ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST Form NPORT
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SECURITIES AND EXCHANGE COMMISSION FORM NPORT-P Filing Date: 2021-05-27 | Period of Report: 2021-03-31 SEC Accession No. 0001752724-21-116129 (HTML Version on secdatabase.com) FILER ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST Mailing Address Business Address 5701 GOLDEN HILLS DRIVE 5701 GOLDEN HILLS DRIVE CIK:1091439| IRS No.: 000000000 | State of Incorp.:DE | Fiscal Year End: 1231 MINNEAPOLIS MN MINNEAPOLIS MN Type: NPORT-P | Act: 40 | File No.: 811-09491 | Film No.: 21972105 55416-1297 55416-1297 763-765-6551 Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document AZL DFA Five-Year Global Fixed Income Fund Schedule of Portfolio Investments March 31, 2021 (Unaudited) Contracts, Contracts, Shares, Shares, Notional Notional Amount or Amount or Principal Principal Amount Value Amount Value Corporate Bonds (7.3%): Foreign Bonds, continued Capital Markets (0.5%): Banks, continued $2,250,000 National Securities Clearing Corp., $500,000 Australia & New Zealand Banking Group, 0.75%, 12/7/25, Callable 11/7/25 Ltd., @ 100 $ 2,190,533 0.89% (BBSW3M+88bps), 2/8/22, MTN+ $ 382,221 Consumer Finance (0.1%): 500,000 Australia & New Zealand Banking Group, 200,000 Toyota Motor Credit Corp., 0.75%, Ltd., 7/21/22 237,734 1.04% (BBSW3M+100bps), 3/7/22, MTN+ 382,836 257,000 Toyota Motor Credit Corp., 2.38%, 2/1/ 500,000 Australia & New Zealand Banking Group, 23 315,864 Ltd., 553,598 0.80% (BBSW3M+77bps), 8/29/24, MTN+ 385,865 4,500,000 Australia & New Zealand Banking Group, Diversified Financial Services (0.8%): Ltd., 2,400,000 Berkshire Hathaway, Inc., 0.63%, 1/17/ 0.77% (BBSW3M+76bps), 1/16/25, MTN+ 3,472,521 23, Callable 11/17/22 @ 100 2,854,920 1,000,000 Bank of Montreal, 0.81% 500,000 Berkshire Hathaway, Inc., 0.75%, 3/16/ (BBSW3M+77bps), 9/7/21, MTN+ 761,549 23, Callable 12/16/22 @ 100 595,871 2,000,000 Bank of Montreal, 1.61%, 10/28/21+ 1,603,788 3,450,791 500,000 Bank of Montreal, 0.25%, 11/17/21, MTN+ 588,941 Food & Staples Retailing (0.3%): 2,000,000 Bank of Montreal, 1,000,000 Walmart, Inc., 1.90%, 4/8/22, Callable 1.03% (BBSW3M+99bps), 9/7/23, MTN+ 1,542,963 1/8/22 @ 100 1,193,290 500,000 Bank of Nova Scotia, 0.38%, 4/6/22, MTN+ 590,624 Household Products (1.3%): 14,000,000 Bank of Nova Scotia (The), 1.90%, 12/2/ 4,700,000 Procter & Gamble Co. (The), 2.00%, 21+ 11,261,616 8/16/22 5,687,826 11,800,000 Canadian Imperial Bank of Commerce, Independent Power and Renewable Electricity 2.90%, 9/14/21+ 9,500,479 Producers (0.2%): 450,000 Canadian Imperial Bank of Commerce, 500,000 Tennessee Valley Authority, 5.35%, 0.75%, 3/22/23+ 538,010 6/7/21 695,684 1,500,000 Commonwealth Bank of Australia, 2.90%, Industrial Conglomerates (0.6%): 7/12/21, MTN+ 1,147,465 1,850,000 3M Co., 0.38%, 2/15/22, Callable 11/ 1,200,000 Commonwealth Bank of Australia, 2.75%, 15/21 @ 100 2,178,953 8/16/21+ 919,859 200,000 3M Co., Series E, 0.95%, 5/15/23 240,640 1,000,000 Commonwealth Bank of Australia, Series E, 0.50%, 7/11/22+ 1,185,844 2,419,593 1,000,000 Commonwealth Bank of Australia, 0.89% Pharmaceuticals (2.1%): (BBSW3M+88bps), 7/25/22, MTN+ 766,993 750,000 Johnson & Johnson, 0.25%, 1/20/22, 2,948,000 Cooperatieve Rabobank UA, Series G, Callable 12/20/21 @ 100 883,614 4.00%, 1/11/22, MTN+ 3,576,171 2,200,000 Merck & Co., Inc., 0.75%, 2/24/26, 2,389,000 Cooperatieve Rabobank UA, Series E, Callable 1/24/26 @ 100^ 2,164,602 4.75%, 6/6/22+ 2,971,396 4,521,000 Pfizer, Inc., 0.25%, 3/6/22, Callable 2,093,000 Cooperatieve Rabobank UA, 0.50%, 12/6/ 2/6/22 @ 100 5,328,706 22+ 2,489,654 700,000 Roche Holdings, Inc., 0.99%, 3/5/26, 1,000,000 DBS Bank, Ltd./Australia, 0.67% Callable 2/5/26 @ 100(a) 693,500 (BBSW3M+63bps), 9/13/22, MTN+ 763,979 9,070,422 1,800,000 Dexia Credit Local SA, Series E, 1.13%, Technology Hardware, Storage & Peripherals 6/15/22+ 2,507,862 (1.4%): 2,000,000 DNB Bank ASA, 0.21% 2,000,000 Apple, Inc., 1.00%, 11/10/22 2,395,422 (EUR003M+75bps), 7/25/22, MTN+ 2,366,365 1,600,000 Apple, Inc., 0.70%, 2/8/26, Callable 500,000 Euroclear Bank SA, 0.25%, 9/7/22, MTN+ 591,029 1/8/26 @ 100 1,566,118 4,500,000 Kreditanstalt fuer Wiederaufbau, 1.63%, 1,701,000 Apple, Inc., 3.25%, 2/23/26, Callable 4/3/24, MTN+ 535,196 11/23/25 @ 100 1,854,723 4,000,000 Kreditanstalt fuer Wiederaufbau, 0.75%, 5,816,263 2/19/26+ 3,113,143 Total Corporate Bonds (Cost $31,134,782) 31,078,000 Foreign Bonds (61.9%): Banks (23.6%): 500,000 Australia & New Zealand Banking Group, Ltd., 1.14% (BBSW3M+113bps), 8/16/21, MTN+ 381,144 Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document See accompanying notes to the schedules of portfolio investments. Copyright © 2021 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document AZL DFA Five-Year Global Fixed Income Fund Schedule of Portfolio Investments March 31, 2021 (Unaudited) Contracts, Contracts, Shares, Shares, Notional Notional Amount or Amount or Principal Principal Amount Value Amount Value Foreign Bonds, continued Foreign Bonds, continued Banks, continued Banks, continued $500,000 National Australia Bank, Ltd., 3.00%, 5/12/ $2,000,000 Westpac Banking Corp., 0.89% 21, MTN+ $ 380,779 (BBSW3M+88bps), 8/16/24, MTN+ $ 1,548,719 3,000,000 National Australia Bank, Ltd., Series G, 99,843,544 0.88%, 1/20/22+ 3,555,176 Capital Markets (2.8%): 500,000 National Australia Bank, Ltd., 0.92% 2,000,000 Canada Housing Trust No 1, 0.54% (BBSW3M+90bps), 7/5/22, MTN+ 383,417 (CDOR03+10bps), 9/15/22+(a) 1,599,315 500,000 National Australia Bank, Ltd., 0.35%, 9/7/ 6,000,000 Canada Housing Trust No 1, 0.38% 22+ 592,348 (CDOR03-(6)bps), 9/15/23+(a) 4,796,132 1,000,000 National Australia Bank, Ltd., 0.81% 2,000,000 Canada Housing Trust No 1, 0.39% (BBSW3M+80bps), 2/10/23, MTN+ 768,208 (CD0R03-(5)bps), 3/15/24+(a) 1,598,727 3,000,000 National Australia Bank, Ltd., 0.96% 2,500,000 Canada Housing Trust No 1, 0.40% (BBSW3M+93bps), 9/26/23, MTN+ 2,318,067 (CDOR03-(4)bps), 3/15/25+(a) 2,001,035 2,000,000 National Australia Bank, Ltd., 0.78% 300,000 FMS Wertmanagement, 1.13%, 9/7/23+ 421,881 (BBSW3M+77bps), 1/21/25, MTN+ 1,544,011 1,000,000 International Finance Corp., 0.30% 4,000,000 Nordic Investment Bank, 1.88%, 4/10/24, (SONIA+25bps), 1/18/22+ 1,380,189 MTN+ 479,038 11,797,279 420,000 Royal Bank of Canada, 1.65%, 7/15/21+ 335,589 4,000,000 Royal Bank of Canada, 1.58%, 9/13/21+ 3,202,292 Consumer Finance (2.1%): 3,700,000 Royal Bank of Canada, Series DPNT, 5,368,000 Toyota Finance Australia, Ltd., 0.00%, 4/9/ 1.97%, 3/2/22+ 2,987,739 21, MTN+ 6,294,548 1,300,000 Royal Bank of Canada, 2.00%, 3/21/22+ 1,050,574 1,355,000 Toyota Finance Australia, Ltd., Series E, 1,190,000 Skandinaviska Enskilda Banken AB, 1.25%, 0.50%, 4/6/23, MTN+ 1,612,365 8/5/22+ 1,659,583 905,000 Toyota Motor Finance Netherlands BV, 4,400,000 State of North Rhine-Westphalia Germany, Series E, 0.25%, 1/10/22, MTN+ 1,066,079 0.10% (BP0003M+6bps), 10/29/21, MTN+ 6,062,888 8,972,992 2,318,000 Svenska Handelsbanken AB, Series E, Diversified Financial Services (12.9%): 0.25%, 2/28/22+ 2,735,822 1,000,000 Agence Francaise de Developpement, 1,000,000 Svenska Handelsbanken AB, 2.63%, 8/23/ 0.13%, 4/30/22+ 1,180,017 22+ 1,221,972 5,700,000 ASB Finance, Ltd., Series E, 0.50%, 6/10/ 1,100,000 Svenska Handelsbanken AB, 1.13%, 12/14/ 22+ 6,749,889 22+ 1,323,080 400,000 Bank Nederlandse Gemeenten NV, Series 600,000 Toronto-Dominion Bank (The), 1.02% E, 1.00%, 3/15/22+ 555,577 (BBSW3M+100bps), 7/10/24+ 462,707 2,050,000 Caisse dAmortissement de la Dette 7,200,000 Toronto-Dominion Bank (The), 1.13%, 12/9/ Sociale, 3.38%, 4/25/21, MTN+ 2,408,602 25+ 5,614,281 258,000 European Bank for Reconstruction & 2,500,000 United Overseas Bank, Ltd./Sydney, 0.54% Development, 0.30% (SONIO/N+25bps), (BBSW3M+53bps), 7/25/22, MTN+ 1,906,612 2/27/23, MTN+ 356,416 1,500,000 Westpac Banking Corp., 3.10%, 6/3/21, 4,832,000 European Bank for Reconstruction & MTN+ 1,144,473 Development, Series G, 0.35% (SONIO/ 300,000 Westpac Banking Corp., Series E, 0.25%, N+30bps), 2/28/24, MTN+ 6,687,726 1/17/22+ 353,769 200,000 European Bank for Reconstruction & 500,000 Westpac Banking Corp., 1.12% Development, 0.36% (SONIO/N+31bps), (BBSW3M+111bps), 2/7/22, MTN+ 382,981 11/13/24, MTN+ 277,223 1,000,000 Westpac Banking Corp., 0.96% 8,800,000 European Investment Bank, Series E, (BBSW3M+95bps), 11/16/23, MTN+ 773,813 1.50%, 5/12/22, MTN+ 1,040,667 3,500,000 Westpac Banking Corp., 1.15% 1,600,000 European Investment Bank, 0.40% (BBSW3M+114bps), 4/24/24, MTN+ 2,728,093 (SONIO/N+35bps), 6/29/23, MTN+ 2,216,596 4,167,000 European Investment Bank, 0.36% (SONIO/N+31bps), 1/15/25, MTN+ 5,781,922 2,171,000 European Investment Bank, 1.05% (SONIO/N+100bps), 9/8/25, MTN+ 3,104,810 10,000,000 Kommunalbanken AS, 1.50%, 4/19/22, MTN+ 1,181,582 400,000 Kommunalbanken AS, 1.13%, 11/30/22+ 559,486 See accompanying notes to the schedules of portfolio investments.