N-MFP1 0001091439 XXXXXXXX 2016-09-30 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 37 93 345662457.04 349867021.54 376627737.35 396230349.90 398872745.12 431979118.33 429286138.72 443683200.32 446125058.91 448927712.73 0.5086 0.5149 0.5503 0.5768 0.5745 0.6356 0.6318 0.6483 0.6495 0.6466 270046.24 694245206.08 693762111.66 217718.61 414059.90 693835816.61 693803117.75 1.0000 0.0045 1.0003 1.0004 1.0003 1.0004 1.0004 C000027523 0.01 693835816.61 693803117.75 1.0003 1.0004 1.0003 1.0004 1.0004 26775973.55 31281633.26 2964177.43 2864513.91 16103017.84 11136646.76 4328164.76 1921011.25 14620336.52 7370530.72 45961107.91 53876748.65 0.0000 Y ALLIANZ INVESTMENT MANAGEMENT LLC, YIELD WAIVER, 125254.55; BANK OF MONTREAL Bank of Montreal, 0.4000% 0000009622 BMT216A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-06-30 1.000000 3000.00 3027.00 U.S. Treasuries (including strips) USTR 2016-12-15 0.000000 4999900.00 4998024.00 U.S. Treasuries (including strips) USTR 2018-04-30 0.625000 124700.00 125150.00 U.S. Treasuries (including strips) USTR 2019-03-31 1.500000 3729700.00 3791100.00 U.S. Treasuries (including strips) USTR 2019-05-15 0.875000 5696000.00 5736897.00 U.S. Treasuries (including strips) USTR 2023-07-31 1.250000 100.00 99.00 U.S. Treasuries (including strips) USTR 2043-05-15 2.875000 172500.00 195951.00 U.S. Treasuries (including strips) USTR 2020-08-15 8.750000 165000.00 217097.00 U.S. Treasuries (including strips) USTR 2042-11-15 2.750000 181100.00 201100.00 U.S. Treasuries (including strips) USTR 2020-08-31 2.125000 12900.00 13469.00 U.S. Treasuries (including strips) USTR 2021-07-15 0.625000 28000.00 31468.00 U.S. Treasuries (including strips) USTR 2026-08-15 1.500000 1200.00 1193.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0040 15000000.00 15000000.00 0.0216 N Y Y N BANK OF MONTREAL Bank of Montreal, 0.4200% 0000009622 BMT116A03 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2025-11-01 3.500000 11767.00 2655.00 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.500000 665969.00 389675.00 Agency Mortgage-Backed Securities FNMA 2046-03-01 3.500000 1175400.00 1206138.00 Agency Mortgage-Backed Securities FNMA 2022-03-01 2.912900 74000.00 73395.00 Agency Mortgage-Backed Securities FNMA 2025-09-01 2.795000 107035.00 111794.00 Agency Mortgage-Backed Securities FNMA 2025-09-01 4.000000 4000000.00 616059.00 Agency Mortgage-Backed Securities FNMA 2046-07-01 4.000000 3000.00 3292.00 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.500000 11509993.00 11891986.00 Agency Mortgage-Backed Securities FNMA 2022-03-01 2.937930 5400.00 5077.00 Agency Mortgage-Backed Securities FNMA 2019-11-01 4.500000 30062482.00 1152006.00 Agency Mortgage-Backed Securities First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0042 15000000.00 15000000.00 0.0216 N Y Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.4500% 0001503461 BNS216A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2018-05-31 0.875000 833000.00 839665.00 U.S. Treasuries (including strips) USTR 2018-09-30 1.375000 11859800.00 11995898.00 U.S. Treasuries (including strips) USTR 2017-03-31 1.000000 80000.00 80201.00 U.S. Treasuries (including strips) USTR 2022-07-15 0.125000 13532100.00 14503243.00 U.S. Treasuries (including strips) USTR 2022-12-31 2.125000 105800.00 111832.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0045 27000000.00 27000000.00 0.0389 N Y Y N BNP PARIBAS BNP Paribas, 0.4600% 0000872786 BNP316A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2039-11-15 0.000000 100.00 59.00 U.S. Treasuries (including strips) USTR 2018-12-31 1.500000 160600.00 164224.00 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 8245500.00 11824505.00 U.S. Treasuries (including strips) USTR 2021-11-15 0.000000 11442600.00 10759019.00 U.S. Treasuries (including strips) USTR 2028-11-15 0.000000 6062465.00 4810869.00 U.S. Treasuries (including strips) USTR 2033-05-15 0.000000 34.00 24.00 U.S. Treasuries (including strips) USTR 2016-10-06 0.000000 100.00 100.00 U.S. Treasuries (including strips) USTR 2027-11-15 6.125000 2034900.00 3049217.00 U.S. Treasuries (including strips) First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0046 30000000.00 30000000.00 0.0432 N Y Y N CITIGROUP INC. Citigroup Global Markets, 0.5200% 0000831001 CGM116A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-08-15 0.750000 23173600.00 23137351.00 U.S. Treasuries (including strips) USTR 2021-03-31 2.250000 7111300.00 7457647.00 U.S. Treasuries (including strips) First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 30000000.00 30000000.00 0.0432 N Y Y N DREYFUS TREASURY PRIME CASH MANAGEMENT Dreyfus Treasury Prime Cash Management Fund, Institutional Shares, 0.1600% 261941108 US2619411083 B44M162 Investment Company First Tier Security Moody's NR Standard & Poor's NR 2016-10-07 2016-10-07 2016-10-07 N N N 0.0016 270046.24 270046.24 0.0004 N N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.6000% 313313HZ4 US313313HZ43 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-07-11 2017-07-11 2017-07-11 N N N 0.0060 4506633.03 4506633.03 0.0065 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 2208475.10 2208475.10 0.0032 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 2325507.76 2325507.76 0.0033 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.7100% 3133EFT64 US3133EFT648 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-04 2018-04-04 2018-04-04 N N N 0.0071 3372456.84 3372456.84 0.0048 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+ 2016-10-25 2017-09-25 2017-09-25 N N N 0.0053 10001140.00 10001140.00 0.0144 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.7600% 3133EETJ9 US3133EETJ91 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-12-12 2017-09-12 2017-09-12 N N N 0.0076 7013552.00 7013552.00 0.0101 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5600% 3133EFDS3 US3133EFDS30 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-24 2017-09-22 2017-09-22 N N N 0.0056 10003230.00 10003230.00 0.0144 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 3397450.00 3397450.00 0.0049 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 4512358.72 4512358.72 0.0065 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 14497593.95 14497593.95 0.0209 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4500% 313385BJ4 US313385BJ4 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-02-02 2017-02-02 2017-02-02 N N N 0.0045 2617070.84 2617070.84 0.0038 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 4878683.70 4878683.70 0.0070 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 3989268.00 3989268.00 0.0057 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 4869189.00 4869189.00 0.0070 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 7036278.29 7036278.29 0.0101 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3400% 313384R50 US313384R50 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-11-30 2016-11-30 2016-11-30 N N N 0.0034 6797592.80 6797592.80 0.0098 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5400% 3130A8HQ9 US3130A8HQ93 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-17 2017-03-15 2017-03-15 N N N 0.0054 5003050.00 5003050.00 0.0072 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5600% 3130A8GQ0 US3130A8GQ03 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-14 2017-03-14 2017-03-14 N N N 0.0056 6003438.00 6003438.00 0.0086 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5700% 3130A8NQ2 US3130A8NQ20 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-07 2017-07-07 2017-07-07 N N N 0.0057 9008154.00 9008154.00 0.0130 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5200% 3130A8K85 US3130A8K859 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-21 2016-11-21 2016-11-21 N N N 0.0052 19824221.66 19824221.66 0.0286 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 10008400.00 10008400.00 0.0144 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 6556120.91 6556120.91 0.0094 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7100% 3130A7YX7 US3130A7YX78 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-12-15 2017-06-15 2017-06-15 N N N 0.0071 8652009.60 8652009.60 0.0125 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 4007204.00 4007204.00 0.0058 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 4495635.00 4495635.00 0.0065 N N N 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 16218718.62 16218718.62 0.0234 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 3654846.49 3654846.49 0.0053 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 9417579.06 9417579.06 0.0136 N N Y 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 4499455.50 4499455.50 0.0065 N N Y 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+ 2016-11-07 2018-02-05 2018-02-05 N N N 0.0067 4004908.00 4004908.00 0.0058 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6100% 3130A8RG0 US3130A8RG02 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-17 2017-10-16 2017-10-16 N N N 0.0061 5405518.80 5405518.80 0.0078 N N N 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 3971881.78 3971881.78 0.0057 N N N 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 2001440.00 2001440.00 0.0029 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.7300% 3137EADL0 US3137EADL04 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-09-29 2017-09-29 2017-09-29 N N N 0.0073 4744738.68 4744738.68 0.0068 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.8600% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-12-08 2018-03-08 2018-03-08 N N N 0.0086 4013892.00 4013892.00 0.0058 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 4714071.68 4714071.68 0.0068 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.6800% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-21 2017-07-21 2017-07-21 N N N 0.0068 3404158.20 3404158.20 0.0049 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 8919935.89 8919935.89 0.0129 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 3996820.00 3996820.00 0.0058 N N N 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 4999920.00 4999920.00 0.0072 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 13917759.00 13917759.00 0.0200 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 1759329.05 1759329.05 0.0025 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.5500% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-10-17 2017-08-16 2017-08-16 N N N 0.0055 12533408.16 12533408.16 0.0181 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.4900% 31359M4D2 US31359M4D26 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-02-13 2017-02-13 2017-02-13 N N N 0.0049 1306076.57 1306076.57 0.0019 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.5500% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2016-10-05 2017-10-05 2017-10-05 N N N 0.0055 5001600.00 5001600.00 0.0072 N N N N HSBC USA INC HSBC Securities (USA), Inc., 0.4700% 0000798290 HSB116A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-09-30 1.375000 19405000.00 19332144.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-07 2016-10-07 2016-10-07 N N N 0.0047 19000000.00 19000000.00 0.0274 N Y Y N HSBC USA INC HSBC Securities (USA), Inc., 0.4200% 0000798290 HSB316A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-07-15 1.875000 9240000.00 11267072.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0042 11000000.00 11000000.00 0.0159 N N Y N HSBC USA INC HSBC Securities (USA), Inc., 0.4500% 0000798290 HSB216A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-07-15 1.875000 16795000.00 20479487.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0045 20000000.00 20000000.00 0.0288 N Y Y N MIZUHO SECURITIES USA INC Mizuho Securities USA, Inc., 0.5000% 0001513006 MIZ116A03 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2022-12-27 1.875000 15000.00 15161.00 Agency Mortgage-Backed Securities FNMA 2026-05-18 2.600000 75000.00 76459.00 Agency Mortgage-Backed Securities FNMA 2026-02-24 2.850000 50000.00 50502.00 Agency Mortgage-Backed Securities FNMA 2027-09-22 2.320000 4520000.00 4509198.00 Agency Mortgage-Backed Securities FNMA 2024-09-15 2.875000 13931000.00 15105601.00 Agency Mortgage-Backed Securities FNMA 2025-04-21 2.540000 300000.00 307149.00 Agency Mortgage-Backed Securities FNMA 2022-09-29 1.400000 10524000.00 10529216.00 Agency Mortgage-Backed Securities First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 30000000.00 30000000.00 0.0432 N Y Y N MORGAN STANLEY (TICKER: MS US) Morgan Stanley & Co. LLC, 0.2700% 0000895421 MSD116A03 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2026-02-15 1.625000 15177200.00 15267213.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0027 15000000.00 15000000.00 0.0216 N Y Y N MORGAN STANLEY (TICKER: MS US) Morgan Stanley & Co. LLC, 0.2900% 0000895421 MSD216A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FNMA 2017-05-01 6.500000 4872.00 6.00 Agency Mortgage-Backed Securities USTR 2020-03-31 1.125000 1999900.00 2009963.00 U.S. Treasuries (including strips) USTR 2019-10-31 1.500000 48900.00 50375.00 U.S. Treasuries (including strips) USTR 2019-08-15 3.625000 11976500.00 13018928.00 U.S. Treasuries (including strips) FNMA 2036-02-01 6.000000 1025.00 20.00 Agency Mortgage-Backed Securities FNMA 2043-11-01 4.500000 1933.00 1016.00 Agency Mortgage-Backed Securities FNMA 2018-03-01 5.500000 52395.00 680.00 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.500000 1800.00 1790.00 Agency Mortgage-Backed Securities FNMA 2019-12-01 5.500000 4008.00 80.00 Agency Mortgage-Backed Securities FNMA 2020-01-01 5.500000 88000.00 2294.00 Agency Mortgage-Backed Securities USTR 2017-05-15 4.500000 148000.00 156600.00 U.S. Treasuries (including strips) USTR 2017-02-28 3.000000 100.00 101.00 U.S. Treasuries (including strips) FNMA 2017-08-28 0.875000 4780000.00 4790297.00 Agency Mortgage-Backed Securities USTR 2018-05-31 1.000000 4300.00 4346.00 U.S. Treasuries (including strips) FNMA 2017-11-15 0.000000 2000.00 1982.00 Agency Mortgage-Backed Securities USTR 2017-07-31 0.625000 100.00 100.00 U.S. Treasuries (including strips) FNMA 2045-12-01 3.500000 1411.00 1357.00 Agency Mortgage-Backed Securities USTR 2021-07-31 1.125000 40000.00 40097.00 U.S. Treasuries (including strips) USTR 2017-04-15 0.125000 10082300.00 10725280.00 U.S. Treasuries (including strips) FNMA 2038-04-01 5.000000 31.00 2.00 Agency Mortgage-Backed Securities USTR 2018-03-15 1.000000 8700.00 8741.00 U.S. Treasuries (including strips) FNMA 2018-10-01 7.000000 2507.00 2.00 Agency Mortgage-Backed Securities FNMA 2018-04-01 6.500000 30001.00 16.00 Agency Mortgage-Backed Securities FNMA 2017-07-01 6.500000 262746.00 835.00 Agency Mortgage-Backed Securities FNMA 2020-10-01 4.500000 2309.00 42.00 Agency Mortgage-Backed Securities FNMA 2018-03-01 4.500000 5133.00 52.00 Agency Mortgage-Backed Securities USTR 2023-07-31 1.250000 34000.00 33787.00 U.S. Treasuries (including strips) FNMA 2046-09-20 -99.000000 4325.00 4465.00 Agency Mortgage-Backed Securities USTR 2016-10-31 1.000000 100.00 100.00 U.S. Treasuries (including strips) FNMA 2018-09-01 4.500000 1067.00 22.00 Agency Mortgage-Backed Securities FNMA 2043-11-01 3.500000 1247.00 875.00 Agency Mortgage-Backed Securities USTR 2017-02-28 0.875000 7000.00 7023.00 U.S. Treasuries (including strips) USTR 2023-08-15 2.500000 100.00 107.00 U.S. Treasuries (including strips) USTR 2026-02-15 1.625000 15177200.00 15267213.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0029 30200000.00 30200000.00 0.0435 N Y Y N ROYAL BANK OF CANADA Royal Bank of Canada, 0.4700% 0000352613 RBC116A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-08-31 1.625000 6978000.00 7144586.00 U.S. Treasuries (including strips) USTR 2021-05-31 1.375000 9445600.00 9636135.00 U.S. Treasuries (including strips) USTR 2018-01-15 0.875000 13794000.00 13873995.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0047 30000000.00 30000000.00 0.0432 N Y Y N ROYAL BANK OF CANADA Royal Bank of Canada, 0.4900% 0000352613 RBC216A03 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2046-09-01 3.500000 12579447.00 13332259.00 Agency Mortgage-Backed Securities FNMA 2042-06-01 4.000000 8315.00 6468.00 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 11609544.00 12478207.00 Agency Mortgage-Backed Securities First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 25000000.00 25000000.00 0.0360 N Y Y N SUMITOMO MITSUI TRUST HOLDINGSLTD Sumitomo Mitsui, 0.4000% 0001022837 SMB116A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-11-15 2.250000 100.00 107.00 U.S. Treasuries (including strips) USTR 2027-02-15 6.625000 9596000.00 14356696.00 U.S. Treasuries (including strips) USTR 2024-07-15 0.125000 16100.00 16561.00 U.S. Treasuries (including strips) USTR 2025-05-15 2.125000 7000.00 7431.00 U.S. Treasuries (including strips) USTR 2022-07-15 0.125000 1102300.00 1181408.00 U.S. Treasuries (including strips) USTR 2021-06-30 1.125000 100.00 100.00 U.S. Treasuries (including strips) USTR 2037-02-15 4.750000 395300.00 578752.00 U.S. Treasuries (including strips) USTR 2019-02-15 2.750000 900.00 947.00 U.S. Treasuries (including strips) USTR 2019-01-15 2.125000 5955500.00 7168583.00 U.S. Treasuries (including strips) USTR 2017-06-30 0.625000 219400.00 220135.00 U.S. Treasuries (including strips) USTR 2021-10-31 2.000000 457900.00 483482.00 U.S. Treasuries (including strips) USTR 2042-08-15 2.750000 6002400.00 6588981.00 U.S. Treasuries (including strips) USTR 2045-08-15 2.875000 100.00 112.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0040 30000000.00 30000000.00 0.0432 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.5000% 0000947263 TOR116A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-03-31 1.000000 22051000.00 22106457.00 U.S. Treasuries (including strips) USTR 2018-08-31 0.750000 2016700.00 2018927.00 U.S. Treasuries (including strips) USTR 2023-01-31 1.750000 1333700.00 1373000.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 25000000.00 25000000.00 0.0360 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.5200% 0000947263 TOR216A03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-11-15 2.250000 9550900.00 10245320.00 U.S. Treasuries (including strips) First Tier Security Moody's NR Standard & Poor's A-1+ 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 10000000.00 10000000.00 0.0144 N Y Y N US TREASURY SECURITIES U.S. Treasury Notes, 0.5400% 912828N97 US912828N977 BDHLR61 U.S. Treasury Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-10-03 2018-01-31 2018-01-31 N N N 0.0054 4009736.00 4009736.00 0.0058 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.5500% 912796KN8 US912796KN88 U.S. Treasury Debt First Tier Security Moody's Aaa Standard & Poor's A-1+ 2017-03-16 2017-03-16 2017-03-16 N N N 0.0055 6687437.50 6687437.50 0.0096 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 8976015.00 8976015.00 0.0129 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 8986320.00 8986320.00 0.0129 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.1200% 912796JN0 US912796JN08 U.S. Treasury Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-10-06 2016-10-06 2016-10-06 N N N 0.0012 13039882.64 13039882.64 0.0188 N Y Y N US TREASURY SECURITIES U.S. Treasury Notes, 0.4400% 912828Q86 US912828Q863 U.S. Treasury Debt First Tier Security Moody's P 1 Standard & Poor's A-1+ 2016-10-03 2018-04-30 2018-04-30 N N N 0.0044 6004998.00 6004998.00 0.0086 N Y Y N Allianz Variable Insurance Products Trust 2016-10-04 /s/ Bashir C. Asad Bashir C. Asad Principal Financial Officer