0001479359-20-000054.txt : 20200827
0001479359-20-000054.hdr.sgml : 20200827
20200827164724
ACCESSION NUMBER: 0001479359-20-000054
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200827
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO Equity Series VIT
CENTRAL INDEX KEY: 0001479359
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22376
FILM NUMBER: 201143492
BUSINESS ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 949-720-6000
MAIL ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO Equity Variable Insurance Trust
DATE OF NAME CHANGE: 20091223
0001479359
S000028118
PIMCO StocksPLUS Global Portfolio
C000085710
Institutional Class
PMVIEQS
C000085712
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2020-10-15
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2023-02-15
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2022-11-01
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2021-03-10
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2.875
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2023-09-12
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N
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N
N
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N
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2021-06-15
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4.42
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N
N
N
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DE
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2020-07-13
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N
N
N
N
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251526BX6
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513297.050000
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DBT
CORP
DE
N
2
2021-10-14
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N
N
N
N
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25466AAD3
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N
2
2023-08-08
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N
N
N
N
N
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N
N
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ABS-MBS
USGSE
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2
2045-12-25
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N
N
N
N
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ABS-MBS
USGSE
US
N
2
2046-09-25
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0.62263
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N
N
N
N
N
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349471.810000
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ABS-MBS
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2
2037-09-01
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N
N
N
N
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2020-08-04
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N
N
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FORD MOTOR CREDIT COMPANY LLC
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DBT
CORP
US
N
2
2022-10-07
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3.55
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N
N
N
N
N
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ABS-MBS
USGSE
US
N
2
2037-07-15
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0.63475
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N
N
N
N
N
FREDDIE MAC REMICS 3350
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FREDDIE MAC FHR 3350 FA
31397JNP5
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199049.610000
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ABS-MBS
USGSE
US
N
2
2033-10-15
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N
N
N
N
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249765.500000
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ABS-MBS
USGSE
US
N
2
2041-06-15
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0.58475
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N
N
N
N
N
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N/A
FREDDIE MAC FHR 4638 FA
3137BTH38
209569.160000
PA
USD
211001.210000
0.0954078
Long
ABS-MBS
USGSE
US
N
2
2040-07-15
Floating
0.61263
N
N
N
N
N
N
GALLATIN CLO IX LTD 2018-1A
N/A
GALLATIN FUNDING LTD GALL 2018 1A A 144A
36361WAC0
996897.240000
PA
USD
982205.790000
0.4441209
Long
ABS-CBDO
CORP
KY
N
2
2028-01-21
Floating
2.159
N
N
N
N
N
N
PIMCO FUNDS
549300F9QJIJF2GM8419
PIMCO ST FLOATING NAV PORT IV MUTUAL FUND
000000000
1428788.000000
PA
USD
14252160.340000
6.4443550
Long
STIV
RF
US
N
1
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 01/22 VAR
37045XBR6
1000000.000000
PA
USD
993651.500000
0.4492963
Long
DBT
CORP
US
N
2
2022-01-14
Floating
2.86138
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST 2019-2A
N/A
GLS AUTO RECEIVABLES TRUST GCAR 2019 2A A 144A
36257NAA1
471868.260000
PA
USD
477050.980000
0.2157067
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
3.06
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST 2019-4A
N/A
GLS AUTO RECEIVABLES TRUST GCAR 2019 4A A 144A
36258HAA3
700289.960000
PA
USD
708994.630000
0.3205839
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
2.47
N
N
N
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
4313618.290000
PA
USD
42527962.730000
19.2297367
Long
STIV
RF
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/21 VAR
38145GAF7
500000.000000
PA
USD
501511.650000
0.2267670
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.56238
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 FD
38376RB54
21062.520000
PA
USD
21051.130000
0.0095186
Long
ABS-MBS
USGSE
US
N
2
2066-10-20
Floating
0.67338
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP A 144A
36255MAA5
900000.000000
PA
USD
902439.450000
0.4080532
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
3.419
N
N
N
N
N
N
HALCYON LOAN ADVISORS FUNDING LTD 2015-1A
N/A
HALCYON LOAN ADVISORS FUNDING HLA 2015 1A AR 144A
40538HAN9
443280.030000
PA
USD
438686.880000
0.1983597
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
2.05525
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/21 VAR
41283LAT2
500000.000000
PA
USD
497150.260000
0.2247949
Long
DBT
CORP
US
N
2
2021-03-02
Floating
1.284
N
N
N
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES INC
RLUFFFFW4GRYU77BTS24
HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 05/21 3.55
41284VAB8
600000.000000
PA
USD
609452.160000
0.2755741
Long
DBT
CORP
US
N
2
2021-05-21
Fixed
3.55
N
N
N
N
N
N
HAWKSMOOR MORTGAGES 19-1A
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A
ACI1DHFV7
1167267.530000
PA
1446002.860000
0.6538346
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
1.28692
N
N
N
N
N
N
HEATHROW FUNDING LIMITED
7TI96JO3DYEIQWZ7Z726
HEATHROW FUNDING LTD SR SECURED 144A 07/23 4.875
05607MAA5
700000.000000
PA
USD
719305.550000
0.3252462
Long
DBT
CORP
JE
N
2
2023-07-15
Fixed
4.875
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 01/22 VAR
404280BG3
400000.000000
PA
USD
405809.580000
0.1834937
Long
DBT
CORP
GB
N
2
2022-01-05
Floating
1.80375
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 09/21 VAR
404280BV0
800000.000000
PA
USD
800389.220000
0.3619095
Long
DBT
CORP
GB
N
2
2021-09-11
Floating
0.96838
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/20 VAR
44891AAP2
500000.000000
PA
USD
499169.150000
0.2257078
Long
DBT
CORP
US
N
2
2020-09-18
Floating
1.30788
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/20 2.95
453140AD7
1600000.000000
PA
USD
1601570.430000
0.7241771
Long
DBT
CORP
GB
N
2
2020-07-21
Fixed
2.95
N
N
N
N
N
N
JACKSON NATIONAL LIFE GLOBAL FUNDING
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL SR SECURED 144A 06/21 VAR
46849LTA9
200000.000000
PA
USD
200536.150000
0.0906758
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.79463
N
N
N
N
N
N
JAMESTOWN CLO V LTD 2014-5A
N/A
JAMESTOWN CLO LTD JTWN 2014 5A AR 144A
470473AF6
406494.430000
PA
USD
403590.250000
0.1824901
Long
ABS-CBDO
CORP
KY
N
2
2027-01-17
Floating
2.35488
N
N
N
N
N
N
JAPAN GOVT
353800WZS8AXZXFUC241
JAPAN GOVT CPI LINKED BONDS 03/28 0.1
ACI12NZL6
313078300.000000
PA
2889395.930000
1.3064892
Long
DBT
NUSS
JP
N
2
2028-03-10
Fixed
0.1
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 06/22 VAR
46647PAT3
700000.000000
PA
USD
701212.980000
0.3170653
Long
DBT
CORP
US
N
2
2022-06-18
Floating
0.91788
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR
46647PAW6
900000.000000
PA
USD
901873.680000
0.4077974
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.933
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 12/24 VAR
46647PAY2
800000.000000
PA
USD
881941.700000
0.3987848
Long
DBT
CORP
US
N
2
2024-12-05
Floating
4.023
N
N
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH
213800MBWEIJDM5CU638
LLOYDS BANK CORP MKTS/NY CERT OF DEPO 09/20 VAR
53947BAC4
900000.000000
PA
USD
901191.020000
0.4074887
Long
DBT
CORP
GB
N
2
2020-09-24
Floating
0.79663
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 06/21 VAR
53944YAG8
300000.000000
PA
USD
301281.750000
0.1362296
Long
DBT
CORP
GB
N
2
2021-06-21
Floating
1.10638
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 08/23 4.05
539439AS8
400000.000000
PA
USD
435339.470000
0.1968461
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55
539439AT6
400000.000000
PA
USD
469315.220000
0.2122088
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MTGES TRU 2004-13
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1
576433UF1
141060.220000
PA
USD
141416.710000
0.0639440
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Floating
4.08833
N
N
N
N
N
N
MF1 2019-FL2 LTD
N/A
MF1 2019 FL2 LTD. MF1 2019 FL2 A 144A
55282LAA4
600000.000000
PA
USD
591758.760000
0.2675737
Long
ABS-MBS
CORP
KY
N
2
2034-12-25
Floating
1.3145
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 VAR
606822AZ7
2900000.000000
PA
USD
2891988.750000
1.3076616
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
1.85138
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 02/22 VAR
60687YAJ8
500000.000000
PA
USD
503241.150000
0.2275490
Long
DBT
CORP
JP
N
2
2022-02-28
Floating
1.31125
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/21 2.273
60687YAE9
1600000.000000
PA
USD
1632826.700000
0.7383102
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
2.273
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
60687YAS8
200000.000000
PA
USD
216554.620000
0.0979188
Long
DBT
CORP
JP
N
2
2024-09-11
Floating
3.922
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 04/24 VAR
61744YAQ1
600000.000000
PA
USD
647098.590000
0.2925966
Long
DBT
CORP
US
N
2
2024-04-24
Floating
3.737
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 03/24 VAR
63861VAA5
1800000.000000
PA
USD
1898182.480000
0.8582953
Long
DBT
CORP
GB
N
2
2024-03-08
Floating
3.766
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-RIVA
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 RIVA A 144A
63874JAA7
200000.000000
PA
USD
187741.000000
0.0848903
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Floating
0.93475
N
N
N
N
N
N
NEUBERGER BERMAN CLO XIX LTD 2015-19A
N/A
NEUBERGER BERMAN CLO LTD NEUB 2015 19A A1R2 144A
64130CAN2
589033.260000
PA
USD
583650.970000
0.2639076
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
2.01888
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS XIX LTD 2014-1A
N/A
OCTAGON INVESTMENT PARTNERS XI OCT19 2014 1A AR 144A
67590LAN8
8830.370000
PA
USD
8831.690000
0.0039934
Long
ABS-CBDO
CORP
KY
N
2
2026-04-15
Floating
2.31888
N
N
N
N
N
N
OVERSEA-CHINESE BANKING CORP
5493007O3QFXCPOGWK22
OVERSEA CHINESE BANKING SR UNSECURED 144A 05/21 VAR
ACI12PFS8
1400000.000000
PA
USD
1401016.950000
0.6334935
Long
DBT
CORP
SG
N
2
2021-05-17
Floating
0.83563
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL SECURED 144A 09/21 1.999
74368CAE4
1500000.000000
PA
USD
1521676.370000
0.6880517
Long
DBT
CORP
US
N
2
2021-09-14
Fixed
1.999
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL SR SECURED 144A 06/21 VAR
74368CAL8
1100000.000000
PA
USD
1102759.880000
0.4986315
Long
DBT
CORP
US
N
2
2021-06-28
Floating
0.826
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 01/22 4.5
M81805AT6
700000.000000
PA
USD
738166.800000
0.3337746
Long
DBT
NUSS
QA
N
2
2022-01-20
Fixed
4.5
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 06/21 2.375
ACI0MRS84
3800000.000000
PA
USD
3853675.000000
1.7425042
Long
DBT
NUSS
QA
N
2
2021-06-02
Fixed
2.375
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC SR UNSECURED 03/23 3.4
78355HKG3
400000.000000
PA
USD
419450.460000
0.1896616
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.4
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC SR UNSECURED 09/21 2.25
78355HKC2
400000.000000
PA
USD
405730.490000
0.1834579
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.25
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC SR UNSECURED 11/20 2.125
80283LAP8
200000.000000
PA
USD
201116.490000
0.0909382
Long
DBT
CORP
GB
N
2
2020-11-03
Fixed
2.125
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC SR UNSECURED 11/21 VAR
80283LAW3
800000.000000
PA
USD
804451.270000
0.3637462
Long
DBT
CORP
GB
N
2
2021-11-15
Floating
1.05238
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 03/23 2.875
ACI0Y0CZ7
2600000.000000
PA
USD
2717041.600000
1.2285563
Long
DBT
NUSS
SA
N
2
2023-03-04
Fixed
2.875
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST ASSET BACKED 144A 10/45 3.156
78403DAJ9
300000.000000
PA
USD
300690.120000
0.1359621
Long
DBT
CORP
US
N
2
2045-10-10
Fixed
3.156
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY SR UNSECURED 03/21 VAR
816851BB4
600000.000000
PA
USD
601066.890000
0.2717825
Long
DBT
CORP
US
N
2
2021-03-15
Floating
0.76338
N
N
N
N
N
N
SLC STUDENT LOAN TRUST 2010-1
N/A
SLC STUDENT LOAN TRUST SLCLT 2010 1 A
78444WAA7
716776.630000
PA
USD
715099.160000
0.3233442
Long
ABS-O
CORP
US
N
2
2042-11-25
Floating
1.2345
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM LLC 2017-4
N/A
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2017 4 A 144A
83405JAA3
148313.940000
PA
USD
149756.930000
0.0677151
Long
ABS-O
CORP
US
N
2
2026-05-26
Fixed
2.5
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2015-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2015 C A2 144A
834016AB3
75085.120000
PA
USD
75711.160000
0.0342341
Long
ABS-O
CORP
US
N
2
2033-08-25
Fixed
2.51
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 C A1 144A
83402DAA9
74847.010000
PA
USD
74791.840000
0.0338184
Long
ABS-O
CORP
US
N
2
2036-10-27
Floating
1.2845
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D A1 144A
83404LAA9
29318.060000
PA
USD
29328.460000
0.0132614
Long
ABS-O
CORP
US
N
2
2039-01-25
Floating
1.1345
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A
83406TAB8
900000.000000
PA
USD
933709.590000
0.4221926
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54
N
N
N
N
N
N
SOUTHERN POWER COMPANY
5LADC78JBG2BMZD5XF57
SOUTHERN POWER CO SR UNSECURED 144A 12/20 VAR
843646AV2
400000.000000
PA
USD
400027.440000
0.1808792
Long
DBT
CORP
US
N
2
2020-12-20
Floating
0.85638
N
N
N
N
N
N
SPRINGCASTLE FUNDING ASSET-BACKED NOTES 2019-AA
N/A
SPRINGCASTLE SPV SCFT 2019 AA A 144A
85022WAL8
652781.460000
PA
USD
661088.890000
0.2989225
Long
ABS-O
CORP
US
N
2
2036-05-27
Fixed
3.2
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/20 4.625
00772BAQ4
200000.000000
PA
USD
200876.150000
0.0908295
Long
DBT
CORP
IE
N
2
2020-10-30
Fixed
4.625
N
N
N
N
N
N
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC
N/A
SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/23 3.36
85208NAA8
125000.000000
PA
USD
126718.130000
0.0572977
Long
DBT
CORP
US
N
2
2023-03-20
Variable
3.36
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 09/22 VAR
853254BR0
300000.000000
PA
USD
300766.500000
0.1359967
Long
DBT
CORP
GB
N
2
2022-09-10
Floating
1.50975
N
N
N
N
N
N
STATE GRID OVERSEAS INVESTMENT (2016) LIMITED
3003006V8BHG5158QO96
STATE GRID OVERSEAS INV COMPANY GUAR REGS 05/23 3.75
G8450LAN4
900000.000000
PA
USD
959908.500000
0.4340388
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 07/21 VAR
86562MAG5
2200000.000000
PA
USD
2217567.590000
1.0027106
Long
DBT
CORP
JP
N
2
2021-07-14
Floating
2.42138
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 07/23 VAR
86562MBA7
1000000.000000
PA
USD
996914.840000
0.4507719
Long
DBT
CORP
JP
N
2
2023-07-19
Floating
1.99525
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 10/22 VAR
86562MAT7
1500000.000000
PA
USD
1500914.120000
0.6786637
Long
DBT
CORP
JP
N
2
2022-10-18
Floating
1.87525
N
N
N
N
N
N
SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED
549300MJAANHLHOVTO40
SYDNEY AIRPORT FINANCE SR SECURED 144A 02/21 5.125
87124VAA7
100000.000000
PA
USD
102047.360000
0.0461424
Long
DBT
CORP
AU
N
2
2021-02-22
Fixed
5.125
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/21 3.933
87164KAE4
700000.000000
PA
USD
706926.020000
0.3196485
Long
DBT
CORP
NL
N
2
2021-04-23
Fixed
3.933
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
SYNGENTA FINANCE NV COMPANY GUAR 144A 04/23 4.441
87164KAH7
500000.000000
PA
USD
525181.310000
0.2374696
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.441
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
TEXTRON INC SR UNSECURED 03/21 3.65
883203BT7
100000.000000
PA
USD
101176.670000
0.0457487
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
3.65
N
N
N
N
N
N
THARALDSON HOTEL PORTFOLIO TRUST 2018
N/A
THARALDSON HOTEL PORTFOLIO TRU THPT 2018 THL A 144A
88327HAA1
243024.080000
PA
USD
230266.070000
0.1041187
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
0.92525
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 19-A13A
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A
ACI1G4F01
1978641.000000
PA
2445452.600000
1.1057527
Long
ABS-MBS
CORP
GB
N
2
2045-07-20
Floating
1.3921
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A
ACI19VH23
555449.810000
PA
688393.560000
0.3112688
Long
ABS-MBS
CORP
GB
N
2
2051-10-20
Floating
1.67675
N
N
N
N
N
N
TOYOTA INDUSTRIES CORPORATION
35380000WKGEAHEMW830
TOYOTA INDUSTRIES CORP SR UNSECURED 144A 03/23 3.235
892330AB7
1500000.000000
PA
USD
1574409.030000
0.7118956
Long
DBT
CORP
JP
N
2
2023-03-16
Fixed
3.235
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORPORATIO 2018 TERM LOAN
933NLFII8
1200000.000000
PA
USD
1198333.130000
0.5418466
Long
LON
CORP
US
N
3
2020-09-28
Floating
0.886
N
N
N
N
N
N
TRALEE CLO III LTD 2014-3A
N/A
TRALEE CLO LTD TRAL 2014 3A AR 144A
89300ABA4
876664.340000
PA
USD
865375.810000
0.3912943
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
2.16525
N
N
N
N
N
N
UNITED OVERSEAS BANK LIMITED
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD SR UNSECURED 144A 04/21 VAR
91127KAB8
700000.000000
PA
USD
698857.200000
0.3160001
Long
DBT
CORP
SG
N
2
2021-04-23
Floating
1.523
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/20 0.00000
9127963D9
2100000.000000
PA
USD
2099927.000000
0.9495175
Long
DBT
UST
US
N
2
2020-07-14
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/20 0.00000
9127963G2
2900000.000000
PA
USD
2899733.550000
1.3111635
Long
DBT
UST
US
N
2
2020-07-28
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/20 0.00000
912796SZ3
5800000.000000
PA
USD
5799749.270000
2.6224546
Long
DBT
UST
US
N
2
2020-07-16
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 07/20 0.00000
912796WY1
5700000.000000
PA
USD
5699460.500000
2.5771073
Long
DBT
UST
US
N
2
2020-07-30
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/20 0.00000
9127963M9
2700000.000000
PA
USD
2699700.380000
1.2207151
Long
DBT
UST
US
N
2
2020-08-04
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/20 0.00000
9127963P2
4700000.000000
PA
USD
4699216.650000
2.1248302
Long
DBT
UST
US
N
2
2020-08-18
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 08/20 0.00000
912796XF1
2700000.000000
PA
USD
2699568.760000
1.2206556
Long
DBT
UST
US
N
2
2020-08-20
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 01/22 0.125
912828SA9
3852336.000000
PA
USD
3908441.310000
1.7672678
Long
DBT
UST
US
N
2
2022-01-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 01/24 0.625
912828B25
3077396.000000
PA
USD
3244656.440000
1.4671262
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/48 1
912810SB5
103994.000000
PA
USD
137757.580000
0.0622894
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 04/21 0.125
912828Q60
649212.000000
PA
USD
652928.810000
0.2952328
Long
DBT
UST
US
N
2
2021-04-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 04/22 0.125
912828X39
12970227.000000
PA
USD
13173247.500000
5.9565064
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 04/23 0.625
9128284H0
6814038.000000
PA
USD
7092981.070000
3.2072112
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 07/22 0.125
912828TE0
1895772.000000
PA
USD
1942388.200000
0.8782836
Long
DBT
UST
US
N
2
2022-07-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 04/24 2
912828X70
100000.000000
PA
USD
106830.080000
0.0483050
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 09/23 1.375
912828T26
4700000.000000
PA
USD
4881759.860000
2.2073702
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 09/23 2.875
9128285D8
560000.000000
PA
USD
608748.440000
0.2752559
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.875
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 11/23 2.875
9128285P1
480000.000000
PA
USD
523734.370000
0.2368153
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.875
N
N
N
N
N
N
UROPA SECURITIES PLC 2007-1
N/A
UROPA SECURITIES PLC UROPA 2007 1 A3A REGS
G92958AE0
346971.200000
PA
404196.720000
0.1827644
Long
ABS-MBS
CORP
GB
N
2
2040-10-10
Floating
0.86575
N
N
N
N
N
N
UTAH STATE BOARD OF REGENTS 2017-1
N/A
STATE BOARD OF REGENTS OF THE USBR 2017 1 A
91754RZF7
467456.570000
PA
USD
457775.540000
0.2069909
Long
ABS-O
MUN
US
N
2
2057-01-25
Floating
0.9345
N
N
N
N
N
N
VENTURE CLO LTD 2014-16A
N/A
VENTURE CDO LTD VENTR 2014 16A ARR 144A
92329XAQ1
576572.450000
PA
USD
564963.570000
0.2554578
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
2.06888
N
N
N
N
N
N
VENTURE XXI CLO LTD 2015-21A
N/A
VENTURE XXI CLO VENTR 2015 21A AR 144A
92330MAL3
1049223.270000
PA
USD
1035824.290000
0.4683654
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
2.09888
N
N
N
N
N
N
VMC FINANCE LLC 2018-FL2
N/A
VMC FINANCE LLC VMC 2018 FL2 A 144A
91832YAA6
422511.580000
PA
USD
403145.170000
0.1822889
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
1.11388
N
N
N
N
N
N
VOYA CLO LTD 2014-3A
N/A
VOYA CLO LTD VOYA 2014 3A A1R 144A
92912QAG1
192421.950000
PA
USD
191328.900000
0.0865126
Long
ABS-CBDO
CORP
KY
N
2
2026-07-25
Floating
1.71138
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK NA SR UNSECURED 07/21 VAR
94988J5Q6
1200000.000000
PA
USD
1204539.740000
0.5446530
Long
DBT
CORP
US
N
2
2021-07-23
Floating
1.543
N
N
N
N
N
N
WHITEHORSE LTD 2014-9A
N/A
WHITEHORSE LTD WITEH 2014 9A AR 144A
965249AF2
185971.260000
PA
USD
185418.850000
0.0838403
Long
ABS-CBDO
CORP
KY
N
2
2026-07-17
Floating
2.29488
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
2708000.000000
PA
USD
2708000.000000
1.2244679
Long
RA
US
N
2
Repurchase
N
0.0000001
2020-07-01
2670600.000000
USD
2762252.370000
USD
UST
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-7894.910000
-0.0035698
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
757735.750000
JPY
80964065.000000
JPY
2020-07-02
-7894.910000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
7906.840000
0.0035752
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
80964065.000000
JPY
758055.010000
USD
2020-08-04
7906.840000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-792.900000
-0.0003585
N/A
DFE
TW
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
8647210.000000
TWD
296320.000000
USD
2020-09-16
-792.900000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-4830.520000
-0.0021842
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
428000.000000
EUR
476027.290000
USD
2020-07-02
-4830.520000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-936.540000
-0.0004235
N/A
DFE
TW
N
2
BNP Paribas S.A.
N/A
14482692.000000
TWD
496680.000000
USD
2020-09-16
-936.540000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-2451.380000
-0.0011084
N/A
DFE
TW
N
2
BNP Paribas S.A.
N/A
17638945.000000
TWD
599000.000000
USD
2020-07-15
-2451.380000
N
N
N
N/A
N/A
CDX IG34 5Y ICE
000000000
1.000000
NC
USD
7012.760000
0.0031709
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.34
Y
Single Leg Swap
2025-06-21
0.000000
USD
-8892.010000
USD
600000.000000
USD
15904.770000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-4801.210000
-0.0021709
N/A
DFE
AU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
100000.000000
AUD
64223.600000
USD
2020-08-17
-4801.210000
N
N
N
N/A
N/A
CMBX.NA.AAA.6 SP MYC
000000000
1.000000
NC
USD
9452.640000
0.0042742
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.AAA.6
N/A
N/A
Y
Single Leg Swap
2063-05-12
0.000000
USD
-15947.940000
USD
1668947.770000
USD
25400.580000
N
N
N
N/A
N/A
EURO-BUND FUTURE SEP20 XEUR 20200908
000000000
1.000000
NC
1077.870000
0.0004874
N/A
DIR
DE
N
1
Eurex
N/A
Long
N/A
GERMANY GOVT
2020-09-08
198320.140000
EUR
1077.870000
N
N
N
N/A
N/A
BOUGHT TWD/SOLD USD
000000000
1.000000
NC
4330.700000
0.0019582
N/A
DFE
TW
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
597120.680000
TWD
17638945.000000
TWD
2020-07-15
4330.700000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
2514.100000
0.0011368
N/A
DFE
CA
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1057000.000000
CAD
781093.950000
USD
2020-07-02
2514.100000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
2230.720000
0.0010087
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3828000.000000
GBP
4745507.670000
USD
2020-07-02
2230.720000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-4667.470000
-0.0021105
N/A
DFE
TW
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
17638945.000000
TWD
601396.010000
USD
2020-09-16
-4667.470000
N
N
N
N/A
N/A
ILFC SNR S* ICE
000000000
1.000000
NC
USD
51443.960000
0.0232613
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
INTERNATIONAL LEASE FINANCE CORPORATION
ILFC SR UNSECURED
Y
Single Leg Swap
2022-12-21
118967.750000
USD
0.000000
USD
600000.000000
USD
-67523.790000
N
N
N
2020-08-04
PIMCO Equity Series VIT
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer