# EDGAR Filing Document

**Accession Number:** 0000810573
**File Stem:** 0001145549-25-058102
**Filing Date:** 2025-9
**Character Count:** 106552
**Document Hash:** d64a4ae3f2935db2973592a36d674cbe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058102.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058102

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS VARIABLE SERIES II
- **CENTRAL INDEX KEY:** 0000810573

**ORGANIZATION NAME:**
- **EIN:** 810105002
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05002
- **FILM NUMBER:** 251299710

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20060303

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCUDDER VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20010501

## Series and Classes Contracts Data

### DWS Government Money Market VIP (Series ID: S000006258)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017210 | Class A      |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000810573

### General Information

**Report for (YYYY-MM-DD):** 2025-08-31

**Registrant Full Name:** Deutsche DWS Variable Series II

**CIK Number of Registrant:** 0000810573

**LEI of Registrant:** 7WRERVUOG2HKG87QIP75

**Name of Series:** DWS Government Money Market VIP

**LEI of Series:** 549300X69V37VDYVWX11

**EDGAR Series Identifier:** S000006258

**Total number of share classes in the series:** 1

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                         | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | DWS Investment Management Americas, Inc.        | 801-00252         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | DWS Investment Management Americas, Inc.        |  |
| Transfer Agent                | DWS Service Company<br>CIK: 0000842657          | 084-01713         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-11802

- **Is this a Feeder Fund?:** No

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** Yes

- **Money Market Fund Category:** Government

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** No

- **WAM:** 22 days

- **WAL:** 76 days

- **Total Value of Portfolio Securities:** $212937174.58

- **Amortized Cost of Portfolio Securities:** $212926003.83

- **Cash:** $80403.44

- **Total Other Assets:** $372160.29

- **Total Liabilities:** $1988573.93

- **Net Assets of Series:** $211389993.63

- **Number of Shares Outstanding (Series):** 211412368.9900

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $188754467.69             | $188754467.69              | 87.3300%                  | 87.3300%                   |
| 2025-08-04 | $186928850.87             | $186928850.87              | 86.2300%                  | 86.2300%                   |
| 2025-08-05 | $187241797.52             | $187241797.52              | 85.9500%                  | 85.9500%                   |
| 2025-08-06 | $186720976.88             | $186720976.88              | 85.9200%                  | 85.9200%                   |
| 2025-08-07 | $186246471.30             | $186246471.30              | 85.8800%                  | 85.8800%                   |
| 2025-08-08 | $184963544.50             | $184963544.50              | 85.7800%                  | 85.7800%                   |
| 2025-08-11 | $184292289.28             | $184292289.28              | 85.7500%                  | 85.7500%                   |
| 2025-08-12 | $182150660.74             | $182150660.74              | 85.6100%                  | 85.6100%                   |
| 2025-08-13 | $182443883.63             | $182443883.63              | 85.3300%                  | 85.3300%                   |
| 2025-08-14 | $182439392.39             | $182439392.39              | 85.3300%                  | 85.3300%                   |
| 2025-08-15 | $182578839.34             | $182578839.34              | 85.3200%                  | 85.3200%                   |
| 2025-08-18 | $181695871.05             | $181695871.05              | 85.2700%                  | 85.2700%                   |
| 2025-08-19 | $181596534.21             | $183583455.87              | 84.4700%                  | 85.4000%                   |
| 2025-08-20 | $180428797.48             | $182415964.14              | 84.0700%                  | 84.9900%                   |
| 2025-08-21 | $180524135.75             | $182511470.47              | 84.0800%                  | 85.0000%                   |
| 2025-08-22 | $180458999.05             | $182446624.05              | 84.0500%                  | 84.9800%                   |
| 2025-08-25 | $180620689.92             | $182608974.08              | 84.0800%                  | 85.0000%                   |
| 2025-08-26 | $177734487.70             | $179723001.58              | 83.8600%                  | 84.8000%                   |
| 2025-08-27 | $177718976.09             | $179707719.71              | 83.5600%                  | 84.5000%                   |
| 2025-08-28 | $176986296.57             | $178975536.57              | 82.9100%                  | 83.8500%                   |
| 2025-08-29 | $176848488.77             | $178837783.21              | 82.8800%                  | 83.8100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3900%             |
| 2025-08-04 | 4.3900%             |
| 2025-08-05 | 4.3900%             |
| 2025-08-06 | 4.3900%             |
| 2025-08-07 | 4.3800%             |
| 2025-08-08 | 4.3800%             |
| 2025-08-11 | 4.3900%             |
| 2025-08-12 | 4.3900%             |
| 2025-08-13 | 4.3900%             |
| 2025-08-14 | 4.3900%             |
| 2025-08-15 | 4.3900%             |
| 2025-08-18 | 4.3900%             |
| 2025-08-19 | 4.3900%             |
| 2025-08-20 | 4.3800%             |
| 2025-08-21 | 4.3800%             |
| 2025-08-22 | 4.3800%             |
| 2025-08-25 | 4.3700%             |
| 2025-08-26 | 4.3800%             |
| 2025-08-27 | 4.3800%             |
| 2025-08-28 | 4.3900%             |
| 2025-08-29 | 4.3900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.9999                      |
|  |  |
| 2025-08-04 | 0.9999                      |
|  |  |
| 2025-08-05 | 0.9999                      |
|  |  |
| 2025-08-06 | 1.0000                      |
|  |  |
| 2025-08-07 | 0.9999                      |
|  |  |
| 2025-08-08 | 0.9999                      |
|  |  |
| 2025-08-11 | 0.9999                      |
|  |  |
| 2025-08-12 | 1.0000                      |
|  |  |
| 2025-08-13 | 1.0000                      |
|  |  |
| 2025-08-14 | 1.0000                      |
|  |  |
| 2025-08-15 | 0.9999                      |
|  |  |
| 2025-08-18 | 0.9999                      |
|  |  |
| 2025-08-19 | 0.9999                      |
|  |  |
| 2025-08-20 | 0.9999                      |
|  |  |
| 2025-08-21 | 0.9999                      |
|  |  |
| 2025-08-22 | 0.9999                      |
|  |  |
| 2025-08-25 | 0.9999                      |
|  |  |
| 2025-08-26 | 0.9999                      |
|  |  |
| 2025-08-27 | 0.9999                      |
|  |  |
| 2025-08-28 | 0.9999                      |
|  |  |
| 2025-08-29 | 0.9999                      |
|  |  |

## Part B: Class-Level Information about the Fund

### Class: Class A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $211389993.63

- **Number of Shares Outstanding:** 211412368.9900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 1.0000          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 1.0000          |
|  |  |
| 2025-08-13 | 1.0000          |
|  |  |
| 2025-08-14 | 1.0000          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $84197.77                 | $14623.88               |
| 2025-08-04 | $122562.78                | $1516947.96             |
| 2025-08-05 | $323801.98                | $29283.73               |
| 2025-08-06 | $276597.06                | $69261.30               |
| 2025-08-07 | $166646.53                | $659425.97              |
| 2025-08-08 | $106929.28                | $416240.99              |
| 2025-08-11 | $16413.24                 | $8522.55                |
| 2025-08-12 | $46037.02                 | $1459585.18             |
| 2025-08-13 | $262783.06                | $5234.09                |
| 2025-08-14 | $17103.47                 | $38767.51               |
| 2025-08-15 | $322921.55                | $208058.42              |
| 2025-08-18 | $845611.15                | $271404.04              |
| 2025-08-19 | $137703.58                | $257163.48              |
| 2025-08-20 | $235872.22                | $60717.23               |
| 2025-08-21 | $73000.68                 | $8187.31                |
| 2025-08-22 | $56176.74                 | $150316.74              |
| 2025-08-25 | $119980.25                | $9298.27                |
| 2025-08-26 | $51118.27                 | $1463685.97             |
| 2025-08-27 | $114922.47                | $154587.61              |
| 2025-08-28 | $41504.87                 | $44256.66               |
| 2025-08-29 | $217492.78                | $384674.26              |

**Total Gross Subscriptions (Month):** $3639376.75

**Total Gross Redemptions (Month):** $7230243.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0100%           |
| 2025-08-04 | 4.0000%           |
| 2025-08-05 | 4.0000%           |
| 2025-08-06 | 4.0000%           |
| 2025-08-07 | 4.0000%           |
| 2025-08-08 | 4.0000%           |
| 2025-08-11 | 4.0000%           |
| 2025-08-12 | 4.0000%           |
| 2025-08-13 | 4.0000%           |
| 2025-08-14 | 4.0000%           |
| 2025-08-15 | 4.0000%           |
| 2025-08-18 | 4.0000%           |
| 2025-08-19 | 4.0000%           |
| 2025-08-20 | 3.9900%           |
| 2025-08-21 | 3.9900%           |
| 2025-08-22 | 3.9900%           |
| 2025-08-25 | 3.9900%           |
| 2025-08-26 | 3.9900%           |
| 2025-08-27 | 4.0000%           |
| 2025-08-28 | 4.0000%           |
| 2025-08-29 | 4.0000%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 15.3100%         | 0.0000%              |
| Insurance company |  | 7.1900%          | 0.0000%              |
| Insurance company |  | 12.7600%         | 0.0000%              |
| Insurance company |  | 7.0500%          | 0.0000%              |
| Insurance company |  | 8.8200%          | 0.0000%              |
| Insurance company |  | 6.1800%          | 0.0000%              |
| Insurance company |  | 14.2400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $27800000.00
- **C.18.a - Value (excl. sponsor support):** $27800000.00
- **C.19 - Percentage of Net Assets:** 13.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2029-01-01      | 5.1900%  | 0.0000% | $28278584.00       | $28356001.35       | Agency Mortgage-Backed Securities |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000197.86
- **C.18.a - Value (excl. sponsor support):** $1000197.86
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZG9, C.4 - ISIN: US3130B4ZG95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1500114.03
- **C.18.a - Value (excl. sponsor support):** $1500114.03
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999991.68
- **C.18.a - Value (excl. sponsor support):** $999991.68
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55E4, C.4 - ISIN: US3130B55E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1249987.09
- **C.18.a - Value (excl. sponsor support):** $1249987.09
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5EN4, C.4 - ISIN: US3130B5EN41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000121.37
- **C.18.a - Value (excl. sponsor support):** $1000121.37
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M21, C.4 - ISIN: US3130B5M215, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4997366.85
- **C.18.a - Value (excl. sponsor support):** $4997366.85
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499876.81
- **C.18.a - Value (excl. sponsor support):** $499876.81
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6LU8, C.4 - ISIN: US3130B6LU83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999385.06
- **C.18.a - Value (excl. sponsor support):** $999385.06
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DL5, C.4 - ISIN: US3130B7DL59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749990.33
- **C.18.a - Value (excl. sponsor support):** $749990.33
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DN1, C.4 - ISIN: US3130B7DN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999989.74
- **C.18.a - Value (excl. sponsor support):** $999989.74
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DR2, C.4 - ISIN: US3130B7DR20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750020.09
- **C.18.a - Value (excl. sponsor support):** $750020.09
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7E42, C.4 - ISIN: US3130B7E424, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749991.56
- **C.18.a - Value (excl. sponsor support):** $749991.56
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LT9, C.4 - ISIN: US3130B7LT93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749328.50
- **C.18.a - Value (excl. sponsor support):** $749328.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1989294.44
- **C.18.a - Value (excl. sponsor support):** $1989294.44
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000596.35
- **C.18.a - Value (excl. sponsor support):** $1000596.35
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500433.06
- **C.18.a - Value (excl. sponsor support):** $500433.06
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1502050.83
- **C.18.a - Value (excl. sponsor support):** $1502050.83
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $499995.82
- **C.18.a - Value (excl. sponsor support):** $499995.82
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPB7, C.4 - ISIN: US3133ETPB70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $499988.19
- **C.18.a - Value (excl. sponsor support):** $499988.19
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $749988.80
- **C.18.a - Value (excl. sponsor support):** $749988.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRM1, C.4 - ISIN: US3133ETRM18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1000023.82
- **C.18.a - Value (excl. sponsor support):** $1000023.82
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500084.21
- **C.18.a - Value (excl. sponsor support):** $500084.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSF5, C.4 - ISIN: US3133ETSF57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $499993.34
- **C.18.a - Value (excl. sponsor support):** $499993.34
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $749990.67
- **C.18.a - Value (excl. sponsor support):** $749990.67
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUW5, C.4 - ISIN: US3133ETUW52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1500098.15
- **C.18.a - Value (excl. sponsor support):** $1500098.15
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1499996.82
- **C.18.a - Value (excl. sponsor support):** $1499996.82
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1500602.21
- **C.18.a - Value (excl. sponsor support):** $1500602.21
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $300252.40
- **C.18.a - Value (excl. sponsor support):** $300252.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $750246.91
- **C.18.a - Value (excl. sponsor support):** $750246.91
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1250989.00
- **C.18.a - Value (excl. sponsor support):** $1250989.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $2126675.48
- **C.18.a - Value (excl. sponsor support):** $2126675.48
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $500403.79
- **C.18.a - Value (excl. sponsor support):** $500403.79
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $1001023.99
- **C.18.a - Value (excl. sponsor support):** $1001023.99
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_4.33_0902
- **C.18 - Value (incl. sponsor support):** $42500000.00
- **C.18.a - Value (excl. sponsor support):** $42500000.00
- **C.19 - Percentage of Net Assets:** 20.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $42813200.00       | $43350021.40       | U.S. Treasuries (including strips) |

### Security 36: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2491225.20
- **C.18.a - Value (excl. sponsor support):** $2491225.20
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 37: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2234944.47
- **C.18.a - Value (excl. sponsor support):** $2234944.47
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $984582.65
- **C.18.a - Value (excl. sponsor support):** $984582.65
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $981757.47
- **C.18.a - Value (excl. sponsor support):** $981757.47
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $979083.50
- **C.18.a - Value (excl. sponsor support):** $979083.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $976278.79
- **C.18.a - Value (excl. sponsor support):** $976278.79
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2984746.68
- **C.18.a - Value (excl. sponsor support):** $2984746.68
- **C.19 - Percentage of Net Assets:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $973654.03
- **C.18.a - Value (excl. sponsor support):** $973654.03
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2233404.70
- **C.18.a - Value (excl. sponsor support):** $2233404.70
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 45: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2997520.83
- **C.18.a - Value (excl. sponsor support):** $2997520.83
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2495858.33
- **C.18.a - Value (excl. sponsor support):** $2495858.33
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1990281.66
- **C.18.a - Value (excl. sponsor support):** $1990281.66
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1970657.18
- **C.18.a - Value (excl. sponsor support):** $1970657.18
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1985755.00
- **C.18.a - Value (excl. sponsor support):** $1985755.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1984085.16
- **C.18.a - Value (excl. sponsor support):** $1984085.16
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.313400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10000768.00
- **C.18.a - Value (excl. sponsor support):** $10000768.00
- **C.19 - Percentage of Net Assets:** 4.7300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.388400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6003481.68
- **C.18.a - Value (excl. sponsor support):** $6003481.68
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.33_0902
- **C.18 - Value (incl. sponsor support):** $13800000.00
- **C.18.a - Value (excl. sponsor support):** $13800000.00
- **C.19 - Percentage of Net Assets:** 6.5300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2051-11-15      | 1.8750%  | 0.0000% | $3244728.45        | $1798944.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2052-11-15      | 4.0000%  | 0.0000% | $1535.25           | $1345.64           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $358460.18         | $323170.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 4.7500%  | 0.0000% | $514301.85         | $518822.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 4.5000%  | 0.0000% | $100876.28         | $97299.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-11-15      | 4.5000%  | 0.0000% | $12421.72          | $11844.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-05-15      | 5.0000%  | 0.0000% | $9130.42           | $9457.41           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 4.3134%  | 0.0000% | $50904.75          | $51089.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-26      | 0.0000%  | 0.0000% | $6.90              | $6.77              | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-15      | 6.5000%  | 0.0000% | $131633.02         | $138669.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 6.3750%  | 0.0000% | $86132.70          | $90796.46          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-02-15      | 3.5000%  | 0.0000% | $2385.68           | $2159.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 4.2500%  | 0.0000% | $2032093.12        | $2003310.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 4.6250%  | 0.0000% | $840430.35         | $845980.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-05-15      | 4.3750%  | 0.0000% | $968285.62         | $957340.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 4.2500%  | 0.0000% | $5721.82           | $5547.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-08-15      | 3.7500%  | 0.0000% | $136318.12         | $122092.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $240939.38         | $184783.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-02-15      | 3.1250%  | 0.0000% | $1646360.70        | $1320660.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-05-15      | 2.8750%  | 0.0000% | $119483.85         | $92768.61          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 3.6250%  | 0.0000% | $396451.58         | $338294.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-08-15      | 3.1250%  | 0.0000% | $1139538.45        | $896000.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $156400.58         | $119851.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 2.5000%  | 0.0000% | $123720.45         | $85393.60          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-02-15      | 3.0000%  | 0.0000% | $12178.50          | $9107.84           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 2.7500%  | 0.0000% | $1866362.02        | $1333168.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-02-15      | 3.0000%  | 0.0000% | $535971.30         | $396338.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-11-15      | 3.3750%  | 0.0000% | $650057.62         | $517084.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-02-15      | 2.0000%  | 0.0000% | $6346.28           | $3697.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 1.3750%  | 0.0000% | $1157870.02        | $564865.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-11-15      | 1.6250%  | 0.0000% | $376955.62         | $197895.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2051-08-15      | 2.0000%  | 0.0000% | $1821429.22        | $1038179.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-22      | 0.0000%  | 0.0000% | $34.50             | $33.95             | U.S. Treasuries (including strips) |

### Security 54: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.34_0902
- **C.18 - Value (incl. sponsor support):** $21000000.00
- **C.18.a - Value (excl. sponsor support):** $21000000.00
- **C.19 - Percentage of Net Assets:** 9.9300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2050-11-01      | 2.0000%  | 0.0000% | $42065.24          | $23408.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 1.5000%  | 0.0000% | $3235.98           | $1772.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.5000%  | 0.0000% | $20883.33          | $11683.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-03-01      | 2.0000%  | 0.0000% | $17850.00          | $9018.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $71400.00          | $43482.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 3.0000%  | 0.0000% | $21000.00          | $14407.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.5000%  | 0.0000% | $2869.39           | $2062.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.0000%  | 0.0000% | $12654.11          | $8281.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.5000%  | 0.0000% | $1308.60           | $1116.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $87015.39          | $69888.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $22166.67          | $16042.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $650565.39         | $506136.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 3.0000%  | 0.0000% | $27243.53          | $20601.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 4.5000%  | 0.0000% | $2999.41           | $2398.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 5.0000%  | 0.0000% | $2333.33           | $1755.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.0000%  | 0.0000% | $1792.09           | $1677.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $146230.00         | $116966.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.0000%  | 0.0000% | $12480.49          | $11242.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 6.0000%  | 0.0000% | $49281.17          | $43135.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 5.5000%  | 0.0000% | $3333.52           | $3073.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 7.0000%  | 0.0000% | $27044.41          | $28426.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $61609.33          | $54120.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $76772.85          | $70335.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 4.5000%  | 0.0000% | $1357.67           | $1257.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $42425.02          | $43332.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $19069.42          | $16942.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.0000%  | 0.0000% | $474687.52         | $455811.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 4.5000%  | 0.0000% | $9189.62           | $7573.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 7.0000%  | 0.0000% | $23541.14          | $22164.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-04-01      | 2.5000%  | 0.0000% | $9333.33           | $6102.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 3.0000%  | 0.0000% | $28700.00          | $8215.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 3.0000%  | 0.0000% | $1515.34           | $915.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-06-01      | 2.5000%  | 0.0000% | $27766.67          | $10865.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 2.5000%  | 0.0000% | $4783.33           | $1976.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.5000%  | 0.0000% | $98672.68          | $57502.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 3.0000%  | 0.0000% | $163.33            | $114.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.5000%  | 0.0000% | $1244.09           | $737.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $23.33             | $17.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $46666.67          | $36864.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.0000%  | 0.0000% | $1166.67           | $899.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $134166.67         | $106938.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-01-01      | 5.0000%  | 0.0000% | $11946.67          | $10323.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 6.5000%  | 0.0000% | $25666.67          | $19521.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-08-01      | 5.5000%  | 0.0000% | $38500.00          | $30548.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-08-01      | 5.5000%  | 0.0000% | $974745.22         | $989603.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 1.5000%  | 0.0000% | $2333.33           | $1403.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-03-01      | 2.5000%  | 0.0000% | $25666.67          | $17139.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 2.0000%  | 0.0000% | $27869.03          | $19691.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 5.5000%  | 0.0000% | $32551.28          | $31253.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-01-01      | 6.5000%  | 0.0000% | $27111.65          | $15275.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-10-01      | 4.0000%  | 0.0000% | $38707.55          | $24064.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 3.5000%  | 0.0000% | $374966.67         | $279574.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-25      | 2.5000%  | 0.0000% | $2100.00           | $1529.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $16916.67          | $14694.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $11666.67          | $10207.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 3.0000%  | 0.0000% | $6493.15           | $5024.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $26250.00          | $22405.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 4.0000%  | 0.0000% | $214795.58         | $183537.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 5.5000%  | 0.0000% | $26513.81          | $24373.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $1451581.11        | $1307015.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 3.5000%  | 0.0000% | $274095.73         | $237362.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-04-01      | 3.5000%  | 0.0000% | $873644.87         | $751662.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 4.0000%  | 0.0000% | $661816.70         | $591652.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-01      | 2.5000%  | 0.0000% | $63000.00          | $11809.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-04-01      | 3.5000%  | 0.0000% | $3056.67           | $617.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-07-01      | 3.5000%  | 0.0000% | $1540.00           | $376.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-06-01      | 1.5000%  | 0.0000% | $4666.67           | $2755.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 3.5000%  | 0.0000% | $443.33            | $263.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $1104483.33        | $787421.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $233193.33         | $168216.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $129427.95         | $101873.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 2.5000%  | 0.0000% | $212810.73         | $152735.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 4.5000%  | 0.0000% | $1400.93           | $1163.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 4.5000%  | 0.0000% | $23479.87          | $20758.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 7.0000%  | 0.0000% | $6206.67           | $3777.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 4.5000%  | 0.0000% | $590.64            | $549.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 6.0000%  | 0.0000% | $1123379.46        | $956724.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-03-01      | 3.0000%  | 0.0000% | $420.00            | $107.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 3.0000%  | 0.0000% | $210326.67         | $124047.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $44873.41          | $44495.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 5.0000%  | 0.0000% | $23476.74          | $22917.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 5.0000%  | 0.0000% | $49195.95          | $47753.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.0000%  | 0.0000% | $23335.78          | $22799.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-02-01      | 6.0000%  | 0.0000% | $33731.23          | $26484.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $29380.89          | $29142.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 5.5000%  | 0.0000% | $32571.23          | $33254.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.0000%  | 0.0000% | $52081.17          | $49592.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 6.0000%  | 0.0000% | $33485.62          | $34597.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-09-01      | 6.5000%  | 0.0000% | $23644.62          | $24839.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.5000%  | 0.0000% | $51060.10          | $46227.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.0000%  | 0.0000% | $35886.67          | $34155.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $39460.52          | $37896.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 4.5000%  | 0.0000% | $38643.22          | $34680.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $4666.67           | $4400.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $87611.91          | $76196.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $84719.18          | $75119.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $42696.99          | $40907.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.5000%  | 0.0000% | $24731.23          | $20746.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $25709.74          | $26909.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $30243.64          | $29297.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $175521.15         | $183379.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $25103.82          | $23435.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $185455.55         | $187589.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $30437.03          | $32021.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $28919.99          | $29615.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $106735.30         | $108092.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 4.5000%  | 0.0000% | $32921.30          | $28653.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-01      | 6.0000%  | 0.0000% | $45113.20          | $46206.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $44133.81          | $46103.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $32916.78          | $33390.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $34116.88          | $34952.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $109721.06         | $110815.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $226162.21         | $229528.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 5.5000%  | 0.0000% | $19061.09          | $19342.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $94868.34          | $96366.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $60767.98          | $61725.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $36142.03          | $36856.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 5.5000%  | 0.0000% | $51515.17          | $52555.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 7.0000%  | 0.0000% | $27320.86          | $28927.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-07-01      | 6.0000%  | 0.0000% | $36526.07          | $37807.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $40535.39          | $41425.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 5.5000%  | 0.0000% | $60797.47          | $61858.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $220607.92         | $223272.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $595597.17         | $612395.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $176671.20         | $182499.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 3.5000%  | 0.0000% | $192296.02         | $169079.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 5.0000%  | 0.0000% | $1625816.17        | $1564969.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 4.5000%  | 0.0000% | $113446.67         | $104739.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 5.5000%  | 0.0000% | $869955.36         | $857660.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $1418038.35        | $1420384.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-03-01      | 3.5000%  | 0.0000% | $177230.60         | $161514.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-06-01      | 6.0000%  | 0.0000% | $1414954.54        | $1432233.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.5000%  | 0.0000% | $43367.68          | $37538.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-12-01      | 6.5000%  | 0.0000% | $29047.04          | $20856.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 7.5000%  | 0.0000% | $191148.60         | $145844.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.5000%  | 0.0000% | $105000.00         | $96615.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-04-01      | 5.0000%  | 0.0000% | $106143.59         | $99606.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $2496.36           | $2289.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $90125.21          | $82514.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-08-01      | 6.5000%  | 0.0000% | $231941.13         | $238969.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 3.5000%  | 0.0000% | $84545.72          | $79176.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 5.0000%  | 0.0000% | $723.33            | $463.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-02-01      | 2.0000%  | 0.0000% | $27345.06          | $14953.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-01-01      | 6.0000%  | 0.0000% | $28930.49          | $5913.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-10-01      | 3.5000%  | 0.0000% | $5250.00           | $3856.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $213132.08         | $144850.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.5000%  | 0.0000% | $774331.65         | $550265.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-01      | 4.5000%  | 0.0000% | $207076.85         | $28793.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-07-01      | 5.0000%  | 0.0000% | $1516.67           | $642.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-05-01      | 4.5000%  | 0.0000% | $32946.67          | $21088.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.5000%  | 0.0000% | $30333.33          | $19560.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 3.5000%  | 0.0000% | $1323580.81        | $935915.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.5000%  | 0.0000% | $649531.17         | $499362.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 3.5000%  | 0.0000% | $1326.10           | $1056.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-12-01      | 7.0000%  | 0.0000% | $663.44            | $20.35             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-08-01      | 6.0000%  | 0.0000% | $116067.35         | $2220.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-04-01      | 7.0000%  | 0.0000% | $18955.02          | $58.94             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 4.5000%  | 0.0000% | $643020.47         | $18929.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 4.5000%  | 0.0000% | $583.33            | $20.43             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 6.0000%  | 0.0000% | $188246.05         | $395.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-04-01      | 4.5000%  | 0.0000% | $11021.52          | $1401.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 4.5000%  | 0.0000% | $281695.68         | $1905.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 5.5000%  | 0.0000% | $3455.92           | $20.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 6.5000%  | 0.0000% | $18666.67          | $576.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-03-01      | 3.5000%  | 0.0000% | $3006.64           | $319.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.0000%  | 0.0000% | $13323.33          | $37.10             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-06-01      | 5.0000%  | 0.0000% | $674756.25         | $14.74             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-05-01      | 3.0000%  | 0.0000% | $111766.67         | $11361.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-12-01      | 3.0000%  | 0.0000% | $72893.33          | $10230.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-12-01      | 5.0000%  | 0.0000% | $22471.63          | $2845.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-01-01      | 4.5000%  | 0.0000% | $6533.33           | $1369.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-06-01      | 3.5000%  | 0.0000% | $6694.75           | $1004.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 2.5000%  | 0.0000% | $8400.00           | $4321.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $57028.56          | $39853.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-11-01      | 1.5000%  | 0.0000% | $3966.67           | $1741.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-11-01      | 2.0000%  | 0.0000% | $43686.35          | $25190.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-04-01      | 1.5000%  | 0.0000% | $751289.21         | $483888.54         | Agency Mortgage-Backed Securities |

### Security 55: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 11.8300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $179.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-11-15      | 4.6250%  | 0.0000% | $800.00            | $785.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $331400.00         | $309866.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $189.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 1.2500%  | 0.0000% | $88100.00          | $95885.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $400.00            | $415.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $166700.00         | $176745.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 4.3884%  | 0.0000% | $2353000.00        | $2362719.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $4747800.00        | $5178379.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $148000.00         | $148513.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-02      | 0.0000%  | 0.0000% | $200.00            | $199.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-09-11      | 0.0000%  | 0.0000% | $90700.00          | $90603.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $1234400.00        | $498076.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $74800.00          | $26668.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $1138100.00        | $395394.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $351400.00         | $114009.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $923800.00         | $261442.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 0.7500%  | 0.0000% | $4873100.00        | $5407508.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 2.7500%  | 0.0000% | $300.00            | $228.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $134700.00         | $93828.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-11-15      | 3.0000%  | 0.0000% | $13596300.00       | $10350568.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.55             | U.S. Treasuries (including strips) |

### Security 56: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $2400000.00
- **C.18.a - Value (excl. sponsor support):** $2400000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 3.0000%  | 0.0000% | $40895.00          | $10425.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 2.0000%  | 0.0000% | $1023.00           | $764.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $1004.00           | $180.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $18999.00          | $12266.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1001.00           | $888.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $1042.00           | $224.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1391789.00        | $222672.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 6.0000%  | 0.0000% | $2227.00           | $1849.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $832.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $562.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $12400.00          | $9481.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $959.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1916.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $850.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $954.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.5000%  | 0.0000% | $10592.00          | $10030.54          | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-03-20      | 2.0000%  | 0.0000% | $4569.00           | $2352.53           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-05-20      | 3.5000%  | 0.0000% | $3072321.00        | $1442492.94        | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2051-06-20      | 3.0000%  | 0.0000% | $2054.00           | $1041.87           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $752.96            | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2054-10-20      | 5.0000%  | 0.0000% | $6257.00           | $5987.92           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2038-02-20      | 3.5000%  | 0.0000% | $3373.00           | $1145.80           | Agency Mortgage-Backed Securities  |
| GNMA                                  | 2055-07-20      | 6.5000%  | 0.0000% | $230856.00         | $238969.57         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $101.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-10-09      | 0.0000%  | 0.0000% | $1900.00           | $1891.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2045-02-15      | 0.7500%  | 0.0000% | $260100.00         | $257943.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $72.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $141.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $181.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2055-02-15      | 4.6250%  | 0.0000% | $229900.00         | $219443.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-15      | 0.8750%  | 0.0000% | $800.00            | $1019.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-07-31      | 4.0000%  | 0.0000% | $400.00            | $406.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.45            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Deutsche DWS Variable Series II

**Date:** 2025-09-08

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

**Title of Signing Officer:** Treasurer and Chief Financial Officer