# EDGAR Filing Document

**Accession Number:** 0000810573
**File Stem:** 0001145549-25-038906
**Filing Date:** 2025-6
**Character Count:** 93693
**Document Hash:** 3c41f82888a1f4b2c410e60d15094344
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038906.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038906

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029918

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-05-31

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

**CIK Number of Registrant:** 0000810573

**LEI of Registrant:** 7WRERVUOG2HKG87QIP75

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

**LEI of Series:** 549300X69V37VDYVWX11

**EDGAR Series Identifier:** S000006258

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 26 days

- **WAL:** 80 days

- **Total Value of Portfolio Securities:** $206737892.95

- **Amortized Cost of Portfolio Securities:** $206731422.76

- **Cash:** $33481.14

- **Total Other Assets:** $312074.68

- **Total Liabilities:** $497178.44

- **Net Assets of Series:** $206579800.14

- **Number of Shares Outstanding (Series):** 206602207.0600

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $186597275.32             | $187346922.82              | 88.4900%                  | 88.8400%                   |
| 2025-05-02 | $185131682.36             | $185131682.36              | 88.7100%                  | 88.7100%                   |
| 2025-05-05 | $185896309.72             | $185896309.72              | 88.7600%                  | 88.7600%                   |
| 2025-05-06 | $186808790.31             | $186808790.31              | 88.8100%                  | 88.8100%                   |
| 2025-05-07 | $186614548.07             | $186614548.07              | 88.8000%                  | 88.8000%                   |
| 2025-05-08 | $186351521.69             | $186351521.69              | 88.7800%                  | 88.7800%                   |
| 2025-05-09 | $188566916.63             | $188566916.63              | 88.8800%                  | 88.8800%                   |
| 2025-05-12 | $189776907.80             | $189776907.80              | 88.9600%                  | 88.9600%                   |
| 2025-05-13 | $186419396.91             | $186419396.91              | 88.7800%                  | 88.7800%                   |
| 2025-05-14 | $182616264.80             | $182616264.80              | 88.5700%                  | 88.5700%                   |
| 2025-05-15 | $185676571.15             | $185676571.15              | 88.7400%                  | 88.7400%                   |
| 2025-05-16 | $186305879.00             | $186305879.00              | 88.7500%                  | 88.7500%                   |
| 2025-05-19 | $189231267.96             | $189231267.96              | 88.9200%                  | 88.9200%                   |
| 2025-05-20 | $182432857.31             | $182432857.31              | 88.5500%                  | 88.5500%                   |
| 2025-05-21 | $183875325.40             | $183875325.40              | 88.6400%                  | 88.6400%                   |
| 2025-05-22 | $183644240.38             | $183644240.38              | 88.4100%                  | 88.4100%                   |
| 2025-05-23 | $183456345.28             | $183456345.28              | 88.3700%                  | 88.3700%                   |
| 2025-05-27 | $183264759.17             | $183764766.42              | 88.3700%                  | 88.6200%                   |
| 2025-05-28 | $183425131.89             | $183925137.91              | 88.3800%                  | 88.6200%                   |
| 2025-05-29 | $183501381.95             | $184001386.75              | 87.9600%                  | 88.2000%                   |
| 2025-05-30 | $181915886.30             | $182415887.50              | 87.8500%                  | 88.0900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3900%             |
| 2025-05-02 | 4.3900%             |
| 2025-05-05 | 4.4000%             |
| 2025-05-06 | 4.3900%             |
| 2025-05-07 | 4.3900%             |
| 2025-05-08 | 4.3800%             |
| 2025-05-09 | 4.3700%             |
| 2025-05-12 | 4.3600%             |
| 2025-05-13 | 4.3600%             |
| 2025-05-14 | 4.3600%             |
| 2025-05-15 | 4.3600%             |
| 2025-05-16 | 4.3600%             |
| 2025-05-19 | 4.3700%             |
| 2025-05-20 | 4.3600%             |
| 2025-05-21 | 4.3600%             |
| 2025-05-22 | 4.3500%             |
| 2025-05-23 | 4.3500%             |
| 2025-05-27 | 4.3500%             |
| 2025-05-28 | 4.3500%             |
| 2025-05-29 | 4.3600%             |
| 2025-05-30 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 0.9999                      |
|  |  |
| 2025-05-02 | 0.9999                      |
|  |  |
| 2025-05-05 | 0.9999                      |
|  |  |
| 2025-05-06 | 0.9999                      |
|  |  |
| 2025-05-07 | 0.9999                      |
|  |  |
| 2025-05-08 | 0.9999                      |
|  |  |
| 2025-05-09 | 0.9999                      |
|  |  |
| 2025-05-12 | 0.9999                      |
|  |  |
| 2025-05-13 | 0.9999                      |
|  |  |
| 2025-05-14 | 0.9999                      |
|  |  |
| 2025-05-15 | 0.9999                      |
|  |  |
| 2025-05-16 | 0.9999                      |
|  |  |
| 2025-05-19 | 0.9999                      |
|  |  |
| 2025-05-20 | 0.9999                      |
|  |  |
| 2025-05-21 | 0.9999                      |
|  |  |
| 2025-05-22 | 0.9999                      |
|  |  |
| 2025-05-23 | 0.9999                      |
|  |  |
| 2025-05-27 | 0.9999                      |
|  |  |
| 2025-05-28 | 0.9999                      |
|  |  |
| 2025-05-29 | 0.9999                      |
|  |  |
| 2025-05-30 | 0.9999                      |
|  |  |

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

### Class: Class A

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $206579800.14

- **Number of Shares Outstanding:** 206602207.0600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 0.9999          |
|  |  |
| 2025-05-02 | 0.9999          |
|  |  |
| 2025-05-05 | 0.9999          |
|  |  |
| 2025-05-06 | 0.9999          |
|  |  |
| 2025-05-07 | 0.9999          |
|  |  |
| 2025-05-08 | 0.9999          |
|  |  |
| 2025-05-09 | 0.9999          |
|  |  |
| 2025-05-12 | 0.9999          |
|  |  |
| 2025-05-13 | 0.9999          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 0.9999          |
|  |  |
| 2025-05-16 | 0.9999          |
|  |  |
| 2025-05-19 | 0.9999          |
|  |  |
| 2025-05-20 | 0.9999          |
|  |  |
| 2025-05-21 | 0.9999          |
|  |  |
| 2025-05-22 | 0.9999          |
|  |  |
| 2025-05-23 | 0.9999          |
|  |  |
| 2025-05-27 | 0.9999          |
|  |  |
| 2025-05-28 | 0.9999          |
|  |  |
| 2025-05-29 | 0.9999          |
|  |  |
| 2025-05-30 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $34091.50                 | $6540626.56             |
| 2025-05-02 | $34487.29                 | $2278902.08             |
| 2025-05-05 | $758264.46                | $55382.21               |
| 2025-05-06 | $999922.38                | $107612.33              |
| 2025-05-07 | $42461.16                 | $253719.68              |
| 2025-05-08 | $156910.01                | $438809.47              |
| 2025-05-09 | $24979.35                 | $58788.52               |
| 2025-05-12 | $37.54                    | $137434.88              |
| 2025-05-13 | $279874.18                | $163799.18              |
| 2025-05-14 | $19245.17                 | $3839631.10             |
| 2025-05-15 | $365131.71                | $750964.05              |
| 2025-05-16 | $1352455.93               | $59916.07               |
| 2025-05-19 | $3700.63                  | $139736.34              |
| 2025-05-20 | $121693.80                | $500984.09              |
| 2025-05-21 | $1586058.57               | $171014.13              |
| 2025-05-22 | $39658.92                 | $289303.40              |
| 2025-05-23 | $41167.03                 | $196314.00              |
| 2025-05-27 | $253489.78                | $19095.83               |
| 2025-05-28 | $197137.85                | $53436.70               |
| 2025-05-29 | $84782.07                 | $29144.19               |
| 2025-05-30 | $36984.13                 | $650415.21              |

**Total Gross Subscriptions (Month):** $6432533.46

**Total Gross Redemptions (Month):** $16735030.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9600%           |
| 2025-05-02 | 3.9700%           |
| 2025-05-05 | 3.9700%           |
| 2025-05-06 | 3.9600%           |
| 2025-05-07 | 3.9600%           |
| 2025-05-08 | 3.9500%           |
| 2025-05-09 | 3.9400%           |
| 2025-05-12 | 3.9300%           |
| 2025-05-13 | 3.9300%           |
| 2025-05-14 | 3.9300%           |
| 2025-05-15 | 3.9300%           |
| 2025-05-16 | 3.9300%           |
| 2025-05-19 | 3.9400%           |
| 2025-05-20 | 3.9300%           |
| 2025-05-21 | 3.9300%           |
| 2025-05-22 | 3.9200%           |
| 2025-05-23 | 3.9200%           |
| 2025-05-27 | 3.9200%           |
| 2025-05-28 | 3.9200%           |
| 2025-05-29 | 3.9300%           |
| 2025-05-30 | 3.9400%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 8.7900%          | 0.0000%              |
| Insurance company |  | 7.2400%          | 0.0000%              |
| Insurance company |  | 14.8200%         | 0.0000%              |
| Insurance company |  | 12.9600%         | 0.0000%              |
| Insurance company |  | 7.3900%          | 0.0000%              |
| Insurance company |  | 13.3000%         | 0.0000%              |
| Insurance company |  | 7.0600%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 165999004, C.3 - LEI: N/A, C.5 - Other ID: 165999004_4.35_0602
- **C.18 - Value (incl. sponsor support):** $27800000.00
- **C.18.a - Value (excl. sponsor support):** $27800000.00
- **C.19 - Percentage of Net Assets:** 13.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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.      | 2048-12-01      | 4.5000%  | 0.0000% | $2307504.00        | $277690.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.0000%  | 0.0000% | $416000.00         | $86226.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.5000%  | 0.0000% | $599973.00         | $90748.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-10-01      | 3.0000%  | 0.0000% | $264218.00         | $25881.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $1940144.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $19560672.00       | $14303226.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 4.0000%  | 0.0000% | $135000.00         | $29982.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2346000.00        | $2336949.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $24000.00          | $17662.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.5000%  | 0.0000% | $56150.00          | $42618.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 3.0000%  | 0.0000% | $1897370.00        | $1084258.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $5019632.00        | $5120663.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $88708.00          | $71609.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0060%  | 0.0000% | $2870540.00        | $2928338.80        | Agency Mortgage-Backed Securities |

### Security 2: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2HG3, C.4 - ISIN: US3130B2HG32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $674996.15
- **C.18.a - Value (excl. sponsor support):** $674996.15
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EB5, C.4 - ISIN: US3130B3EB54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1000142.00
- **C.18.a - Value (excl. sponsor support):** $1000142.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4ZG9, C.4 - ISIN: US3130B4ZG95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1499999.34
- **C.18.a - Value (excl. sponsor support):** $1499999.34
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53E6, C.4 - ISIN: US3130B53E63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $999992.61
- **C.18.a - Value (excl. sponsor support):** $999992.61
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B55E4, C.4 - ISIN: US3130B55E46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1249990.64
- **C.18.a - Value (excl. sponsor support):** $1249990.64
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **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):** $999991.58
- **C.18.a - Value (excl. sponsor support):** $999991.58
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5M21, C.4 - ISIN: US3130B5M215, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4997169.85
- **C.18.a - Value (excl. sponsor support):** $4997169.85
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.450000%
- **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):** $499856.95
- **C.18.a - Value (excl. sponsor support):** $499856.95
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 10: 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: 3130B6LU8, C.4 - ISIN: US3130B6LU83, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $998932.47
- **C.18.a - Value (excl. sponsor support):** $998932.47
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA62, C.4 - ISIN: US3133EPA621, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500001.20
- **C.18.a - Value (excl. sponsor support):** $500001.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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 12: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZQ1, C.4 - ISIN: US3133EPZQ18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500050.21
- **C.18.a - Value (excl. sponsor support):** $500050.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **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):** $1000392.23
- **C.18.a - Value (excl. sponsor support):** $1000392.23
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 14: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500528.49
- **C.18.a - Value (excl. sponsor support):** $500528.49
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 15: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1502419.34
- **C.18.a - Value (excl. sponsor support):** $1502419.34
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 16: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **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):** $499999.07
- **C.18.a - Value (excl. sponsor support):** $499999.07
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 17: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1500528.66
- **C.18.a - Value (excl. sponsor support):** $1500528.66
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.470000%
- **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):** $299991.79
- **C.18.a - Value (excl. sponsor support):** $299991.79
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 19: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.430000%
- **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):** $750485.48
- **C.18.a - Value (excl. sponsor support):** $750485.48
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 20: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.465000%
- **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):** $1251299.85
- **C.18.a - Value (excl. sponsor support):** $1251299.85
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 21: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $2127250.44
- **C.18.a - Value (excl. sponsor support):** $2127250.44
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 22: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $500501.82
- **C.18.a - Value (excl. sponsor support):** $500501.82
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 23: Federal National Mortgage Assoc.

- **C.1 - Title:** Federal National Mortgage Assoc. 4.470000%
- **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):** $1000967.62
- **C.18.a - Value (excl. sponsor support):** $1000967.62
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **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 24: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795993005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795993005_4.34_0602
- **C.18 - Value (incl. sponsor support):** $24400000.00
- **C.18.a - Value (excl. sponsor support):** $24400000.00
- **C.19 - Percentage of Net Assets:** 11.8100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2029-02-28      | 4.2500%  | 0.0000% | $24386000.00       | $24888047.05       | U.S. Treasuries (including strips) |

### Security 25: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3982182.24
- **C.18.a - Value (excl. sponsor support):** $3982182.24
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2464463.28
- **C.18.a - Value (excl. sponsor support):** $2464463.28
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2210765.63
- **C.18.a - Value (excl. sponsor support):** $2210765.63
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $973736.75
- **C.18.a - Value (excl. sponsor support):** $973736.75
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5499353.53
- **C.18.a - Value (excl. sponsor support):** $5499353.53
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $970709.37
- **C.18.a - Value (excl. sponsor support):** $970709.37
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3986431.24
- **C.18.a - Value (excl. sponsor support):** $3986431.24
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QC4, C.4 - ISIN: US912797QC43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2979895.62
- **C.18.a - Value (excl. sponsor support):** $2979895.62
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2460481.30
- **C.18.a - Value (excl. sponsor support):** $2460481.30
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 34: 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):** $962084.17
- **C.18.a - Value (excl. sponsor support):** $962084.17
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 35: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2209099.05
- **C.18.a - Value (excl. sponsor support):** $2209099.05
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2468954.53
- **C.18.a - Value (excl. sponsor support):** $2468954.53
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.426300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10000956.00
- **C.18.a - Value (excl. sponsor support):** $10000956.00
- **C.19 - Percentage of Net Assets:** 4.8400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.471300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10005067.11
- **C.18.a - Value (excl. sponsor support):** $10005067.11
- **C.19 - Percentage of Net Assets:** 4.8400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.546300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6008225.34
- **C.18.a - Value (excl. sponsor support):** $6008225.34
- **C.19 - Percentage of Net Assets:** 2.9100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 40: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.34_0602
- **C.18 - Value (incl. sponsor support):** $18800000.00
- **C.18.a - Value (excl. sponsor support):** $18800000.00
- **C.19 - Percentage of Net Assets:** 9.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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 | 2025-08-15      | 6.8750%  | 0.0000% | $1158756.80        | $1188387.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 6.7500%  | 0.0000% | $53450.75          | $56226.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 5.5000%  | 0.0000% | $96169.05          | $102418.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2038-02-15      | 4.3750%  | 0.0000% | $257679.85         | $255609.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2039-05-15      | 4.2500%  | 0.0000% | $397279.25         | $379373.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-02-15      | 2.5000%  | 0.0000% | $2653074.80        | $1837971.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-02-15      | 3.0000%  | 0.0000% | $1472021.20        | $1070890.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2049-11-15      | 2.3750%  | 0.0000% | $462658.60         | $290334.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-02-15      | 1.8750%  | 0.0000% | $2045425.90        | $1385517.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2041-05-15      | 2.2500%  | 0.0000% | $58510.30          | $41584.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-02-15      | 2.3750%  | 0.0000% | $4090776.60        | $2933930.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-05-15      | 3.2500%  | 0.0000% | $2230996.00        | $1807927.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2042-11-15      | 4.0000%  | 0.0000% | $2785499.65        | $2492123.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-05-15      | 3.6250%  | 0.0000% | $6189.90           | $4941.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-05-15      | 4.6250%  | 0.0000% | $3374905.50        | $3211982.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-15      | 0.8750%  | 0.0000% | $19923.30          | $24775.43          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $101.05            | $99.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-07-15      | 0.3750%  | 0.0000% | $370054.50         | $499139.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-07-15      | 0.1250%  | 0.0000% | $20663.55          | $23990.01          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-15      | 0.1250%  | 0.0000% | $15498.25          | $18677.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $20508.45          | $21726.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $1091833.50        | $1106210.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $419463.25         | $422161.18         | U.S. Treasuries (including strips) |

### Security 41: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 94974A003, C.3 - LEI: N/A, C.5 - Other ID: 94974A003_4.35_0602
- **C.18 - Value (incl. sponsor support):** $26400000.00
- **C.18.a - Value (excl. sponsor support):** $26400000.00
- **C.19 - Percentage of Net Assets:** 12.7800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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. | 2052-07-01      | 3.0000%  | 0.0000% | $138652.59         | $117974.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.5000%  | 0.0000% | $2933.33           | $1545.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-02-01      | 5.5000%  | 0.0000% | $41272.00          | $37053.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-08-01      | 2.5000%  | 0.0000% | $15605.33          | $9350.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.0000%  | 0.0000% | $165270.42         | $95993.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.0000%  | 0.0000% | $62686.07          | $41138.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.0000%  | 0.0000% | $146.67            | $102.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 2.5000%  | 0.0000% | $498.67            | $344.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-06-01      | 3.0000%  | 0.0000% | $955659.35         | $688017.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 4.5000%  | 0.0000% | $111505.80         | $90001.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-07-01      | 5.5000%  | 0.0000% | $566576.33         | $483219.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-05-01      | 4.5000%  | 0.0000% | $61434.85          | $55460.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $6652622.80        | $6325189.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 5.5000%  | 0.0000% | $61231.34          | $51671.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $3168.00           | $2337.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-09-01      | 6.0000%  | 0.0000% | $27866.67          | $24798.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-10-01      | 4.5000%  | 0.0000% | $176791.71         | $152623.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.0000%  | 0.0000% | $403139.47         | $259259.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.5000%  | 0.0000% | $58666.67          | $36676.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-10-01      | 3.0000%  | 0.0000% | $16848.13          | $6567.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.5000%  | 0.0000% | $30424.42          | $21027.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $47186.45          | $31789.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-01-01      | 2.5000%  | 0.0000% | $25426.69          | $17561.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $7186.67           | $4846.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $217946.67         | $168756.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $22075.12          | $16880.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-05-01      | 3.0000%  | 0.0000% | $1323.61           | $1058.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 5.5000%  | 0.0000% | $2933.33           | $1969.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-11-01      | 5.0000%  | 0.0000% | $57773.26          | $43820.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 6.0000%  | 0.0000% | $34060.05          | $8202.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 6.0000%  | 0.0000% | $3165.95           | $2753.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-05-01      | 5.5000%  | 0.0000% | $93198.28          | $81906.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $104088.16         | $82156.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 4.5000%  | 0.0000% | $9145.78           | $7663.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.0000%  | 0.0000% | $1292.43           | $1106.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-11-01      | 6.0000%  | 0.0000% | $38731.18          | $33778.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.0000%  | 0.0000% | $40689.29          | $39871.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-08-01      | 6.5000%  | 0.0000% | $42299.43          | $43391.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $44234.67          | $44603.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 5.5000%  | 0.0000% | $671880.32         | $643444.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 6.0000%  | 0.0000% | $337631.98         | $326994.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 4.5000%  | 0.0000% | $15952.79          | $14964.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-11-01      | 5.5000%  | 0.0000% | $5154.54           | $37.25             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-03-01      | 7.5000%  | 0.0000% | $96435.12          | $878.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 4.5000%  | 0.0000% | $59188.33          | $579.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 4.5000%  | 0.0000% | $680533.33         | $8351.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-09-01      | 4.5000%  | 0.0000% | $296616.32         | $2401.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 7.0000%  | 0.0000% | $2835.68           | $97.94             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-02-01      | 4.5000%  | 0.0000% | $2935.97           | $253.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2031-11-01      | 7.5000%  | 0.0000% | $12760.00          | $40.68             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-10-01      | 3.5000%  | 0.0000% | $35613.45          | $2077.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 5.0000%  | 0.0000% | $595360.16         | $5873.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-08-01      | 4.5000%  | 0.0000% | $418174.91         | $13459.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-10-01      | 4.5000%  | 0.0000% | $4420.09           | $610.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-12-01      | 3.5000%  | 0.0000% | $11146.67          | $588.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2033-01-01      | 3.5000%  | 0.0000% | $35200.00          | $7335.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-05-01      | 4.5000%  | 0.0000% | $26555.17          | $302.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-09-01      | 4.0000%  | 0.0000% | $41066.67          | $2815.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-01-01      | 5.5000%  | 0.0000% | $12496.00          | $104.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-11-01      | 8.5000%  | 0.0000% | $231909.33         | $29.99             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 4.5000%  | 0.0000% | $3490970.82        | $28528.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-11-01      | 3.5000%  | 0.0000% | $205.33            | $15.66             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2044-08-01      | 3.5000%  | 0.0000% | $2552.00           | $199.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-02-01      | 3.5000%  | 0.0000% | $176.00            | $16.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-02-01      | 3.5000%  | 0.0000% | $36973.70          | $4428.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-07-01      | 3.5000%  | 0.0000% | $6776.00           | $494.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2026-09-01      | 4.5000%  | 0.0000% | $25402.67          | $133.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2030-04-01      | 5.5000%  | 0.0000% | $109142.06         | $5559.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2042-05-01      | 4.5000%  | 0.0000% | $58666.67          | $7520.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2048-12-01      | 5.0000%  | 0.0000% | $23760.00          | $1935.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 2.5000%  | 0.0000% | $126777.38         | $89738.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 1.5000%  | 0.0000% | $183087.37         | $128671.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-02-01      | 3.0000%  | 0.0000% | $61449.70          | $44669.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2032-07-01      | 2.5000%  | 0.0000% | $92400.00          | $26117.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-07-01      | 3.0000%  | 0.0000% | $88.00             | $26.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-10-01      | 2.0000%  | 0.0000% | $10853.33          | $4859.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-03-01      | 2.5000%  | 0.0000% | $10560.00          | $5589.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-01-01      | 3.0000%  | 0.0000% | $14842.67          | $6434.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-09-01      | 4.5000%  | 0.0000% | $4400.00           | $2522.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 2.5000%  | 0.0000% | $20826.67          | $13445.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-07-01      | 3.0000%  | 0.0000% | $3813.33           | $2437.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-11-01      | 2.5000%  | 0.0000% | $2467.87           | $2012.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-04-01      | 3.0000%  | 0.0000% | $26400.00          | $5159.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-08-01      | 1.5000%  | 0.0000% | $23466.67          | $13216.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2036-09-01      | 1.5000%  | 0.0000% | $768826.67         | $443866.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-03-01      | 2.0000%  | 0.0000% | $322.67            | $203.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-02-01      | 3.0000%  | 0.0000% | $3861.53           | $2109.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-05-01      | 1.5000%  | 0.0000% | $262579.01         | $170618.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-08-01      | 3.0000%  | 0.0000% | $68856.89          | $46515.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-06-01      | 4.0000%  | 0.0000% | $1906.67           | $1146.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-09-01      | 3.5000%  | 0.0000% | $557.33            | $365.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 3.0000%  | 0.0000% | $1704573.26        | $1146433.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2037-10-01      | 4.0000%  | 0.0000% | $1320.00           | $834.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-03-01      | 5.0000%  | 0.0000% | $762.67            | $506.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-05-01      | 3.5000%  | 0.0000% | $269969.69         | $229688.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-07-01      | 5.0000%  | 0.0000% | $4345.03           | $3497.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 3.5000%  | 0.0000% | $984919.06         | $886841.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 6.5000%  | 0.0000% | $63094.50          | $61092.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 6.0000%  | 0.0000% | $277498.99         | $226586.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.0000%  | 0.0000% | $808828.15         | $794951.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 6.5000%  | 0.0000% | $160411.83         | $165929.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-08-01      | 2.0000%  | 0.0000% | $3490.67           | $1497.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2043-01-01      | 4.0000%  | 0.0000% | $4400.00           | $3349.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-12-01      | 3.5000%  | 0.0000% | $39306.67          | $9587.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-08-01      | 3.0000%  | 0.0000% | $58666.67          | $27449.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-01-01      | 4.5000%  | 0.0000% | $19506.67          | $6795.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-07-01      | 2.5000%  | 0.0000% | $2933.33           | $1840.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 2.0000%  | 0.0000% | $12144.00          | $7976.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-12-01      | 2.5000%  | 0.0000% | $526370.27         | $378951.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.5000%  | 0.0000% | $2933.33           | $2457.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 2.5000%  | 0.0000% | $8522.18           | $6379.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-10-01      | 6.0000%  | 0.0000% | $261066.67         | $223508.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-08-01      | 2.0000%  | 0.0000% | $42826.67          | $30532.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-07-01      | 2.5000%  | 0.0000% | $80718.09          | $61176.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 6.0000%  | 0.0000% | $1410779.07        | $1377099.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2047-08-01      | 4.0000%  | 0.0000% | $437985.74         | $383579.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2049-09-01      | 3.5000%  | 0.0000% | $173066.67         | $20625.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.5000%  | 0.0000% | $85264.43          | $84595.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2035-03-01      | 6.0000%  | 0.0000% | $30732.47          | $30935.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-05-01      | 4.0000%  | 0.0000% | $1165630.69        | $213241.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 3.5000%  | 0.0000% | $753798.41         | $331518.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-02-01      | 2.0000%  | 0.0000% | $14666.67          | $8069.88           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-01      | 2.0000%  | 0.0000% | $29333.33          | $15929.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-05-01      | 2.0000%  | 0.0000% | $12466.67          | $7377.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-09-01      | 2.5000%  | 0.0000% | $46933.33          | $29440.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-11-01      | 2.5000%  | 0.0000% | $112376.00         | $66887.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 3.5000%  | 0.0000% | $174386.67         | $121810.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-04-01      | 4.0000%  | 0.0000% | $10120.00          | $7224.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-02-01      | 3.0000%  | 0.0000% | $1760.00           | $1197.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $1707938.44        | $1141158.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2052-03-01      | 2.5000%  | 0.0000% | $33310.64          | $22924.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-02-01      | 5.0000%  | 0.0000% | $22000.00          | $18189.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2053-04-01      | 5.0000%  | 0.0000% | $11733.33          | $9952.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2045-05-01      | 6.0000%  | 0.0000% | $49067.95          | $49944.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-11-01      | 1.5000%  | 0.0000% | $1173.33           | $727.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2041-10-01      | 2.0000%  | 0.0000% | $2933.33           | $1821.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-07-01      | 4.0000%  | 0.0000% | $61251.14          | $46986.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2038-11-01      | 6.5000%  | 0.0000% | $62015.77          | $38102.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2034-09-01      | 6.5000%  | 0.0000% | $6267.15           | $4491.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2051-04-25      | 2.5000%  | 0.0000% | $677139.73         | $523638.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-03-01      | 6.5000%  | 0.0000% | $2933.33           | $2583.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.0000%  | 0.0000% | $78802.77          | $78646.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-04-01      | 5.5000%  | 0.0000% | $50747.17          | $51588.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 5.0000%  | 0.0000% | $54772.64          | $55204.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-11-01      | 4.0000%  | 0.0000% | $9209.61           | $8491.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2039-12-01      | 4.0000%  | 0.0000% | $53255.90          | $45791.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-01-01      | 6.0000%  | 0.0000% | $29801.58          | $28685.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2040-05-01      | 6.0000%  | 0.0000% | $29588.59          | $30616.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.5000%  | 0.0000% | $47951.41          | $48137.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-11-01      | 5.0000%  | 0.0000% | $189236.37         | $170721.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 6.5000%  | 0.0000% | $52975.38          | $39814.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-12-01      | 5.5000%  | 0.0000% | $48245.33          | $48287.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-01-01      | 5.5000%  | 0.0000% | $69813.69          | $69236.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $50322.57          | $51393.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $29566.33          | $25920.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.0000%  | 0.0000% | $70583.36          | $70535.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 6.5000%  | 0.0000% | $32707.66          | $34069.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.5000%  | 0.0000% | $60316.78          | $58066.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 5.0000%  | 0.0000% | $35918.40          | $34907.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-02-01      | 4.5000%  | 0.0000% | $437589.36         | $408986.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-03-01      | 6.0000%  | 0.0000% | $52778.76          | $53880.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $32383.71          | $30968.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $253503.39         | $257371.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $56927.61          | $58395.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $91333.56          | $90593.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.0000%  | 0.0000% | $147674.68         | $149661.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $71193.20          | $74421.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $131809.27         | $134110.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $31885.98          | $33329.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 6.5000%  | 0.0000% | $34522.34          | $35899.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.5000%  | 0.0000% | $171726.25         | $177401.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 7.0000%  | 0.0000% | $210939.49         | $220999.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.0000%  | 0.0000% | $23342.67          | $22657.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 6.0000%  | 0.0000% | $220429.97         | $221453.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-04-01      | 5.5000%  | 0.0000% | $31827.40          | $31618.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2050-12-01      | 3.5000%  | 0.0000% | $105759.07         | $95084.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $2271025.50        | $2270102.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2055-05-01      | 5.5000%  | 0.0000% | $1484506.06        | $1479339.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-10-01      | 5.0000%  | 0.0000% | $14666.67          | $13964.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-09-01      | 6.0000%  | 0.0000% | $62182.35          | $57457.39          | Agency Mortgage-Backed Securities |

### Security 42: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.34_0602
- **C.18 - Value (incl. sponsor support):** $24900000.00
- **C.18.a - Value (excl. sponsor support):** $24900000.00
- **C.19 - Percentage of Net Assets:** 12.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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% | $96000.00          | $99367.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2043-11-15      | 0.0000%  | 0.0000% | $1234900.00        | $490544.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2044-02-15      | 0.0000%  | 0.0000% | $37500.00          | $14678.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2045-08-15      | 0.0000%  | 0.0000% | $200.00            | $72.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-02-15      | 0.0000%  | 0.0000% | $75000.00          | $26315.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2046-08-15      | 0.0000%  | 0.0000% | $1138200.00        | $389011.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2047-11-15      | 0.0000%  | 0.0000% | $332900.00         | $106528.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2050-08-15      | 0.0000%  | 0.0000% | $903300.00         | $253864.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2040-02-15      | 2.1250%  | 0.0000% | $500.00            | $723.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2053-02-15      | 1.5000%  | 0.0000% | $3400.00           | $2852.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2054-02-15      | 2.1250%  | 0.0000% | $4874000.00        | $4585123.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $68400.00          | $66858.31          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $1000.00           | $932.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $92.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 1.3750%  | 0.0000% | $600.00            | $552.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $19600.00          | $19609.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-07-15      | 0.6250%  | 0.0000% | $200.00            | $203.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $37500.00          | $34434.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $13500.00          | $13671.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $167000.00         | $167668.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $5644400.00        | $5736411.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-08-15      | 4.3750%  | 0.0000% | $342700.00         | $348071.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1013.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 4.3750%  | 0.0000% | $118600.00         | $120660.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-09-30      | 3.5000%  | 0.0000% | $119600.00         | $119438.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $12405600.00       | $12734935.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $70800.00          | $73283.55          | U.S. Treasuries (including strips) |

### Security 43: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUR009, C.3 - LEI: N/A, C.5 - Other ID: 964FUR009_4.35_0602
- **C.18 - Value (incl. sponsor support):** $2400000.00
- **C.18.a - Value (excl. sponsor support):** $2400000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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.      | 2049-05-01      | 4.0000%  | 0.0000% | $75393.00          | $6394.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $1004.00           | $149.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $1004.00           | $180.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $477.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $2721.00           | $2614.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $582.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $731.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $293087.00         | $255214.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1165.00           | $1037.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1392866.00        | $224065.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $975.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $3468223.00        | $1954797.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $956.99            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $205.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 3.8750%  | 0.0000% | $500.00            | $502.48            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Deutsche DWS Variable Series II

**Date:** 2025-06-05

**By:** /s/Diane Kenneally

**Name of Signing Officer:** Diane Kenneally

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