N-MFP2 0001091439 XXXXXXXX 2023-01-31 0001091439 549300G0OPYHKQZLFZ79 S000009943 1 N N 333-83423 Allianz Investment Management, LLC 801-60167 BlackRock Advisors, LLC 801-47710 PricewaterhouseCoopers LLP New York NY Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N Y Exempt Government Government/Agency N 7 59 292677371.98 290340242.68 265630017.29 299082175.11 304227616.08 298816615.28 335771813.88 315423498.48 0.6053 0.6097 0.5700 0.6284 0.6291 0.6275 0.7205 0.6627 831511.53 511006628.59 511092008.43 908928.05 13410433.62 499422014.39 499403169.83 1.0000 0.0423 0.9998 0.9998 0.9998 0.9999 C000027523 0.01 499422014.39 499403169.83 0.9998 0.9998 0.9998 0.9999 26188571.98 45011527.44 3558654.24 11668622.03 2222300.99 4213284.76 7363806.79 848813.06 73871199.51 66852478.20 0.0336 Y Allianz Investment Management, IA Waiver, 4017.53; BANK OF MONTREAL Bank of Montreal, 4.2700% BMT123201 NQQ6HPCNCCU6TUTQYE16 BMT123201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-07-31 1.875000 24125400.00 22571482.99 U.S. Treasuries (including strips) USTR 2027-04-30 0.500000 15013200.00 13128603.79 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 35000000.00 35000000.00 0.0701 N Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 4.2700% BNS123201 L3I9ZG2KFGXZ61BMYR72 BNS123201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2040-11-15 4.250000 300.00 324.72 U.S. Treasuries (including strips) USTR 2046-11-15 2.875000 3800.00 3270.60 U.S. Treasuries (including strips) USTR 2041-02-15 1.875000 1799900.00 1360245.15 U.S. Treasuries (including strips) USTR 2028-02-15 2.750000 3155800.00 3056449.34 U.S. Treasuries (including strips) USTR 2025-07-31 0.250000 32005000.00 29120837.42 U.S. Treasuries (including strips) USTR 2026-04-15 0.125000 800.00 861.87 U.S. Treasuries (including strips) USTR 2025-08-15 3.125000 122700.00 121632.66 U.S. Treasuries (including strips) USTR 2027-10-15 1.625000 100.00 102.12 U.S. Treasuries (including strips) USTR 2026-01-15 3.875000 300.00 299.74 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 33000000.00 33000000.00 0.0661 N Y N BNP PARIBAS SA BNP Paribas, 4.3000% BNP123201 R0MUWSFPU8MPRO8K5P83 BNP123201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2051-07-01 2.500000 1000.00 845.46 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 3000.00 2466.28 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 3000.00 2209.85 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 3000.00 2478.19 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 3000.00 2392.82 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 3000.00 2449.38 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 3000.00 2044.42 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 3000.00 2378.26 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 3000.00 2530.27 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 1000.00 827.90 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 3000.00 2402.83 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.000000 3000.00 2429.28 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.500000 3000.00 2528.46 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 3000.00 2413.62 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.500000 3000.00 2509.03 Agency Mortgage-Backed Securities FMAC 2052-01-01 2.000000 3000.00 2367.68 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.000000 3000.00 2450.57 Agency Mortgage-Backed Securities FMAC 2052-03-01 2.500000 3000.00 2535.97 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.000000 1000.00 886.12 Agency Mortgage-Backed Securities FMAC 2052-03-01 2.500000 1000.00 853.87 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.500000 1000.00 819.74 Agency Mortgage-Backed Securities FMAC 2052-04-01 2.500000 1000.00 855.61 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.500000 1008.00 936.63 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.500000 1000.00 883.01 Agency Mortgage-Backed Securities FMAC 2052-06-01 3.500000 1000.00 911.63 Agency Mortgage-Backed Securities FMAC 2052-05-01 4.000000 1000.00 939.82 Agency Mortgage-Backed Securities FMAC 2052-06-01 3.000000 1008.00 868.97 Agency Mortgage-Backed Securities FMAC 2052-06-01 2.500000 2016.00 1727.82 Agency Mortgage-Backed Securities FMAC 2052-07-01 5.000000 1000.00 1000.25 Agency Mortgage-Backed Securities FMAC 2052-07-01 4.500000 1000.00 974.21 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 916.79 Agency Mortgage-Backed Securities FMAC 2052-07-01 3.500000 2000.00 1866.25 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.500000 1000.00 961.88 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 995.88 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 986.31 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.000000 1000.00 929.47 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1008.00 895.55 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 974.74 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 1007.84 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.000000 2000.00 1998.87 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.000000 1000.00 949.13 Agency Mortgage-Backed Securities FMAC 2053-01-01 5.500000 1000.00 1026.21 Agency Mortgage-Backed Securities FMAC 2053-01-01 6.000000 2000.00 2068.40 Agency Mortgage-Backed Securities FNMA 2052-04-01 2.500000 12119191.00 10299999.87 Agency Mortgage-Backed Securities GNMA 2051-01-20 2.000000 37992127.00 25101318.07 Agency Mortgage-Backed Securities GNMA 2051-05-20 2.500000 310594.00 218235.60 Agency Mortgage-Backed Securities GNMA 2040-11-20 4.000000 1658403.00 113606.51 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 35000000.00 35000000.00 0.0701 N Y N CITIGROUP INC. Citigroup Global Markets, 4.3100% CGM123201 MBNUM2BPBDO7JBLYG310 CGM123201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2071-11-20 6.119000 1000.00 1050.24 Agency Mortgage-Backed Securities GNMA 2072-01-20 6.283000 5070460.00 5304114.28 Agency Mortgage-Backed Securities GNMA 2072-01-20 6.285000 16067.00 16836.28 Agency Mortgage-Backed Securities GNMA 2072-01-20 6.240000 5113223.00 5451847.19 Agency Mortgage-Backed Securities GNMA 2072-01-20 6.212000 841871.00 858658.79 Agency Mortgage-Backed Securities GNMA 2072-02-20 6.051000 20315489.00 21008206.31 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 32000000.00 32000000.00 0.0641 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3300% 3133ENSW1 US3133ENSW11 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-07-25 2023-07-25 N N N 0.0433 1419960.24 1419960.24 0.0028 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3400% 3133ENUQ1 US3133ENUQ15 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2024-02-20 2024-02-20 N N N 0.0434 3824812.58 3824812.58 0.0077 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.4000% 3133END98 US3133END984 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2024-08-01 2024-08-01 N N N 0.0440 1040174.72 1040174.72 0.0021 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3200% 3133ENPD6 US3133ENPD66 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-05-16 2023-05-16 N N N 0.0432 3239309.88 3239309.88 0.0065 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3500% 3133ENWG1 US3133ENWG15 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2024-05-09 2024-05-09 N N N 0.0435 2424160.95 2424160.95 0.0049 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3800% 313312DC1 US313312DC11 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-16 2023-03-16 2023-03-16 N N N 0.0438 1471883.68 1471883.68 0.0029 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3900% 3133ENJ43 US3133ENJ437 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2024-08-26 2024-08-26 N N N 0.0439 4179849.52 4179849.52 0.0084 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 2.2600% 3133ENYG9 US3133ENYG96 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-06-07 2023-06-07 2023-06-07 N N N 0.0226 703727.15 703727.15 0.0014 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.4400% 3133ENY61 US3133ENY618 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2024-11-07 2024-11-07 N N N 0.0444 2887106.05 2887106.05 0.0058 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3600% 3133ENJB7 US3133ENJB74 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-11-22 2023-11-22 N N N 0.0436 3435625.17 3435625.17 0.0069 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3500% 3133ENJT8 US3133ENJT82 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-09-28 2023-09-28 N N N 0.0435 1870676.94 1870676.94 0.0037 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3500% 3133ENEK2 US3133ENEK29 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-08-22 2023-08-22 N N N 0.0435 2740065.76 2740065.76 0.0055 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.4700% 3133EN6L9 US3133EN6L97 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2025-01-23 2025-01-23 N N N 0.0447 2358021.47 2358021.47 0.0047 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3200% 3133EMTB8 US3133EMTB81 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-03-10 2023-03-10 N N N 0.0432 1290002.58 1290002.58 0.0026 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3400% 3133ENKJ8 US3133ENKJ81 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-07-12 2023-07-12 N N N 0.0434 369999.63 369999.63 0.0007 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3400% 3133ENKT6 US3133ENKT63 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-10-16 2023-10-16 N N N 0.0434 2953286.10 2953286.10 0.0059 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.3600% 3133ENKL3 US3133ENKL38 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2024-01-10 2024-01-10 N N N 0.0436 580147.32 580147.32 0.0012 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.4800% 3130AURJ1 US3130AURJ58 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-03 2023-06-02 2023-06-02 N N N 0.0448 6265000.00 6265000.00 0.0125 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3100% 3130AUCV4 US3130AUCV42 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-03-23 2023-03-23 N N N 0.0431 5914934.94 5914934.94 0.0118 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3200% 3130AU7F5 US3130AU7F51 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-03-13 2023-03-13 N N N 0.0432 9100063.70 9100063.70 0.0182 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3700% 3130ATYC5 US3130ATYC59 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-03-27 2023-03-27 N N N 0.0437 2210099.45 2210099.45 0.0044 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3700% 3130ATYV3 US3130ATYV31 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-03-28 2023-03-28 N N N 0.0437 785036.11 785036.11 0.0016 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3900% 3130ATYW1 US3130ATYW14 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-05-23 2023-05-23 N N N 0.0439 3040021.28 3040021.28 0.0061 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3400% 3130AUPT5 US3130AUPT58 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-05-03 2023-05-03 N N N 0.0434 9595489.35 9595489.35 0.0192 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3300% 3130AUHK3 US3130AUHK32 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-05-09 2023-05-09 N N N 0.0433 9198684.40 9198684.40 0.0184 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3300% 3130AUMA9 US3130AUMA94 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-04-25 2023-04-25 N N N 0.0433 6600244.20 6600244.20 0.0132 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3300% 3130AUJY1 US3130AUJY18 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-05-17 2023-05-17 N N N 0.0433 7643799.74 7643799.74 0.0153 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3100% 3130AUFS8 US3130AUFS85 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-04-05 2023-04-05 N N N 0.0431 8399865.60 8399865.60 0.0168 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.2700% 313384BS7 US313384BS75 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-10 2023-02-10 2023-02-10 N N N 0.0427 7421983.03 7421983.03 0.0149 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3800% 3130AUNR1 US3130AUNR11 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2024-01-24 2024-01-24 N N N 0.0438 7003080.00 7003080.00 0.0140 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3400% 3130AUMX9 US3130AUMX97 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-05-26 2023-05-26 N N N 0.0434 7799017.20 7799017.20 0.0156 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3600% 3130ATWK9 US3130ATWK93 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-04-18 2023-04-18 N N N 0.0436 10400457.65 10400457.65 0.0208 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 2.0800% 3130ASEB1 US3130ASEB14 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-13 2023-02-13 2023-02-13 N N N 0.0208 3831567.68 3831567.68 0.0077 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3300% 3130AT6M4 US3130AT6M48 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-03-02 2023-03-02 N N N 0.0433 7199971.20 7199971.20 0.0144 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.6000% 3130AT5B9 US3130AT5B91 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0360 3182496.72 3182496.72 0.0064 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3200% 3130AQY31 US3130AQY318 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-05-02 2023-05-02 N N N 0.0432 799720.00 799720.00 0.0016 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.7100% 313384FC8 US313384FC87 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-05-03 2023-05-03 2023-05-03 N N N 0.0471 3952852.00 3952852.00 0.0079 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3600% 3130AKYV2 US3130AKYV22 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-02-03 2023-02-03 N N N 0.0436 5000010.00 5000010.00 0.0100 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3200% 3130AR6R7 US3130AR6R70 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-03-02 2023-03-02 N N N 0.0432 2619958.08 2619958.08 0.0052 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3400% 3130ASW39 US3130ASW391 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-02-13 2023-02-13 N N N 0.0434 8035024.11 8035024.11 0.0161 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3600% 3130ATVU8 US3130ATVU84 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-04-10 2023-04-10 N N N 0.0436 4660172.42 4660172.42 0.0093 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3600% 3130ATVV6 US3130ATVV67 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-03-10 2023-03-10 N N N 0.0436 3215054.66 3215054.66 0.0064 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 3.4600% 3130ATC96 US3130ATC961 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-10 2023-02-10 2023-02-10 N N N 0.0346 2409183.01 2409183.01 0.0048 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.3400% 3130ATPE1 US3130ATPE17 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2023-02-17 2023-02-17 N N N 0.0434 685004.11 685004.11 0.0014 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.4800% 313384DB2 US313384DB23 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-15 2023-03-15 2023-03-15 N N N 0.0448 2451824.58 2451824.58 0.0049 N Y N MORGAN STANLEY Morgan Stanley & Co., 4.3100% MSD123201 9R7GPTSO7KV3UQJZQ078 MSD123201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2023-11-01 5.000000 500000.00 426.21 Agency Mortgage-Backed Securities FMAC 2043-09-01 4.000000 90920.00 24480.51 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.000000 280000.00 41367.29 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.000000 291760.00 57425.63 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.000000 385000.00 164111.49 Agency Mortgage-Backed Securities FMAC 2036-04-01 2.000000 905050.00 628828.08 Agency Mortgage-Backed Securities FMAC 2050-11-01 2.000000 5500000.00 4089552.80 Agency Mortgage-Backed Securities FMAC 2052-11-01 4.500000 14167640.00 14076628.15 Agency Mortgage-Backed Securities FMAC 2050-08-01 3.000000 3000.00 1149.28 Agency Mortgage-Backed Securities FMAC 2051-07-01 3.500000 1343000.00 707749.72 Agency Mortgage-Backed Securities FMAC 2052-08-01 3.500000 2912230.00 2721166.91 Agency Mortgage-Backed Securities FMAC 2052-11-01 6.000000 1592091.00 1643356.93 Agency Mortgage-Backed Securities FMAC 2053-01-01 6.000000 12711.00 12930.71 Agency Mortgage-Backed Securities FMAC 2053-01-01 4.500000 3494810.00 3454602.21 Agency Mortgage-Backed Securities FCSB 2032-11-23 2.970000 4000.00 3655.46 Agency Mortgage-Backed Securities FCSB 2025-06-16 2.910000 2000.00 1946.50 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.500000 336000.00 287710.16 Agency Mortgage-Backed Securities FMAC 2042-11-01 5.000000 993920.00 983472.06 Agency Mortgage-Backed Securities FNMA 2032-07-01 6.000000 200000.00 587.05 Agency Mortgage-Backed Securities FNMA 2041-02-01 4.500000 12599200.00 578526.51 Agency Mortgage-Backed Securities FNMA 2032-05-01 3.500000 2000.00 467.03 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 100000.00 27973.25 Agency Mortgage-Backed Securities FNMA 2035-10-01 2.000000 1500000.00 898848.65 Agency Mortgage-Backed Securities FNMA 2052-12-01 4.500000 401490.00 396421.35 Agency Mortgage-Backed Securities FNMA 2052-05-01 3.000000 33290.00 29331.57 Agency Mortgage-Backed Securities FNMA 2053-01-01 5.500000 4412174.00 4492044.64 Agency Mortgage-Backed Securities FNMA 2051-05-01 3.000000 973970.00 549725.48 Agency Mortgage-Backed Securities FNMA 2051-10-01 2.000000 2256790.00 1893319.98 Agency Mortgage-Backed Securities FNMA 2052-02-01 2.500000 2886710.00 2538247.49 Agency Mortgage-Backed Securities FNMA 2037-06-01 5.500000 4000.00 11.24 Agency Mortgage-Backed Securities FNMA 2023-04-01 4.500000 21000000.00 4959.85 Agency Mortgage-Backed Securities FNMA 2024-11-01 4.500000 1724700.00 53630.84 Agency Mortgage-Backed Securities FNMA 2048-10-01 3.500000 2000.00 227.41 Agency Mortgage-Backed Securities FNMA 2052-01-01 2.500000 360700.00 294739.07 Agency Mortgage-Backed Securities FNMA 2037-10-01 4.500000 569700.00 540425.27 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 40000000.00 40000000.00 0.0801 N Y N NATIXIS S.A. Natixis, 4.2700% NAT123201 KX1WK48MPD4Y2NCUIZ63 NAT123201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2050-02-15 0.250000 15359700.00 13051457.31 U.S. Treasuries (including strips) USTR 2024-12-15 1.000000 3291000.00 3098888.56 U.S. Treasuries (including strips) USTR 2027-03-31 2.500000 9748000.00 9349733.78 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 25000000.00 25000000.00 0.0501 N Y N SUMITOMO MITSUI TRUST HOLDINGS LTD Mitsubishi UFJ Securities USA, Inc., 4.2700% SMB123201 5493006GGLR4BTEL8O61 SMB123201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-10-15 0.125000 9104900.00 10008011.95 U.S. Treasuries (including strips) USTR 2023-02-28 0.125000 700.00 697.95 U.S. Treasuries (including strips) USTR 2024-02-29 1.500000 100.00 97.20 U.S. Treasuries (including strips) USTR 2025-08-15 3.125000 22037700.00 21845998.96 U.S. Treasuries (including strips) USTR 2026-01-15 3.875000 8953000.00 8945235.13 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 40000000.00 40000000.00 0.0801 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 4.2900% TOR323201 PT3QB789TSUIDF371261 TOR323201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-05-31 2.125000 7708800.00 7313334.75 U.S. Treasuries (including strips) USTR 2023-06-15 0.250000 7421500.00 7302108.86 U.S. Treasuries (including strips) USTR 2023-09-15 0.125000 2937000.00 2855576.14 U.S. Treasuries (including strips) USTR 2025-10-31 0.250000 3242000.00 2929047.66 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0429 20000000.00 20000000.00 0.0400 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 4.3100% TOR223201 PT3QB789TSUIDF371261 TOR223201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2052-09-20 5.000000 28515502.00 28487863.31 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.000000 1061507.00 1092136.78 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 29000000.00 29000000.00 0.0581 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 2.0200% 91282CBN0 US91282CBN02 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-28 2023-02-28 2023-02-28 N N N 0.0202 9532120.31 9532120.31 0.0191 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 4.8300% 91282CGF2 US91282CGF23 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-01 2025-01-31 2025-01-31 N N N 0.0483 4507273.49 4507273.49 0.0090 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 1.3100% 9128284A5 US9128284A52 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-28 2023-02-28 2023-02-28 N N N 0.0131 4253343.70 4253343.70 0.0085 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 2.1900% 912828VB3 US912828VB32 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-05-15 2023-05-15 2023-05-15 N N N 0.0219 1249368.75 1249368.75 0.0025 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 4.3200% 912796T33 US912796T338 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-02-23 2023-02-23 2023-02-23 N N N 0.0432 5744366.27 5744366.27 0.0115 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 2.1600% 912796W47 US912796W472 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-05-18 2023-05-18 2023-05-18 N N N 0.0216 567288.13 567288.13 0.0011 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 4.5700% 912796ZD4 US912796ZD42 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-11-30 2023-11-30 2023-11-30 N N N 0.0457 1039547.10 1039547.10 0.0021 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 4.7100% 912796YW3 US912796YW32 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-05-04 2023-05-04 2023-05-04 N N N 0.0471 1487461.74 1487461.74 0.0030 N Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 2.1200% 91282CBX8 US91282CBX83 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-04-30 2023-04-30 2023-04-30 N N N 0.0212 627955.47 627955.47 0.0013 N Y N U.S. TREASURY SECURITIES U.S. Treasury Bills, 3.5800% 912796YL7 US912796YL76 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-16 2023-03-16 2023-03-16 N N N 0.0358 6788478.67 6788478.67 0.0136 N Y N Allianz Variable Insurance Products Trust 2023-02-03 /s/ Bashir C. Asad Bashir C. Asad Principal Financial Officer