0001479359-21-000010.txt : 20210301
0001479359-21-000010.hdr.sgml : 20210301
20210226202519
ACCESSION NUMBER: 0001479359-21-000010
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210301
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: 21693222
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
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HAWKSMOOR MORTGAGES 19-1A
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A
ACI1DHFV7
1099226.110000
PA
1505605.210000
0.6089318
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
1.10438
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
714645.680000
0.2890336
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 08/31 VAR
404280CK3
300000.000000
PA
USD
310334.930000
0.1255129
Long
DBT
CORP
GB
N
2
2031-08-18
Floating
2.357
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
200402.190000
0.0810513
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.70063
N
N
N
N
N
N
JAMESTOWN CLO V LTD 2014-5A
N/A
JAMESTOWN CLO LTD JTWN 2014 5A AR 144A
470473AF6
297028.740000
PA
USD
297363.830000
0.1202668
Long
ABS-CBDO
CORP
KY
N
2
2027-01-17
Floating
1.43775
N
N
N
N
N
N
JAPAN GOVT
353800WZS8AXZXFUC241
JAPAN GOVT CPI LINKED BONDS 03/28 0.1
ACI12NZL6
311847600.000000
PA
3029229.990000
1.2251515
Long
DBT
NUSS
JP
N
2
2028-03-10
Fixed
0.1
N
N
N
N
N
N
JAPAN GOVT
353800WZS8AXZXFUC241
JAPAN TREASURY DISC BILL BILLS 03/21 0.00000
ACI1TM9S3
510000000.000000
PA
4940398.720000
1.9981107
Long
DBT
NUSS
JP
N
2
2021-03-29
None
0
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR
46647PAW6
900000.000000
PA
USD
912506.720000
0.3690571
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.09913
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
482783.600000
0.1952585
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
128456.300000
PA
USD
131573.290000
0.0532139
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Floating
3.17574
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
596679.720000
0.2413231
Long
ABS-MBS
CORP
KY
N
2
2034-12-25
Floating
1.278
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
2932982.110000
1.1862247
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
1.07475
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 03/24 VAR
63861VAA5
1800000.000000
PA
USD
1917384.790000
0.7754732
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
190804.300000
0.0771695
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Floating
0.90863
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
537623.530000
PA
USD
535650.290000
0.2166401
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.03688
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043
654744AA9
400000.000000
PA
USD
418480.260000
0.1692515
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.043
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522
654744AB7
400000.000000
PA
USD
429188.300000
0.1735823
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.522
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345
654744AC5
200000.000000
PA
USD
221070.760000
0.0894106
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.345
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/21 VAR
694308JR9
600000.000000
PA
USD
600406.310000
0.2428303
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.6
N
N
N
N
N
N
PALMER SQUARE EUROPEAN LOAN FUNDING 2020-1 DAC 20-1A
N/A
PALMER SQUARE EUROPEAN LOAN FU PSTET 2020 1A A 144A
ACI1QLXG7
1200000.000000
PA
1469076.150000
0.5941579
Long
ABS-CBDO
CORP
IE
N
2
2030-01-15
Floating
1.15
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 01/22 4.5
M81805AT6
700000.000000
PA
USD
730513.000000
0.2954510
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
3832148.000000
1.5498862
Long
DBT
NUSS
QA
N
2
2021-06-02
Fixed
2.375
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC SR UNSECURED 11/21 VAR
80283LAW3
800000.000000
PA
USD
803953.580000
0.3251536
Long
DBT
CORP
GB
N
2
2021-11-15
Floating
0.881
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 03/23 2.875
ACI0Y0CZ7
300000.000000
PA
USD
314508.000000
0.1272006
Long
DBT
NUSS
SA
N
2
2023-03-04
Fixed
2.875
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/25 2.9
ACI1LTBF1
1200000.000000
PA
USD
1295070.000000
0.5237823
Long
DBT
NUSS
SA
N
2
2025-10-22
Fixed
2.9
N
N
N
N
N
N
SLC STUDENT LOAN TRUST 2010-1
N/A
SLC STUDENT LOAN TRUST SLCLT 2010 1 A
78444WAA7
656153.560000
PA
USD
658868.720000
0.2664750
Long
ABS-O
CORP
US
N
2
2042-11-25
Floating
1.0815
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
50101.030000
PA
USD
50288.750000
0.0203389
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
59591.590000
PA
USD
59846.330000
0.0242044
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
62591.430000
PA
USD
62958.250000
0.0254630
Long
ABS-O
CORP
US
N
2
2036-10-27
Floating
1.248
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
22920.580000
PA
USD
23053.580000
0.0093239
Long
ABS-O
CORP
US
N
2
2039-01-25
Floating
1.098
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
930770.100000
0.3764436
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54
N
N
N
N
N
N
SOUND POINT CLO XII LTD 2016-2A
N/A
SOUND POINT CLO LTD SNDPT 2016 2A AR2 144A
83610CAW1
500000.000000
PA
USD
500000.000000
0.2022216
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.28863
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
75000.000000
PA
USD
75822.380000
0.0306658
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
301284.920000
0.1218526
Long
DBT
CORP
GB
N
2
2022-09-10
Floating
1.43
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
960268.500000
0.3883741
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 07/23 VAR
86562MBA7
1000000.000000
PA
USD
1009737.890000
0.4083816
Long
DBT
CORP
JP
N
2
2023-07-19
Floating
1.07775
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
100565.500000
0.0406730
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
704738.640000
0.2850268
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
525020.080000
0.2123408
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
100529.760000
0.0406586
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
236392.220000
0.0956072
Long
ABS-MBS
CORP
US
N
2
2034-11-11
Floating
0.90275
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 19-A13A
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A
ACI1G4F01
1906569.000000
PA
2607672.900000
1.0546556
Long
ABS-MBS
CORP
GB
N
2
2045-07-20
Floating
0.95212
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
508896.890000
PA
698687.830000
0.2825795
Long
ABS-MBS
CORP
GB
N
2
2051-10-20
Floating
1.07325
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017-6
N/A
TOWD POINT MORTGAGE TRUST TPMT 2017 6 A1 144A
89175JAA8
916161.930000
PA
USD
943868.500000
0.3817412
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75
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
1584390.590000
0.6407960
Long
DBT
CORP
JP
N
2
2023-03-16
Fixed
3.235
N
N
N
N
N
N
TRALEE CLO III LTD 2014-3A
N/A
TRALEE CLO LTD TRAL 2014 3A AR 144A
89300ABA4
615097.170000
PA
USD
613697.330000
0.2482057
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
1.24838
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 01/27 VAR
902613AC2
400000.000000
PA
USD
404679.810000
0.1636700
Long
DBT
CORP
CH
N
2
2027-01-30
Floating
1.364
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
700711.450000
0.2833980
Long
DBT
CORP
SG
N
2
2021-04-23
Floating
0.68913
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/21 0.00000
912796C23
9900000.000000
PA
USD
9898885.460000
4.0035369
Long
DBT
UST
US
N
2
2021-03-02
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/21 0.00000
9127963U1
5300000.000000
PA
USD
5299948.480000
2.1435281
Long
DBT
UST
US
N
2
2021-01-14
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/21 0.00000
9127963V9
7200000.000000
PA
USD
7199880.980000
2.9119429
Long
DBT
UST
US
N
2
2021-01-21
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/21 0.00000
912796A66
1000000.000000
PA
USD
999993.330000
0.4044405
Long
DBT
UST
US
N
2
2021-01-12
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/21 0.00000
912796A82
12200000.000000
PA
USD
12199720.370000
4.9340940
Long
DBT
UST
US
N
2
2021-01-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/21 0.00000
912796UC1
8600000.000000
PA
USD
8599727.640000
3.4781014
Long
DBT
UST
US
N
2
2021-01-28
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
9127963W7
20300000.000000
PA
USD
20299213.380000
8.2098789
Long
DBT
UST
US
N
2
2021-02-04
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
9127964D8
5600000.000000
PA
USD
5599615.000000
2.2647262
Long
DBT
UST
US
N
2
2021-02-18
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/21 0.00000
912796B73
2100000.000000
PA
USD
2099926.500000
0.8493010
Long
DBT
UST
US
N
2
2021-02-09
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/21 0.00000
9127964P1
3400000.000000
PA
USD
3399424.820000
1.3748743
Long
DBT
UST
US
N
2
2021-04-01
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/21 0.00000
9127964X4
3600000.000000
PA
USD
3599389.010000
1.4557484
Long
DBT
UST
US
N
2
2021-04-08
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 01/22 0.125
912828SA9
3911394.000000
PA
USD
3981567.190000
1.6103178
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
3124576.000000
PA
USD
3353999.960000
1.3565025
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 02/44 1.375
912810RF7
223444.000000
PA
USD
322081.160000
0.1302635
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/45 0.75
912810RL4
110572.000000
PA
USD
142746.710000
0.0577329
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.75
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/48 1
912810SB5
105589.000000
PA
USD
147165.890000
0.0595202
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
659166.000000
PA
USD
661441.070000
0.2675153
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
13168995.000000
PA
USD
13446125.310000
5.4381940
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
6918516.000000
PA
USD
7285719.280000
2.9466596
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
1924842.000000
PA
USD
1984532.830000
0.8026308
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
106000.000000
0.0428710
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
4858257.840000
1.9648894
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
601650.000000
0.2433333
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
517800.000000
0.2094207
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
327789.760000
PA
429552.280000
0.1737295
Long
ABS-MBS
CORP
GB
N
2
2040-10-10
Floating
0.24638
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
440182.940000
PA
USD
440737.570000
0.1782533
Long
ABS-O
MUN
US
N
2
2057-01-25
Floating
0.90013
N
N
N
N
N
N
VENTURE CLO LTD 2014-16A
N/A
VENTURE CDO LTD VENTR 2014 16A ARR 144A
92329XAQ1
471297.370000
PA
USD
469687.890000
0.1899621
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
1.08688
N
N
N
N
N
N
VENTURE XXI CLO LTD 2015-21A
N/A
VENTURE XXI CLO VENTR 2015 21A AR 144A
92330MAL3
877265.560000
PA
USD
874324.970000
0.3536148
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.11688
N
N
N
N
N
N
VMC FINANCE LLC 2018-FL2
N/A
VMC FINANCE LLC VMC 2018 FL2 A 144A
91832YAA6
159346.880000
PA
USD
158173.000000
0.0639720
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Floating
1.0725
N
N
N
N
N
N
VOYA CLO LTD 2014-3A
N/A
VOYA CLO LTD VOYA 2014 3A A1R 144A
92912QAG1
100160.300000
PA
USD
100222.240000
0.0405342
Long
ABS-CBDO
CORP
KY
N
2
2026-07-25
Floating
0.93475
N
N
N
N
N
N
WHITEHORSE LTD 2014-9A
N/A
WHITEHORSE LTD WITEH 2014 9A AR 144A
965249AF2
115024.500000
PA
USD
115131.860000
0.0465643
Long
ABS-CBDO
CORP
KY
N
2
2026-07-17
Floating
1.37775
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
8289000.000000
PA
USD
8289000.000000
3.3524297
Long
RA
US
N
2
Repurchase
N
0.0000001
2021-01-04
8464700.000000
USD
8454855.550000
USD
UST
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
-5193.780000
-0.0021006
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
60383023.000000
JPY
579625.640000
USD
2021-01-08
-5193.780000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
-5555.620000
-0.0022469
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
93816981.000000
JPY
903077.140000
USD
2021-01-08
-5555.620000
N
N
N
N/A
N/A
BARCLAYS BANK PLC SNR SE SP MYC
000000000
1.000000
NC
1949.200000
0.0007883
N/A
DCR
GB
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
BARCLAYS BANK PLC
BARCLAYS BANK PLC GOV GTD
Y
Single Leg Swap
2021-12-21
1397.700000
EUR
0.000000
EUR
200000.000000
EUR
551.500000
N
N
N
N/A
N/A
BOUGHT SGD/SOLD USD
000000000
1.000000
NC
30302.380000
0.0122556
N/A
DFE
SG
N
2
BNP Paribas S.A.
N/A
1427883.370000
USD
1927000.000000
SGD
2021-03-17
30302.380000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-32588.390000
-0.0131802
N/A
DFE
CA
N
2
BNP Paribas S.A.
N/A
2273000.000000
CAD
1753145.940000
USD
2021-01-08
-32588.390000
N
N
N
N/A
N/A
CDX IG35 5Y ICE
000000000
1.000000
NC
USD
14934.110000
0.0060400
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.35
Y
Single Leg Swap
2025-12-21
13574.850000
USD
0.000000
USD
600000.000000
USD
1359.260000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
-1273.710000
-0.0005151
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
15033100.000000
JPY
144324.310000
USD
2021-01-08
-1273.710000
N
N
N
N/A
N/A
CMBX.NA.AAA.6 SP MYC
000000000
1.000000
NC
USD
8920.110000
0.0036077
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
-15722.590000
USD
1645364.640000
USD
24642.700000
N
N
N
N/A
N/A
EURO-BUND FUTURE MAR21 XEUR 20210308
000000000
1.000000
NC
915.060000
0.0003701
N/A
DIR
DE
N
1
Eurex
N/A
Long
N/A
GERMANY GOVT
2021-03-08
217013.920000
EUR
915.060000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
7398.220000
0.0029922
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3055050.330000
USD
316200000.000000
JPY
2021-01-08
7398.220000
N
N
N
2021-02-01
PIMCO Equity Series VIT
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer