N-MFP2 0001091439 XXXXXXXX 2017-10-31 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 36 74 236822036.62 244105012.57 266519660.29 260833760.07 356852897.62 351283514.58 360604843.72 350936573.19 0.4569 0.4761 0.5235 0.5167 0.6885 0.6851 0.7082 0.6951 481466.39 531262147.19 531275269.84 167190.42 12181856.91 519742069.74 519717422.12 1.0000 0.0110 1.0001 1.0001 1.0000 1.0000 C000027523 0.01 519742069.74 519717422.12 1.0001 1.0001 1.0000 1.0000 672883.93 11471974.42 1664462.08 6872765.14 572841.53 4292081.86 187903.88 4588935.85 19245810.84 28036709.89 0.0000 N BANK OF MONTREAL Bank of Montreal, 1.0500% NQQ6HPCNCCU6TUTQYE16 BMT117B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2029-01-01 2.500000 17973728.00 12762478.15 Agency Mortgage-Backed Securities USTR 2047-08-15 2.750000 1348100.00 1320887.36 U.S. Treasuries (including strips) USTR 2018-02-15 3.500000 79000.00 80096.98 U.S. Treasuries (including strips) USTR 2019-07-31 1.625000 3000000.00 3015367.50 U.S. Treasuries (including strips) USTR 2019-08-31 1.250000 3357500.00 3345161.54 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 20000000.00 20000000.00 0.0385 N Y N BANK OF NOVA SCOTIA Bank of Nova Scotia, 1.0400% L3I9ZG2KFGXZ61BMYR72 BNS217B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2041-02-15 2.125000 14332000.00 20377783.24 U.S. Treasuries (including strips) USTR 2028-04-15 3.625000 11500.00 22823.04 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 20000000.00 20000000.00 0.0385 N Y N BNP PARIBAS BNP Paribas, 1.0600% R0MUWSFPU8MPRO8K5P83 BNP517B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2047-08-01 3.500000 20182405.00 20598897.81 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.000000 1000.00 1036.67 Agency Mortgage-Backed Securities GNMA 2038-11-20 2.250000 3476.00 64.89 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 20000000.00 20000000.00 0.0385 N Y N CITIGROUP INC. Citigroup Global Markets, 1.0700% MBNUM2BPBDO7JBLYG310 CGM117B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2045-05-15 0.000000 11452600.00 5099957.31 U.S. Treasuries (including strips) USTR 2020-08-15 0.000000 44.75 42.70 U.S. Treasuries (including strips) Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 5000000.00 5000000.00 0.0096 N Y N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.0700% 3133EEV98 US3133EEV985 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-12-11 2017-12-11 2017-12-11 N N N 0.0107 819746.62 819746.62 0.0016 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.0600% 313313SV1 US313313SV10 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-02-08 2018-02-08 2018-02-08 N N N 0.0106 2492162.50 2492162.50 0.0048 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 0.8700% 313313RR1 US313313RR17 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-01-11 2018-01-11 2018-01-11 N N N 0.0087 4195711.16 4195711.16 0.0081 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.1900% 3133EGAS4 US3133EGAS40 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-02-16 2018-02-16 2018-02-16 N N N 0.0119 1377833.40 1377833.40 0.0027 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.1600% 3133EFVC8 US3133EFVC85 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-01-19 2018-01-19 2018-01-19 N N N 0.0116 2998656.00 2998656.00 0.0058 N N N FEDERAL FARM CREDIT BANK (FFCB) Federal Farm Credit Bank, 1.4200% 3133EFT64 US3133EFT648 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-04 2018-04-04 2018-04-04 N N N 0.0142 3370129.44 3370129.44 0.0065 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0400% 313385QS8 US313385QS85 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-12-19 2017-12-19 2017-12-19 N N N 0.0104 6990291.00 6990291.00 0.0134 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1500% 313385RC2 US313385RC25 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-12-29 2017-12-29 2017-12-29 N N N 0.0115 3993296.00 3993296.00 0.0077 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0500% 313385QL3 US313385QL33 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-12-13 2017-12-13 2017-12-13 N N N 0.0105 3465790.89 3465790.89 0.0067 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0100% 313385QB5 US313385QB50 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-12-04 2017-12-04 2017-12-04 N N N 0.0101 1498570.50 1498570.50 0.0029 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0900% 313385SK3 US313385SK32 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-01-29 2018-01-29 2018-01-29 N N N 0.0109 1800001.96 1800001.96 0.0035 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1500% 313385SM9 US313385SM97 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-31 2018-01-31 2018-01-31 N N N 0.0115 5713778.37 5713778.37 0.0110 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1300% 313385TR7 US313385TR75 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-02-28 2018-02-28 2018-02-28 N N N 0.0113 3287565.60 3287565.60 0.0063 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0600% 313385RN8 US313385RN89 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-01-08 2018-01-08 2018-01-08 N N N 0.0106 2180376.54 2180376.54 0.0042 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1400% 313385RZ1 US313385RZ10 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-19 2018-01-19 2018-01-19 N N N 0.0114 7481565.00 7481565.00 0.0144 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1200% 313385SE7 US313385SE71 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-01-24 2018-01-24 2018-01-24 N N N 0.0112 5350981.25 5350981.25 0.0103 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0100% 313385PR1 US313385PR12 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-24 2017-11-24 2017-11-24 N N N 0.0101 3497742.50 3497742.50 0.0067 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1000% 3130ABKC9 US3130ABKC97 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-05 2018-06-05 2018-06-05 N N N 0.0110 3700394.94 3700394.94 0.0071 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0900% 3130ABFW1 US3130ABFW17 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-17 2018-04-17 2018-04-17 N N N 0.0109 5180234.71 5180234.71 0.0100 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1700% 3130ABL38 US3130ABL382 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's AA+ 2017-12-20 2019-06-20 2019-06-20 N N N 0.0117 2310036.50 2310036.50 0.0044 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1000% 3130A7CX1 US3130A7CX17 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-03-19 2018-03-19 2018-03-19 N N N 0.0110 21967726.01 21967726.01 0.0423 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1000% 3130AAXE3 US3130AAXE34 U.S. Government Agency Debt Y Moody's NR Standard & Poor's A-1+ 2017-11-13 2018-04-13 2018-04-13 N N N 0.0110 12522102.98 12522102.98 0.0241 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1400% 3130A8Z71 US3130A8Z717 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0114 2000015.18 2000015.18 0.0038 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9600% 3130AASV1 US3130AASV14 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-09 2018-05-09 2018-05-09 N N N 0.0096 2997659.28 2997659.28 0.0058 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 0.9900% 3130AAX60 US3130AAX603 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-12-13 2018-03-13 2018-03-13 N N N 0.0099 9995438.70 9995438.70 0.0192 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.2000% 3130A8YC1 US3130A8YC15 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-05 2018-02-05 2018-02-05 N N N 0.0120 4001050.16 4001050.16 0.0077 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0200% 313385NS1 US313385NS13 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0102 23290000.00 23290000.00 0.0448 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1000% 313378A43 US313378A439 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-03-09 2018-03-09 2018-03-09 N N N 0.0110 4502299.50 4502299.50 0.0087 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0400% 313385NZ5 US313385NZ55 U.S. Government Agency Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-08 2017-11-08 2017-11-08 N N N 0.0104 42176731.74 42176731.74 0.0811 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.0300% 313385NX0 US33385NX08 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-06 2017-11-06 2017-11-06 N N N 0.0103 6399104.00 6399104.00 0.0123 N Y N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1800% 3130ACE34 US3130ACE344 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-13 2019-09-11 2019-09-11 N N N 0.0118 4997236.20 4997236.20 0.0096 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1700% 3130ABLG9 US3130ABLG92 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-12-20 2019-06-20 2019-06-20 N N N 0.0117 7000110.60 7000110.60 0.0135 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1700% 3130ABL53 US3130ABL531 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-12-20 2019-06-20 2019-06-20 N N N 0.0117 1895029.94 1895029.94 0.0036 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1500% 3130ABWL6 US3130ABWL68 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-25 2019-01-25 2019-01-25 N N N 0.0115 4258432.06 4258432.06 0.0082 N N N FEDERAL HOME LOAN BANK (FHLB) Federal Home Loan Bank, 1.1200% 3130ABPS9 US3130ABPS94 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-03 2018-10-03 2018-10-03 N N N 0.0112 4500754.20 4500754.20 0.0087 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.2200% 3137EAEA3 US3137EAEA30 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-04-09 2018-04-09 2018-04-09 N N N 0.0122 3491827.50 3491827.50 0.0067 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.2100% 3134G9KR7 S6XOOCT0IEG5ABCC6L87 US3134G9KR79 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-11-13 2017-11-13 2017-11-13 N N N 0.0121 1840138.40 1840138.40 0.0035 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.3400% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2017-12-08 2018-03-08 2018-03-08 N N N 0.0134 4003222.60 4003222.60 0.0077 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.3300% 3134G3XK1 US3134G3XK10 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-06-27 2018-06-27 2018-06-27 N N N 0.0133 1499578.50 1499578.50 0.0029 N N N FEDERAL HOME LOAN MORTGAGE CORP. Federal Home Loan Mortgage Corp., 1.1000% 313397TD3 US313397TD36 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-02-16 2018-02-16 2018-02-16 N N N 0.0110 1245765.00 1245765.00 0.0024 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 1.2300% 3135G0WJ8 B1V7KEBTPIMZEU4LTD58 US3135G0WJ89 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-05-21 2018-05-21 2018-05-21 N N N 0.0123 3471345.24 3471345.24 0.0067 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association, 1.1000% 3135G0J61 B1V7KEBTPIMZEU4LTD58 US3135G0J618 U.S. Government Agency Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-03-28 2018-03-28 2018-03-28 N N N 0.0110 6988709.00 6988709.00 0.0135 N N N HSBC USA INC HSBC Securities (USA), Inc., 1.0400% MLU0ZO3ML4LN2LL2TL39 HSB217B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-05-15 1.750000 2880000.00 2853321.42 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-07 2017-11-07 2017-11-07 N N N 0.0104 2795000.00 2795000.00 0.0054 N Y N HSBC USA INC HSBC Securities (USA), Inc., 1.0400% MLU0ZO3ML4LN2LL2TL39 HSB317B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-02-29 2.125000 7605000.00 7615881.76 U.S. Treasuries (including strips) USTR 2023-05-31 1.625000 8000000.00 7859944.34 U.S. Treasuries (including strips) USTR 2022-09-30 1.875000 4390000.00 4370832.56 U.S. Treasuries (including strips) USTR 2017-11-15 0.875000 555000.00 557185.77 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 20000000.00 20000000.00 0.0385 N Y N MIZUHO SECURITIES USA INC Mizuho Securities USA, Inc., 1.0600% 7TK5RJIZDFROZCA6XF66 MIZ217B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2018-03-28 0.000000 20405000.00 20403966.71 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 20000000.00 20000000.00 0.0385 N Y N NATIXIS Natixis S.A., 1.0400% KX1WK48MPD4Y2NCUIZ63 NAT217B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2045-02-15 0.750000 900.00 896.61 U.S. Treasuries (including strips) USTR 2028-04-15 3.625000 2127000.00 4221270.78 U.S. Treasuries (including strips) USTR 2018-04-15 0.125000 639000.00 678529.92 U.S. Treasuries (including strips) USTR 2020-04-15 0.125000 10855000.00 11419332.92 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 16000000.00 16000000.00 0.0308 N Y N NATIXIS Natixis S.A., 1.0600% KX1WK48MPD4Y2NCUIZ63 NAT117B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2042-01-01 2.912000 57595.00 28950.60 Agency Mortgage-Backed Securities FMAC 2042-10-01 2.258000 1079.00 443.71 Agency Mortgage-Backed Securities FMAC 2032-09-01 3.000000 155483.00 82165.76 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.500000 459035.00 309393.66 Agency Mortgage-Backed Securities FNMA 2041-02-01 3.453000 67164.00 9886.69 Agency Mortgage-Backed Securities FNMA 2032-01-01 3.000000 3910.00 3631.40 Agency Mortgage-Backed Securities FNMA 2047-04-01 2.443000 5055904.00 4697687.83 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.500000 1052.00 1114.19 Agency Mortgage-Backed Securities GNMA 2026-06-15 3.500000 1000.00 220.59 Agency Mortgage-Backed Securities USTR 2029-01-15 2.500000 200.00 277.01 U.S. Treasuries (including strips) USTR 2026-02-15 6.000000 300.00 388.38 U.S. Treasuries (including strips) USTR 2045-02-15 0.750000 15600.00 15541.18 U.S. Treasuries (including strips) USTR 2027-08-15 6.375000 100.00 136.79 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 5000000.00 5000000.00 0.0096 N Y N ROYAL BANK OF CANADA Royal Bank of Canada, 1.0400% 549300LCO2FLSSVFFR64 RBC117B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2047-06-01 4.000000 81853.00 83430.53 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.500000 81345.00 83706.25 Agency Mortgage-Backed Securities FMAC 2044-02-01 3.500000 36395.00 34485.77 Agency Mortgage-Backed Securities FMAC 2047-05-01 4.000000 3645723.00 3784087.47 Agency Mortgage-Backed Securities FNMA 2027-05-01 3.200000 1000.00 1022.16 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.000000 1788882.00 1747322.57 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.500000 1000.00 1048.30 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.500000 102020.00 100044.04 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 1000.00 991.44 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 49870.00 51636.41 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.000000 372563.00 396470.07 Agency Mortgage-Backed Securities GNMA 2044-08-20 4.000000 3693834.00 1441956.43 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.500000 363516.00 396554.31 Agency Mortgage-Backed Securities GNMA 2047-06-15 4.500000 1477024.00 1386729.67 Agency Mortgage-Backed Securities GNMA 2047-06-20 4.000000 2252075.00 2359697.55 Agency Mortgage-Backed Securities GNMA 2057-02-15 3.230000 3346517.00 3447432.44 Agency Mortgage-Backed Securities GNMA 2057-09-15 4.600000 42418.00 44396.97 Agency Mortgage-Backed Securities Y Moody's A2 Standard & Poor's AA- 2017-11-01 2017-11-01 2017-11-01 N N N 0.0104 15000000.00 15000000.00 0.0289 N Y N ROYAL BANK OF CANADA Royal Bank of Canada, 1.0300% 549300LCO2FLSSVFFR64 RBC317B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-11-15 2.250000 7055300.00 7140054.48 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 7000000.00 7000000.00 0.0135 N Y N SUMITOMO MITSUI TRUST HOLDINGSLTD Mistubishi UFJ Securities USA, Inc., 1.0200% 5493006GGLR4BTEL8O61 SMB117B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2026-01-15 2.000000 95200.00 132806.53 U.S. Treasuries (including strips) USTR 2040-02-15 4.625000 67600.00 89250.07 U.S. Treasuries (including strips) USTR 2030-05-15 6.250000 94200.00 135820.15 U.S. Treasuries (including strips) USTR 2043-05-15 2.875000 140300.00 142710.79 U.S. Treasuries (including strips) USTR 2045-08-15 2.875000 3596700.00 3619460.37 U.S. Treasuries (including strips) USTR 2026-01-15 0.625000 5540600.00 5804614.06 U.S. Treasuries (including strips) USTR 2021-04-15 0.125000 201000.00 208545.06 U.S. Treasuries (including strips) USTR 2018-05-31 1.000000 5152800.00 5164678.89 U.S. Treasuries (including strips) USTR 2024-11-15 2.250000 5041600.00 5102164.14 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0102 20000000.00 20000000.00 0.0385 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 1.0500% PT3QB789TSUIDF371261 TOR117B01 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-09-30 1.750000 10308700.00 10200037.38 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's AA- 2017-11-01 2017-11-01 2017-11-01 N N N 0.0105 10000000.00 10000000.00 0.0192 N Y N TORONTO-DOMINION BANK Toronto Dominion Bank NY, 1.0600% PT3QB789TSUIDF371261 TOR317B01 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2020-06-12 1.750000 10140000.00 10208732.30 Agency Mortgage-Backed Securities USTR 2024-01-31 2.250000 3829100.00 3872043.36 U.S. Treasuries (including strips) USTR 2021-08-31 2.000000 40153200.00 40489288.94 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ 2017-11-01 2017-11-01 2017-11-01 N N N 0.0106 53500000.00 53500000.00 0.1029 N Y N US TREASURY SECURITIES U.S. Treasury Notes, 1.2900% 912828Q86 US912828Q863 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2018-04-30 2018-04-30 N N N 0.0129 6006788.58 6006788.58 0.0115 N Y N US TREASURY SECURITIES U.S. Treasury Notes, 1.4000% 912828N97 US912828N977 BDHLR61 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2017-11-01 2018-01-31 2018-01-31 N N N 0.0140 4003137.84 4003137.84 0.0077 N Y N US TREASURY SECURITIES U.S. Treasury Bills, 1.2900% 912796PC7 US912796PC78 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-05-03 2018-05-03 2018-05-03 N N N 0.0129 5961780.00 5961780.00 0.0115 N Y N US TREASURY SECURITIES U.S. Treasury Bills, 1.1900% 912796LS6 US912796LS66 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-03-29 2018-03-29 2018-03-29 N N N 0.0119 21283373.20 21283373.20 0.0410 N Y N US TREASURY SECURITIES U.S. Treasury Bills, 1.2000% 912796NX3 US912796NX34 U.S. Treasury Debt Y Moody's Aaa Standard & Poor's A-1+ 2018-03-22 2018-03-22 2018-03-22 N N N 0.0120 2174717.15 2174717.15 0.0042 N Y N US TREASURY SECURITIES U.S. Treasury Bills, 1.2000% 912796NY1 US912796NY17 U.S. Treasury Debt Y Moody's P 1 Standard & Poor's A-1+ 2018-04-05 2018-04-05 2018-04-05 N N N 0.0120 10788208.75 10788208.75 0.0208 N Y N Allianz Variable Insurance Products Trust 2017-11-03 /s/ Bashir C. Asad Bashir C. Asad Principal Financial Officer