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
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ASRRX
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AVRIX
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Administrative
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primary_doc.xml
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XXXXXXXX
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C000072229
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C000072230
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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