Tuesday, September 13, 2011

Pimco Suffers Worst Run on Record

Pacific Investment Management Co.’s Bill Gross, after underperforming a majority of his bond mutual- fund peers this year, increased his holdings of Treasuries last month to the highest level since December 2010.

The $245 billion Total Return Fund run by Gross raised government and Treasury debt to 16 percent of assets in August from 10 percent in July, according to data posted on Newport Beach, California-based Pimco’s website. Mortgage holdings climbed to 32 percent from 25 percent. Cash equivalents and money-market securities dropped to negative 9 percent from 15 percent, the lowest level since November 2010, in the world’s biggest mutual fund.

Gross had been reducing the fund’s vulnerability to interest-rate swings and increasing its reliance on credit quality since July 2010 by shifting from Treasuries to corporate and non-U.S. sovereign debt, a strategy that backfired last month….

There's more at http://www.businessweek.com/news/2011-09-12/pimco-s-gross-boosts-treasuries-holdings-to-highest-since-2010.html

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