N-MFP2 0000810573 XXXXXXXX 2023-12-31 0000810573 7WRERVUOG2HKG87QIP75 S000006258 1 N N 033-11802 DWS Investment Management Americas, Inc. 801-00252 Ernst & Young LLP Boston MA DWS Investment Management Americas, Inc. DWS Service Company 0000842657 084-01713 N N Y Exempt Government Government/Agency N 32 68 266040882.08 255265676.99 261949673.59 251552679.84 254778193.91 266040882.08 255265676.99 261949673.59 251552679.84 254778193.91 0.8927 0.8885 0.8827 0.8783 0.8794 0.8927 0.8885 0.8827 0.8783 0.8794 16714.88 289120859.00 289097536.53 566185.21 3748027.75 285932408.87 285988598.6920 0.0000 0.0540 0.9999 0.9998 0.9999 0.9999 0.9999 C000017210 1.00 285932408.87 285988598.6920 0.9999 0.9998 0.9999 0.9999 0.9999 387405.96 544457.10 555737.94 6642513.33 353529.98 758025.60 2170934.99 1939508.92 1067826.34 1063758.41 4153044.83 10417724.39 0.0519 N BNP Paribas Fortis SA BNP Paribas Fortis SA 5.340000% KGCEPHLVVKVRZYO1T647 06399K002_5.34_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2027-05-31 2.625000 2052600.00 1967950.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2032-11-15 0.00 20.48 14.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2029-11-15 0.00 33067212.80 26286020.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2046-05-15 0.00 40.96 15.52 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 27700000.00 27700000.00 0.0969 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 5.330000% 0001325347 165999004_5.33_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2026-08-31 0.750000 12648400.00 11627883.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-11-30 1.250000 200.00 185.12 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 11400000.00 11400000.00 0.0399 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 5.340000% 0001325347 165999004_5.34_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-11-01 6.000000 49.00 0.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-09-01 4.000000 96857.00 17909.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-04-01 3.500000 12000.00 3842.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 5.180000 12187300.00 12770753.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 1095886.00 991153.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-12-01 4.500000 5331.00 4502.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 3.000000 40000.00 8052.19 Agency Mortgage-Backed Securities GNMA 2041-03-20 4.500000 1001.00 82.31 Agency Mortgage-Backed Securities GNMA 2044-12-20 4.000000 1324.00 120.07 Agency Mortgage-Backed Securities GNMA 2048-04-20 4.000000 1216.00 119.30 Agency Mortgage-Backed Securities GNMA 2051-06-20 2.500000 1001.00 661.83 Agency Mortgage-Backed Securities GNMA 2052-07-20 4.500000 1000.00 904.66 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.000000 1024.00 965.27 Agency Mortgage-Backed Securities GNMA 2052-11-20 5.500000 1018.00 985.84 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.500000 1024.00 987.04 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.000000 1015.00 1026.29 Agency Mortgage-Backed Securities GNMA 2057-11-15 4.500000 1002.00 962.92 Agency Mortgage-Backed Securities GNMA 2025-03-15 4.000000 14997459.00 52151.35 Agency Mortgage-Backed Securities GNMA 2035-01-20 3.625000 1450000.00 24032.10 Agency Mortgage-Backed Securities GNMA 2040-11-20 4.250000 8000000.00 230644.43 Agency Mortgage-Backed Securities GNMA 2041-09-20 5.625000 2048268.00 67518.28 Agency Mortgage-Backed Securities GNMA 2041-10-20 3.750000 336914.00 147065.12 Agency Mortgage-Backed Securities GNMA 2027-07-15 4.000000 2000000.00 52386.28 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.000000 47140.00 7013.33 Agency Mortgage-Backed Securities GNMA 2048-02-20 3.500000 425000.00 178037.87 Agency Mortgage-Backed Securities GNMA 2047-09-15 4.500000 379298.00 103874.93 Agency Mortgage-Backed Securities GNMA 2048-12-20 4.500000 11349456.00 1648956.08 Agency Mortgage-Backed Securities GNMA 2052-09-20 4.500000 100000.00 91091.58 Agency Mortgage-Backed Securities GNMA 2050-03-15 3.500000 450000.00 376746.22 Agency Mortgage-Backed Securities GNMA 2053-09-20 6.000000 3709620.00 3768178.60 Agency Mortgage-Backed Securities GNMA 2046-09-15 2.500000 5919680.00 3034017.88 Agency Mortgage-Backed Securities GNMA 2046-10-15 2.500000 1264588.00 793008.23 Agency Mortgage-Backed Securities GNMA 2039-07-15 5.000000 2648.00 189.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-01 4.500000 1133.00 58.63 Agency Mortgage-Backed Securities Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 23900000.00 23900000.00 0.0836 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 5.450000% 3130AW5W6 2549001DPIFGXC1TOL40 US3130AW5W66 U.S. Government Agency Debt Y 2024-06-18 2024-06-18 2024-06-18 N N N 0.0556 499750.40 499750.40 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.525000% 3130AWXC9 2549001DPIFGXC1TOL40 US3130AWXC97 U.S. Government Agency Debt Y 2024-01-02 2025-02-24 2025-02-24 N N N 0.0550 2001337.32 2001337.32 0.0070 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.440000% 3130AWXN5 2549001DPIFGXC1TOL40 US3130AWXN52 U.S. Government Agency Debt Y 2024-01-02 2024-02-20 2024-02-20 N N N 0.0544 2000053.78 2000053.78 0.0070 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.445000% 3130AWY38 2549001DPIFGXC1TOL40 US3130AWY381 U.S. Government Agency Debt Y 2024-01-02 2024-03-15 2024-03-15 N N N 0.0545 2000120.54 2000120.54 0.0070 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.450000% 3130AX6Z6 2549001DPIFGXC1TOL40 US3130AX6Z60 U.S. Government Agency Debt Y 2024-01-02 2024-03-20 2024-03-20 N N N 0.0545 2400185.23 2400185.23 0.0084 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.450000% 3130AXAN8 2549001DPIFGXC1TOL40 US3130AXAN82 U.S. Government Agency Debt Y 2024-01-02 2024-03-20 2024-03-20 N N N 0.0545 750057.89 750057.89 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.440000% 3130AXDR6 2549001DPIFGXC1TOL40 US3130AXDR69 U.S. Government Agency Debt Y 2024-01-02 2024-02-26 2024-02-26 N N N 0.0544 4000134.92 4000134.92 0.0140 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.445000% 3130AXFM5 2549001DPIFGXC1TOL40 US3130AXFM54 U.S. Government Agency Debt Y 2024-01-02 2024-04-04 2024-04-04 N N N 0.0548 4000008.08 4000008.08 0.0140 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.430000% 3130AXH35 2549001DPIFGXC1TOL40 US3130AXH350 U.S. Government Agency Debt Y 2024-01-02 2024-01-12 2024-01-12 N N N 0.0541 2000016.20 2000016.20 0.0070 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.435000% 3130AXH43 2549001DPIFGXC1TOL40 US3130AXH434 U.S. Government Agency Debt Y 2024-01-02 2024-02-12 2024-02-12 N N N 0.0544 2000025.96 2000025.96 0.0070 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.430000% 3130AXHD3 2549001DPIFGXC1TOL40 US3130AXHD38 U.S. Government Agency Debt Y 2024-01-02 2024-01-16 2024-01-16 N N N 0.0541 1000008.84 1000008.84 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.435000% 3130AXHE1 2549001DPIFGXC1TOL40 US3130AXHE11 U.S. Government Agency Debt Y 2024-01-02 2024-02-13 2024-02-13 N N N 0.0544 1000015.13 1000015.13 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.445000% 3130AXP28 2549001DPIFGXC1TOL40 US3130AXP288 U.S. Government Agency Debt Y 2024-01-02 2024-02-28 2024-02-28 N N N 0.0544 3000133.71 3000133.71 0.0105 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.445000% 3130AXQB7 2549001DPIFGXC1TOL40 US3130AXQB70 U.S. Government Agency Debt Y 2024-01-02 2024-02-02 2024-02-02 N N N 0.0544 500006.89 500006.89 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.445000% 3130AXQD3 2549001DPIFGXC1TOL40 US3130AXQD37 U.S. Government Agency Debt Y 2024-01-02 2024-02-05 2024-02-05 N N N 0.0544 1000016.60 1000016.60 0.0035 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.400000% 3130AY6K7 2549001DPIFGXC1TOL40 US3130AY6K73 U.S. Government Agency Debt Y 2025-01-14 2025-01-14 2025-01-14 N N N 0.0539 1250042.48 1250042.48 0.0044 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.000000% 3130AY6M3 2549001DPIFGXC1TOL40 US3130AY6M30 U.S. Government Agency Debt Y 2024-09-18 2024-09-18 2024-09-18 N N N 0.0491 1501013.21 1501013.21 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384VE6 2549001DPIFG US313384VE69 313384VE6 U.S. Government Agency Debt Y 2024-04-05 2024-04-05 2024-04-05 N N N 0.0513 1281863.19 1281863.19 0.0045 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 5.535000% 3133EPA62 US3133EPA621 U.S. Government Agency Debt Y 2024-01-02 2025-06-03 2025-06-03 N N N 0.0552 500356.59 500356.59 0.0017 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 5.250000% 3133EPF26 US3133EPF265 U.S. Government Agency Debt Y 2024-12-13 2024-12-13 2024-12-13 N N N 0.0481 175693.34 175693.34 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 5.545000% 3133EPZQ1 US3133EPZQ18 U.S. Government Agency Debt Y 2024-01-02 2025-07-25 2025-07-25 N N N 0.0554 500316.85 500316.85 0.0017 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 5.520000% 3135GAJQ5 B1V7KEBTPIMZEU4LTD58 US3135GAJQ52 U.S. Government Agency Debt Y 2024-07-16 2024-07-16 2024-07-16 N N N 0.0585 998222.82 998222.82 0.0035 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.330000% MBNUM2BPBDO7JBLYG310 0000315030 795993005_5.33_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2027-09-30 0.375000 18234500.00 15996363.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-08-31 5.000000 8374300.00 8585654.91 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 24100000.00 24100000.00 0.0843 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796CX5 N.A. US912796CX52 U.S. Treasury Debt Y 2024-04-18 2024-04-18 2024-04-18 N N N 0.0535 1969134.96 1969134.96 0.0069 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796Z28 N.A. US912796Z285 U.S. Treasury Debt Y 2024-02-22 2024-02-22 2024-02-22 N N N 0.0536 4962831.10 4962831.10 0.0174 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797FS1 254900HROIFWPRGM1V77 US912797FS14 U.S. Treasury Debt Y 2024-06-13 2024-06-13 2024-06-13 N N N 0.0524 2931388.89 2931388.89 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797FW2 N.A. US912797FW26 U.S. Treasury Debt Y 2024-01-04 2024-01-04 2024-01-04 N N N 0.0531 1249636.75 1249636.75 0.0044 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GB7 254900HROIFWPRGM1V77 US912797GB79 U.S. Treasury Debt Y 2024-07-11 2024-07-11 2024-07-11 N N N 0.0492 3412027.26 3412027.26 0.0119 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GC5 254900HROIFWPRGM1V77 US912797GC52 U.S. Treasury Debt Y 2024-01-11 2024-01-11 2024-01-11 N N N 0.0531 7989546.32 7989546.32 0.0279 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GD3 N.A. US912797GD36 U.S. Treasury Debt Y 2024-01-18 2024-01-18 2024-01-18 N N N 0.0537 4489437.24 4489437.24 0.0157 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GK7 254900HROIFWPRGM1V77 US912797GK78 U.S. Treasury Debt Y 2024-08-08 2024-08-08 2024-08-08 N N N 0.0492 1942450.14 1942450.14 0.0068 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797GP6 254900HROIFWPRGM1V77 US912797GP65 U.S. Treasury Debt Y 2024-02-29 2024-02-29 2024-02-29 N N N 0.0538 3966074.84 3966074.84 0.0139 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797HE0 254900HROIFWPRGM1V77 US912797HE00 U.S. Treasury Debt Y 2024-10-31 2024-10-31 2024-10-31 N N N 0.0482 4805822.25 4805822.25 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797HG5 254900HROIFWPRGM1V77 US912797HG57 U.S. Treasury Debt Y 2024-04-25 2024-04-25 2024-04-25 N N N 0.0533 1967234.50 1967234.50 0.0069 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797HT7 N.A. US912797HT78 U.S. Treasury Debt Y 2024-06-06 2024-06-06 2024-06-06 N N N 0.0523 3912466.68 3912466.68 0.0137 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797JB4 254900HROIFWPRGM1V77 US912797JB43 U.S. Treasury Debt Y 2024-01-30 2024-01-30 2024-01-30 N N N 0.0539 2987649.66 2987649.66 0.0104 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797JC2 254900HROIFWPRGM1V77 US912797JC26 U.S. Treasury Debt Y 2024-02-06 2024-02-06 2024-02-06 N N N 0.0538 1989734.30 1989734.30 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797JF5 254900HROIFWPRGM1V77 US912797JF56 U.S. Treasury Debt Y 2024-02-27 2024-02-27 2024-02-27 N N N 0.0540 3967131.88 3967131.88 0.0139 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797JG3 254900HROIFWPRGM1V77 US912797JG30 U.S. Treasury Debt Y 2024-03-05 2024-03-05 2024-03-05 N N N 0.0532 2972714.43 2972714.43 0.0104 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797JH1 N.A. US912797JH13 U.S. Treasury Debt Y 2024-03-12 2024-03-12 2024-03-12 N N N 0.0532 5939356.68 5939356.68 0.0208 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797JL2 254900HROIFWPRGM1V77 US912797JL25 U.S. Treasury Debt Y 2024-04-02 2024-04-02 2024-04-02 N N N 0.0535 4934167.20 4934167.20 0.0173 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797JN8 254900HROIFWPRGM1V77 US912797JN80 U.S. Treasury Debt Y 2024-04-16 2024-04-16 2024-04-16 N N N 0.0536 2954427.09 2954427.09 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797LL9 N.A. US912797LL96 U.S. Treasury Debt Y 2024-03-21 2024-03-21 2024-03-21 N N N 0.0532 5437338.45 5437338.45 0.0190 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.315900% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y 2024-01-02 2024-01-31 2024-01-31 N N N 0.0538 2999737.68 2999737.68 0.0105 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.255900% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y 2024-01-02 2024-04-30 2024-04-30 N N N 0.0542 2998293.75 2998293.75 0.0105 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.367900% 91282CFD8 254900HROIFWPRGM1V77 US91282CFD83 U.S. Treasury Debt Y 2024-01-02 2024-07-31 2024-07-31 N N N 0.0547 9993760.70 9993760.70 0.0350 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.455900% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-01-02 2025-07-31 2025-07-31 N N N 0.0554 3994592.20 3994592.20 0.0140 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.500900% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-01-02 2025-10-31 2025-10-31 N N N 0.0558 3994524.08 3994524.08 0.0140 N Y Y N Wells Fargo Bank NA Wells Fargo Bank NA 5.350000% 0000827124 94974A003_5.35_0102 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2053-12-01 7.000000 24871554.21 25799498.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 1024.00 346.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-01-01 2.500000 1024.00 612.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2053-04-01 6.000000 1088.00 1107.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2054-01-01 7.000000 1000.00 1056.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-07-01 3.000000 25797.00 9706.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 4.500000 13669.00 599.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-06-01 2.000000 1000.00 712.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 313000.00 198849.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-02-01 6.500000 1000.00 1053.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-02-01 6.000000 1000.00 1026.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-04-01 6.500000 7648.00 7833.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 1000.00 1008.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 40768.00 7429.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 9221200.00 7052173.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 3692.00 601.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-03-01 5.500000 1068.00 953.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-12-01 7.500000 2750.00 2845.96 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.500000 1000.00 148.33 Agency Mortgage-Backed Securities GNMA 2049-07-20 3.500000 1344097.00 177272.95 Agency Mortgage-Backed Securities GNMA 2050-06-20 3.000000 1000.00 307.42 Agency Mortgage-Backed Securities GNMA 2050-07-20 3.500000 1000.00 316.80 Agency Mortgage-Backed Securities GNMA 2050-09-20 3.500000 1584.00 570.36 Agency Mortgage-Backed Securities GNMA 2050-08-20 3.000000 1000.00 408.58 Agency Mortgage-Backed Securities GNMA 2052-03-20 3.500000 3024.00 2556.00 Agency Mortgage-Backed Securities GNMA 2052-05-20 4.000000 1008.00 884.27 Agency Mortgage-Backed Securities GNMA 2051-03-20 2.000000 3198.00 1967.72 Agency Mortgage-Backed Securities GNMA 2051-05-20 3.000000 1024.00 602.57 Agency Mortgage-Backed Securities GNMA 2051-09-20 3.000000 2340.00 1617.10 Agency Mortgage-Backed Securities GNMA 2051-10-20 3.000000 2024.00 1456.50 Agency Mortgage-Backed Securities GNMA 2053-06-20 6.000000 1024.00 1019.33 Agency Mortgage-Backed Securities GNMA 2052-08-20 4.500000 2024.00 1846.99 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.500000 1024.00 921.38 Agency Mortgage-Backed Securities GNMA 2052-12-20 5.000000 1856.00 1774.43 Agency Mortgage-Backed Securities GNMA 2053-01-20 6.000000 1024.00 981.12 Agency Mortgage-Backed Securities GNMA 2052-12-20 6.500000 1973.00 1819.05 Agency Mortgage-Backed Securities GNMA 2053-03-20 5.500000 2000.00 1946.47 Agency Mortgage-Backed Securities GNMA 2053-04-20 6.000000 1024.00 1010.28 Agency Mortgage-Backed Securities GNMA 2053-06-20 5.500000 743245.00 744186.21 Agency Mortgage-Backed Securities GNMA 2053-08-20 6.500000 1024.00 1043.50 Agency Mortgage-Backed Securities GNMA 2053-10-20 6.500000 59136.00 60569.38 Agency Mortgage-Backed Securities GNMA 2053-11-20 6.500000 1000.00 1027.65 Agency Mortgage-Backed Securities GNMA 2050-12-20 3.500000 4017440.00 3301468.84 Agency Mortgage-Backed Securities GNMA 2053-03-20 6.000000 1000.00 1015.19 Agency Mortgage-Backed Securities GNMA 2042-02-20 4.000000 1043.00 65.06 Agency Mortgage-Backed Securities GNMA 2042-05-20 4.000000 1021.00 68.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-12-01 7.000000 2552.00 2647.21 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 2046-08-15 0.00 11700.00 4555.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2048-02-15 0.00 100.00 36.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2049-02-15 0.00 21000.00 7510.50 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2050-08-15 0.00 482100.00 165744.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-01-15 2.375000 100.00 163.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2043-02-15 0.625000 72800.00 76840.28 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2040-08-15 1.125000 18292500.00 11822874.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2042-11-15 4.000000 800.00 786.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-01-31 0.375000 100.00 92.51 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0534 23200000.00 23200000.00 0.0811 N Y Y N Royal Bank of Canada Royal Bank of Canada 5.330000% 964FUW008_5.33_0102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2024-01-11 0.00 8068600.00 8058030.13 U.S. Treasuries (including strips) Y 2024-01-02 2024-01-02 2024-01-02 N N N 0.0533 7900000.00 7900000.00 0.0276 N Y Y N DWS Variable Series II 2024-01-05 /s/Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer