# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001145549-25-045985
**Filing Date:** 2025-7
**Character Count:** 64480
**Document Hash:** 955a01a189640ff133398776d40f79c7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-045985.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-045985

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 251109926

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Government Money Market Fund (Series ID: S000019849)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| C000055686 | Columbia Variable Portfolio - Government Money Market Fund Class 3 |  |
| C000088773 | Columbia Variable Portfolio - Government Money Market Fund Class 1 |  |
| C000088774 | Columbia Variable Portfolio - Government Money Market Fund Class 2 |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001413032

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** Columbia Funds Variable Series Trust II

**CIK Number of Registrant:** 0001413032

**LEI of Registrant:** 54930017CSZ4UCL7G406

**Name of Series:** Columbia Variable Portfolio - Government Money Market Fund

**LEI of Series:** 549300BQH7Z25O75V549

**EDGAR Series Identifier:** S000019849

**Total number of share classes in the series:** 3

**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            | Columbia Management Investment Advisers, LLC                     | 801-25943         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Minneapolis<br>State: MN     |  |
| Administrator                 | Columbia Management Investment Advisers, LLC                     |  |
| Transfer Agent                | Columbia Management Investment Services Corp.<br>CIK: 0001029679 | 084-05685         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-146374

- **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:** 31 days

- **WAL:** 85 days

- **Total Value of Portfolio Securities:** $565047068.45

- **Amortized Cost of Portfolio Securities:** $565187911.19

- **Cash:** $10391624.44

- **Total Other Assets:** $1226625.29

- **Total Liabilities:** $400922.19

- **Net Assets of Series:** $576405238.73

- **Number of Shares Outstanding (Series):** 576250832.1900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $166780642.08             | $380906863.71              | 28.7700%                  | 65.7000%                   |
| 2025-06-03 | $166392736.86             | $380547844.02              | 28.7200%                  | 65.6800%                   |
| 2025-06-04 | $166257482.18             | $380439735.28              | 28.7000%                  | 65.6700%                   |
| 2025-06-05 | $164594398.62             | $378802438.73              | 28.4900%                  | 65.5800%                   |
| 2025-06-06 | $175109914.21             | $379344473.56              | 30.2800%                  | 65.6000%                   |
| 2025-06-09 | $274312452.88             | $386377995.25              | 47.5000%                  | 66.9000%                   |
| 2025-06-10 | $244970011.62             | $386740093.31              | 42.3900%                  | 66.9200%                   |
| 2025-06-11 | $194147511.12             | $385819142.14              | 33.6500%                  | 66.8600%                   |
| 2025-06-12 | $124089686.02             | $345583302.31              | 21.5300%                  | 59.9600%                   |
| 2025-06-13 | $124114110.02             | $345647799.35              | 21.5300%                  | 59.9600%                   |
| 2025-06-16 | $124291667.19             | $345904188.81              | 21.5500%                  | 59.9700%                   |
| 2025-06-17 | $124366938.15             | $355941934.16              | 21.1900%                  | 60.6500%                   |
| 2025-06-18 | $119050289.01             | $350665835.77              | 20.4600%                  | 60.2800%                   |
| 2025-06-20 | $113733639.86             | $345389737.38              | 19.7300%                  | 59.9200%                   |
| 2025-06-23 | $112620928.83             | $384085757.51              | 19.5700%                  | 66.7400%                   |
| 2025-06-24 | $112953050.86             | $384448845.47              | 19.6100%                  | 66.7600%                   |
| 2025-06-25 | $113677787.12             | $385206231.72              | 19.7100%                  | 66.8000%                   |
| 2025-06-26 | $113643003.54             | $385206510.50              | 19.7100%                  | 66.8000%                   |
| 2025-06-27 | $163684414.71             | $385297523.31              | 28.3800%                  | 66.8100%                   |
| 2025-06-30 | $213361583.51             | $385060267.48              | 37.0000%                  | 66.7800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3300%             |
| 2025-06-03 | 4.2700%             |
| 2025-06-04 | 4.2400%             |
| 2025-06-05 | 4.2500%             |
| 2025-06-06 | 4.2500%             |
| 2025-06-09 | 4.3200%             |
| 2025-06-10 | 4.3800%             |
| 2025-06-11 | 4.4100%             |
| 2025-06-12 | 4.4000%             |
| 2025-06-13 | 4.4000%             |
| 2025-06-16 | 4.4000%             |
| 2025-06-17 | 4.3900%             |
| 2025-06-18 | 4.4000%             |
| 2025-06-20 | 4.4000%             |
| 2025-06-23 | 4.4000%             |
| 2025-06-24 | 4.4100%             |
| 2025-06-25 | 4.4100%             |
| 2025-06-26 | 4.4200%             |
| 2025-06-27 | 4.4200%             |
| 2025-06-30 | 4.4100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 0.9999                      |
|  |  |
| 2025-06-10 | 0.9999                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

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

### Class: Class 3

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $275023312.98

- **Number of Shares Outstanding:** 274903707.4700

- **Expense Reimbursement/Waiver:** 7582.93

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0002          |
|  |  |
| 2025-06-03 | 1.0002          |
|  |  |
| 2025-06-04 | 1.0002          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0002          |
|  |  |
| 2025-06-09 | 1.0001          |
|  |  |
| 2025-06-10 | 1.0001          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0002          |
|  |  |
| 2025-06-16 | 1.0002          |
|  |  |
| 2025-06-17 | 1.0002          |
|  |  |
| 2025-06-18 | 1.0001          |
|  |  |
| 2025-06-20 | 1.0002          |
|  |  |
| 2025-06-23 | 1.0002          |
|  |  |
| 2025-06-24 | 1.0002          |
|  |  |
| 2025-06-25 | 1.0002          |
|  |  |
| 2025-06-26 | 1.0002          |
|  |  |
| 2025-06-27 | 1.0002          |
|  |  |
| 2025-06-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $119017.24                | $12872.49               |
| 2025-06-03 | $298301.69                | $2856.01                |
| 2025-06-04 | $0.00                     | $730845.46              |
| 2025-06-05 | $849827.09                | $49794.77               |
| 2025-06-06 | $509.73                   | $796800.72              |
| 2025-06-09 | $189434.31                | $0.00                   |
| 2025-06-10 | $0.00                     | $424386.52              |
| 2025-06-11 | $426.44                   | $497934.33              |
| 2025-06-12 | $11171.25                 | $62575.46               |
| 2025-06-13 | $2234.29                  | $209066.25              |
| 2025-06-16 | $53279.71                 | $0.00                   |
| 2025-06-17 | $2946.85                  | $105390.42              |
| 2025-06-18 | $13659.37                 | $518850.54              |
| 2025-06-20 | $5192.46                  | $884094.58              |
| 2025-06-23 | $0.00                     | $10999.24               |
| 2025-06-24 | $30079.12                 | $1313.22                |
| 2025-06-25 | $1114.86                  | $199996.03              |
| 2025-06-26 | $13886.77                 | $9200.80                |
| 2025-06-27 | $2684937.32               | $341624.77              |
| 2025-06-30 | $0.00                     | $1021586.78             |

**Total Gross Subscriptions (Month):** $4276018.50

**Total Gross Redemptions (Month):** $5880188.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.8500%           |
| 2025-06-03 | 3.7900%           |
| 2025-06-04 | 3.7600%           |
| 2025-06-05 | 3.7600%           |
| 2025-06-06 | 3.7600%           |
| 2025-06-09 | 3.8400%           |
| 2025-06-10 | 3.8900%           |
| 2025-06-11 | 3.9300%           |
| 2025-06-12 | 3.9200%           |
| 2025-06-13 | 3.9200%           |
| 2025-06-16 | 3.9100%           |
| 2025-06-17 | 3.9100%           |
| 2025-06-18 | 3.9100%           |
| 2025-06-20 | 3.9100%           |
| 2025-06-23 | 3.9200%           |
| 2025-06-24 | 3.9300%           |
| 2025-06-25 | 3.9300%           |
| 2025-06-26 | 3.9300%           |
| 2025-06-27 | 3.9300%           |
| 2025-06-30 | 3.9200%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 5.0700%          | 0.0000%              |
| Insurance company |  | 94.9200%         | 0.0000%              |

### Class: Class 1

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $63743687.84

- **Number of Shares Outstanding:** 63688549.6200

- **Expense Reimbursement/Waiver:** 1768.74

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0006          |
|  |  |
| 2025-06-03 | 1.0006          |
|  |  |
| 2025-06-04 | 1.0006          |
|  |  |
| 2025-06-05 | 1.0006          |
|  |  |
| 2025-06-06 | 1.0006          |
|  |  |
| 2025-06-09 | 1.0005          |
|  |  |
| 2025-06-10 | 1.0005          |
|  |  |
| 2025-06-11 | 1.0006          |
|  |  |
| 2025-06-12 | 1.0006          |
|  |  |
| 2025-06-13 | 1.0006          |
|  |  |
| 2025-06-16 | 1.0006          |
|  |  |
| 2025-06-17 | 1.0006          |
|  |  |
| 2025-06-18 | 1.0006          |
|  |  |
| 2025-06-20 | 1.0006          |
|  |  |
| 2025-06-23 | 1.0006          |
|  |  |
| 2025-06-24 | 1.0007          |
|  |  |
| 2025-06-25 | 1.0006          |
|  |  |
| 2025-06-26 | 1.0007          |
|  |  |
| 2025-06-27 | 1.0006          |
|  |  |
| 2025-06-30 | 1.0006          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $3228.42                  | $166741.46              |
| 2025-06-03 | $73.84                    | $386580.45              |
| 2025-06-04 | $1584.44                  | $21282.67               |
| 2025-06-05 | $26.61                    | $69395.87               |
| 2025-06-06 | $173386.44                | $20988.40               |
| 2025-06-09 | $10002.51                 | $5435.81                |
| 2025-06-10 | $206841.63                | $33895.09               |
| 2025-06-11 | $10.16                    | $235276.35              |
| 2025-06-12 | $37220.87                 | $58927.46               |
| 2025-06-13 | $0.02                     | $28166.61               |
| 2025-06-16 | $109440.38                | $6271.21                |
| 2025-06-17 | $195909.98                | $1058.41                |
| 2025-06-18 | $0.00                     | $247409.20              |
| 2025-06-20 | $214.87                   | $68610.67               |
| 2025-06-23 | $5.30                     | $158463.21              |
| 2025-06-24 | $162224.68                | $5346.14                |
| 2025-06-25 | $44511.54                 | $206601.90              |
| 2025-06-26 | $13626.72                 | $4219.38                |
| 2025-06-27 | $891689.37                | $22550.53               |
| 2025-06-30 | $139015.91                | $88737.50               |

**Total Gross Subscriptions (Month):** $1989013.69

**Total Gross Redemptions (Month):** $1835958.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9200%           |
| 2025-06-03 | 3.9200%           |
| 2025-06-04 | 3.8800%           |
| 2025-06-05 | 3.8900%           |
| 2025-06-06 | 3.8900%           |
| 2025-06-09 | 3.9600%           |
| 2025-06-10 | 4.0200%           |
| 2025-06-11 | 4.0500%           |
| 2025-06-12 | 4.0400%           |
| 2025-06-13 | 4.0400%           |
| 2025-06-16 | 4.0400%           |
| 2025-06-17 | 4.0400%           |
| 2025-06-18 | 4.0400%           |
| 2025-06-20 | 4.0400%           |
| 2025-06-23 | 4.0500%           |
| 2025-06-24 | 4.0500%           |
| 2025-06-25 | 4.0500%           |
| 2025-06-26 | 4.0600%           |
| 2025-06-27 | 4.0600%           |
| 2025-06-30 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 35.6300%         | 0.0000%              |
| Insurance company |  | 5.6400%          | 0.0000%              |
| Insurance company |  | 7.1300%          | 0.0000%              |
| Insurance company |  | 44.1900%         | 0.0000%              |

### Class: Class 2

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $237638237.91

- **Number of Shares Outstanding:** 237658575.1000

- **Expense Reimbursement/Waiver:** 6609.15

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9996          |
|  |  |
| 2025-06-04 | 0.9997          |
|  |  |
| 2025-06-05 | 0.9996          |
|  |  |
| 2025-06-06 | 0.9997          |
|  |  |
| 2025-06-09 | 0.9996          |
|  |  |
| 2025-06-10 | 0.9996          |
|  |  |
| 2025-06-11 | 0.9996          |
|  |  |
| 2025-06-12 | 0.9996          |
|  |  |
| 2025-06-13 | 0.9996          |
|  |  |
| 2025-06-16 | 0.9996          |
|  |  |
| 2025-06-17 | 0.9996          |
|  |  |
| 2025-06-18 | 0.9996          |
|  |  |
| 2025-06-20 | 0.9996          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9997          |
|  |  |
| 2025-06-30 | 0.9997          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $407833.46              |
| 2025-06-03 | $2644.98                  | $64779.48               |
| 2025-06-04 | $0.00                     | $931193.52              |
| 2025-06-05 | $0.00                     | $294114.66              |
| 2025-06-06 | $0.00                     | $186959.94              |
| 2025-06-09 | $109944.57                | $3206.12                |
| 2025-06-10 | $0.00                     | $679362.62              |
| 2025-06-11 | $34349.68                 | $7599.13                |
| 2025-06-12 | $61544.25                 | $0.00                   |
| 2025-06-13 | $419713.25                | $0.00                   |
| 2025-06-16 | $0.00                     | $118399.08              |
| 2025-06-17 | $0.00                     | $198560.11              |
| 2025-06-18 | $124772.52                | $0.00                   |
| 2025-06-20 | $0.00                     | $195422.26              |
| 2025-06-23 | $526253.47                | $32446.31               |
| 2025-06-24 | $498871.63                | $0.00                   |
| 2025-06-25 | $314808.45                | $1131.58                |
| 2025-06-26 | $8657.49                  | $0.00                   |
| 2025-06-27 | $2181727.47               | $31301.36               |
| 2025-06-30 | $0.00                     | $613182.88              |

**Total Gross Subscriptions (Month):** $4283287.76

**Total Gross Redemptions (Month):** $3765492.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.7200%           |
| 2025-06-03 | 3.6600%           |
| 2025-06-04 | 3.6300%           |
| 2025-06-05 | 3.6400%           |
| 2025-06-06 | 3.6400%           |
| 2025-06-09 | 3.7100%           |
| 2025-06-10 | 3.7700%           |
| 2025-06-11 | 3.8000%           |
| 2025-06-12 | 3.7900%           |
| 2025-06-13 | 3.7900%           |
| 2025-06-16 | 3.7900%           |
| 2025-06-17 | 3.7800%           |
| 2025-06-18 | 3.7800%           |
| 2025-06-20 | 3.7900%           |
| 2025-06-23 | 3.7900%           |
| 2025-06-24 | 3.8000%           |
| 2025-06-25 | 3.8000%           |
| 2025-06-26 | 3.8100%           |
| 2025-06-27 | 3.8100%           |
| 2025-06-30 | 3.8000%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 8.6900%          | 0.0000%              |
| Insurance company |  | 91.3000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.580000%
- **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):** $5002227.44
- **C.18.a - Value (excl. sponsor support):** $5002227.44
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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 2: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AA6, C.4 - ISIN: US3130B5AA65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14966421.89
- **C.18.a - Value (excl. sponsor support):** $14966421.89
- **C.19 - Percentage of Net Assets:** 2.6000%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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:** FHLB 4.523730%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ET1, C.4 - ISIN: US3130B5ET11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2498953.58
- **C.18.a - Value (excl. sponsor support):** $2498953.58
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-09
- **C.13 - Final Legal Maturity Date:** 2027-03-09
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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 4.524370%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G36, C.4 - ISIN: US3130B5G365, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3994072.41
- **C.18.a - Value (excl. sponsor support):** $3994072.41
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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:** FHLB 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MQ8, C.4 - ISIN: US3130B5MQ89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4992626.53
- **C.18.a - Value (excl. sponsor support):** $4992626.53
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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:** FHLB 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QD3, C.4 - ISIN: US3130B5QD31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2495976.41
- **C.18.a - Value (excl. sponsor support):** $2495976.41
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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:** FHLB 4.354700%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65J1, C.4 - ISIN: US3130B65J15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8001905.08
- **C.18.a - Value (excl. sponsor support):** $8001905.08
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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 FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313JC3, C.4 - ISIN: US313313JC30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19966366.29
- **C.18.a - Value (excl. sponsor support):** $19966366.29
- **C.19 - Percentage of Net Assets:** 3.4600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 9: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KS6, C.4 - ISIN: US313313KS62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39752447.56
- **C.18.a - Value (excl. sponsor support):** $39752447.56
- **C.19 - Percentage of Net Assets:** 6.9000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HP4, C.4 - ISIN: US313385HP48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49994042.44
- **C.18.a - Value (excl. sponsor support):** $49994042.44
- **C.19 - Percentage of Net Assets:** 8.6700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HW9, C.4 - ISIN: US313385HW98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4995236.52
- **C.18.a - Value (excl. sponsor support):** $4995236.52
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JD9, C.4 - ISIN: US313385JD99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9582858.39
- **C.18.a - Value (excl. sponsor support):** $9582858.39
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JW7, C.4 - ISIN: US313385JW70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49810471.63
- **C.18.a - Value (excl. sponsor support):** $49810471.63
- **C.19 - Percentage of Net Assets:** 8.6400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KA3, C.4 - ISIN: US313385KA32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9957205.74
- **C.18.a - Value (excl. sponsor support):** $9957205.74
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37634097.84
- **C.18.a - Value (excl. sponsor support):** $37634097.84
- **C.19 - Percentage of Net Assets:** 6.5300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LP9, C.4 - ISIN: US313385LP91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19826571.07
- **C.18.a - Value (excl. sponsor support):** $19826571.07
- **C.19 - Percentage of Net Assets:** 3.4400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NY8, C.4 - ISIN: US313385NY80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24617722.82
- **C.18.a - Value (excl. sponsor support):** $24617722.82
- **C.19 - Percentage of Net Assets:** 4.2700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FFCB 4.409400%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAM9, C.4 - ISIN: US3133ETAM90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2500798.63
- **C.18.a - Value (excl. sponsor support):** $2500798.63
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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 ASSOCIATION

- **C.1 - Title:** FNMA 4.583130%
- **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):** $20011259.52
- **C.18.a - Value (excl. sponsor support):** $20011259.52
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** DBRS Ltd.: AAA; Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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 AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC MTN 4.728980%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31422X5C2, C.4 - ISIN: US31422X5C29, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $5000518.05
- **C.18.a - Value (excl. sponsor support):** $5000518.05
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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 AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC 4.715950%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31422X5T5, C.4 - ISIN: US31422X5T53, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $5000726.83
- **C.18.a - Value (excl. sponsor support):** $5000726.83
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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 AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC 4.738300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WAG7, C.4 - ISIN: US31424WAG78, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $5002895.00
- **C.18.a - Value (excl. sponsor support):** $5002895.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **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 AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC MTN 4.435850%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WMD1, C.4 - ISIN: US31424WMD10, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $5000022.43
- **C.18.a - Value (excl. sponsor support):** $5000022.43
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC 4.455110%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WMG4, C.4 - ISIN: US31424WMG41, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $7500135.45
- **C.18.a - Value (excl. sponsor support):** $7500135.45
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WPS5, C.4 - ISIN: US31424WPS51, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $9999574.79
- **C.18.a - Value (excl. sponsor support):** $9999574.79
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC MTN 4.618390%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WTA0, C.4 - ISIN: US31424WTA08, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $15957844.30
- **C.18.a - Value (excl. sponsor support):** $15957844.30
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC MTN 4.374860%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WUW0, C.4 - ISIN: US31424WUW09, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $4999900.55
- **C.18.a - Value (excl. sponsor support):** $4999900.55
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC MTN 4.505770%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WWA6, C.4 - ISIN: US31424WWA60, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $2989691.65
- **C.18.a - Value (excl. sponsor support):** $2989691.65
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.7100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FARMER MAC MTN 4.336350%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WWP3, C.4 - ISIN: US31424WWP30, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $9999888.54
- **C.18.a - Value (excl. sponsor support):** $9999888.54
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL AGRICULTURAL MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL AGRICULTURAL MORTGAGE CORP MTN 4.354230%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 31424WWR9, C.4 - ISIN: US31424WWR95, C.3 - LEI: 549300MS654K78GYF580
- **C.18 - Value (incl. sponsor support):** $10000593.38
- **C.18.a - Value (excl. sponsor support):** $10000593.38
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: UNITED STATES TREASURY

- **C.1 - Title:** 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):** $52993876.82
- **C.18.a - Value (excl. sponsor support):** $52993876.82
- **C.19 - Percentage of Net Assets:** 9.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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
- **C.10 - Ratings:** DBRS Ltd.: R-1H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **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: RBC DOMINION SECURITIES INC

- **C.1 - Title:** TRI-PARTY RBC DOMINION SECURITIES, 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BAXEQD186, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BAXEQD186
- **C.18 - Value (incl. sponsor support):** $100000138.87
- **C.18.a - Value (excl. sponsor support):** $100000138.87
- **C.19 - Percentage of Net Assets:** 17.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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
- **C.10 - Ratings:** DBRS Ltd.: NR; Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **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 | 2043-05-15      | 0.0000%  | 0.0000% | $100.00            | $41.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $481100.00         | $336537.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $65000.00          | $49333.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $2539600.00        | $2461526.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 0.0000%  | 0.0000% | $158100.00         | $52677.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $24800.00          | $24252.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $200.00            | $197.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $8765100.00        | $6582816.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $824000.00         | $615917.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $643100.00         | $478946.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $97700.00          | $94815.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $118.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $600.00            | $297.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $20000.00          | $18530.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $113.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $3893700.00        | $3655475.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $188300.00         | $161892.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $200.00            | $195.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $93.60             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $1054800.00        | $1033066.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $194100.00         | $179606.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $706800.00         | $659622.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $109600.00         | $101967.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $300.00            | $278.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $400.00            | $386.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $3583800.00        | $3327878.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $52000.00          | $48164.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $246600.00         | $231971.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $346100.00         | $340740.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $3419200.00        | $3197204.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $11100.00          | $10994.92          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $98000.00          | $91943.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $11000.00          | $10708.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $753400.00         | $739161.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $1000.00           | $985.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $1052900.00        | $980361.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $225000.00         | $185899.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $300.00            | $306.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $1350000.00        | $1349475.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $956100.00         | $865036.53         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $2587100.00        | $2639364.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $427200.00         | $437444.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $356400.00         | $365909.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $7281400.00        | $6802952.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $200.00            | $203.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $234100.00         | $232638.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $1702600.00        | $1783719.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $14678900.00       | $14719151.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $400.00            | $415.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $291400.00         | $294017.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $4346900.00        | $4330125.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $10100.00          | $10551.90          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $3000.00           | $3081.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $105200.00         | $107220.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $437700.00         | $455483.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $817900.00         | $844130.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $58300.00          | $57660.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $147300.00         | $147552.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $1215600.00        | $1241761.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $159500.00         | $164296.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $89000.00          | $90584.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1199200.00        | $1145433.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $8190900.00        | $8305566.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $6950500.00        | $7069687.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $18100.00          | $18464.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $577400.00         | $582296.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $5540400.00        | $5635080.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $1000.00           | $1036.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $149100.00         | $156118.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $800.00            | $816.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $1426700.00        | $1443570.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $24000.00          | $24134.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $14922400.00       | $14999313.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Columbia Funds Variable Series Trust II

**Date:** 2025-07-04

**By:** Martha A. Skinner

**Name of Signing Officer:** Martha A. Skinner

**Title of Signing Officer:** Assistant Treasurer