N-MFP2/A 0001091439 XXXXXXXX 2023-02-28 0001091439 549300446YVO0C3VKW34 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 10 65 267614931.65 272462438.56 261568785.35 251721279.44 281375728.26 277076871.14 265501584.45 265477445.06 0.5871 0.6046 0.5920 0.5651 0.6173 0.6148 0.6009 0.5960 288319.02 444152482.20 444180321.88 922455.44 1556271.37 443834824.97 443815979.98 1.0000 0.0451 0.9999 0.9999 0.9999 1.0000 C000027523 0.01 443834824.97 443815979.98 0.9999 0.9999 0.9999 1.0000 49945466.52 66153331.94 3899387.29 7578332.26 4052278.05 13286610.20 10452408.52 7252304.55 35977302.14 91564491.99 0.0364 Y Allianz Investment Management, IA Waiver, 3448.19; BANK OF MONTREAL Bank of Montreal, 4.5200% BMT123301 NQQ6HPCNCCU6TUTQYE16 BMT123301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2028-05-15 2.875000 12092800.00 11447420.43 U.S. Treasuries (including strips) USTR 2024-11-30 4.500000 19077500.00 19152634.32 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0452 30000000.00 30000000.00 0.0676 N Y Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 4.5100% BNS123301 L3I9ZG2KFGXZ61BMYR72 BNS123301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-01-15 2.375000 400.00 634.76 U.S. Treasuries (including strips) USTR 2050-02-15 2.000000 97400.00 65707.33 U.S. Treasuries (including strips) USTR 2052-08-15 3.000000 200.00 167.72 U.S. Treasuries (including strips) USTR 2029-02-15 2.625000 7663500.00 7053735.84 U.S. Treasuries (including strips) USTR 2030-01-15 0.125000 6948300.00 7235339.34 U.S. Treasuries (including strips) USTR 2027-10-31 0.500000 200.00 168.98 U.S. Treasuries (including strips) USTR 2028-01-31 0.750000 100.00 84.85 U.S. Treasuries (including strips) USTR 2026-12-31 1.250000 5309800.00 4742964.48 U.S. Treasuries (including strips) USTR 2025-04-15 2.625000 1348600.00 1303768.08 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0451 20000000.00 20000000.00 0.0451 N Y Y N BNP PARIBAS SA BNP Paribas, 4.5500% BNP123301 R0MUWSFPU8MPRO8K5P83 BNP123301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2051-09-01 2.500000 3000.00 2378.46 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 3000.00 2120.35 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 3000.00 2378.89 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 3000.00 2305.77 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 2904.00 2278.68 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 3000.00 1966.52 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 3000.00 2282.15 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 3000.00 2425.57 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 1000.00 796.31 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 3000.00 2314.52 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.000000 3000.00 2347.30 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.500000 3000.00 2426.06 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 3000.00 2325.89 Agency Mortgage-Backed Securities FMAC 2052-01-01 2.000000 3000.00 2283.80 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.000000 1000.00 851.62 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.500000 1000.00 796.04 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.500000 1008.00 911.36 Agency Mortgage-Backed Securities FMAC 2052-04-01 3.500000 1000.00 859.29 Agency Mortgage-Backed Securities FMAC 2052-06-01 3.500000 1046.00 925.61 Agency Mortgage-Backed Securities FMAC 2052-05-01 4.000000 1000.00 915.10 Agency Mortgage-Backed Securities FMAC 2052-06-01 3.000000 1008.00 842.01 Agency Mortgage-Backed Securities FMAC 2052-07-01 5.000000 1000.00 980.00 Agency Mortgage-Backed Securities FMAC 2052-07-01 4.500000 1000.00 952.65 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 848.07 Agency Mortgage-Backed Securities FMAC 2052-07-01 3.500000 2000.00 1812.34 Agency Mortgage-Backed Securities FMAC 2052-08-01 4.500000 1000.00 939.30 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 975.53 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 965.65 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1008.00 836.69 Agency Mortgage-Backed Securities FMAC 2052-08-01 5.000000 1000.00 954.23 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.000000 2000.00 1959.64 Agency Mortgage-Backed Securities FMAC 2052-09-01 5.000000 1000.00 930.38 Agency Mortgage-Backed Securities FMAC 2053-01-01 6.000000 2000.00 2036.40 Agency Mortgage-Backed Securities FNMA 2050-07-01 2.500000 8832.00 5195.80 Agency Mortgage-Backed Securities FNMA 2052-04-01 2.500000 12120280.00 9901864.27 Agency Mortgage-Backed Securities GNMA 2051-01-20 2.000000 17453463.00 11148399.35 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.500000 4374574.00 4412829.65 Agency Mortgage-Backed Securities GNMA 2039-01-20 6.500000 45624.00 28812.65 Agency Mortgage-Backed Securities GNMA 2038-06-20 5.000000 2630521.00 48655.56 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 25000000.00 25000000.00 0.0563 N Y Y N CITIGROUP INC. Citigroup Global Markets, 4.5500% CGM123301 MBNUM2BPBDO7JBLYG310 CGM123301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-11-30 2.125000 23857400.00 23460034.03 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 23000000.00 23000000.00 0.0518 N Y Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.6000% 3133ENWG1 US3133ENWG15 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2024-05-09 2024-05-09 N N N 0.0460 2425657.18 2425657.18 0.0055 N 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 704787.89 704787.89 0.0016 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.5800% 3133ENSW1 US3133ENSW11 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-07-25 2023-07-25 N N N 0.0458 1420099.40 1420099.40 0.0032 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.5900% 3133ENUQ1 US3133ENUQ15 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2024-02-20 2024-02-20 N N N 0.0459 3826350.23 3826350.23 0.0086 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.6500% 3133END98 US3133END984 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2024-08-01 2024-08-01 N N N 0.0465 1041019.20 1041019.20 0.0023 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.7200% 3133EN6L9 US3133EN6L97 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2025-01-23 2025-01-23 N N N 0.0472 2360082.09 2360082.09 0.0053 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.6900% 3133ENY61 US3133ENY618 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2024-11-07 2024-11-07 N N N 0.0469 2889942.01 2889942.01 0.0065 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.6400% 3133ENJ43 US3133ENJ437 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2024-08-26 2024-08-26 N N N 0.0464 4183494.48 4183494.48 0.0094 N 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 1477188.00 1477188.00 0.0033 N N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.6000% 3133ENJT8 US3133ENJT82 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-09-28 2023-09-28 N N N 0.0460 1870860.20 1870860.20 0.0042 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.6100% 3133ENKL3 US3133ENKL38 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2024-01-10 2024-01-10 N N N 0.0461 580229.10 580229.10 0.0013 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.6100% 3133ENJB7 US3133ENJB74 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-11-22 2023-11-22 N N N 0.0461 3436329.35 3436329.35 0.0077 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.5700% 3133EMTB8 US3133EMTB81 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-03-10 2023-03-10 N N N 0.0457 1290007.74 1290007.74 0.0029 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.6000% 3133ENEK2 US3133ENEK29 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-08-22 2023-08-22 N N N 0.0460 2740611.02 2740611.02 0.0062 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.5900% 3133ENKJ8 US3133ENKJ81 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-07-12 2023-07-12 N N N 0.0459 370040.70 370040.70 0.0008 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.5700% 3133ENPD6 US3133ENPD66 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-16 2023-05-16 N N N 0.0457 3239941.71 3239941.71 0.0073 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 4.5900% 3133ENKT6 US3133ENKT63 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-10-16 2023-10-16 N N N 0.0459 2952636.00 2952636.00 0.0067 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5800% 3130AUJY1 US3130AUJY18 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-17 2023-05-17 N N N 0.0458 7645107.03 7645107.03 0.0172 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5800% 3130AUHK3 US3130AUHK32 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-09 2023-05-09 N N N 0.0458 9200165.60 9200165.60 0.0207 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5600% 3130AUFS8 US3130AUFS85 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-04-05 2023-04-05 N N N 0.0456 8400084.00 8400084.00 0.0189 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5900% 3130AUMX9 US3130AUMX97 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-26 2023-05-26 N N N 0.0459 7800358.80 7800358.80 0.0176 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.6300% 3130AUNR1 US3130AUNR11 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2024-01-24 2024-01-24 N N N 0.0463 7004249.00 7004249.00 0.0158 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 5.0200% 313384SW0 US313384SW05 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2024-02-09 2024-02-09 2024-02-09 N N N 0.0502 3901892.10 3901892.10 0.0088 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5800% 3130AUMA9 US3130AUMA94 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-04-25 2023-04-25 N N N 0.0458 6600316.80 6600316.80 0.0149 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.8300% 313384JZ3 US313384JZ37 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-08-04 2023-08-04 2023-08-04 N N N 0.0483 1438405.29 1438405.29 0.0032 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.6000% 3130AURJ5 US3130AURJ58 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-06-02 2023-06-02 N N N 0.0460 6266979.74 6266979.74 0.0141 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5900% 3130AUS96 US3130AUS965 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-08 2023-05-08 N N N 0.0459 11000957.00 11000957.00 0.0248 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5700% 3130AV3J9 US3130AV3J91 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-23 2023-05-23 N N N 0.0457 13400750.40 13400750.40 0.0302 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5900% 3130AUPT5 US3130AUPT58 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-03 2023-05-03 N N N 0.0459 9595652.46 9595652.46 0.0216 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.9100% 313384SP5 US313384SP53 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2024-02-02 2024-02-02 2024-02-02 N N N 0.0491 1467097.94 1467097.94 0.0033 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.8100% 313384GG8 US313384GG82 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-05-31 2023-05-31 2023-05-31 N N N 0.0481 2657109.37 2657109.37 0.0060 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.6100% 3130ATVV6 US3130ATVV67 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-03-10 2023-03-10 N N N 0.0461 3215035.37 3215035.37 0.0072 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.6100% 3130ATWK9 US3130ATWK93 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-04-18 2023-04-18 N N N 0.0461 10400447.20 10400447.20 0.0234 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5700% 3130AQY31 US3130AQY318 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-02 2023-05-02 N N N 0.0457 799952.00 799952.00 0.0018 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5800% 3130AT6M4 US3130AT6M48 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-03-02 2023-03-02 N N N 0.0458 7200007.20 7200007.20 0.0162 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.6100% 3130ATVU8 US3130ATVU84 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-04-10 2023-04-10 N N N 0.0461 4660191.06 4660191.06 0.0105 N 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 2460627.09 2460627.09 0.0055 N N Y 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 3182358.69 3182358.69 0.0072 N 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 3966712.00 3966712.00 0.0089 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5700% 3130AU7F5 US3130AU7F51 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-03-13 2023-03-13 N N N 0.0457 9100081.90 9100081.90 0.0205 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5600% 3130AUCV4 US3130AUCV42 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-03-23 2023-03-23 N N N 0.0456 10015070.11 10015070.11 0.0226 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.6400% 3130ATYW1 US3130ATYW14 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-05-23 2023-05-23 N N N 0.0464 3040474.24 3040474.24 0.0069 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.5700% 3130AR6R7 US3130AR6R70 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-03-02 2023-03-02 N N N 0.0457 2620002.62 2620002.62 0.0059 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.6200% 3130ATYC5 US3130ATYC59 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-03-27 2023-03-27 N N N 0.0462 2210072.90 2210072.90 0.0050 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 4.6200% 3130ATYV3 US3130ATYV31 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2023-03-28 2023-03-28 N N N 0.0462 785028.26 785028.26 0.0018 N N N N MORGAN STANLEY Morgan Stanley & Co., 4.5500% MSD123301 9R7GPTSO7KV3UQJZQ078 MSD123301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2048-06-01 4.000000 1000.00 105.99 Agency Mortgage-Backed Securities FMAC 2046-02-01 3.000000 4000.00 722.97 Agency Mortgage-Backed Securities FMAC 2041-01-01 3.500000 15000.00 1228.07 Agency Mortgage-Backed Securities FHLB 2024-12-20 1.000000 145000.00 135450.14 Agency Mortgage-Backed Securities FMAC 2026-02-01 3.500000 2000000.00 62614.87 Agency Mortgage-Backed Securities FMAC 2023-07-01 2.500000 7502000.00 34005.40 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.000000 433380.00 84709.21 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.000000 300000.00 109102.31 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.500000 85000.00 34484.51 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.500000 13000.00 2832.26 Agency Mortgage-Backed Securities FMAC 2035-03-01 3.500000 6000.00 1093.63 Agency Mortgage-Backed Securities FMAC 2045-07-01 4.000000 520000.00 61388.75 Agency Mortgage-Backed Securities FMAC 2052-10-01 4.500000 9985050.00 9585066.54 Agency Mortgage-Backed Securities FMAC 2052-10-01 4.000000 4221390.00 3987425.76 Agency Mortgage-Backed Securities FMAC 2052-03-01 2.000000 230090.00 178871.06 Agency Mortgage-Backed Securities FMAC 2052-07-01 5.500000 969990.00 902679.71 Agency Mortgage-Backed Securities FMAC 2047-11-01 4.000000 50000.00 21192.37 Agency Mortgage-Backed Securities FMAC 2053-01-01 6.500000 1069238.00 1137607.53 Agency Mortgage-Backed Securities FMAC 2053-02-01 5.500000 1312384.00 1342025.51 Agency Mortgage-Backed Securities FNMA 2029-05-15 6.250000 2000.00 2252.58 Agency Mortgage-Backed Securities FNMA 2035-02-01 5.500000 8000.00 139.50 Agency Mortgage-Backed Securities FNMA 2030-04-01 7.500000 2000.00 6.47 Agency Mortgage-Backed Securities FNMA 2031-09-01 6.000000 50000.00 21.19 Agency Mortgage-Backed Securities FNMA 2032-04-01 2.500000 6000.00 1700.94 Agency Mortgage-Backed Securities FNMA 2049-07-01 4.500000 2132850.00 352830.88 Agency Mortgage-Backed Securities FNMA 2052-10-01 4.500000 5411990.00 5132622.06 Agency Mortgage-Backed Securities FNMA 2053-01-01 4.500000 4049190.00 3939350.25 Agency Mortgage-Backed Securities FNMA 2053-01-01 5.283000 5279160.00 4908580.95 Agency Mortgage-Backed Securities FNMA 2038-02-01 4.500000 32370.00 32015.00 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 130000.00 30579.80 Agency Mortgage-Backed Securities FNMA 2052-10-01 4.500000 504910.00 478035.22 Agency Mortgage-Backed Securities FNMA 2052-03-01 3.000000 37000.00 30852.37 Agency Mortgage-Backed Securities FNMA 2027-09-01 3.500000 409550.00 65726.47 Agency Mortgage-Backed Securities FNMA 2049-07-01 3.500000 1000000.00 44061.76 Agency Mortgage-Backed Securities FNMA 2051-06-01 3.000000 14000.00 8980.06 Agency Mortgage-Backed Securities FNMA 2052-05-01 4.000000 175000.00 156259.88 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.500000 102710.00 92121.95 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 32000000.00 32000000.00 0.0721 N Y Y N NATIXIS S.A. Natixis, 4.5300% NAT123301 KX1WK48MPD4Y2NCUIZ63 NAT123301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2039-02-15 3.500000 1100.00 1035.97 U.S. Treasuries (including strips) USTR 2042-05-15 3.000000 100.00 85.83 U.S. Treasuries (including strips) USTR 2045-02-15 2.500000 100.00 76.36 U.S. Treasuries (including strips) USTR 2048-02-15 1.000000 4213400.00 4330746.43 U.S. Treasuries (including strips) USTR 2050-02-15 0.250000 1716800.00 1372556.13 U.S. Treasuries (including strips) USTR 2041-11-15 2.000000 3661600.00 2662016.54 U.S. Treasuries (including strips) USTR 2042-11-15 4.000000 7345600.00 7317298.95 U.S. Treasuries (including strips) USTR 2028-02-15 0.000000 100.00 81.26 U.S. Treasuries (including strips) USTR 2028-06-30 1.250000 200.00 172.61 U.S. Treasuries (including strips) USTR 2031-07-15 0.125000 12051300.00 11854896.39 U.S. Treasuries (including strips) USTR 2027-03-31 2.500000 100.00 94.25 U.S. Treasuries (including strips) USTR 2024-05-31 2.500000 800.00 779.41 U.S. Treasuries (including strips) USTR 2027-06-30 3.250000 100.00 96.43 U.S. Treasuries (including strips) USTR 2027-10-31 4.125000 100.00 100.82 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0453 27000000.00 27000000.00 0.0608 N Y Y N SUMITOMO MITSUI TRUST HOLDINGS LTD Mitsubishi UFJ Securities USA, Inc., 4.5200% SMB123301 5493006GGLR4BTEL8O61 SMB123301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2030-05-15 6.250000 7600000.00 8768024.64 U.S. Treasuries (including strips) USTR 2028-09-30 1.250000 8293700.00 7140000.21 U.S. Treasuries (including strips) USTR 2030-02-28 4.000000 14350200.00 14282768.41 U.S. Treasuries (including strips) USTR 2037-02-15 0.000000 4374294.66 2449206.95 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0452 32000000.00 32000000.00 0.0721 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 4.5500% TOR223301 PT3QB789TSUIDF371261 TOR223301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2052-10-20 4.500000 26452605.00 25500000.39 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0455 25000000.00 25000000.00 0.0563 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 4.5300% TOR123301 PT3QB789TSUIDF371261 TOR123301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-02-28 2.500000 362000.00 342013.62 U.S. Treasuries (including strips) USTR 2024-08-15 2.375000 6336200.00 6102285.87 U.S. Treasuries (including strips) USTR 2023-05-31 1.625000 5611300.00 5586991.05 U.S. Treasuries (including strips) USTR 2023-12-15 0.125000 5520400.00 5308789.57 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2023-03-01 2023-03-01 2023-03-01 N N N 0.0453 17000000.00 17000000.00 0.0383 N Y 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 630039.06 630039.06 0.0014 N Y 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 1041078.30 1041078.30 0.0023 N Y 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 1251731.25 1251731.25 0.0028 N Y 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 1492598.80 1492598.80 0.0034 N Y 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 6812245.78 6812245.78 0.0153 N Y 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 569200.65 569200.65 0.0013 N Y Y N U.S. TREASURY SECURITIES U.S. Treasury Notes, 5.0100% 91282CGF2 US91282CGF23 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2023-03-01 2025-01-31 2025-01-31 N N N 0.0501 4511125.89 4511125.89 0.0102 N Y Y N Allianz Variable Insurance Products Trust 2023-06-12 /s/ Bashir C. Asad Bashir C. Asad Principal Financial Officer