0001752724-20-223671.txt : 20201104 0001752724-20-223671.hdr.sgml : 20201104 20201104162134 ACCESSION NUMBER: 0001752724-20-223671 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201104 PERIOD START: 20200930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Allianz Funds Multi-Strategy Trust CENTRAL INDEX KEY: 0001423227 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22167 FILM NUMBER: 201286992 BUSINESS ADDRESS: STREET 1: C/O ALLIANZ GLOBAL INVESTORS STREET 2: 1633 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-739-3000 MAIL ADDRESS: STREET 1: C/O ALLIANZ GLOBAL INVESTORS STREET 2: 1633 BROADWAY CITY: NEW YORK STATE: NY ZIP: 10019 0001423227 S000024365 AllianzGI Multi Asset Income Fund C000072229 P AGRPX C000072230 R ASRRX C000072231 R6 AVRIX C000072232 Administrative ARAMX C000072233 A AGRAX C000072234 C ARTCX C000198525 Institutional Class AVRNX NPORT-P 1 primary_doc.xml NPORT-P false 0001423227 XXXXXXXX S000024365 C000072231 C000072232 C000072229 C000072234 C000198525 C000072230 C000072233 Allianz Funds Multi-Strategy Trust 811-22167 0001423227 549300PO6JSVIR6RII57 C/O ALLIANZ GLOBAL INVESTORS U.S. LLC 1633 BROADWAY NEW YORK 10019 212-739-3367 AllianzGI Multi Asset Income Fund S000024365 549300S5OM6V3738E249 2020-09-30 2020-09-30 N 49889593.81 5111131.59 44778462.22 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4095463.54000000 EUR USD N iShares JP Morgan USD Emerging Markets Bond ETF 54930070R8WH6MNUJG74 iShares JP Morgan USD Emerging Markets Bond ETF 464288281 30300.00000000 NS USD 3359967.00000000 7.503533693256 Long EC RF US N 1 N N N AllianzGI Short Duration High Income Fund 549300S56OCX6IDYO457 AllianzGI Short Duration High Income Fund 01882G634 439391.48500000 NS USD 6103147.73000000 13.62965012066 Long EC RF US N 1 N N N CoreSite Realty Corp 549300H0YYORITFM2B74 CoreSite Realty Corp 21870Q105 1300.00000000 NS USD 154544.00000000 0.345130208448 Long EC US N 1 N N N Crown Castle International Corp 54930012H97VSM0I2R19 Crown Castle International Corp 22822V101 1600.00000000 NS USD 266400.00000000 0.594928871588 Long EC US N 1 N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 5332000.00000000 PA USD 5332000.00000000 11.90751029770 Long RA CORP US N 2 Repurchase N 0.00000000 2020-10-01 5439100.00000000 USD 5438675.75020000 USD UST N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 4200.00000000 NS USD 217728.00000000 0.486233758833 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 EURO FX CURR FUT DEC20 XCME 20201214 000000000 10.00000000 NC USD -11985.50000000 -0.02676621618 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Euro FX Currency Future ECZ0 Curncy 2020-12-14 1478923.00000000 USD -11985.50000000 N N N Vornado Realty Trust N/A Vornado Realty Trust 929042109 4900.00000000 NS USD 165179.00000000 0.368880465766 Long EC US N 1 N N N Invesco DB Base Metals Fund 549300I8WTPB4O7RVF32 Invesco DB Base Metals Fund 46140H700 36000.00000000 NS USD 545040.00000000 1.217192312952 Long EC RF US N 1 N N N CubeSmart N/A CubeSmart 229663109 5100.00000000 NS USD 164781.00000000 0.367991645605 Long EC US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage 74460D109 800.00000000 NS USD 178176.00000000 0.397905580420 Long EC US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 Simon Property Group Inc 828806109 3600.00000000 NS USD 232848.00000000 0.519999992085 Long EC US N 1 N N N AllianzGI Short Term Bond Fund 549300NCHHMHDZ4N2F38 AllianzGI Short Term Bond Fund 01882G576 245685.99300000 NS USD 3884295.55000000 8.674472854641 Long EC RF US N 1 N N N Apple Hospitality REIT Inc 549300EVZAR0FBZO4F16 Apple Hospitality REIT Inc 03784Y200 30000.00000000 NS USD 288300.00000000 0.643836312608 Long EC US N 1 N N N Invesco DB Gold Fund 549300B1PZK1PO15FD11 Invesco DB Gold Fund 46140H601 40000.00000000 NS USD 2214400.00000000 4.945234584252 Long EC RF US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT DEC20 XCBT 20201221 000000000 45.00000000 NC USD 39093.38000000 0.087303980668 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US 10 Year Ultra Bond UXYZ0 Comdty 2020-12-21 7157391.00000000 USD 39093.38000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EAFE DEC20 IFUS 20201218 000000000 24.00000000 NC USD -40390.20000000 -0.09020006047 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI EAFE MFSZ0 Index 2020-12-18 2264230.20000000 USD -40390.20000000 N N N STAG Industrial Inc 549300QWYX2W6FASVQ07 STAG Industrial Inc 85254J102 5200.00000000 NS USD 158548.00000000 0.354072007254 Long EC US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585A102 7500.00000000 NS USD 220050.00000000 0.491419287511 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 1000 GDEC20 XCME 20201218 000000000 20.00000000 NC USD 59850.00000000 0.133658006623 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 1000 Growth Index RGYZ0 Index 2020-12-18 2121950.00000000 USD 59850.00000000 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231G102 6750.00000000 NS USD 231727.50000000 0.517497673014 Long EC CORP US N 1 N N N VEREIT Inc 5493002H54FNIBW75H44 VEREIT Inc 92339V100 25320.00000000 NS USD 164580.00000000 0.367542769091 Long EC US N 1 N N N Park Hotels & Resorts Inc 5493005UZ5TQN0H6HS73 Park Hotels & Resorts Inc 700517105 20000.00000000 NS USD 199800.00000000 0.446196653691 Long EC US N 1 N N N PennyMac Mortgage Investment Trust 549300BSSOQO1ZWDUJ97 PennyMac Mortgage Investment Trust 70931T103 16000.00000000 NS USD 257120.00000000 0.574204622607 Long EC US N 1 N N N Macerich Co/The 529900PSWCB5KI0JYU46 Macerich Co/The 554382101 22500.00000000 NS USD 152775.00000000 0.341179648486 Long EC US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 Digital Realty Trust Inc 253868103 1600.00000000 NS USD 234816.00000000 0.524394962127 Long EC US N 1 N N N AllianzGI Preferred Securities & Income Fund 549300S1JV8EE8DKLS74 AllianzGI Preferred Securities & Income Fund 01882F362 306356.86000000 NS USD 4512636.55000000 10.07769433400 Long EC RF US N 1 N N N Ladder Capital Corp 549300Q6LLV2QCV67C06 Ladder Capital Corp 505743104 18000.00000000 NS USD 128160.00000000 0.286209024710 Long EC CORP US N 1 N N N VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 549300CNWPR88MZBEA63 VanEck Vectors J.P. Morgan EM Local Currency Bond ETF 92189H300 36100.00000000 NS USD 1113324.00000000 2.486293509880 Long EC RF US N 1 N N N Service Properties Trust 529900IS770AG1K9QG27 Service Properties Trust 81761L102 20000.00000000 NS USD 159000.00000000 0.355081421105 Long EC US N 1 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EMGMKT DEC20 IFUS 20201218 000000000 30.00000000 NC USD -18081.50000000 -0.04037990387 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI Emerging Markets MESZ0 Index 2020-12-18 1650831.50000000 USD -18081.50000000 N N N Chevron Corp N/A Chevron Corp 166764100 3000.00000000 NS USD 216000.00000000 0.482374760747 Long EC CORP US N 1 N N N MGM Growth Properties LLC 549300E2UGIBHWE12262 MGM Growth Properties LLC 55303A105 5000.00000000 NS USD 139900.00000000 0.312426986243 Long EC US N 1 N N N Osaka Exchange 3538001249AILNPRUX57 TOPIX INDX FUTR DEC20 XOSE 20201210 000000000 9.00000000 NC -19664.06000000 -0.04391410295 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TOPIX Index TPZ0 Index 2020-12-10 148368870.00000000 JPY -19664.06000000 N N N Gaming and Leisure Properties Inc 5493006GWRDBCZYWTM57 Gaming and Leisure Properties Inc 36467J108 64.00000000 NS USD 2363.52000000 0.005278251826 Long EC US N 1 N N N Sabra Health Care REIT Inc 549300E3BC7GU7TAZ621 Sabra Health Care REIT Inc 78573L106 18000.00000000 NS USD 248130.00000000 0.554128006408 Long EC US N 1 N N N Two Harbors Investment Corp 549300ZUIBT6KH4HU823 Two Harbors Investment Corp 90187B408 50000.00000000 NS USD 254500.00000000 0.568353595417 Long EC US N 1 N N N RLJ Lodging Trust N/A RLJ Lodging Trust 74965L101 22500.00000000 NS USD 194850.00000000 0.435142232090 Long EC US N 1 N N N Equity Commonwealth 549300YPGVU9PR4L0606 Equity Commonwealth 294628102 5330.00000000 NS USD 141937.90000000 0.316978058117 Long EC US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 DJ US REAL ESTATE DEC20 XCBT 20201218 000000000 -75.00000000 NC USD 71221.25000000 0.159052469578 N/A DE US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Dow Jones U.S. Real Estate Index DJEZ0 Index 2020-12-18 -2422471.25000000 USD 71221.25000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT DEC20 XCBT 20201221 000000000 -18.00000000 NC USD 50793.60000000 0.113433104849 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury Ultra Long Bond WNZ0 Comdty 2020-12-21 -4043418.60000000 USD 50793.60000000 N N N iShares Emerging Markets High Yield Bond ETF 549300DZF05WBBY0EZ78 iShares Emerging Markets High Yield Bond ETF 464286285 26000.00000000 NS USD 1134640.00000000 2.533896752473 Long EC RF US N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456B101 18000.00000000 NS USD 221940.00000000 0.495640066667 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BP CURRENCY FUT DEC20 XCME 20201214 000000000 -18.00000000 NC USD 12224.85000000 0.027300736545 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short British Pound Currency Future BPZ0 Curncy 2020-12-14 -1463924.85000000 USD 12224.85000000 N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250N105 7500.00000000 NS USD 219000.00000000 0.489074410202 Long EC CORP CA N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 Valero Energy Corp 91913Y100 5000.00000000 NS USD 216600.00000000 0.483714690638 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027X100 1400.00000000 NS USD 338422.00000000 0.755769589266 Long EC US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)DEC20 XCBT 20201221 000000000 50.00000000 NC USD 7369.40000000 0.016457465564 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 10 Year US Treasury Note TYZ0 Comdty 2020-12-21 6969193.10000000 USD 7369.40000000 N N N iShares Emerging Markets Dividend ETF 549300ZYN7MB8GTUQI40 iShares Emerging Markets Dividend ETF 464286319 75116.00000000 NS USD 2261742.76000000 5.050961216327 Long EC RF US N 1 N N N New Residential Investment Corp 549300WNTHGEO5LP2G31 New Residential Investment Corp 64828T201 28000.00000000 NS USD 222600.00000000 0.497113989547 Long EC US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284V101 5740.00000000 NS USD 153774.60000000 0.343411971685 Long EC US N 1 N N N AllianzGI High Yield Bond Fund 549300YNVCJBQM021V95 AllianzGI High Yield Bond Fund 01900C540 546869.92100000 NS USD 4396834.16000000 9.819082527662 Long EC RF US N 1 N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 Omega Healthcare Investors Inc 681936100 2500.00000000 NS USD 74850.00000000 0.167156253897 Long EC US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 VICI Properties Inc 925652109 7800.00000000 NS USD 182286.00000000 0.407084100173 Long EC US N 1 N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BTP FUTURE DEC20 XEUR 20201208 000000000 -17.00000000 NC -2068.73000000 -0.00461992193 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Long-Term Euro-BTP (FBTP) IKZ0 Comdty 2020-12-08 -2507095.55000000 EUR -2068.73000000 N N N WP Carey Inc 54930042CRNE713E3Q67 WP Carey Inc 92936U109 2400.00000000 NS USD 156384.00000000 0.349239326780 Long EC US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 1000 VDEC20 XCME 20201218 000000000 54.00000000 NC USD -73440.00000000 -0.16400741865 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini Russell 1000 Value Index RVYZ0 Index 2020-12-18 3213000.00000000 USD -73440.00000000 N N N VanEck Vectors Fallen Angel High Yield Bond ETF 549300A6A1N73WLV0K30 VanEck Vectors Fallen Angel High Yield Bond ETF 92189F437 75000.00000000 NS USD 2230500.00000000 4.981189369660 Long EC RF US N 1 N N N 2020-10-14 Allianz Funds Multi-Strategy Trust Scott Whisten Scott Whisten Treasurer