N-MFP2 0001091439 XXXXXXXX 2016-12-31 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 Exempt Government N 37 82 272356475.49 253159088.06 246661700.62 213664313.19 219876815.27 408509524.95 417575186.84 412883332.62 391795856.21 406610848.67 0.3984 0.3781 0.3769 0.3274 0.3341 0.5975 0.6236 0.6308 0.6003 0.6178 5179014.76 658159322.04 658010427.43 197302.83 383235.00 663003510.02 662970786.25 1.0000 0.0055 1.0003 1.0003 1.0003 1.0003 1.0003 C000027523 0.01 663003510.02 662970786.25 1.0003 1.0003 1.0003 1.0003 1.0003 6268126.38 10361170.15 1127706.72 14912422.05 2553119.18 17688517.57 2593737.78 4521764.19 9348972.38 3885988.84 18478512.92 50359528.63 0.0000 Y Allianz Investment Management LLC, Yield Support, 64140.67; BANK OF MONTREAL Bank of Montreal, 0.5000% BMT117103 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2025-09-01 4.000000 4000000.00 570561.00 Agency Mortgage-Backed Securities FNMA 2025-09-01 2.795000 107035.00 104144.00 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.500000 664629.00 356002.00 Agency Mortgage-Backed Securities USTR 2023-01-31 1.750000 344700.00 340876.00 U.S. Treasuries (including strips) USTR 2025-11-15 2.250000 1207600.00 1194406.00 U.S. Treasuries (including strips) USTR 2030-05-15 0.000000 2803891.00 1913095.00 U.S. Treasuries (including strips) USTR 2037-05-15 5.000000 1670500.00 2253206.00 U.S. Treasuries (including strips) USTR 2045-11-15 3.000000 458500.00 453007.00 U.S. Treasuries (including strips) USTR 2042-08-15 2.750000 786000.00 754195.00 U.S. Treasuries (including strips) USTR 2046-02-15 2.500000 3260100.00 2940656.00 U.S. Treasuries (including strips) USTR 2017-11-15 4.250000 49500.00 51472.00 U.S. Treasuries (including strips) USTR 2019-02-28 1.500000 860800.00 873831.00 U.S. Treasuries (including strips) USTR 2026-01-15 2.000000 304200.00 422447.00 U.S. Treasuries (including strips) USTR 2023-07-31 1.250000 2073700.00 1967830.00 U.S. Treasuries (including strips) USTR 2020-06-30 1.875000 1136700.00 1167571.00 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 1035100.00 1078686.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 16000000.00 16000000.00 0.0241 N Y Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 0.5000% BNS217103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-12-31 1.750000 881400.00 895480.00 U.S. Treasuries (including strips) USTR 2021-08-15 2.125000 1138600.00 1165735.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 25000000.00 25000000.00 0.0377 N Y Y N BNP PARIBAS BNP Paribas, 0.5000% BNP217103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-08-15 0.000000 13560.00 12342.00 U.S. Treasuries (including strips) USTR 2019-04-15 0.125000 1300.00 1357.00 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 13725200.00 14303137.00 U.S. Treasuries (including strips) USTR 2021-11-15 0.000000 4499800.00 4078484.00 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 20000000.00 20000000.00 0.0302 N Y Y N CITIGROUP INC. Citigroup Global Markets, 0.5300% CGM117103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-06-30 2.125000 20049200.00 20658386.00 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0053 20000000.00 20000000.00 0.0302 N Y Y N DREYFUS TREASURY PRIME CASH MANAGEMENT Dreyfus Treasury Prime Cash Management Fund, Institutional Shares, 0.3100% 261941108 US2619411083 B44M162 Investment Company Y Moody's NR Standard & Poor's NR 2017-01-07 2017-01-07 2017-01-07 N N N 0.0030 104575.97 104575.97 0.0002 N N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.6000% 313313AC2 US313313AC21 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0060 2210000.03 2210000.03 0.0033 N Y Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.6900% 313313MH8 US313313MH89 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-09-29 2017-09-29 2017-09-29 N N N 0.0069 3369063.42 3369063.42 0.0051 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.6000% 313313HZ4 US313313HZ43 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-07-11 2017-07-11 2017-07-11 N N N 0.0060 4511221.38 4511221.38 0.0068 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.5900% 313313DS4 US313313DS46 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-03-30 2017-03-30 2017-03-30 N N N 0.0059 2327106.14 2327106.14 0.0035 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.7600% 3133EFDS3 US3133EFDS30 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-22 2017-09-22 2017-09-22 N N N 0.0076 10005760.00 10005760.00 0.0151 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.8600% 3133EETJ9 US3133EETJ91 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-03-12 2017-09-12 2017-09-12 N N N 0.0086 7010535.00 7010535.00 0.0106 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.8200% 3133EFT64 US3133EFT648 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-04 2018-04-04 2018-04-04 N N N 0.0082 3372968.32 3372968.32 0.0051 N N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.7700% 3133EE2E9 US3133EE2E99 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-25 2017-09-25 2017-09-25 N N N 0.0077 10004350.00 10004350.00 0.0151 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5300% 313385CP9 US313385CP92 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-03-03 2017-03-03 2017-03-03 N N N 0.0053 5994888.00 5994888.00 0.0090 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4600% 313385BJ4 US313385BJ4 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-02 2017-02-02 2017-02-02 N N N 0.0046 10615571.46 10615571.46 0.0160 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4700% 313385BS4 US313385BS41 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-10 2017-02-10 2017-02-10 N N N 0.0047 4872426.00 4872426.00 0.0073 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4600% 313385BQ8 US313385BQ84 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-08 2017-02-08 2017-02-08 N N N 0.0046 11009492.50 11009492.50 0.0166 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4800% 313385BX3 US313385BX36 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-15 2017-02-15 2017-02-15 N N N 0.0048 7040794.13 7040794.13 0.0106 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5200% 313385CE4 US313385CE46 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-22 2017-02-22 2017-02-22 N N N 0.0052 9313531.92 9313531.92 0.0140 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6000% 313385CD6 US313385CD62 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-21 2017-02-21 2017-02-21 N N N 0.0060 4881673.32 4881673.32 0.0074 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4900% 313385EE2 US313385EE28 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-04-11 2017-04-11 2017-04-11 N N N 0.0049 6190718.60 6190718.60 0.0093 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4900% 313385EN2 US313385EN27 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-04-19 2017-04-19 2017-04-19 N N N 0.0049 10982191.00 10982191.00 0.0166 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5500% 313385FA9 US313385FA96 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-05-01 2017-05-01 2017-05-01 N N N 0.0055 3992788.00 3992788.00 0.0060 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5500% 313385DR4 US313385DR40 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-03-29 2017-03-29 2017-03-29 N N N 0.0055 3995088.00 3995088.00 0.0060 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5200% 313385CW4 US313385CW44 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-03-10 2017-03-10 2017-03-10 N N N 0.0052 4995235.00 4995235.00 0.0075 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5500% 313385DJ2 US313385DJ24 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-03-22 2017-03-22 2017-03-22 N N N 0.0055 6427747.75 6427747.75 0.0097 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5500% 313385DL7 US313385DL79 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-03-24 2017-03-24 2017-03-24 N N N 0.0055 34904603.58 34904603.58 0.0526 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3800% 313385BH8 US313385BH85 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0038 8496574.50 8496574.50 0.0128 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7200% 3130A5EP0 US3130A5EP09 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-05-30 2017-05-30 2017-05-30 N N N 0.0072 6552207.57 6552207.57 0.0099 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8000% 3130A6BE6 US3130A6BE61 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-14 2017-02-14 2017-02-14 N N N 0.0080 10001560.00 10001560.00 0.0151 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7900% 3130A8RG0 US3130A8RG02 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-16 2017-10-16 2017-10-16 N N N 0.0079 5409266.40 5409266.40 0.0081 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7100% 3130A8Z71 US3130A8Z717 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-08 2017-11-08 2017-11-08 N N N 0.0071 2002644.00 2002644.00 0.0030 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7700% 3130A8YC1 US3130A8YC15 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-05 2018-02-05 2018-02-05 N N N 0.0077 4007696.00 4007696.00 0.0060 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8100% 3130A7WN1 US3130A7WN15 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-27 2017-10-27 2017-10-27 N N N 0.0081 4007484.00 4007484.00 0.0060 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7200% 3130A8HQ9 US3130A8HQ93 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-15 2017-03-15 2017-03-15 N N N 0.0072 5001555.00 5001555.00 0.0075 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7200% 3130A8GQ0 US3130A8GQ03 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-14 2017-03-14 2017-03-14 N N N 0.0072 6001776.00 6001776.00 0.0090 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.7100% 3130A8NQ2 US3130A8NQ20 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-09 2017-07-07 2017-07-07 N N N 0.0071 9010782.00 9010782.00 0.0136 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.8300% 3130A7YX7 US3130A7YX78 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-03-15 2017-06-15 2017-06-15 N N N 0.0083 8650022.40 8650022.40 0.0130 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4700% 3130A8Q48 US3130A8Q484 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-11 2017-01-11 2017-01-11 N N N 0.0047 4499860.50 4499860.50 0.0068 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4100% 313385AN6 US313385AN62 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-13 2017-01-13 2017-01-13 N N N 0.0041 6514309.41 6514309.41 0.0098 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3700% 313385AL0 US313385AL07 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-11 2017-01-11 2017-01-11 N N N 0.0037 12628939.08 12628939.08 0.0190 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3600% 313385AV8 US313385AV88 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-20 2017-01-20 2017-01-20 N N N 0.0036 7498657.50 7498657.50 0.0113 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4600% 313385BC9 US313385BC98 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-27 2017-01-27 2017-01-27 N N N 0.0046 24403824.27 24403824.27 0.0368 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4600% 313385BA3 US313385BA33 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-25 2017-01-25 2017-01-25 N N N 0.0046 30492924.00 30492924.00 0.0460 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3400% 313385AF3 US313385AF39 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-06 2017-01-06 2017-01-06 N N N 0.0034 6999776.00 6999776.00 0.0106 N N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6900% 3130AAAE8 US3130AAAE80 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-22 2017-08-22 2017-08-22 N N N 0.0069 3500945.00 3500945.00 0.0053 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.5100% 3130A9Z20 US3130A9Z202 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-10 2017-05-10 2017-05-10 N N N 0.0051 5500693.00 5500693.00 0.0083 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.4600% 3130A9YM7 US3130A9YM79 U.S. Government Agency Debt Y Moody's NR Standard & Poor's A-1+ 2017-01-04 2017-05-04 2017-05-04 N N N 0.0046 3615339.81 3615339.81 0.0055 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.6900% 3130A96X4 US3130A96X45 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-27 2017-08-25 2017-08-25 N N N 0.0069 3970774.15 3970774.15 0.0060 N N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.3000% 313385AD8 US313385AD80 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-04 2017-01-04 2017-01-04 N N N 0.0030 18899792.10 18899792.10 0.0285 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.9700% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-03-08 2018-03-08 2018-03-08 N N N 0.0097 4015748.00 4015748.00 0.0060 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.6500% 3134G9KR7 US3134G9KR79 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-13 2017-11-13 2017-11-13 N N N 0.0065 1841159.20 1841159.20 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.7300% 3137EADL0 US3137EADL04 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-09-29 2017-09-29 2017-09-29 N N N 0.0073 4734583.37 4734583.37 0.0071 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.8800% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-21 2017-07-21 2017-07-21 N N N 0.0088 3405786.80 3405786.80 0.0051 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.5100% 313397CK5 US313397CK51 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-27 2017-02-27 2017-02-27 N N N 0.0051 5325927.88 5325927.88 0.0080 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4800% 313397DZ1 US313397DZ12 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-04-06 2017-04-06 2017-04-06 N N N 0.0048 3774628.62 3774628.62 0.0057 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.5100% 313397BZ3 S6XOOCT0IEG5ABCC6L87 US313397BZ30 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-17 2017-02-17 2017-02-17 N N N 0.0051 4717050.00 4717050.00 0.0071 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4100% 313397AS0 US313397AS0 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-17 2017-01-17 2017-01-17 N N N 0.0041 3999408.00 3999408.00 0.0060 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.4400% 313397BK6 US313397BK60 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-03 2017-02-03 2017-02-03 N N N 0.0044 8926151.17 8926151.17 0.0135 N N Y N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.5000% 313397FQ9 US313397FQ94 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-05-15 2017-05-15 2017-05-15 N N N 0.0050 7599640.54 7599640.54 0.0115 N N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 0.5200% 313397FK2 US313397FK25 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-05-10 2017-05-10 2017-05-10 N N N 0.0052 5733854.70 5733854.70 0.0086 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.4900% 31359M4D2 US31359M4D26 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-02-13 2017-02-13 2017-02-13 N N N 0.0049 1291227.11 1291227.11 0.0019 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.6300% 313589GH0 B1V7KEBTPIMZEU4LTD58 US313589GH01 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-06-01 2017-06-01 2017-06-01 N N N 0.0063 1760908.73 1760908.73 0.0027 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.6600% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-05 2017-10-05 2017-10-05 N N N 0.0066 5000740.00 5000740.00 0.0075 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 0.7300% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-01-16 2017-08-16 2017-08-16 N N N 0.0073 12540111.71 12540111.71 0.0189 N N N N HSBC USA INC HSBC Securities (USA), Inc., 0.4500% HSB117103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2017-03-30 0.000000 3575000.00 3570933.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0045 3000000.00 3000000.00 0.0045 N Y Y N MIZUHO SECURITIES USA INC Mizuho Securities USA, Inc., 0.5000% MIZ117103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-05-15 3.125000 629000.00 666827.00 U.S. Treasuries (including strips) USTR 2018-11-15 3.750000 88000.00 92997.00 U.S. Treasuries (including strips) USTR 2024-01-15 0.625000 86400.00 91262.00 U.S. Treasuries (including strips) USTR 2018-04-15 0.125000 3860000.00 4075235.00 U.S. Treasuries (including strips) USTR 2019-05-15 3.125000 14818900.00 15557614.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 2000000.00 2000000.00 0.0030 N Y Y N MORGAN STANLEY Morgan Stanley & Co. LLC, 0.5000% MSD217103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2018-01-31 2.625000 14879400.00 15467802.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 15000000.00 15000000.00 0.0226 N Y Y N MORGAN STANLEY Morgan Stanley & Co. LLC, 0.5100% MSD117103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2018-01-31 2.625000 14879400.00 15467802.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0051 15000000.00 15000000.00 0.0226 N Y Y N ROYAL BANK OF CANADA Royal Bank of Canada, 0.4800% RBC117103 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 12705935.00 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 107994.00 109199.00 Agency Mortgage-Backed Securities FNMA 2034-11-01 3.500000 13842.00 9865.00 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 2408788.00 2455948.00 Agency Mortgage-Backed Securities FNMA 2046-12-01 4.500000 71806.00 78006.00 Agency Mortgage-Backed Securities FNMA 2044-05-01 4.000000 200140.00 151280.00 Agency Mortgage-Backed Securities GNMA 2046-12-20 3.000000 26798.00 27184.00 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0048 15000000.00 15000000.00 0.0226 N Y Y N ROYAL BANK OF CANADA Royal Bank of Canada, 0.4500% RBC217103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2029-05-15 0.000000 6000.00 4227.00 U.S. Treasuries (including strips) USTR 2036-08-15 0.000000 19911.00 10906.00 U.S. Treasuries (including strips) USTR 2020-08-15 0.000000 4977.00 4671.00 U.S. Treasuries (including strips) USTR 2018-11-30 1.375000 6000.00 6034.00 U.S. Treasuries (including strips) USTR 2020-08-31 2.125000 6969500.00 7174165.00 U.S. Treasuries (including strips) USTR 2033-02-15 0.000000 5000.00 3101.00 U.S. Treasuries (including strips) Y Moody's A2 Standard & Poor's AA- 2017-01-03 2017-01-03 2017-01-03 N N N 0.0045 7000000.00 7000000.00 0.0106 N Y Y N SUMITOMO MITSUI TRUST HOLDINGS LTD Sumitomo Mitsui, 0.5000% SMB117103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2029-04-15 3.875000 1546100.00 3133140.00 U.S. Treasuries (including strips) USTR 2017-02-02 0.000000 100.00 100.00 U.S. Treasuries (including strips) USTR 2020-07-31 1.625000 15230400.00 15410636.00 U.S. Treasuries (including strips) USTR 2041-08-15 0.000000 4357900.00 2003762.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 20000000.00 20000000.00 0.0302 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.5100% TOR117103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2025-08-15 2.000000 15775700.00 15461152.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2017-01-03 2017-01-03 2017-01-03 N N N 0.0051 15000000.00 15000000.00 0.0226 N Y Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 0.5300% TOR217103 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2045-02-15 2.500000 11406400.00 10310862.00 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0053 10000000.00 10000000.00 0.0151 N Y Y N US TREASURY SECURITIES U.S. Treasury Notes, 0.7400% 912828Q86 US912828Q863 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-01-03 2018-04-30 2018-04-30 N N N 0.0074 6010518.00 6010518.00 0.0091 N Y Y N US TREASURY SECURITIES U.S. Treasury Notes, 0.8500% 912828N97 US912828N977 BDHLR61 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2016-12-31 2018-01-31 2018-01-31 N N N 0.0085 4011472.00 4011472.00 0.0060 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.5500% 912796KN8 US912796KN88 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-03-16 2017-03-16 2017-03-16 N N N 0.0055 6693300.00 6693300.00 0.0101 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.4900% 912796JE0 US912796JE09 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-03-02 2017-03-02 2017-03-02 N N N 0.0049 8992980.00 8992980.00 0.0136 N Y Y N US TREASURY SECURITIES U.S. Treasury Bills, 0.6200% 912796JP5 US912796JP55 BYZ89S7 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-04-27 2017-04-27 2017-04-27 N N N 0.0062 8984394.00 8984394.00 0.0135 N Y Y N Allianz Variable Insurance Products Trust 2017-01-05 /s/ Bashir C. Asad Bashir C. Asad Principal Financial Officer