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JPMorgan Chase & Co. 3.670000% 165999004 N/A 0001325347 165999004_3.67_0202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3138YR4P0 2045-07-01 3.000000 0.00 3407213.00 28584.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140BEF52 2055-07-01 6.000000 0.00 4534272.00 4691051.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140BXAK2 2055-09-01 6.000000 0.00 1213732.00 1250754.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140MKP55 2055-08-01 7.000000 0.00 3222890.00 2858470.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140MLAL4 2055-11-01 6.000000 0.00 10184736.00 10639860.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140U05B9 2056-02-01 5.000000 0.00 1872728.00 1889653.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWP86 2056-01-01 5.000000 0.00 2993408.00 3033013.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36212DVR7 2033-01-15 6.500000 0.00 2511811.00 88612.51 Agency Mortgage-Backed Securities Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 24000000.00 24000000.00 0.1162 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B53E6 2549001DPIFGXC1TOL40 US3130B53E63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-18 2026-02-18 N N N 0.0370 999991.53 999991.53 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B55E4 2549001DPIFGXC1TOL40 US3130B55E46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-13 2026-02-13 N N N 0.0370 1249992.14 1249992.14 0.0061 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B5EN4 2549001DPIFGXC1TOL40 US3130B5EN41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-03-03 2026-03-03 N N N 0.0368 1000003.05 1000003.05 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B5RJ9 2549001DPIFGXC1TOL40 US3130B5RJ91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-03-30 2027-03-30 N N N 0.0371 1250084.60 1250084.60 0.0061 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.770000% 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-04-09 2027-04-09 N N N 0.0374 500260.68 500260.68 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B7E42 2549001DPIFGXC1TOL40 US3130B7E424 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-08-12 2026-08-12 N N N 0.0374 749968.72 749968.72 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.820000% 3130B7TP9 2549001DPIFGXC1TOL40 US3130B7TP99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-09-22 2027-09-22 N N N 0.0375 1000556.84 1000556.84 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B85P3 2549001DPIFGXC1TOL40 US3130B85P39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-15 2026-06-15 N N N 0.0368 749980.79 749980.79 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B8A51 2549001DPIFGXC1TOL40 US3130B8A511 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-05-20 2026-05-20 N N N 0.0368 749983.82 749983.82 0.0036 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B8A69 2549001DPIFGXC1TOL40 US3130B8A693 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-18 2026-06-18 N N N 0.0369 3499905.40 3499905.40 0.0169 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130B8J37 2549001DPIFGXC1TOL40 US3130B8J371 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-05-01 2026-05-01 N N N 0.0368 1999987.00 1999987.00 0.0097 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8PW6 2549001DPIFGXC1TOL40 US3130B8PW69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-23 2026-06-23 N N N 0.0367 1499971.16 1499971.16 0.0073 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B8QN5 2549001DPIFGXC1TOL40 US3130B8QN51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-11-25 2026-11-25 N N N 0.0369 1500001.77 1500001.77 0.0073 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9BJ8 2549001DPIFGXC1TOL40 US3130B9BJ87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-08-28 2026-08-28 N N N 0.0368 999999.43 999999.43 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9CC2 2549001DPIFGXC1TOL40 US3130B9CC26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-09-03 2026-09-03 N N N 0.0367 500000.00 500000.00 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3130B9D72 2549001DPIFGXC1TOL40 US3130B9D729 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-01 2027-03-01 2027-03-01 N N N 0.0353 999502.40 999502.40 0.0048 N N N N Federal Home Loan Banks Federal Home Loan Banks 3130B9DJ6 2549001DPIFGXC1TOL40 US3130B9DJ69 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-03 2026-09-03 2026-09-03 N N N 0.0370 1000000.00 1000000.00 0.0048 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313313SR0 254900C5LP6DN9OP9V83 US313313SR08 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-02-04 2026-02-04 2026-02-04 N N N 0.0348 499758.34 499758.34 0.0024 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 313313VM7 254900C5LP6DN9OP9V83 US313313VM73 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-13 2026-04-13 2026-04-13 N N N 0.0359 496365.21 496365.21 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 313313WD6 254900C5LP6DN9OP9V83 US313313WD65 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-29 2026-04-29 2026-04-29 N N N 0.0359 495568.54 495568.54 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385TT3 2549001DPIFGXC1TOL40 US313385TT32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0359 1495362.92 1495362.92 0.0072 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385UK0 2549001DPIFGXC1TOL40 US313385UK04 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-03-18 2026-03-18 2026-03-18 N N N 0.0359 796250.45 796250.45 0.0039 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313385VP8 2549001DPIFGXC1TOL40 US313385VP81 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-04-15 2026-04-15 2026-04-15 N N N 0.0359 794025.00 794025.00 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385WR3 2549001DPIFGXC1TOL40 US313385WR39 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-05-11 2026-05-11 2026-05-11 N N N 0.0358 1484955.21 1484955.21 0.0072 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-02-03 2027-02-03 N N N 0.0373 1000668.79 1000668.79 0.0048 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-08-26 2026-08-26 N N N 0.0370 500313.70 500313.70 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-01-08 2027-01-08 N N N 0.0364 1502241.93 1502241.93 0.0073 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ET2E6 254900C5LP6DN9OP9V83 US3133ET2E63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-03-01 2027-03-01 N N N 0.0371 749957.17 749957.17 0.0036 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.675000% 3133ET2H9 254900C5LP6DN9OP9V83 US3133ET2H94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-12-01 2026-12-01 N N N 0.0370 999954.34 999954.34 0.0048 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-10-01 2027-10-01 N N N 0.0373 2002222.20 2002222.20 0.0097 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ETD20 254900C5LP6DN9OP9V83 US3133ETD205 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-10-06 2026-10-06 N N N 0.0373 999954.42 999954.42 0.0048 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-05-27 2027-05-27 N N N 0.0375 500106.52 500106.52 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ETPB7 254900C5LP6DN9OP9V83 US3133ETPB70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-01-08 2027-01-08 N N N 0.0378 499959.98 499959.98 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ETPL5 254900C5LP6DN9OP9V83 US3133ETPL52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-07-09 2027-07-09 N N N 0.0379 749722.28 749722.28 0.0036 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.765000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-07-30 2027-07-30 N N N 0.0373 500353.29 500353.29 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETSF5 254900C5LP6DN9OP9V83 US3133ETSF57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-08-04 2026-08-04 N N N 0.0373 499999.33 499999.33 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-08-18 2027-08-18 N N N 0.0380 749904.90 749904.90 0.0036 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETUW5 254900C5LP6DN9OP9V83 US3133ETUW52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-08-26 2026-08-26 N N N 0.0373 1499994.26 1499994.26 0.0073 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.795000% 3133ETVX2 254900C5LP6DN9OP9V83 US3133ETVX27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-09-03 2027-09-03 N N N 0.0367 1502287.60 1502287.60 0.0073 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.750000% 3134HAEY5 S6XOOCT0IEG5ABCC6L87 US3134HAEY57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-02-09 2026-02-09 N N N 0.0366 1500025.58 1500025.58 0.0073 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-09-04 2026-09-04 N N N 0.0373 300133.20 300133.20 0.0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-05-05 2027-05-05 N N N 0.0371 500301.41 500301.41 0.0024 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2027-10-06 2027-10-06 N N N 0.0376 1501212.96 1501212.96 0.0073 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.750000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-06-18 2026-06-18 N N N 0.0367 750256.23 750256.23 0.0036 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.785000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-08-21 2026-08-21 N N N 0.0368 1250869.01 1250869.01 0.0061 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-09-11 2026-09-11 N N N 0.0373 2125972.97 2125972.97 0.0103 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-10-23 2026-10-23 N N N 0.0374 500234.21 500234.21 0.0024 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-02-02 2026-12-11 2026-12-11 N N N 0.0360 1001782.29 1001782.29 0.0048 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.500000% 3136GCHQ1 B1V7KEBTPIMZEU4LTD58 US3136GCHQ10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0351 999837.96 999837.96 0.0048 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.660000% 795993005 MBNUM2BPBDO7JBLYG310 0000315030 795993005_3.66_0202 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 25201500.00 25500057.02 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 25000000.00 25000000.00 0.1210 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797PM3 254900HROIFWPRGM1V77 US912797PM34 U.S. Treasury Debt Y 2026-02-19 2026-02-19 2026-02-19 N N N 0.0366 998300.47 998300.47 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797PV3 254900HROIFWPRGM1V77 US912797PV33 U.S. Treasury Debt Y 2026-03-19 2026-03-19 2026-03-19 N N N 0.0370 995455.08 995455.08 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QD2 254900HROIFWPRGM1V77 US912797QD26 U.S. Treasury Debt Y 2026-04-16 2026-04-16 2026-04-16 N N N 0.0366 2233643.45 2233643.45 0.0108 N Y Y N U.S. 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S6XOOCT0IEG5ABCC6L87 31427DP70 2055-10-01 5.500000 0.00 14660.38 15051.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427G4C5 2055-11-01 5.500000 0.00 14572.56 14926.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427HC91 2055-11-01 5.500000 0.00 32222.40 33061.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M3D1 2055-03-01 6.500000 0.00 254454.25 209391.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427M6K2 2055-04-01 6.000000 0.00 28488.06 27623.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427NX87 2055-07-01 5.000000 0.00 13322.22 13081.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PCW2 2055-04-01 6.500000 0.00 631888.89 558905.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427PMC5 2055-07-01 5.500000 0.00 1121348.13 1111509.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QXC1 2055-11-01 5.500000 0.00 554109.45 556028.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQEJ7 2053-12-01 4.500000 0.00 9742.72 8679.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GU2H5 2055-06-01 5.500000 0.00 6313.58 6395.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWBD0 2055-08-01 5.500000 0.00 66041.01 65198.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GWJH3 2056-01-01 5.000000 0.00 613825.96 621620.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6A37 2055-07-01 4.500000 0.00 61.11 58.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6AA1 2055-03-01 4.000000 0.00 208582.15 192749.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142J6CH4 2055-11-01 7.500000 0.00 9982.55 9937.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JCBB5 2040-10-01 5.500000 0.00 923028.02 863051.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JN7K6 2055-11-01 4.500000 0.00 14626.88 14468.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142JRMZ7 2056-01-01 6.000000 0.00 16132.40 16800.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3138WJFK9 2046-11-01 3.000000 0.00 1027.00 176.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140QD6B5 2050-07-01 2.500000 0.00 1000.00 468.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140QFC80 2050-10-01 2.500000 0.00 5333.00 2774.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140QVFR0 2054-09-01 7.000000 0.00 1000.00 867.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3140XDW69 2051-11-01 2.000000 0.00 2862.00 1827.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GUUH4 2055-05-01 6.500000 0.00 1023.00 855.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179SWW3 2047-02-20 3.000000 0.00 1012.00 152.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179TAK1 2047-03-20 3.500000 0.00 3322.00 386.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179W5E4 2052-05-20 4.000000 0.00 1024.00 729.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179W7M4 2052-06-20 4.000000 0.00 3998.00 2856.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179WBX5 2051-03-20 2.000000 0.00 5276.00 2663.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179WJS8 2051-07-20 3.000000 0.00 1024.00 540.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179WLQ9 2051-08-20 3.000000 0.00 1024.00 572.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179XAA4 2052-06-20 4.500000 0.00 2024.00 1477.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179XDF0 2052-08-20 5.000000 0.00 3300989.00 2412841.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179XFJ0 2052-09-20 5.000000 0.00 1024.00 750.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179XH25 2052-10-20 5.500000 0.00 2760.00 1852.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179XHX7 2052-10-20 4.000000 0.00 1023.00 762.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179XNH5 2052-12-20 6.000000 0.00 221000.00 112799.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179XQY5 2053-01-20 6.000000 0.00 1760.00 913.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179XTC0 2053-02-20 5.000000 0.00 2000.00 1507.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179Y2P8 2054-05-20 7.000000 0.00 1280.00 532.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179YAQ7 2053-07-20 4.500000 0.00 1000.00 842.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179YAT1 2053-07-20 6.000000 0.00 17275.00 10031.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179YFN9 2053-09-20 6.500000 0.00 1040.00 454.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179YRG1 2054-02-20 5.000000 0.00 1000.00 849.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179YYT5 2054-06-20 4.000000 0.00 3672.00 3239.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36179YYY4 2054-06-20 6.500000 0.00 1000.00 473.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3617NXUG3 2050-07-20 3.500000 0.00 1000.00 799.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3617X14F3 2051-09-20 3.500000 0.00 1581.00 1174.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 36180AB93 2054-10-20 5.000000 0.00 6257.00 5739.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3618H9TG3 2054-06-20 6.500000 0.00 1000.00 912.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3618N5EV7 2055-01-20 5.500000 0.00 10528.00 8809.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3622A2BJ0 2042-06-15 4.000000 0.00 1003.00 42.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3622A2BZ4 2042-05-20 4.000000 0.00 37881.00 2108.42 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 912797RL3 2026-02-05 0.00 0.00 700.00 699.79 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 222400.00 215192.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 1000.00 837.75 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 82.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 177700.00 175821.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 200.00 189.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 100.00 100.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 1000.00 1027.27 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 400.00 434.78 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 70400.00 73581.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 100.00 102.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 1000.00 1023.44 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 1100.00 1087.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 7100.00 7032.16 U.S. Treasuries (including strips) Y 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 3000000.00 3000000.00 0.0145 N Y Y N Deutsche DWS Variable Series II 2026-02-06 /s/Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer