allocation | |
Cash | 9.03% |
U.S. Government | 90.97% |
Portfolio Sector Allocation
(Percent of Portfolio) | |
Morgan Stanley BFMCI*SM | 100.00% |
Tactical Commodity Exposure | 0.00% |
Subtotal | 100.00% |
The figures shown for the collateral characteristics represent the relative net assets invested in the displayed categories of fixed income and cash only. The figures shown for the tactical commodity exposures reflect the sectors within each allocation for the time period and their allocations as of month end.
Morgan Stanley BFMCI*SM | |
Energy | |
Crude Oil | 9.88% |
Brent Oil | 9.96% |
Heating Oil | 4.13% |
Gasoil | 6.93% |
RBOB Gasoline | 5.47% |
Subtotal | 36.37% |
Metals | |
Copper | 16.54% |
Nickel | 15.42% |
Subtotal | 31.96% |
Grains | |
Soybeans | 19.30% |
Subtotal | 19.30% |
Softs | |
Cotton | 3.94% |
Sugar | 4.41% |
Subtotal | 8.35% |
Livestock | |
Live Cattle | 4.02% |
Subtotal | 4.02% |
Total | 100.00% |
Tactical Commodity Exposure | |
Long Commodity Allocation | |
Gasoline (RBOB) | 10.21% |
Corn | 10.36% |
Gasoil | 10.65% |
Cotton | 9.97% |
Heating Oil | 10.68% |
Subtotal | 51.88% |
Short Commodity Allocation | |
Cocoa (NYBOT) | 9.65% |
Nickel | 9.76% |
Sugar | 9.34% |
Gold | 9.40% |
Silver | 9.97% |
Subtotal | 48.12% |
Total | 100.00% |
Sector Allocations are subject to change at any time and should not be considered a recommendation to buy or sell any security. Portfolio holdings generally are made available thirty days after month-end by calling (877) DLine11. The source for the information in this report is DoubleLine Capital, which maintains its data on a trade date basis.
*Backwardation Focused Multi-Commodity Index