N-MFP1/A 0001091439 XXXXXXXX 2016-07-31 0001091439 549300G0OPYHKQZLFZ79 S000009943 1 N N 333-83423 Allianz Investment Management, LLC 801-60167 BlackRock Advisors, LLC 801-47710 KPMG LLP Columbus OH Citi Fund Services Ohio, Inc. FIS Investor Services, LLC 0001630490 084-06522 N N Y Government/Agency N 40 105 352846413.47 330276613.17 337656298.19 334860714.58 318665131.00 459884200.33 443364673.65 438789794.12 457410642.79 458261952.00 0.5009 0.4806 0.4908 0.4859 0.4599 0.6528 0.6452 0.6378 0.6637 0.6613 4332646.52 680863127.67 680757062.12 12243258.07 408213.61 696924753.10 696846169.41 1.0000 0.0042 1.0002 1.0002 1.0002 1.0002 1.0003 C000027523 0.01 696924753.10 696846169.41 1.0002 1.0002 1.0002 1.0002 1.0003 22622489.85 22184758.73 498408.12 13385491.66 17132736.40 11506662.24 3455416.43 2393759.44 5917998.13 2198116.66 37838776.68 29484030.00 0.0000 Y Allianz Investment Management LLC, Yield Support, 135502.35; BANK OF MONTREAL Bank of Montreal, 0.3200% 0000009622 BMT116801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2028-04-01 2.500000 8900.00 6087.00 Agency Mortgage-Backed Securities USTR 2021-05-15 3.125000 90200.00 100188.00 U.S. Treasuries (including strips) GNMA 2027-04-15 3.000000 756181.00 373214.00 Agency Mortgage-Backed Securities USTR 2019-10-31 1.500000 5749000.00 5916746.00 U.S. Treasuries (including strips) FNMA 2028-07-01 2.000000 313286.00 225222.00 Agency Mortgage-Backed Securities USTR 2017-08-31 1.875000 123200.00 126769.00 U.S. Treasuries (including strips) FNMA 2023-06-01 2.000000 41648.00 23519.00 Agency Mortgage-Backed Securities FNMA 2042-02-20 -99.000000 500000.00 152519.00 Agency Mortgage-Backed Securities FNMA 2020-01-21 1.625000 3915000.00 4007325.00 Agency Mortgage-Backed Securities USTR 2021-05-31 2.000000 223200.00 234795.00 U.S. Treasuries (including strips) USTR 2041-02-15 2.125000 5900.00 8914.00 U.S. Treasuries (including strips) FNMA 2040-02-20 -99.000000 550000.00 134610.00 Agency Mortgage-Backed Securities FNMA 2022-03-01 2.927590 536325.00 526688.00 Agency Mortgage-Backed Securities GNMA 2028-03-15 2.500000 257815.00 166176.00 Agency Mortgage-Backed Securities FNMA 2025-06-16 2.360000 1075000.00 1084352.00 Agency Mortgage-Backed Securities FNMA 2025-09-01 4.000000 4000000.00 653056.00 Agency Mortgage-Backed Securities USTR 2022-05-15 1.750000 69300.00 72110.00 U.S. Treasuries (including strips) FNMA 2025-11-01 3.500000 18270.00 4358.00 Agency Mortgage-Backed Securities GNMA 2035-08-20 -99.000000 2999821.00 438495.00 Agency Mortgage-Backed Securities FNMA 2022-03-01 2.937930 5611.00 5310.00 Agency Mortgage-Backed Securities FNMA 2043-08-01 3.000000 250100.00 215528.00 Agency Mortgage-Backed Securities FNMA 2019-11-01 4.500000 21256412.00 911088.00 Agency Mortgage-Backed Securities First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0032 15000000.00 15000000.00 0.0215 N Y Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.3300% 0001503461 BNS116801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-05-31 1.500000 100.00 102.00 U.S. Treasuries (including strips) USTR 2019-04-30 1.250000 100.00 102.00 U.S. Treasuries (including strips) USTR 2017-04-30 0.875000 100.00 100.00 U.S. Treasuries (including strips) USTR 2018-04-30 0.750000 10253500.00 10306606.00 U.S. Treasuries (including strips) USTR 2023-07-15 0.375000 1585200.00 1693264.00 U.S. Treasuries (including strips) USTR 2023-05-31 1.625000 100.00 103.00 U.S. Treasuries (including strips) USTR 2018-04-15 0.125000 4380800.00 4592689.00 U.S. Treasuries (including strips) USTR 2018-08-31 1.500000 563900.00 580429.00 U.S. Treasuries (including strips) USTR 2020-07-31 2.000000 100.00 106.00 U.S. Treasuries (including strips) USTR 2018-04-15 0.750000 8150200.00 8197017.00 U.S. Treasuries (including strips) USTR 2017-05-15 4.500000 200.00 210.00 U.S. Treasuries (including strips) USTR 2017-01-31 0.875000 100.00 101.00 U.S. Treasuries (including strips) USTR 2017-04-15 0.125000 100.00 106.00 U.S. Treasuries (including strips) USTR 2018-09-15 1.000000 2400.00 2434.00 U.S. Treasuries (including strips) USTR 2018-12-31 1.500000 193200.00 197376.00 U.S. Treasuries (including strips) USTR 2022-04-30 1.750000 100.00 104.00 U.S. Treasuries (including strips) USTR 2017-03-15 0.750000 100.00 100.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 25000000.00 25000000.00 0.0359 N Y Y N BNP PARIBAS BNP Paribas, 0.3400% 0000872786 BNP216801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2027-08-15 0.000000 3300.00 2785.00 U.S. Treasuries (including strips) USTR 2027-11-15 0.000000 776915.00 642517.00 U.S. Treasuries (including strips) USTR 2019-11-30 1.500000 23047300.00 23664461.00 U.S. Treasuries (including strips) USTR 2020-11-15 2.625000 1213500.00 1310243.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0034 25000000.00 25000000.00 0.0359 N Y Y N CITIGROUP INC. Citigroup Global Markets, 0.3500% 0000831001 CGM116801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2017-04-15 0.125000 9617500.00 10177341.00 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 20002700.00 20522595.00 U.S. Treasuries (including strips) First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 30000000.00 30000000.00 0.0430 N Y Y N CREDIT AGRICOLE CIB NY Credit Agricole CIB NY, 0.3100% 0000033738 CRA116801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-02-15 2.000000 9692300.00 10332105.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0031 10000000.00 10000000.00 0.0143 N Y Y N DREYFUS TREASURY PRIME CASH MANAGEMENT Dreyfus Treasury Prime Cash Management Fund, Institutional Shares, 0.1800% 261941108 US2619411083 B44M162 Investment Company First Tier Security Moody's NR Standard & Poor's NR 2016-08-07 2016-08-07 2016-08-07 N N N 0.0018 160499.82 160499.82 0.0002 N N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5900% 3133EETJ9 US3133EETJ91 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-12 2017-09-12 2017-09-12 N N N 0.0059 7004354.00 7004354.00 0.0100 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5900% 313313DS4 US313313DS46 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-03-30 2017-03-30 2017-03-30 N N N 0.0059 2322809.62 2322809.62 0.0033 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.4780% 3133EE2E9 US3133EE2E99 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-25 2017-09-25 2017-09-25 N N N 0.0050 9988020.00 9988020.00 0.0143 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.6450% 3133EFT64 US3133EFT648 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-04 2018-04-04 2018-04-04 N N N 0.0066 3367109.86 3367109.86 0.0048 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5860% 3133EFDS3 US3133EFDS30 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-22 2017-09-22 2017-09-22 N N N 0.0057 9992470.00 9992470.00 0.0143 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.6000% 313313AC2 US313313AC21 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0060 2205909.29 2205909.29 0.0032 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5200% 3130A8NQ2 US3130A8NQ20 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-08 2017-07-07 2017-07-07 N N N 0.0052 9000432.00 9000432.00 0.0129 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4750% 3130A8K85 US3130A8K859 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-21 2016-11-21 2016-11-21 N N N 0.0047 19822041.46 19822041.46 0.0284 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5010% 3130A8HQ9 US3130A8HQ93 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-15 2017-03-15 2017-03-15 N N N 0.0050 5000805.00 5000805.00 0.0072 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4400% 313385AL0 US313385AL07 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-01-11 2017-01-11 2017-01-11 N N N 0.0044 3393380.20 3393380.20 0.0049 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4800% 313385BA3 US313385BA33 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-01-25 2017-01-25 2017-01-25 N N N 0.0048 10987968.99 10987968.99 0.0158 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6000% 313385CD6 US313385CD62 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-02-21 2017-02-21 2017-02-21 N N N 0.0060 4873344.39 4873344.39 0.0070 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4910% 3130A6BE6 US3130A6BE61 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-14 2017-02-14 2017-02-14 N N N 0.0054 10006310.00 10006310.00 0.0143 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6250% 3130A5EP0 US3130A5EP09 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-05-30 2017-05-30 2017-05-30 N N N 0.0072 6556527.32 6556527.32 0.0094 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4200% 313384G94 US313384G947 BYXJDV3 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-23 2016-09-23 2016-09-23 N N N 0.0042 16993710.00 16993710.00 0.0244 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4890% 3130A8GQ0 US3130A8GQ03 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-14 2017-03-14 2017-03-14 N N N 0.0051 6000612.00 6000612.00 0.0086 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5180% 3130A7YX7 US3130A7YX78 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-15 2017-06-15 2017-06-15 N N N 0.0052 8642972.16 8642972.16 0.0124 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6540% 3130A7WN1 US3130A7WN15 U.S. Government Agency Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-10-27 2017-10-27 2017-10-27 N N N 0.0065 4001852.00 4001852.00 0.0057 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4600% 313384E47 US313384E470 U.S. Government Agency Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-09-02 2016-09-02 2016-09-02 N N N 0.0046 7653292.93 7653292.93 0.0110 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3200% 313384F87 US313384F873 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-14 2016-09-14 2016-09-14 N N N 0.0032 9497083.50 9497083.50 0.0136 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4000% 313384G29 US313384G293 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-16 2016-09-16 2016-09-16 N N N 0.0040 12026138.37 12026138.37 0.0173 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5660% 3130A8RG0 US3130A8RG02 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-16 2017-10-16 2017-10-16 N N N 0.0057 5399676.00 5399676.00 0.0077 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4600% 313384D30 US313384D308 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-24 2016-08-24 2016-08-24 N N N 0.0046 8998623.00 8998623.00 0.0129 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4700% 313384E21 US313384E215 U.S. Government Agency Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-08-31 2016-08-31 2016-08-31 N N N 0.0047 18396320.00 18396320.00 0.0264 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3700% 313384L23 US313384L236 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-18 2016-10-18 2016-10-18 N N N 0.0037 16207705.24 16207705.24 0.0233 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4500% 313384M22 US313384M226 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-26 2016-10-26 2016-10-26 N N N 0.0045 4496611.50 4496611.50 0.0064 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4500% 313384P52 US313384P526 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-11-14 2016-11-14 2016-11-14 N N N 0.0045 9409835.82 9409835.82 0.0135 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4400% 313384U49 US313384U492 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-12-23 2016-12-23 2016-12-23 N N N 0.0044 4507776.00 4507776.00 0.0065 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4300% 3130A8Q48 US3130A8Q484 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-01-11 2017-01-11 2017-01-11 N N N 0.0047 4495590.00 4495590.00 0.0065 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4000% 313384K32 US313384K329 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-11 2016-10-11 2016-10-11 N N N 0.0040 3652478.05 3652478.05 0.0052 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.6150% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-21 2017-07-21 2017-07-21 N N N 0.0063 3403022.60 3403022.60 0.0049 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.6810% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-08 2018-03-08 2018-03-08 N N N 0.0068 4005740.00 4005740.00 0.0057 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4400% 313396F24 S6XOOCT0IEG5ABCC6L87 US313396F240 BZ0G3P8 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-08 2016-09-08 2016-09-08 N N N 0.0044 7278070.80 7278070.80 0.0104 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4000% 313396J61 S6XOOCT0IEG5ABCC6L87 US313396J614 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-06 2016-10-06 2016-10-06 N N N 0.0040 4996790.00 4996790.00 0.0072 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4500% 313396D34 S6XOOCT0IEG5ABCC6L87 US313396D344 BYZ3ND5 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-24 2016-08-24 2016-08-24 N N N 0.0045 14998215.00 14998215.00 0.0215 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4400% 313396B36 S6XOOCT0IEG5ABCC6L87 US313396B363 BYSQL26 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-08 2016-08-08 2016-08-08 N N N 0.0044 24999100.00 24999100.00 0.0359 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4300% 313396B77 S6XOOCT0IEG5ABCC6L87 US313396B777 BYTLG36 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-08-12 2016-08-12 2016-08-12 N N N 0.0043 7619565.66 7619565.66 0.0109 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.5900% 313396T37 S6XOOCT0IEG5ABCC6L87 US313396T373 BD0FY58 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-12-14 2016-12-14 2016-12-14 N N N 0.0059 13906674.70 13906674.70 0.0199 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4100% 313397AS0 US313397AS0 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-01-17 2017-01-17 2017-01-17 N N N 0.0041 3992356.00 3992356.00 0.0057 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4400% 313397BK6 US313397BK60 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-02-03 2017-02-03 2017-02-03 N N N 0.0044 8909702.11 8909702.11 0.0128 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.5100% 313397BZ3 S6XOOCT0IEG5ABCC6L87 US313397BZ30 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-02-17 2017-02-17 2017-02-17 N N N 0.0051 4708464.32 4708464.32 0.0068 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.6300% 313589GH0 B1V7KEBTPIMZEU4LTD58 US313589GH01 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-06-01 2017-06-01 2017-06-01 N N N 0.0063 1756355.03 1756355.03 0.0025 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.4920% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-08-16 2017-08-16 2017-08-16 N N N 0.0051 12524800.05 12524800.05 0.0180 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.4780% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-08-05 2017-10-05 2017-10-05 N N N 0.0049 4996995.00 4996995.00 0.0072 N N N N HSBC USA INC HSBC Securities (USA), Inc., 0.3300% 0000798290 HSB216801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2016-12-15 0.000000 110000.00 109878.00 U.S. Treasuries (including strips) USTR 2017-01-12 0.000000 2298000.00 2294388.00 U.S. Treasuries (including strips) USTR 2016-12-08 0.000000 2713200.00 2710381.00 U.S. Treasuries (including strips) USTR 2017-01-26 0.000000 1429000.00 1426386.00 U.S. Treasuries (including strips) USTR 2017-02-02 0.000000 5176000.00 5165759.00 U.S. Treasuries (including strips) USTR 2016-10-06 0.000000 1473000.00 1472338.00 U.S. Treasuries (including strips) USTR 2016-08-25 0.000000 1709000.00 1708801.00 U.S. Treasuries (including strips) USTR 2017-04-27 0.000000 1555000.00 1550062.00 U.S. Treasuries (including strips) USTR 2016-11-25 0.000000 1206400.00 1205389.00 U.S. Treasuries (including strips) USTR 2016-11-03 0.000000 1740000.00 1738819.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 19000000.00 19000000.00 0.0273 N Y Y N HSBC USA INC HSBC Securities (USA), Inc., 0.3100% 0000798290 HSB116801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-01-15 1.125000 17495000.00 20471643.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0031 20000000.00 20000000.00 0.0287 N Y Y N HSBC USA INC HSBC Securities (USA), Inc., 0.3100% 0000798290 HSB316801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-07-31 0.625000 1800000.00 1811746.00 U.S. Treasuries (including strips) USTR 2017-12-31 0.750000 3182500.00 3191420.00 U.S. Treasuries (including strips) USTR 2018-05-31 1.000000 2991700.00 3019339.00 U.S. Treasuries (including strips) USTR 2017-11-30 0.875000 3204000.00 3223925.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-05 2016-08-05 2016-08-05 N N N 0.0031 11000000.00 11000000.00 0.0158 N N Y N MIZUHO SECURITIES USA INC Mizuho Securities USA, Inc., 0.3600% 0001513006 MIZ116801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2017-03-02 0.000000 2968500.00 2961211.00 U.S. Treasuries (including strips) USTR 2017-02-28 0.500000 4644500.00 4665309.00 U.S. Treasuries (including strips) USTR 2017-03-30 0.000000 15356000.00 15314366.00 U.S. Treasuries (including strips) USTR 2017-03-15 0.750000 699000.00 704134.00 U.S. Treasuries (including strips) USTR 2017-03-31 3.250000 1817700.00 1889915.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0036 25000000.00 25000000.00 0.0359 N Y Y N MORGAN STANLEY & CO. LLC Morgan Stanley & Co. LLC, 0.2900% 0000895421 MSD216801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2020-06-30 1.625000 5747200.00 5917256.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0029 5800000.00 5800000.00 0.0083 N Y Y N MORGAN STANLEY & CO. LLC Morgan Stanley & Co. LLC, 0.2700% 0000895421 MSD116801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2016-09-30 1.000000 20000.00 20153.00 U.S. Treasuries (including strips) USTR 2019-08-15 3.625000 13906800.00 15555078.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0027 15000000.00 15000000.00 0.0215 N Y Y N ROYAL BANK OF CANADA Royal Bank of Canada, 0.3100% 0000352613 RBC116801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-02-15 2.000000 6779800.00 7225516.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0031 7000000.00 7000000.00 0.0100 N Y Y N SUMITOMO MITSUI TRUST HOLDINGS LTD Sumitomo Mitsui Trust Holdings Ltd., 0.3000% 0001022837 SMB116801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2044-05-15 3.375000 600.00 764.00 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 15109200.00 15501907.00 U.S. Treasuries (including strips) USTR 2037-02-15 4.750000 1921400.00 2972856.00 U.S. Treasuries (including strips) USTR 2016-11-03 0.000000 5984000.00 5979938.00 U.S. Treasuries (including strips) USTR 2018-09-30 1.375000 6167300.00 6313968.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 30000000.00 30000000.00 0.0430 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.3500% 0000947263 TOR116801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2018-08-15 4.000000 9392800.00 10382646.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 10000000.00 10000000.00 0.0143 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.3300% 0000947263 TOR216801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-12-31 2.125000 3700.00 3914.00 U.S. Treasuries (including strips) USTR 2016-11-30 0.500000 20370800.00 20413767.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0033 20000000.00 20000000.00 0.0287 N Y Y N US TREASURY SECURITIES U.S. Treasury Notes, 0.5920% 912828N97 US912828N977 BDHLR61 U.S. Treasury Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-08-01 2018-01-31 2018-01-31 N N N 0.0061 4008984.00 4008984.00 0.0057 N Y Y N US TREASURY SECURITIES U.S. Treasury Notes, 0.5100% 912828Q86 US912828Q863 U.S. Treasury Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-08-01 2018-04-30 2018-04-30 N N N 0.0050 6006600.00 6006600.00 0.0086 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.6200% 912796JP5 US912796JP55 BYZ89S7 U.S. Treasury Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-04-27 2017-04-27 2017-04-27 N N N 0.0062 8971605.00 8971605.00 0.0129 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.5200% 912796HE2 US912796HE27 BYSD5J2 U.S. Treasury Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-15 2016-09-15 2016-09-15 N N N 0.0052 26917864.88 26917864.88 0.0386 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.4700% 912796JD2 US912796JD26 BZCTT80 U.S. Treasury Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-08-04 2016-08-04 2016-08-04 N N N 0.0047 3999964.00 3999964.00 0.0057 N Y Y N Allianz Variable Insurance Products Trust 2016-08-17 /s/ Bashir C. Asad Bashir C. Asad Principal Financial Officer