N-MFP2 0000810573 XXXXXXXX 2023-05-31 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 23 46 164880492.52 158225911.92 148655781.20 165053760.98 175555141.35 171910022.87 164849900.23 166740607.79 0.00 0.8394 0.8337 0.7800 0.8652 0.8938 0.9058 0.8650 0.8740 0.0000 7931.19 198927415.52 198933832.84 94418.20 9456930.66 189579251.57 189637508.3120 0.0000 0.0514 0.9997 0.9997 0.9997 0.9997 0.0000 C000017210 1.00 189579251.57 189637508.3120 0.9997 0.9997 0.9997 0.9997 0.0000 309393.08 2404926.22 773179.28 527994.31 2160352.78 899982.06 1354022.65 1371706.16 0.00 0.00 4790348.41 6119872.83 0.0484 N BNP Paribas Fortis SA BNP Paribas Fortis SA 5.050000% KGCEPHLVVKVRZYO1T647 06399K002_5.05_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2023-10-26 0.00 1600.00 1565.23 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2043-05-15 0.00 300.00 132.70 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2051-02-15 0.00 100.00 34.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-08-15 6.875000 400.00 429.14 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-08-15 6.750000 200.00 219.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-11-15 6.500000 200.00 216.16 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2040-05-15 4.375000 10.00 10.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2048-11-15 3.375000 1000.00 897.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2051-05-15 2.375000 100.00 73.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-01-15 0.500000 200.00 231.60 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-02-28 2.750000 200.00 195.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2029-01-15 0.875000 700.00 804.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-06-30 2.750000 100.00 97.76 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-09-30 1.250000 200.00 175.37 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-02-29 1.500000 100.00 97.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-04-30 2.500000 25222000.00 24646357.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-10-15 4.250000 100.00 100.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2033-01-15 1.125000 300.00 295.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2026-02-15 4.000000 100.00 100.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2030-02-28 4.000000 100.00 102.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-04-30 3.875000 100.00 99.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-04-30 3.500000 100.00 98.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2030-05-31 3.750000 900.00 899.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2035-08-15 0.00 15.36 9.51 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2036-08-15 0.00 10.64 6.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2030-11-15 0.00 9.79 7.38 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2023-08-15 0.00 10.28 10.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2024-08-15 0.00 20.00 18.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-05-15 0.00 38.86 32.07 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2030-02-15 0.00 44.80 34.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2037-11-15 0.00 42.02 23.53 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2039-11-15 0.00 6.79 3.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2040-08-15 0.00 37.48 18.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2043-11-15 0.00 16.69 7.05 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2045-02-15 0.00 7.50 3.01 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2045-08-15 0.00 4.91 1.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2046-05-15 0.00 16.91 6.46 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 24170000.00 24170000.00 0.1275 N Y Y N JPMorgan Chase & Co. JPMorgan Chase & Co. 5.050000% 0001325347 165999004_5.05_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2026-06-30 0.875000 41874000.00 38229616.25 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 37480000.00 37480000.00 0.1977 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 5.130000% 3130AUNP5 2549001DPIFGXC1TOL40 US3130AUNP54 U.S. Government Agency Debt Y 2023-06-01 2023-11-27 2023-11-27 N N N 0.0516 2500036.00 2500036.00 0.0132 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.090000% 3130AVX56 2549001DPIFGXC1TOL40 US3130AVX567 U.S. Government Agency Debt Y 2023-06-01 2023-11-10 2023-11-10 N N N 0.0499 7004011.56 7004011.56 0.0369 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.080000% 3130AW2M1 2549001DPIFGXC1TOL40 US3130AW2M12 U.S. Government Agency Debt Y 2023-06-01 2023-09-18 2023-09-18 N N N 0.0498 7502769.53 7502769.53 0.0396 N N N N Federal Home Loan Banks Federal Home Loan Banks 5.150000% 3130AWC73 2549001DPIFGXC1TOL40 US3130AWC734 U.S. Government Agency Debt Y 2023-06-01 2023-12-01 2023-12-01 N N N 0.0515 6000847.98 6000847.98 0.0317 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384JP5 2549001DPIFG US313384JP54 313384JP5 U.S. Government Agency Debt Y 2023-07-25 2023-07-25 2023-07-25 N N N 0.0512 1687314.80 1687314.80 0.0089 N N Y N Federal Home Loan Banks Federal Home Loan Banks 313384JZ3 2549001DPIFG US313384JZ37 313384JZ3 U.S. Government Agency Debt Y 2023-08-04 2023-08-04 2023-08-04 N N N 0.0515 991120.52 991120.52 0.0052 N N N N Federal Home Loan Banks Federal Home Loan Banks 313384PJ2 2549001DPIFG US313384PJ21 313384PJ2 U.S. Government Agency Debt Y 2023-11-17 2023-11-17 2023-11-17 N N N 0.0516 5859946.08 5859946.08 0.0309 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.040000% MBNUM2BPBDO7JBLYG310 0000315030 795993005_5.04_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N U.S. Treasury Note 254900HROIFWPRGM1V77 2023-11-15 0.250000 215100.00 210133.06 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-09-30 1.250000 24538800.00 21515897.95 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0504 21300000.00 21300000.00 0.1124 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796CR8 N.A. US912796CR84 U.S. Treasury Debt Y 2023-09-21 2023-09-21 2023-09-21 N N N 0.0525 5904795.36 5904795.36 0.0311 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796Z44 N.A. US912796Z442 U.S. Treasury Debt Y 2023-08-24 2023-08-24 2023-08-24 N N N 0.0529 2963907.99 2963907.99 0.0156 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796ZZ5 N.A. US912796ZZ53 U.S. Treasury Debt Y 2023-07-20 2023-07-20 2023-07-20 N N N 0.0519 993075.35 993075.35 0.0052 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797FC6 N.A. US912797FC61 U.S. Treasury Debt Y 2023-10-26 2023-10-26 2023-10-26 N N N 0.0544 8806872.60 8806872.60 0.0465 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797FJ1 254900HROIFWPRGM1V77 US912797FJ15 U.S. Treasury Debt Y 2023-11-09 2023-11-09 2023-11-09 N N N 0.0549 2929045.95 2929045.95 0.0155 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797FL6 254900HROIFWPRGM1V77 US912797FL60 U.S. Treasury Debt Y 2023-11-24 2023-11-24 2023-11-24 N N N 0.0540 2923831.11 2923831.11 0.0154 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.401000% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y 2023-06-06 2023-07-31 2023-07-31 N N N 0.0539 4499901.77 4499901.77 0.0237 N Y Y N U.S. Treasury Note U.S. Treasury Note 5.357000% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y 2023-06-06 2024-01-31 2024-01-31 N N N 0.0535 2999938.92 2999938.92 0.0158 N Y Y N Wells Fargo Bank NA Wells Fargo Bank NA 5.060000% KB1H1DSPRFMYMCUFXT09 0000827124 94974A003_5.06_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-12-01 7.500000 1455490.39 4429.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-01-01 4.500000 64042.00 8652.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 8467.66 2477.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-11-01 3.000000 79033.65 27466.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1274659.36 177523.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 2721785.00 364242.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 157848.98 28763.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 255393.67 32599.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 117699.59 68265.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-01-01 4.000000 2128595.98 684227.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 7738.46 1914.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 22705.80 9913.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-05-01 5.000000 34723.65 8078.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 72775.00 9668.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 32384.88 7718.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-03-01 2.500000 21104.75 8863.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 79661.48 33392.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 26562.88 17754.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 359724.86 338061.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 80347.60 77399.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-03-01 6.500000 95621.55 81726.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-04-01 6.500000 106008.72 110510.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 94691.19 91208.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 121808.32 123187.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 126457.92 124853.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-12-01 4.500000 7799472.57 7312275.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 3947554.41 3795397.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 369746.27 360522.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 5.000000 53263.29 52636.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-03-01 5.000000 173703.88 171295.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 107082.74 109680.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 135816.34 135721.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 3619229.27 3645537.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 176191.33 179464.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-05-01 5.000000 145550.00 143424.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 58160.91 23068.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 5.000000 5778342.42 637825.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 75661.91 67875.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 3784.30 3616.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-03-01 2.500000 54924.68 44926.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 5.500000 405986.76 381961.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-02-01 6.500000 4217656.42 4245376.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 5.000000 406629.15 400535.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-11-01 4.000000 2057730.08 1938321.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-04-01 3.000000 1136152.97 541752.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 39893.73 27185.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-01 4.000000 207305.12 146153.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 10877.53 8555.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 98867.02 84022.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 163743.75 152555.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 87330.00 79369.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-11-01 2.000000 23724.65 19848.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 3.500000 14555.00 2235.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 38279.65 5160.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-10-01 2.000000 38142.03 28215.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 2.000000 109162.50 72090.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-02-01 4.000000 26182.33 24190.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-02-01 5.500000 2586824.13 2408500.32 Agency Mortgage-Backed Securities Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 29110000.00 29110000.00 0.1536 N Y Y N Royal Bank of Canada Royal Bank of Canada 5.040000% 964FUW008_5.04_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2053-02-01 6.000000 71680.00 74044.58 Agency Mortgage-Backed Securities U.S. Treasury Note 254900HROIFWPRGM1V77 2024-12-31 1.750000 13318500.00 12813552.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2028-06-30 1.250000 12268100.00 10878419.79 U.S. Treasuries (including strips) Y 2023-06-01 2023-06-01 2023-06-01 N N N 0.0504 23300000.00 23300000.00 0.1229 N Y Y N DWS Variable Series II 2023-06-06 /s/Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer