# EDGAR Filing Document

**Accession Number:** 0000810573
**File Stem:** 0001410368-26-022251
**Filing Date:** 2026-3
**Character Count:** 111169
**Document Hash:** 4ff7e8fe2628ddd4580015831628a49c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022251.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022251

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729776

**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):** 2026-02-28

**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:** 20 days

- **WAL:** 64 days

- **Total Value of Portfolio Securities:** $255495921.66

- **Amortized Cost of Portfolio Securities:** $255485209.24

- **Cash:** $69638.86

- **Total Other Assets:** $285103.68

- **Total Liabilities:** $418576.75

- **Net Assets of Series:** $255421375.03

- **Number of Shares Outstanding (Series):** 255436287.5200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $157910638.42             | $162202874.68              | 75.1400%                  | 77.1800%                   |
| 2026-02-03 | $155594885.58             | $159387382.55              | 75.0500%                  | 76.8700%                   |
| 2026-02-04 | $155457512.50             | $159250270.31              | 75.2100%                  | 77.0500%                   |
| 2026-02-05 | $151329978.55             | $155122961.87              | 74.7100%                  | 76.5800%                   |
| 2026-02-06 | $152223635.56             | $155766793.74              | 74.9900%                  | 76.7300%                   |
| 2026-02-09 | $152932397.60             | $156476250.71              | 75.0800%                  | 76.8200%                   |
| 2026-02-10 | $152995014.24             | $157539134.65              | 75.0900%                  | 77.3200%                   |
| 2026-02-11 | $153494305.50             | $158038635.50              | 75.1500%                  | 77.3700%                   |
| 2026-02-12 | $154338229.53             | $158129791.04              | 75.3400%                  | 77.1900%                   |
| 2026-02-13 | $155384096.70             | $159175934.24              | 75.4500%                  | 77.2900%                   |
| 2026-02-17 | $173538116.79             | $177126502.91              | 77.8000%                  | 79.4100%                   |
| 2026-02-18 | $164980061.18             | $168568813.14              | 76.9200%                  | 78.5900%                   |
| 2026-02-19 | $204724689.42             | $208313773.58              | 80.5200%                  | 81.9300%                   |
| 2026-02-20 | $206917579.46             | $210507025.77              | 80.6800%                  | 82.0700%                   |
| 2026-02-23 | $209674581.84             | $213265128.70              | 80.8900%                  | 82.2800%                   |
| 2026-02-24 | $209747897.45             | $214338813.42              | 80.9000%                  | 82.6700%                   |
| 2026-02-25 | $209809856.89             | $214401169.27              | 80.9000%                  | 82.6800%                   |
| 2026-02-26 | $208772397.45             | $213364078.61              | 81.3000%                  | 83.0900%                   |
| 2026-02-27 | $209301205.75             | $212393719.53              | 81.8100%                  | 83.0100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.6900%             |
| 2026-02-03 | 3.6900%             |
| 2026-02-04 | 3.7000%             |
| 2026-02-05 | 3.7000%             |
| 2026-02-06 | 3.7100%             |
| 2026-02-09 | 3.7200%             |
| 2026-02-10 | 3.7100%             |
| 2026-02-11 | 3.7100%             |
| 2026-02-12 | 3.7100%             |
| 2026-02-13 | 3.7100%             |
| 2026-02-17 | 3.7200%             |
| 2026-02-18 | 3.7300%             |
| 2026-02-19 | 3.7300%             |
| 2026-02-20 | 3.7300%             |
| 2026-02-23 | 3.7200%             |
| 2026-02-24 | 3.7200%             |
| 2026-02-25 | 3.7100%             |
| 2026-02-26 | 3.7100%             |
| 2026-02-27 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0000                      |
|  |  |
| 2026-02-03 | 1.0000                      |
|  |  |
| 2026-02-04 | 1.0000                      |
|  |  |
| 2026-02-05 | 1.0000                      |
|  |  |
| 2026-02-06 | 1.0000                      |
|  |  |
| 2026-02-09 | 1.0000                      |
|  |  |
| 2026-02-10 | 1.0000                      |
|  |  |
| 2026-02-11 | 1.0000                      |
|  |  |
| 2026-02-12 | 1.0000                      |
|  |  |
| 2026-02-13 | 1.0000                      |
|  |  |
| 2026-02-17 | 1.0000                      |
|  |  |
| 2026-02-18 | 1.0000                      |
|  |  |
| 2026-02-19 | 1.0000                      |
|  |  |
| 2026-02-20 | 1.0000                      |
|  |  |
| 2026-02-23 | 1.0000                      |
|  |  |
| 2026-02-24 | 1.0000                      |
|  |  |
| 2026-02-25 | 1.0000                      |
|  |  |
| 2026-02-26 | 1.0000                      |
|  |  |
| 2026-02-27 | 1.0000                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $255421375.03

- **Number of Shares Outstanding:** 255436287.5200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0000          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 2026-02-05 | 1.0000          |
|  |  |
| 2026-02-06 | 1.0000          |
|  |  |
| 2026-02-09 | 1.0000          |
|  |  |
| 2026-02-10 | 1.0000          |
|  |  |
| 2026-02-11 | 1.0000          |
|  |  |
| 2026-02-12 | 1.0000          |
|  |  |
| 2026-02-13 | 1.0000          |
|  |  |
| 2026-02-17 | 1.0000          |
|  |  |
| 2026-02-18 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $89539.76                 | $12267.79               |
| 2026-02-03 | $8381.43                  | $1849284.23             |
| 2026-02-04 | $688256.97                | $346398.94              |
| 2026-02-05 | $223229.96                | $4372128.37             |
| 2026-02-06 | $395124.28                | $22450.09               |
| 2026-02-09 | $771096.32                | $113674.65              |
| 2026-02-10 | $1097515.16               | $49845.59               |
| 2026-02-11 | $800664.99                | $315704.27              |
| 2026-02-12 | $250111.18                | $678646.65              |
| 2026-02-13 | $1014397.35               | $6201.10                |
| 2026-02-17 | $9718958.03               | $25665.19               |
| 2026-02-18 | $728296.81                | $294143.08              |
| 2026-02-19 | $39943800.95              | $156047.18              |
| 2026-02-20 | $2333387.12               | $175414.53              |
| 2026-02-23 | $307354.98                | $70993.12               |
| 2026-02-24 | $100677.37                | $47850.69               |
| 2026-02-25 | $48627.88                 | $21784.68               |
| 2026-02-26 | $74947.87                 | $193218.92              |
| 2026-02-27 | $14506.42                 | $1019764.38             |

**Total Gross Subscriptions (Month):** $58608874.83

**Total Gross Redemptions (Month):** $9771483.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3000%           |
| 2026-02-03 | 3.3000%           |
| 2026-02-04 | 3.3000%           |
| 2026-02-05 | 3.3000%           |
| 2026-02-06 | 3.3100%           |
| 2026-02-09 | 3.3200%           |
| 2026-02-10 | 3.3100%           |
| 2026-02-11 | 3.3100%           |
| 2026-02-12 | 3.3100%           |
| 2026-02-13 | 3.3100%           |
| 2026-02-17 | 3.3300%           |
| 2026-02-18 | 3.3300%           |
| 2026-02-19 | 3.3400%           |
| 2026-02-20 | 3.3400%           |
| 2026-02-23 | 3.3400%           |
| 2026-02-24 | 3.3300%           |
| 2026-02-25 | 3.3300%           |
| 2026-02-26 | 3.3300%           |
| 2026-02-27 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 18.3000%         | 0.0000%              |
| Insurance company |  | 12.9700%         | 0.0000%              |
| Insurance company |  | 11.7500%         | 0.0000%              |
| Insurance company |  | 11.1800%         | 0.0000%              |
| Insurance company |  | 5.9200%          | 0.0000%              |
| Insurance company |  | 10.4100%         | 0.0000%              |
| Insurance company |  | 5.9800%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 3.670000%
- **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_3.67_0302
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 9.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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.      | 2055-09-01      | 6.0000%  | 0.0000% | $15335421.00       | $14159121.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $8621536.00        | $7458677.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 7.0000%  | 0.0000% | $3222890.00        | $2862200.89        | Agency Mortgage-Backed Securities |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **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):** $999997.91
- **C.18.a - Value (excl. sponsor support):** $999997.91
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RJ9, C.4 - ISIN: US3130B5RJ91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1250037.49
- **C.18.a - Value (excl. sponsor support):** $1250037.49
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-30
- **C.13 - Final Legal Maturity Date:** 2027-03-30
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **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):** $500243.05
- **C.18.a - Value (excl. sponsor support):** $500243.05
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.735000%
- **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):** $749973.29
- **C.18.a - Value (excl. sponsor support):** $749973.29
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.840000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TP9, C.4 - ISIN: US3130B7TP99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000497.00
- **C.18.a - Value (excl. sponsor support):** $1000497.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **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? 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 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85P3, C.4 - ISIN: US3130B85P39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749988.13
- **C.18.a - Value (excl. sponsor support):** $749988.13
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **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 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $749989.67
- **C.18.a - Value (excl. sponsor support):** $749989.67
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.4 - ISIN: US3130B8A693, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3499941.87
- **C.18.a - Value (excl. sponsor support):** $3499941.87
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J37, C.4 - ISIN: US3130B8J371, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1999974.42
- **C.18.a - Value (excl. sponsor support):** $1999974.42
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1499980.79
- **C.18.a - Value (excl. sponsor support):** $1499980.79
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **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 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QN5, C.4 - ISIN: US3130B8QN51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1500018.51
- **C.18.a - Value (excl. sponsor support):** $1500018.51
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **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 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BJ8, C.4 - ISIN: US3130B9BJ87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999996.37
- **C.18.a - Value (excl. sponsor support):** $999996.37
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9CC2, C.4 - ISIN: US3130B9CC26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998.69
- **C.18.a - Value (excl. sponsor support):** $499998.69
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9D72, C.4 - ISIN: US3130B9D729, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999124.56
- **C.18.a - Value (excl. sponsor support):** $999124.56
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DJ6, C.4 - ISIN: US3130B9DJ69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999998.50
- **C.18.a - Value (excl. sponsor support):** $999998.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9DU1, C.4 - ISIN: US3130B9DU15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999997.86
- **C.18.a - Value (excl. sponsor support):** $999997.86
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GB0, C.4 - ISIN: US3130B9GB07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999997.83
- **C.18.a - Value (excl. sponsor support):** $999997.83
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9H78, C.4 - ISIN: US3130B9H787, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999997.07
- **C.18.a - Value (excl. sponsor support):** $999997.07
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **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 20: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VM7, C.4 - ISIN: US313313VM73, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $497768.75
- **C.18.a - Value (excl. sponsor support):** $497768.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-13
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **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? Yes, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WD6, C.4 - ISIN: US313313WD65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $496975.42
- **C.18.a - Value (excl. sponsor support):** $496975.42
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **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 22: 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: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1499548.76
- **C.18.a - Value (excl. sponsor support):** $1499548.76
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 23: 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: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $798475.78
- **C.18.a - Value (excl. sponsor support):** $798475.78
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **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? Yes, C.23 Categorized at Level 3? No

### Security 24: 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: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $796271.34
- **C.18.a - Value (excl. sponsor support):** $796271.34
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 25: 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: 313385WR3, C.4 - ISIN: US313385WR39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1489186.88
- **C.18.a - Value (excl. sponsor support):** $1489186.88
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **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 26: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **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):** $1000612.07
- **C.18.a - Value (excl. sponsor support):** $1000612.07
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 27: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **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):** $500271.82
- **C.18.a - Value (excl. sponsor support):** $500271.82
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 28: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **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):** $1502058.32
- **C.18.a - Value (excl. sponsor support):** $1502058.32
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 29: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $749967.62
- **C.18.a - Value (excl. sponsor support):** $749967.62
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2H9, C.4 - ISIN: US3133ET2H94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999967.74
- **C.18.a - Value (excl. sponsor support):** $999967.74
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2001826.26
- **C.18.a - Value (excl. sponsor support):** $2001826.26
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999958.45
- **C.18.a - Value (excl. sponsor support):** $999958.45
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $500107.38
- **C.18.a - Value (excl. sponsor support):** $500107.38
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $499962.77
- **C.18.a - Value (excl. sponsor support):** $499962.77
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **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):** $749736.68
- **C.18.a - Value (excl. sponsor support):** $749736.68
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **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):** $500332.66
- **C.18.a - Value (excl. sponsor support):** $500332.66
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **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):** $749918.23
- **C.18.a - Value (excl. sponsor support):** $749918.23
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **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):** $1502142.46
- **C.18.a - Value (excl. sponsor support):** $1502142.46
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 39: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **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):** $300118.37
- **C.18.a - Value (excl. sponsor support):** $300118.37
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 40: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $500199.48
- **C.18.a - Value (excl. sponsor support):** $500199.48
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 41: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1501665.17
- **C.18.a - Value (excl. sponsor support):** $1501665.17
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.770000%
- **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):** $750205.59
- **C.18.a - Value (excl. sponsor support):** $750205.59
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 43: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.805000%
- **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):** $1250744.98
- **C.18.a - Value (excl. sponsor support):** $1250744.98
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 44: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $2125863.60
- **C.18.a - Value (excl. sponsor support):** $2125863.60
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 45: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $500206.79
- **C.18.a - Value (excl. sponsor support):** $500206.79
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 46: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.810000%
- **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):** $1000523.30
- **C.18.a - Value (excl. sponsor support):** $1000523.30
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 47: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCHQ1, C.4 - ISIN: US3136GCHQ10, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $999533.85
- **C.18.a - Value (excl. sponsor support):** $999533.85
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.660000%
- **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_3.66_0302
- **C.18 - Value (incl. sponsor support):** $29000000.00
- **C.18.a - Value (excl. sponsor support):** $29000000.00
- **C.19 - Percentage of Net Assets:** 11.3500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 | 2029-12-31      | 4.3750%  | 0.0000% | $28513700.00       | $29580102.92       | U.S. Treasuries (including strips) |

### 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: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $998292.92
- **C.18.a - Value (excl. sponsor support):** $998292.92
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 50: 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):** $2239813.13
- **C.18.a - Value (excl. sponsor support):** $2239813.13
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 51: 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):** $5459961.54
- **C.18.a - Value (excl. sponsor support):** $5459961.54
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 52: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1980024.44
- **C.18.a - Value (excl. sponsor support):** $1980024.44
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $987243.33
- **C.18.a - Value (excl. sponsor support):** $987243.33
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2497483.23
- **C.18.a - Value (excl. sponsor support):** $2497483.23
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **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 55: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3491502.77
- **C.18.a - Value (excl. sponsor support):** $3491502.77
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1993765.56
- **C.18.a - Value (excl. sponsor support):** $1993765.56
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **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 57: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2238267.51
- **C.18.a - Value (excl. sponsor support):** $2238267.51
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2480083.33
- **C.18.a - Value (excl. sponsor support):** $2480083.33
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2225902.50
- **C.18.a - Value (excl. sponsor support):** $2225902.50
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1977271.12
- **C.18.a - Value (excl. sponsor support):** $1977271.12
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **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 61: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TK3, C.4 - ISIN: US912797TK32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1988512.92
- **C.18.a - Value (excl. sponsor support):** $1988512.92
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 62: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2980910.01
- **C.18.a - Value (excl. sponsor support):** $2980910.01
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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 63: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1971956.12
- **C.18.a - Value (excl. sponsor support):** $1971956.12
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 64: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1967971.02
- **C.18.a - Value (excl. sponsor support):** $1967971.02
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 65: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2456550.70
- **C.18.a - Value (excl. sponsor support):** $2456550.70
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2473684.03
- **C.18.a - Value (excl. sponsor support):** $2473684.03
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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 67: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.772900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5022821.95
- **C.18.a - Value (excl. sponsor support):** $5022821.95
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 68: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.660000%
- **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: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 94974A003_3.66_0302
- **C.18 - Value (incl. sponsor support):** $28300000.00
- **C.18.a - Value (excl. sponsor support):** $28300000.00
- **C.19 - Percentage of Net Assets:** 11.0800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 | 2033-07-15      | 1.3750%  | 0.0000% | $254381.62         | $270873.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $1576826.48        | $1718275.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $502526.64         | $533584.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 2.3750%  | 0.0000% | $22050482.70       | $16695242.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-15      | 0.5000%  | 0.0000% | $4167312.96        | $5434113.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $1582985.26        | $1960423.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $1557062.46        | $2115400.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $2065.90           | $2556.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $31947.16          | $33345.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $99173.81          | $102187.78         | U.S. Treasuries (including strips) |

### Security 69: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 3.670000%
- **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: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 94974A003_3.67_0302
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 11.7500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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. | 2039-11-01      | 4.5000%  | 0.0000% | $45779.80          | $30346.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $72374.63          | $70463.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $103983.80         | $98996.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 5.5000%  | 0.0000% | $38678.27          | $30508.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-08-01      | 5.5000%  | 0.0000% | $33566.33          | $30508.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-01-01      | 4.5000%  | 0.0000% | $55125.93          | $55124.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-02-01      | 4.5000%  | 0.0000% | $50682.00          | $50954.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-03-01      | 4.5000%  | 0.0000% | $69607.37          | $70089.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-01      | 3.5000%  | 0.0000% | $17500.00          | $5429.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-11-01      | 3.0000%  | 0.0000% | $49766.70          | $34265.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-01      | 3.0000%  | 0.0000% | $7000.00           | $2415.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 2.5000%  | 0.0000% | $41496.23          | $13124.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $3333.33           | $2199.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 1.5000%  | 0.0000% | $15820.40          | $10714.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.5000%  | 0.0000% | $1566.67           | $1034.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 2.0000%  | 0.0000% | $43737.70          | $27031.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.0000%  | 0.0000% | $471544.10         | $339259.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 5.0000%  | 0.0000% | $181573.33         | $149026.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 4.5000%  | 0.0000% | $50000.00          | $36222.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 4.5000%  | 0.0000% | $73610.97          | $68749.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 5.0000%  | 0.0000% | $95800.00          | $81602.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $50000.00          | $30494.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-03-01      | 6.0000%  | 0.0000% | $1514200.00        | $1066992.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 6.5000%  | 0.0000% | $51177.60          | $33335.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 5.0000%  | 0.0000% | $104466.43         | $73451.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.5000%  | 0.0000% | $36952.57          | $23226.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-06-01      | 5.5000%  | 0.0000% | $154482.73         | $118907.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-11-01      | 4.5000%  | 0.0000% | $33412.30          | $17031.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 2.0000%  | 0.0000% | $12724.37          | $5794.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 2.5000%  | 0.0000% | $34269.70          | $12409.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 2.0000%  | 0.0000% | $4933.33           | $2468.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 2.5000%  | 0.0000% | $54200.00          | $28633.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $11270.57          | $7912.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.0000%  | 0.0000% | $48036.93          | $29493.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-07-01      | 5.5000%  | 0.0000% | $1500.00           | $948.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-07-01      | 5.5000%  | 0.0000% | $32302.67          | $27671.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-06-01      | 2.0000%  | 0.0000% | $448322.23         | $261812.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-04-01      | 2.5000%  | 0.0000% | $79623.53          | $39779.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 3.0000%  | 0.0000% | $140760.97         | $123908.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.0000%  | 0.0000% | $71058.53          | $62525.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.5000%  | 0.0000% | $79492.90          | $68265.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 6.0000%  | 0.0000% | $87647.83          | $73956.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-07-01      | 5.5000%  | 0.0000% | $84127.63          | $83774.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 4.5000%  | 0.0000% | $16691.30          | $16465.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-06-01      | 4.5000%  | 0.0000% | $121459.90         | $104287.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $39567.73          | $36391.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.0000%  | 0.0000% | $577687.60         | $580829.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $105446.37         | $105679.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 5.5000%  | 0.0000% | $48126.67          | $49268.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-12-01      | 4.5000%  | 0.0000% | $190500.40         | $189047.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $24666.67          | $21503.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.0000%  | 0.0000% | $4508968.50        | $4174710.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $475616.30         | $469553.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.0000%  | 0.0000% | $3209312.53        | $2973135.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.0000%  | 0.0000% | $16166.67          | $14593.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $91756.00          | $80601.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 6.0000%  | 0.0000% | $99200.00          | $85033.65          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $1388811.97        | $1201437.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 6.5000%  | 0.0000% | $844293.43         | $882993.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.5000%  | 0.0000% | $5270550.50        | $5240803.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.0000%  | 0.0000% | $1751927.10        | $1736587.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $200251.60         | $198160.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $1397974.03        | $1402147.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $40558.83          | $42433.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.5000%  | 0.0000% | $175314.97         | $180766.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 5.0000%  | 0.0000% | $204296.43         | $206142.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $38311.40          | $38851.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.0000%  | 0.0000% | $96423.67          | $100704.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 5.0000%  | 0.0000% | $78991.13          | $80115.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-01-01      | 6.5000%  | 0.0000% | $104947.37         | $110446.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-09-01      | 6.0000%  | 0.0000% | $31387.03          | $169.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-01-01      | 3.0000%  | 0.0000% | $25833.33          | $5501.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-11-01      | 5.0000%  | 0.0000% | $79402.63          | $10054.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 5.5000%  | 0.0000% | $684366.67         | $535262.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 6.0000%  | 0.0000% | $605526.93         | $405818.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $66.67             | $46.21             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $36666.67          | $22511.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 5.5000%  | 0.0000% | $10000.00          | $6103.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-04-01      | 3.0000%  | 0.0000% | $5833.33           | $841.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-07-01      | 7.0000%  | 0.0000% | $2572.47           | $99.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 6.0000%  | 0.0000% | $12495.17          | $61.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-02-01      | 4.5000%  | 0.0000% | $166666.67         | $1665.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-04-01      | 7.0000%  | 0.0000% | $13603.17          | $65.75             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-03-01      | 6.5000%  | 0.0000% | $40082.17          | $1324.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-05-01      | 3.0000%  | 0.0000% | $2641372.93        | $483282.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 4.0000%  | 0.0000% | $20100.00          | $2921.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2046-06-01      | 3.5000%  | 0.0000% | $3333.33           | $538.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-06-01      | 4.0000%  | 0.0000% | $250000.00         | $32691.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-01      | 5.0000%  | 0.0000% | $19000.00          | $2172.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2029-10-01      | 4.5000%  | 0.0000% | $59333.33          | $608.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-04-01      | 4.0000%  | 0.0000% | $16666.67          | $1431.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-05-01      | 4.0000%  | 0.0000% | $366.67            | $29.81             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 2.5000%  | 0.0000% | $10460.10          | $9582.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 1.5000%  | 0.0000% | $74112.23          | $44539.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2056-02-01      | 6.0000%  | 0.0000% | $34275.33          | $35704.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-09-01      | 5.0000%  | 0.0000% | $39433.33          | $26208.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-03-01      | 5.0000%  | 0.0000% | $666299.93         | $487158.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-07-01      | 2.0000%  | 0.0000% | $6666.67           | $3809.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 3.0000%  | 0.0000% | $26833.33          | $17631.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $162000.00         | $118657.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $50000.00          | $38149.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-09-01      | 4.5000%  | 0.0000% | $392377.10         | $290903.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-12-01      | 4.0000%  | 0.0000% | $160333.33         | $129217.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 5.0000%  | 0.0000% | $12000.00          | $8880.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.0000%  | 0.0000% | $190811.07         | $132032.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $166.67            | $127.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 3.0000%  | 0.0000% | $33.33             | $23.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $233.33            | $182.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-01-01      | 6.5000%  | 0.0000% | $1388403.70        | $1011641.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 4.0000%  | 0.0000% | $31700.00          | $25834.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-07-01      | 5.5000%  | 0.0000% | $1833.33           | $1642.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $793907.30         | $691416.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 3.0000%  | 0.0000% | $66.67             | $19.45             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.0000%  | 0.0000% | $123333.33         | $71450.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 5.0000%  | 0.0000% | $12700.00          | $9739.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-06-01      | 5.0000%  | 0.0000% | $1950.00           | $1603.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 6.5000%  | 0.0000% | $857663.57         | $546641.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-02-01      | 3.5000%  | 0.0000% | $175433.33         | $126992.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 4.5000%  | 0.0000% | $35000.00          | $30378.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-08-01      | 5.0000%  | 0.0000% | $47246.87          | $6219.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-01-01      | 2.5000%  | 0.0000% | $39699.07          | $22516.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-12-01      | 1.5000%  | 0.0000% | $579704.63         | $168000.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $104146.70         | $106422.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.0000%  | 0.0000% | $140080.23         | $133801.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $45233.03          | $44866.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $63660.53          | $45041.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $35215.80          | $35620.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 5.5000%  | 0.0000% | $38663.50          | $35872.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $68222.00          | $64642.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $79935.30          | $78596.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 6.0000%  | 0.0000% | $147070.80         | $150866.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-09-01      | 7.0000%  | 0.0000% | $42146.90          | $45142.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.0000%  | 0.0000% | $392416.50         | $393763.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 4.5000%  | 0.0000% | $16581.20          | $16394.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-11-01      | 5.5000%  | 0.0000% | $99094.73          | $102423.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-10-01      | 5.5000%  | 0.0000% | $51201.87          | $52888.66          | Agency Mortgage-Backed Securities |

### Security 70: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.660000%
- **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: 549300OC2RCD3PND7366, C.5 - Other ID: 964FUR009_3.66_0302
- **C.18 - Value (incl. sponsor support):** $46000000.00
- **C.18.a - Value (excl. sponsor support):** $46000000.00
- **C.19 - Percentage of Net Assets:** 18.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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 | 2046-02-15      | 0.0000%  | 0.0000% | $8733300.00        | $3407078.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $2400.00           | $913.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-08-15      | 0.0000%  | 0.0000% | $97100.00          | $35008.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-11-15      | 4.2500%  | 0.0000% | $16225900.00       | $16251844.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 1.6250%  | 0.0000% | $6999900.00        | $7828817.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $106.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $6700.00           | $7138.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-11-15      | 4.2500%  | 0.0000% | $9300.00           | $9662.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $400.00            | $347.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $15497900.00       | $14794507.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2055-05-15      | 4.7500%  | 0.0000% | $1100.00           | $1134.40           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-15      | 2.6250%  | 0.0000% | $543000.00         | $531474.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $88.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $118.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2048-08-15      | 0.0000%  | 0.0000% | $221300.00         | $75862.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $104.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-05-15      | 4.2500%  | 0.0000% | $3847200.00        | $3989903.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips) |

### Security 71: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.670000%
- **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: 549300OC2RCD3PND7366, C.5 - Other ID: 964FUR009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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.         | 2051-05-01      | 2.0000%  | 0.0000% | $1010.00           | $561.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2166.00           | $2176.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1023.00           | $829.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $56400.00          | $33822.38          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1003.00           | $151.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $732.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $3934.00           | $2824.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $5275.00           | $2681.71           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1024.00           | $542.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1024.00           | $576.12            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $2024.00           | $1478.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $3300989.00        | $2395419.40        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1024.00           | $745.61            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $2760.00           | $1827.54           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1760.00           | $888.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $2000.00           | $1492.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1280.00           | $518.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $1000.00           | $845.16            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $17275.00          | $9750.07           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1040.00           | $442.92            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $1000.00           | $844.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $3672.00           | $3266.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $456.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $1000.00           | $810.66            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1581.00           | $1192.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $6257.00           | $5695.73           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $835.07            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $10528.00          | $8602.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1008.00           | $665.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $933.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $4152823.00        | $41696.49          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $2803.00           | $1926.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $473.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $4751.00           | $2492.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $861.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 7.0000%  | 0.0000% | $107579.00         | $110649.10         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $2862.00           | $1850.44           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $197.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2048-02-15      | 1.0000%  | 0.0000% | $222300.00         | $222079.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $21900.00          | $29769.66          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 1.6250%  | 0.0000% | $166800.00         | $165495.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1042.63           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 0.0000%  | 0.0000% | $1075.23           | $789.43            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Deutsche DWS Variable Series II

**Date:** 2026-03-06

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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