N-MFP1 0001091439 XXXXXXXX 2016-08-31 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 36 97 333868547.91 326672883.52 323176608.02 335680332.53 448341978.89 442334760.84 455107765.80 443519870.78 0.4817 0.4782 0.4706 0.4907 0.6469 0.6475 0.6627 0.6484 170143.69 711114248.65 710804372.33 224690.35 9401864.19 701797342.18 701718758.49 1.0000 0.0042 1.0003 1.0003 1.0003 1.0003 C000027523 0.01 701797342.18 701718758.49 1.0003 1.0003 1.0003 1.0003 4345432.67 6360829.24 2673994.28 10265876.66 4264528.51 726790.23 2129148.92 4987347.59 27911020.05 23038430.97 0.0000 Y ALLIANZ INVESTMENT MANAGEMENT LLC, YIELD WAIVER, 142701.76; BANK OF MONTREAL Bank of Montreal, 0.3000% 0000009622 BMT116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-06-15 0.875000 5000000.00 5028798.00 U.S. Treasuries (including strips) USTR 2019-08-15 0.750000 2192000.00 2183676.00 U.S. Treasuries (including strips) USTR 2020-11-30 2.000000 100.00 105.00 U.S. Treasuries (including strips) USTR 2018-07-15 1.375000 228500.00 265399.00 U.S. Treasuries (including strips) USTR 2022-02-28 1.750000 4000.00 4099.00 U.S. Treasuries (including strips) USTR 2018-08-15 4.000000 2559100.00 2730446.00 U.S. Treasuries (including strips) USTR 2019-06-30 1.000000 3000.00 3019.00 U.S. Treasuries (including strips) USTR 2019-06-15 0.875000 500.00 502.00 U.S. Treasuries (including strips) USTR 2017-03-31 3.250000 1000.00 1043.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0030 10000000.00 10000000.00 0.0142 N Y Y N BANK OF MONTREAL Bank of Montreal, 0.3200% 0000009622 BMT216901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2046-04-01 3.500000 11588847.00 12306803.00 Agency Mortgage-Backed Securities USTR 2029-01-15 2.500000 4000.00 5713.00 U.S. Treasuries (including strips) FNMA 2030-05-01 3.000000 912820.00 836922.00 Agency Mortgage-Backed Securities FNMA 2045-09-01 3.500000 95300.00 96623.00 Agency Mortgage-Backed Securities FNMA 2022-03-01 2.927590 496425.00 484539.00 Agency Mortgage-Backed Securities FNMA 2043-08-01 3.000000 237700.00 185062.00 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.000000 24500.00 24797.00 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.500000 26000.00 19470.00 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.000000 4204.00 4269.00 Agency Mortgage-Backed Securities GNMA 2019-11-01 4.500000 21256412.00 863184.00 Agency Mortgage-Backed Securities USTR 2017-04-30 0.500000 647100.00 648970.00 U.S. Treasuries (including strips) FNMA 2025-09-01 4.000000 4000000.00 636461.00 Agency Mortgage-Backed Securities FNMA 2046-07-01 4.000000 3000.00 3289.00 Agency Mortgage-Backed Securities FNMA 2025-11-01 3.500000 15767.00 3656.00 Agency Mortgage-Backed Securities USTR 2021-12-31 2.125000 355100.00 373472.00 U.S. Treasuries (including strips) USTR 2024-01-15 0.625000 2900.00 3121.00 U.S. Treasuries (including strips) USTR 2019-06-30 1.000000 700.00 704.00 U.S. Treasuries (including strips) FNMA 2046-03-01 4.000000 14600.00 14951.00 Agency Mortgage-Backed Securities GNMA 2036-10-20 -99.000000 95152.00 9129.00 Agency Mortgage-Backed Securities USTR 2026-01-15 2.000000 700.00 995.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 16000000.00 16000000.00 0.0228 N Y Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.3200% 0001503461 BNS116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-12-31 1.750000 2800.00 2888.00 U.S. Treasuries (including strips) USTR 2022-04-30 1.750000 9603800.00 9945825.00 U.S. Treasuries (including strips) USTR 2017-01-15 2.375000 5806700.00 7026014.00 U.S. Treasuries (including strips) USTR 2017-05-31 2.750000 100.00 103.00 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 10233500.00 10644040.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 27000000.00 27000000.00 0.0385 N Y Y N BNP PARIBAS BNP Paribas, 0.3100% 0000872786 BNP116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2044-11-15 0.000000 496300.00 258885.00 U.S. Treasuries (including strips) USTR 2044-02-15 3.625000 22574800.00 29417657.00 U.S. Treasuries (including strips) USTR 2023-08-31 1.375000 121500.00 120992.00 U.S. Treasuries (including strips) USTR 2040-05-15 0.000000 1379800.00 819077.00 U.S. Treasuries (including strips) USTR 2042-11-15 0.000000 120300.00 66297.00 U.S. Treasuries (including strips) First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0031 30000000.00 30000000.00 0.0427 N Y Y N CITIGROUP INC. Citigroup Global Markets, 0.3400% 0000831001 CGM116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-03-31 3.250000 13921800.00 14519181.00 U.S. Treasuries (including strips) USTR 2018-02-15 3.500000 15634600.00 16305225.00 U.S. Treasuries (including strips) First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 30000000.00 30000000.00 0.0427 N Y Y N CREDIT AGRICOLE Credit Agricole Cib NY, 0.3200% 0000033738 CRA116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-10-31 1.500000 9986200.00 10255115.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 10000000.00 10000000.00 0.0142 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 2016-09-07 2016-09-07 2099-12-31 N N N 0.0018 170143.69 170143.69 0.0002 N N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.6800% 3133EFT64 US3133EFT648 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-04 2018-04-04 2018-04-04 N N N 0.0068 3368893.31 3368893.31 0.0048 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 2206954.62 2206954.62 0.0031 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 2323748.61 2323748.61 0.0033 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5700% 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 0.0057 7010283.00 7010283.00 0.0100 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5300% 3133EE2E9 US3133EE2E99 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-25 2017-09-25 2017-09-25 N N N 0.0053 9993170.00 9993170.00 0.0142 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5300% 3133EFDS3 US3133EFDS30 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-22 2017-09-22 2017-09-22 N N N 0.0053 10000670.00 10000670.00 0.0142 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 3395012.20 3395012.20 0.0048 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 4510182.50 4510182.50 0.0064 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 4497939.00 4497939.00 0.0064 N N Y 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 9413999.46 9413999.46 0.0134 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4700% 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 0.0047 14486464.78 14486464.78 0.0206 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4800% 313385BX3 US313385BX36 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-02-15 2017-02-15 2017-02-15 N N N 0.0048 7030621.16 7030621.16 0.0100 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 4874673.11 4874673.11 0.0069 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4700% 313385BS4 US313385BS41 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-02-10 2017-02-10 2017-02-10 N N N 0.0047 4865347.50 4865347.50 0.0069 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5500% 313385FA9 US313385FA96 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-05-01 2017-05-01 2017-05-01 N N N 0.0055 3986016.00 3986016.00 0.0057 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4900% 3130A8K85 US3130A8K859 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-21 2016-11-21 2016-11-21 N N N 0.0049 19825252.30 19825252.30 0.0282 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5300% 3130A8HQ9 US3130A8HQ93 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-15 2017-03-15 2017-03-15 N N N 0.0053 5001725.00 5001725.00 0.0071 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4700% 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 4494735.00 4494735.00 0.0064 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5500% 3130A8NQ2 US3130A8NQ20 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-07 2017-07-07 2017-07-07 N N N 0.0055 9004239.00 9004239.00 0.0128 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5400% 3130A8GQ0 US3130A8GQ03 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-14 2017-03-14 2017-03-14 N N N 0.0054 6001758.00 6001758.00 0.0085 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7300% 3130A6BE6 US3130A6BE61 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-11-14 2017-02-14 2017-02-14 N N N 0.0073 10009930.00 10009930.00 0.0142 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7200% 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 6555576.84 6555576.84 0.0093 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5200% 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 8648449.92 8648449.92 0.0123 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6600% 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 0.0066 4006584.00 4006584.00 0.0057 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5900% 3130A8RG0 US3130A8RG02 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-16 2017-10-16 2017-10-16 N N N 0.0059 5404509.00 5404509.00 0.0077 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4700% 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 0.0047 16997297.00 16997297.00 0.0242 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 12028700.76 12028700.76 0.0171 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 16213641.76 16213641.76 0.0231 N N Y 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 3653782.88 3653782.88 0.0052 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3700% 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 0.0037 9499107.00 9499107.00 0.0135 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6100% 3130A8Z71 US3130A8Z717 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-11-08 2017-11-08 2017-11-08 N N N 0.0061 2000560.00 2000560.00 0.0028 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6700% 3130A8YC1 US3130A8YC15 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-11-05 2018-02-05 2018-02-05 N N N 0.0067 4002420.00 4002420.00 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 Aaa Standard & Poor's A-1+ 2016-09-02 2016-09-02 2016-09-02 N N N 0.0046 7654946.42 7654946.42 0.0109 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5800% 3130A96X4 US3130A96X45 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-11-25 2017-08-25 2017-08-25 N N N 0.0058 3969217.91 3969217.91 0.0057 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.6800% 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 4011480.00 4011480.00 0.0057 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 3993868.00 3993868.00 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 8913086.58 8913086.58 0.0127 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 4710248.48 4710248.48 0.0067 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 7279628.72 7279628.72 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 4998540.00 4998540.00 0.0071 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 13911325.65 13911325.65 0.0198 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.6500% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-09-21 2017-07-21 2017-07-21 N N N 0.0065 3403668.60 3403668.60 0.0048 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 1757772.33 1757772.33 0.0025 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.5200% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-09-05 2017-10-05 2017-10-05 N N N 0.0052 4998295.00 4998295.00 0.0071 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.5300% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-09-16 2017-08-16 2017-08-16 N N N 0.0053 12528960.01 12528960.01 0.0179 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 4.9000% 31359M4D2 US31359M4D26 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's AA+ 2017-02-13 2017-02-13 2017-02-13 N N N 0.0049 1311000.69 1311000.69 0.0019 N N N N HSBC USA INC HSBC Securities (USA), Inc., 0.3100% 0000798290 HSB216901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2045-11-15 3.000000 362000.00 428500.00 U.S. Treasuries (including strips) USTR 2042-11-15 0.000000 30805000.00 16976636.00 U.S. Treasuries (including strips) USTR 2025-08-15 2.000000 1900000.00 1973221.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0031 19000000.00 19000000.00 0.0271 N Y Y N HSBC USA INC HSBC Securities (USA), Inc., 0.2900% 0000798290 HSB116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-01-15 2.375000 16910000.00 20460828.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0029 20000000.00 20000000.00 0.0285 N Y Y N HSBC USA INC HSBC Securities (USA), Inc., 0.2900% 0000798290 HSB116829 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-01-15 2.375000 9300000.00 11252851.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-02 2016-09-02 2016-09-02 N N N 0.0029 11000000.00 11000000.00 0.0157 N N Y N MIZUHO SECURITIES USA INC Mizuho Securities USA, Inc., 0.3400% 0001513006 MIZ116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-09-15 1.000000 1552000.00 1571244.00 U.S. Treasuries (including strips) USTR 2017-08-31 1.875000 5845200.00 5914311.00 U.S. Treasuries (including strips) USTR 2017-08-31 0.625000 7475000.00 7471745.00 U.S. Treasuries (including strips) USTR 2017-09-30 1.875000 892000.00 917536.00 U.S. Treasuries (including strips) USTR 2017-09-30 0.625000 14710100.00 14775994.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 30000000.00 30000000.00 0.0427 N Y Y N MORGAN STANLEY (TICKER: MS US) Morgan Stanley & Co. LLC, 0.2900% 0000895421 MSD216901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-03-31 1.000000 11326100.00 11451541.00 U.S. Treasuries (including strips) USTR 2019-11-30 1.000000 15430700.00 15524857.00 U.S. Treasuries (including strips) USTR 2023-05-15 1.750000 939600.00 969476.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0029 27300000.00 27300000.00 0.0389 N Y Y N MORGAN STANLEY (TICKER: MS US) Morgan Stanley & Co. LLC, 0.2700% 0000895421 MSD116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-05-15 8.750000 100.00 134.00 U.S. Treasuries (including strips) USTR 2039-08-15 4.500000 100.00 145.00 U.S. Treasuries (including strips) USTR 2027-11-15 6.125000 2061500.00 3085126.00 U.S. Treasuries (including strips) USTR 2037-05-15 5.000000 6115300.00 9503602.00 U.S. Treasuries (including strips) USTR 2017-09-30 1.875000 10000.00 10286.00 U.S. Treasuries (including strips) USTR 2027-08-15 6.375000 1915200.00 2843114.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0027 15000000.00 15000000.00 0.0214 N Y Y N ROYAL BANK OF CANADA Royal Bank of Canada, 0.3000% 0000352613 RBC116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-09-30 1.000000 7080900.00 7155004.00 U.S. Treasuries (including strips) USTR 2018-04-15 0.125000 18700.00 19607.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0030 7000000.00 7000000.00 0.0100 N Y Y N ROYAL BANK OF CANADA Royal Bank of Canada, 0.3200% 0000352613 RBC216901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2043-10-20 4.000000 5211041.00 2606470.00 Agency Mortgage-Backed Securities GNMA 2043-11-20 4.000000 19164785.00 9792233.00 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 12579447.00 13336759.00 Agency Mortgage-Backed Securities First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 25000000.00 25000000.00 0.0356 N Y Y N SUMITOMO MITSUI TRUST HOLDINGSLTD Sumitomo Mitsui, 0.2800% 0001022837 SMB116901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-03-31 1.625000 3978500.00 4109134.00 U.S. Treasuries (including strips) USTR 2022-02-15 2.000000 7849800.00 8165424.00 U.S. Treasuries (including strips) USTR 2044-02-15 3.625000 14117900.00 18397307.00 U.S. Treasuries (including strips) USTR 2021-11-15 2.000000 14700.00 15433.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0028 30000000.00 30000000.00 0.0427 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.3400% 0000947263 TOR116901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2016-09-22 0.000000 10119400.00 10118190.00 U.S. Treasuries (including strips) FNMA 2019-07-19 0.875000 47000.00 46898.00 Agency Mortgage-Backed Securities FNMA 2019-06-21 1.125000 35000.00 35289.00 Agency Mortgage-Backed Securities First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 10000000.00 10000000.00 0.0142 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.3200% 0000947263 TOR216901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2016-11-30 2.750000 12998600.00 13256432.00 U.S. Treasuries (including strips) USTR 2017-11-30 2.250000 7064000.00 7277788.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 20000000.00 20000000.00 0.0285 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 8972856.00 8972856.00 0.0128 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.4900% 912796JE0 US912796JE09 U.S. Treasury Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-03-02 2017-03-02 2017-03-02 N N N 0.0049 8979129.00 8979129.00 0.0128 N Y Y N US TREASURY SECURITIES U.S. Treasury Notes, 0.6300% 912828N97 US912828N977 BDHLR61 U.S. Treasury Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-09-01 2018-01-31 2018-01-31 N N N 0.0063 4008656.00 4008656.00 0.0057 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 26922899.85 26922899.85 0.0384 N Y Y N US TREASURY SECURITIES U.S. Treasury Notes, 0.5200% 912828Q86 US912828Q863 U.S. Treasury Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-09-01 2018-04-30 2018-04-30 N N N 0.0052 6006282.00 6006282.00 0.0086 N Y Y N Allianz Variable Insurance Products Trust 2016-09-07 /s/ Bashir C. Asad Bashir C. Asad Principal Financial Officer