NPORT-P false 0000837274 XXXXXXXX S000007325 C000061787 C000020120 C000020121 Franklin Templeton Variable Insurance Products Trust 811-05583 0000837274 549300PIBKZH7YTTWU55 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Templeton Global Bond VIP Fund S000007325 V3KXZG7K26O0II8UD472 2023-12-31 2023-06-30 N 1648500794.18 27373972.70 1621126821.48 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3994223.70000000 0.00000000 0.00000000 2193843.54999999 AUD BRL CAD CLP COP EUR GBP GHS IDR INR JPY KRW MXN MYR NOK NZD SEK SGD THB USD N VaR_FoF_256_JGBIBroard50_EMBIGglobal25_JGBIEM25 HBVAR0001 N/A N/A N/A 1.00000000 NC N/A -455787.76000000 -0.02811549065 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 35649000.00000000 MXN 1613441.96000000 USD 2023-08-04 -455787.76000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 10374000000.00000000 PA 1795813.99000000 0.110775663335 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1972779.86000000 -0.12169188948 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 54279174.54000000 USD 7460672540.00000000 JPY 2023-09-15 -1972779.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 382900.49000000 0.023619403795 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1686329.23000000 USD 35649000.00000000 MXN 2023-08-04 382900.49000000 N N N Bank of Thailand 549300HJD00HOXYCA262 N/A 481230000.00000000 PA 13557654.78000000 0.836310558826 Long DBT NUSS TH N 2 2023-11-22 Fixed 0.66000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 16227603.00000000 PA 440408.32000000 0.027166802384 Long DBT NUSS GH N 2 2037-02-03 Fixed 4.99999995 N N Y N N N N/A N/A N/A 1.00000000 NC N/A 42476.27000000 0.002620169467 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4053690.82000000 USD 3325445264.00000000 CLP 2023-10-16 42476.27000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 71820000.00000000 PA 4090096.38000000 0.252299593455 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.49999960 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 576000000.00000000 PA 132951.02000000 0.008201148623 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 542966.73000000 0.033493168011 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 2233098.46000000 USD 2233098460.00000000 CLP 2023-07-26 542966.73000000 N N N Kingdom of Norway 549300L0BT3FJTN9MX24 N/A 89312000.00000000 PA 8001404.25000000 0.493570530323 Long DBT NUSS NO N 2 2025-03-13 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 24530.33000000 0.001513165390 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 4513615115.00000000 CLP 5635608.39000000 USD 2023-07-26 24530.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 193186.10000000 0.011916778961 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 10773418.21000000 USD 8834202936.00000000 CLP 2023-08-04 193186.10000000 N N N Republic of India 335800IV7VCDQGIOI391 N/A 1877900000.00000000 PA 23137613.80000000 1.427255011355 Long DBT NUSS IN N 2 2032-08-22 Fixed 7.26000000 N N N N N N New South Wales Treasury Corp. TC7LRO17HPNPLTAV0H77 N/A 43382000.00000000 PA 21541136.87000000 1.328775551954 Long DBT NUSS AU N 2 2034-03-20 Fixed 1.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 23389900.00000000 PA 883975.95000000 0.054528488350 Long DBT NUSS GH N 2 2029-02-13 Fixed 4.99999995 N N Y N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 67880000.00000000 PA 14242468.75000000 0.878553643138 Long DBT NUSS MY N 2 2032-07-15 Fixed 3.58200000 N N N N N N Kingdom of Thailand N/A N/A 745020000.00000000 PA 20752991.09000000 1.280158394458 Long DBT NUSS TH N 2 2024-09-17 Fixed 0.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 348453.25000000 0.021494508966 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1603271.80000000 USD 35870000.00000000 MXN 2024-09-03 348453.25000000 N N N N/A N/A N/A 1.00000000 NC N/A -252890.38000000 -0.01559966664 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 51899276.80000000 USD 77360000.00000000 AUD 2023-09-25 -252890.38000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 49809600000.00000000 PA 10210682.46000000 0.629850936071 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 102269000000.00000000 PA 6929012.40000000 0.427419515129 Long DBT NUSS ID N 2 2028-08-15 Fixed 6.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YQ7 24220000.00000000 PA USD 22155150.30000000 1.366651270365 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 719380000.00000000 PA 38717810.10000000 2.388327031974 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.49999880 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 9804000.00000000 PA 10846057.04000000 0.669044327457 Long DBT NUSS DE N 2 2024-01-04 Fixed 6.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 514697.25000000 0.031749351326 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2253835.94000000 USD 48400000.00000000 MXN 2023-10-23 514697.25000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 21361450.00000000 PA 688782.23000000 0.042487868368 Long DBT NUSS GH N 2 2031-02-11 Fixed 4.99999995 N N Y N N N N/A N/A N/A 1.00000000 NC N/A -2547646.59000000 -0.15715282458 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 92217726.72000000 USD 12779800000.00000000 JPY 2023-09-20 -2547646.59000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 7166000000.00000000 PA 495201.55000000 0.030546749547 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.00000000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 1498234000000.00000000 PA 104709307.34000000 6.459044780000 Long DBT NUSS ID N 2 2033-02-15 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1454213.21000000 -0.08970385232 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 106418000.00000000 MXN 4633013.34000000 USD 2023-10-23 -1454213.21000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 134126000.00000000 PA 27475688.06000000 1.694851241491 Long DBT NUSS BR N 2 2029-01-01 Fixed 9.99999990 N N N N N N N/A N/A N/A 1.00000000 NC N/A -13777.56000000 -0.00084987551 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 3477289.65000000 USD 4670000.00000000 SGD 2023-09-20 -13777.56000000 N N N N/A N/A N/A 1.00000000 NC N/A -106946.18000000 -0.00659702736 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7054790.00000000 CAD 5224454.58000000 USD 2023-09-11 -106946.18000000 N N N N/A N/A N/A 1.00000000 NC N/A 21545.85000000 0.001329066283 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2919523.94000000 USD 241380400.00000000 INR 2023-07-10 21545.85000000 N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 209830000.00000000 PA 45413171.31000000 2.801333659296 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N Japan 353800WZS8AXZXFUC241 N/A 879000000.00000000 PA 6097075.25000000 0.376101065580 Long STIV NUSS JP N 2 2023-12-20 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -25635.33000000 -0.00158132785 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 7842641.20000000 USD 10540000.00000000 SGD 2023-09-20 -25635.33000000 N N N N/A N/A N/A 1.00000000 NC N/A 33525.45000000 0.002068033762 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7146900.51000000 USD 590870000.00000000 INR 2023-09-20 33525.45000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 21434000000.00000000 PA 4588551.16000000 0.283047020085 Long DBT NUSS CO N 2 2042-05-28 Fixed 9.25000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 N/A 39180000.00000000 PA 2531573.38000000 0.156161340769 Long DBT NUSS MX N 2 2036-11-20 Fixed 10.00000080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1276702.26000000 -0.07875400265 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 107315000.00000000 MXN 4562421.61000000 USD 2024-09-03 -1276702.26000000 N N N N/A N/A N/A 1.00000000 NC N/A 7911.87000000 0.000488047566 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2494388.86000000 USD 205911800.00000000 INR 2023-09-20 7911.87000000 N N N N/A N/A N/A 1.00000000 NC N/A 32542.55000000 0.002007403095 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 3510200000.00000000 CLP 4405869.14000000 USD 2023-07-12 32542.55000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 283972000000.00000000 PA 21715667.10000000 1.339541534460 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.37500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 17210500000.00000000 PA 3470408.04000000 0.214073815448 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 109207600000.00000000 PA 24513089.20000000 1.512101883406 Long DBT NUSS CO N 2 2026-08-26 Fixed 7.50000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 16227603.00000000 PA 445239.40000000 0.027464809914 Long DBT NUSS GH N 2 2036-02-05 Fixed 4.99999995 N N Y N N N N/A N/A N/A 1.00000000 NC N/A 211387.12000000 0.013039517772 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 5120013.64000000 USD 7054790.00000000 CAD 2023-09-11 211387.12000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 37868000000.00000000 PA 8055907.82000000 0.496932609667 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75000000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 22287000000.00000000 PA 16723185.44000000 1.031577864138 Long DBT NUSS KR N 2 2023-12-10 Fixed 0.87500000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 34133000000.00000000 PA 24418979.07000000 1.506296654058 Long DBT NUSS KR N 2 2026-09-10 Fixed 1.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 21361450.00000000 PA 652214.88000000 0.040232193518 Long DBT NUSS GH N 2 2032-02-10 Fixed 4.99999995 N N Y N N N Kingdom of Norway 549300L0BT3FJTN9MX24 N/A 562122000.00000000 PA 51995598.65000000 3.207373905672 Long DBT NUSS NO N 2 2024-03-14 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 409606.05000000 0.025266749311 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 2056333.33000000 USD 43110000.00000000 MXN 2023-10-23 409606.05000000 N N N Republic of Singapore 549300ZSV6VOGFH1ER70 N/A 35730000.00000000 PA 27147243.69000000 1.674590990063 Long DBT NUSS SG N 2 2033-09-01 Fixed 3.37500000 N N N N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 43070000.00000000 PA 9648509.93000000 0.595173048903 Long DBT NUSS MY N 2 2030-04-15 Fixed 4.49800000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 268309.49000000 0.016550801975 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 6494571.53000000 USD 8949000.00000000 CAD 2023-09-11 268309.49000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 154590000.00000000 PA 8105474.58000000 0.499990159474 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000080 N N N N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 17610000.00000000 PA 3793124.01000000 0.233980707723 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.88500000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 75881910000.00000000 PA 56114620.32000000 3.461457769773 Long DBT NUSS KR N 2 2024-09-10 Fixed 1.37500000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 23756604.00000000 PA 995246.92000000 0.061392292497 Long DBT NUSS GH N 2 2028-02-15 Fixed 4.99999995 N N Y N N N N/A N/A N/A 1.00000000 NC N/A -131044.65000000 -0.00808355325 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 8949000.00000000 CAD 6631836.37000000 USD 2023-09-11 -131044.65000000 N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 26962000.00000000 PA 29128109.27000000 1.796781651136 Long STIV NUSS DE N 2 2023-10-18 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11138.11000000 0.000687059756 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 2933902.40000000 USD 242055750.00000000 INR 2023-08-14 11138.11000000 N N N New South Wales Treasury Corp. TC7LRO17HPNPLTAV0H77 N/A 48446000.00000000 PA 25507988.99000000 1.573472763020 Long DBT NUSS AU N 2 2033-03-08 Fixed 2.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 53323.94000000 0.003289313290 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 10540898.69000000 USD 875000000.00000000 INR 2023-12-20 53323.94000000 N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 16340000.00000000 PA 3489797.36000000 0.215269855125 Long DBT NUSS MY N 2 2028-04-20 Fixed 3.51900000 N N N N N N Queensland Treasury Corp. 98INKCEEHOU5YJS0HQ88 N/A 52103000.00000000 PA 25874229.66000000 1.596064497679 Long DBT NUSS AU N 2 2034-07-20 Fixed 1.75000000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 9999000.00000000 PA 10454666.63000000 0.644901218798 Long DBT NUSS DE N 2 2024-10-18 Fixed 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -483975.32000000 -0.02985425406 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 15866488.19000000 USD 2202609690.00000000 JPY 2023-08-21 -483975.32000000 N N N Japan 353800WZS8AXZXFUC241 N/A 7151000000.00000000 PA 49614586.68000000 3.060500019036 Long STIV NUSS JP N 2 2024-02-20 None 0.00000000 N N N N N N Treasury Corp. of Victoria 549300ZJM7BQW1P9UV75 N/A 35999000.00000000 PA 19078210.25000000 1.176848720113 Long DBT NUSS AU N 2 2033-09-15 Fixed 2.25000000 N N N N N N Republic of India 335800IV7VCDQGIOI391 N/A 526000000.00000000 PA 5948149.41000000 0.366914502381 Long DBT NUSS IN N 2 2030-08-03 Fixed 5.77000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 43755.21000000 0.002699061505 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 4329571.38000000 USD 3510200000.00000000 CLP 2023-07-12 43755.21000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 132268000000.00000000 PA 8823447.05000000 0.544278642058 Long DBT NUSS ID N 2 2032-04-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1637709.31000000 -0.10102289890 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 51136614.43000000 USD 6951000000.00000000 JPY 2023-12-15 -1637709.31000000 N N N N/A N/A N/A 1.00000000 NC N/A 37533.08000000 0.002315246376 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5487100000.00000000 CLP 6881394.36000000 USD 2023-07-05 37533.08000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 47115000000.00000000 PA 3155627.57000000 0.194656428367 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 40687.27000000 0.002509814128 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 6803174.01000000 USD 5487100000.00000000 CLP 2023-07-05 40687.27000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 24227000000.00000000 PA 4750961.36000000 0.293065372619 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 353506.06000000 0.021806194019 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1594192.57000000 USD 35796000.00000000 MXN 2024-09-03 353506.06000000 N N N Republic of Singapore 549300ZSV6VOGFH1ER70 N/A 7560000.00000000 PA 5514800.16000000 0.340183142177 Long DBT NUSS SG N 2 2030-09-01 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2483122.96000000 -0.15317265294 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 70566814.95000000 USD 9711052240.00000000 JPY 2023-09-15 -2483122.96000000 N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 9330000.00000000 PA 1988328.42000000 0.122651010004 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50200000 N N N N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 36742000000.00000000 PA 27817654.95000000 1.715945636172 Long DBT NUSS KR N 2 2023-09-10 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 15448.64000000 0.000952956905 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 6487624.00000000 USD 10600000.00000000 NZD 2023-09-20 15448.64000000 N N N N/A N/A N/A 1.00000000 NC N/A -840714.18000000 -0.05185986493 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 13678844.52000000 USD 16905000000.00000000 KRW 2023-07-18 -840714.18000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 16227603.00000000 PA 437529.19000000 0.026989201844 Long DBT NUSS GH N 2 2038-02-02 Fixed 10.00000000 N N Y N N N United Mexican States 254900EGTWEU67VP6075 N/A 121750000.00000000 PA 6643921.78000000 0.409833560950 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75000080 N N N N N N Treasury Corp. of Victoria 549300ZJM7BQW1P9UV75 N/A 49634000.00000000 PA 25475425.90000000 1.571464092904 Long DBT NUSS AU N 2 2034-11-20 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 413303.28000000 0.025494814750 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 1526396.92000000 USD 35649000.00000000 MXN 2024-09-03 413303.28000000 N N N N/A N/A N/A 1.00000000 NC N/A 64379.00000000 0.003971250067 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3180758.80000000 USD 266347200.00000000 INR 2023-07-11 64379.00000000 N N N United Mexican States 254900EGTWEU67VP6075 N/A 114900000.00000000 PA 6651457.08000000 0.410298379612 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.49999960 N N N N N N N/A N/A N/A 1.00000000 NC N/A -109124.36000000 -0.00673138946 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11563000000.00000000 KRW 8672141.60000000 USD 2023-07-18 -109124.36000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 55276000000.00000000 PA 11379011.85000000 0.701919905292 Long DBT NUSS CO N 2 2027-11-03 Fixed 5.75000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 233800000.00000000 PA 48635264.52000000 3.000090053139 Long DBT NUSS BR N 2 2027-01-01 Fixed 9.99999990 N N N N N N N/A N/A N/A 1.00000000 NC N/A 549926.05000000 0.033922457065 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 2285086.83000000 USD 2280516655.00000000 CLP 2023-07-26 549926.05000000 N N N N/A N/A N/A 1.00000000 NC N/A 74945.27000000 0.004623035595 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4053208.28000000 USD 3325454736.00000000 CLP 2023-08-04 74945.27000000 N N N N/A N/A N/A 1.00000000 NC N/A 72740.04000000 0.004487004905 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 7573979.11000000 USD 6192106619.00000000 CLP 2023-09-20 72740.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 104407.85000000 0.006440449236 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 14787382.65000000 USD 1225430400.00000000 INR 2023-09-20 104407.85000000 N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 18500000000.00000000 PA 13942839.37000000 0.860070858445 Long DBT NUSS KR N 2 2024-09-10 Fixed 3.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 16227603.00000000 PA 452692.78000000 0.027924575301 Long DBT NUSS GH N 2 2035-02-06 Fixed 4.99999995 N N Y N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 23389900.00000000 PA 809510.95000000 0.049935078445 Long DBT NUSS GH N 2 2030-02-12 Fixed 4.99999995 N N Y N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 68750000.00000000 PA 14892896.76000000 0.918675612707 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.90000000 N N N N N N Kingdom of Thailand N/A N/A 570140000.00000000 PA 15373573.44000000 0.948326388552 Long DBT NUSS TH N 2 2027-06-17 Fixed 1.00000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 112168000.00000000 PA 22810677.92000000 1.407087811869 Long DBT NUSS BR N 2 2031-01-01 Fixed 9.99999990 N N N N N N N/A N/A N/A 92910000.00000000 PA USD -2384804.53000000 -0.14710783255 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-05-03 0.00000000 USD 0.00000000 USD 92910000.00000000 USD -2384804.53000000 N N N N/A N/A N/A 1.00000000 NC N/A 37128.42000000 0.002290284727 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 7613184.40000000 USD 12470000.00000000 NZD 2023-09-20 37128.42000000 N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 5820000.00000000 PA 1257418.76000000 0.077564490534 Long DBT NUSS MY N 2 2027-03-15 Fixed 3.89200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 133963.12000000 0.008263580506 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 28933544.60000000 USD 47380000.00000000 NZD 2023-09-20 133963.12000000 N N N Queensland Treasury Corp. 98INKCEEHOU5YJS0HQ88 N/A 49530000.00000000 PA 25987917.13000000 1.603077364809 Long DBT NUSS AU N 2 2033-08-22 Fixed 2.00000000 N N N N N N Federation of Malaysia 254900GSIL471JOBYY43 N/A 112390000.00000000 PA 24185188.57000000 1.491875172845 Long DBT NUSS MY N 2 2028-06-15 Fixed 3.73300000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 10194000000.00000000 PA 2256350.58000000 0.139184087888 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGM7 159100000.00000000 PA USD 154998203.13000000 9.561139885927 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10780.68000000 0.000665011512 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 990000000.00000000 CLP 1239747.04000000 USD 2023-08-04 10780.68000000 N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 457756500 152218033.00000000 NS USD 152218033.00000000 9.389643733180 Long STIV RF US N 1 N N N Japan 353800WZS8AXZXFUC241 N/A 2248200000.00000000 PA 15591626.41000000 0.961777092538 Long STIV NUSS JP N 2 2023-11-10 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 143708.85000000 0.008864750622 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 709045.13000000 USD 14908000.00000000 MXN 2023-10-23 143708.85000000 N N N Republic of Indonesia 529900FWX0GRR7WG5W79 N/A 7058000000.00000000 PA 538585.24000000 0.033222893660 Long DBT NUSS ID N 2 2031-05-15 Fixed 8.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -941358.55000000 -0.05806816206 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 30542005.54000000 USD 4218690870.00000000 JPY 2023-09-20 -941358.55000000 N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 48555000000.00000000 PA 9369358.12000000 0.577953433121 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 N/A 75854000000.00000000 PA 21281683.47000000 1.312771042216 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 21361450.00000000 PA 630906.53000000 0.038917777538 Long DBT NUSS GH N 2 2033-02-08 Fixed 4.99999995 N N Y N N N N/A N/A N/A 1.00000000 NC N/A -7322.21000000 -0.00045167410 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 7930028.54000000 USD 6390810000.00000000 CLP 2023-08-16 -7322.21000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 23756604.00000000 PA 1133669.13000000 0.069930934148 Long DBT NUSS GH N 2 2027-02-16 Fixed 4.99999995 N N Y N N N Republic of Korea 549300O0QCVSQGPGDT58 N/A 33811000000.00000000 PA 25375871.84000000 1.565323052075 Long DBT NUSS KR N 2 2024-03-10 Fixed 1.87500000 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 21697000.00000000 PA 22865545.34000000 1.410472335478 Long DBT NUSS DE N 2 2024-09-13 Fixed 0.40000000 N N N N N N Kingdom of Norway 549300L0BT3FJTN9MX24 N/A 52969000.00000000 PA 4629127.52000000 0.285549992675 Long DBT NUSS NO N 2 2026-02-19 Fixed 1.50000000 N N N N N N Republic of India 335800IV7VCDQGIOI391 N/A 3794000000.00000000 PA 46320506.98000000 2.857303103387 Long DBT NUSS IN N 2 2029-04-18 Fixed 7.10000000 N N N N N N Republic of Singapore 549300ZSV6VOGFH1ER70 N/A 53040000.00000000 PA 37906921.43000000 2.338306968198 Long DBT NUSS SG N 2 2032-08-01 Fixed 2.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -333939.01000000 -0.02059919098 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 15745085.04000000 USD 2196400000.00000000 JPY 2023-09-20 -333939.01000000 N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 45024000.00000000 PA 9078987.84000000 0.560041800536 Long DBT NUSS BR N 2 2033-01-01 Fixed 9.99999990 N N N N N N Federal Republic of Germany 529900AQBND3S6YJLY83 N/A 3483000.00000000 PA 3773483.68000000 0.232769184372 Long STIV NUSS DE N 2 2023-09-20 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1336144.15000000 -0.08242070467 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 16055982.40000000 USD 2097874660.00000000 JPY 2023-09-20 -1336144.15000000 N N N Republic of Ghana 213800PP4399SNNXZ126 N/A 16227603.00000000 PA 463652.42000000 0.028600626049 Long DBT NUSS GH N 2 2034-02-07 Fixed 4.99999995 N N Y N N N 2023-07-31 Franklin Templeton Variable Insurance Products Trust Ryan Wheeler Ryan Wheeler Assistant Treasurer