# EDGAR Filing Document

**Accession Number:** 0001026977
**File Stem:** 0002048251-26-004768
**Filing Date:** 2026-6
**Character Count:** 87640
**Document Hash:** 6bffad4b6768ae4371d156c1b1fd4deb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004768.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002048251-26-004768

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CITY NATIONAL ROCHDALE FUNDS
- **CENTRAL INDEX KEY:** 0001026977

**ORGANIZATION NAME:**
- **EIN:** 911766001
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07923
- **FILM NUMBER:** 261063842

**BUSINESS ADDRESS:**
- **STREET 1:** 400 NORTH ROXBURY DRIVE
- **CITY:** BEVERLY HILLS
- **STATE:** CA
- **ZIP:** 90210
- **BUSINESS PHONE:** (800) 708-8881

**MAIL ADDRESS:**
- **STREET 1:** 400 NORTH ROXBURY DRIVE
- **CITY:** BEVERLY HILLS
- **STATE:** CA
- **ZIP:** 90210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** City National Rochdale Funds
- **DATE OF NAME CHANGE:** 20130910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CNI CHARTER FUNDS
- **DATE OF NAME CHANGE:** 19990503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BERKELEY FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980319

## Series and Classes Contracts Data

### CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND (Series ID: S000005833)

| Class ID   | Class Name                                                      | Ticker Symbol   |
|:---|:---|:---|
| C000015999 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - CLASS N   | CNGXX           |
| C000016000 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - SERVICING | CNIXX           |
| C000016001 | CITY NATIONAL ROCHDALE GOVERNMENT MONEY MARKET FUND - CLASS S   | CNFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001026977

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** CITY NATIONAL ROCHDALE FUNDS

**CIK Number of Registrant:** 0001026977

**LEI of Registrant:** 549300QMC7FYNN5LU818

**Name of Series:** CNR GOVERNMENT MM

**LEI of Series:** 549300QMC7FYNN5LU818

**EDGAR Series Identifier:** S000005833

**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            | City National Rochdale, LLC                          | 801-27265         |
| Independent Public Accountant | Cohen and Company<br>City: Philadelphia<br>State: PA |  |
| Administrator                 | SEI Investments Global Funds Services                |  |
| Transfer Agent                | U.S. Bancorp Fund Services, LLC<br>CIK: 0001094770   | 085-11357         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-16093

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

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

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Government

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

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

- **WAM:** 53 days

- **WAL:** 71 days

- **Total Value of Portfolio Securities:** $7476450720.95

- **Amortized Cost of Portfolio Securities:** $7476327229.87

- **Cash:** $0.40

- **Total Other Assets:** $14952520.71

- **Total Liabilities:** $22923161.73

- **Net Assets of Series:** $7468356589.25

- **Number of Shares Outstanding (Series):** 7468357026.9100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $3226333506.20            | $5942300994.35             | 42.0600%                  | 77.4700%                   |
| 2026-05-04 | $3192599139.20            | $6021607377.13             | 41.1900%                  | 77.6900%                   |
| 2026-05-05 | $3742413035.85            | $6063614417.02             | 48.0200%                  | 77.8100%                   |
| 2026-05-06 | $3741688028.55            | $6058580635.60             | 48.0500%                  | 77.8000%                   |
| 2026-05-07 | $3756830322.86            | $6323866582.19             | 47.8300%                  | 80.5200%                   |
| 2026-05-08 | $3954356923.11            | $6423691898.44             | 49.7200%                  | 80.7600%                   |
| 2026-05-11 | $3954843390.95            | $6491126208.23             | 49.9200%                  | 81.9400%                   |
| 2026-05-12 | $3946005547.01            | $6359713064.28             | 50.6500%                  | 81.6300%                   |
| 2026-05-13 | $3951167702.89            | $6466307776.14             | 50.0300%                  | 81.8700%                   |
| 2026-05-14 | $4042212065.93            | $6581505497.10             | 50.4400%                  | 82.1300%                   |
| 2026-05-15 | $4058999251.46            | $6489366082.65             | 51.2400%                  | 81.9200%                   |
| 2026-05-18 | $3908507880.68            | $6616047983.40             | 49.6800%                  | 84.0900%                   |
| 2026-05-19 | $3907059110.42            | $6667189589.92             | 49.3300%                  | 84.1900%                   |
| 2026-05-20 | $3856219446.01            | $6549697872.88             | 47.6200%                  | 80.8800%                   |
| 2026-05-21 | $3643340443.68            | $5934143705.87             | 46.2600%                  | 75.3400%                   |
| 2026-05-22 | $3475461444.03            | $5811884609.82             | 44.2500%                  | 74.0000%                   |
| 2026-05-26 | $3826456179.25            | $5775617564.94             | 49.4100%                  | 74.5800%                   |
| 2026-05-27 | $3535708291.18            | $5722421788.74             | 45.3800%                  | 73.4500%                   |
| 2026-05-28 | $3751822970.06            | $5495663391.24             | 49.6000%                  | 72.6500%                   |
| 2026-05-29 | $3571937649.38            | $5323757430.93             | 47.6800%                  | 71.0700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.6800%             |
| 2026-05-04 | 3.6700%             |
| 2026-05-05 | 3.6600%             |
| 2026-05-06 | 3.6600%             |
| 2026-05-07 | 3.6600%             |
| 2026-05-08 | 3.6500%             |
| 2026-05-11 | 3.6400%             |
| 2026-05-12 | 3.6400%             |
| 2026-05-13 | 3.6400%             |
| 2026-05-14 | 3.6400%             |
| 2026-05-15 | 3.6400%             |
| 2026-05-18 | 3.6400%             |
| 2026-05-19 | 3.6300%             |
| 2026-05-20 | 3.6300%             |
| 2026-05-21 | 3.6300%             |
| 2026-05-22 | 3.6300%             |
| 2026-05-26 | 3.6500%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0001                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 1.0000                      |
|  |  |
| 2026-05-26 | 1.0000                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 1.0000                      |
|  |  |

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

### Class: CLASS N

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9469.84

- **Number of Shares Outstanding:** 9470.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $23.76                    | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $23.76

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.0600%           |
| 2026-05-04 | 3.0500%           |
| 2026-05-05 | 3.0400%           |
| 2026-05-06 | 3.0400%           |
| 2026-05-07 | 3.0400%           |
| 2026-05-08 | 3.0400%           |
| 2026-05-11 | 3.0400%           |
| 2026-05-12 | 3.0400%           |
| 2026-05-13 | 3.0400%           |
| 2026-05-14 | 3.0300%           |
| 2026-05-15 | 3.0300%           |
| 2026-05-18 | 3.0300%           |
| 2026-05-19 | 3.0300%           |
| 2026-05-20 | 3.0200%           |
| 2026-05-21 | 3.0300%           |
| 2026-05-22 | 3.0200%           |
| 2026-05-26 | 3.0100%           |
| 2026-05-27 | 3.0100%           |
| 2026-05-28 | 3.0200%           |
| 2026-05-29 | 3.0300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 98.4200%         | 98.4200%             |

### Class: CLASS S

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $1086452951.88

- **Number of Shares Outstanding:** 1086452404.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $154158240.64           |
| 2026-05-04 | $35526227.40              | $0.00                   |
| 2026-05-05 | $34161888.83              | $0.00                   |
| 2026-05-06 | $0.00                     | $67473384.35            |
| 2026-05-07 | $45611490.61              | $0.00                   |
| 2026-05-08 | $46416438.77              | $0.00                   |
| 2026-05-11 | $34165209.25              | $0.00                   |
| 2026-05-12 | $8295446.16               | $0.00                   |
| 2026-05-13 | $35000000.00              | $13046629.22            |
| 2026-05-14 | $0.00                     | $106793568.08           |
| 2026-05-15 | $0.00                     | $15668320.72            |
| 2026-05-18 | $21931236.58              | $0.00                   |
| 2026-05-19 | $0.00                     | $362876.87              |
| 2026-05-20 | $0.00                     | $23260319.25            |
| 2026-05-21 | $0.00                     | $31957319.32            |
| 2026-05-22 | $0.00                     | $16689935.97            |
| 2026-05-26 | $0.00                     | $11043724.57            |
| 2026-05-27 | $52632099.10              | $0.00                   |
| 2026-05-28 | $0.00                     | $44635109.27            |
| 2026-05-29 | $0.00                     | $22557154.45            |

**Total Gross Subscriptions (Month):** $313740036.70

**Total Gross Redemptions (Month):** $507646582.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.8800%           |
| 2026-05-04 | 2.8700%           |
| 2026-05-05 | 2.8600%           |
| 2026-05-06 | 2.8600%           |
| 2026-05-07 | 2.8600%           |
| 2026-05-08 | 2.8500%           |
| 2026-05-11 | 2.8500%           |
| 2026-05-12 | 2.8500%           |
| 2026-05-13 | 2.8500%           |
| 2026-05-14 | 2.8400%           |
| 2026-05-15 | 2.8400%           |
| 2026-05-18 | 2.8400%           |
| 2026-05-19 | 2.8400%           |
| 2026-05-20 | 2.8300%           |
| 2026-05-21 | 2.8300%           |
| 2026-05-22 | 2.8400%           |
| 2026-05-26 | 2.8500%           |
| 2026-05-27 | 2.8500%           |
| 2026-05-28 | 2.8600%           |
| 2026-05-29 | 2.8600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 100.0000%            |

### Class: SERVICING CLASS

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $6381894167.53

- **Number of Shares Outstanding:** 6381895154.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $64273847.11              | $0.00                   |
| 2026-05-04 | $42341831.82              | $0.00                   |
| 2026-05-05 | $29345735.07              | $21975817.59            |
| 2026-05-06 | $77058805.63              | $14001549.56            |
| 2026-05-07 | $20584933.57              | $169680.47              |
| 2026-05-08 | $93098055.78              | $40198868.17            |
| 2026-05-11 | $11095.96                 | $68286488.36            |
| 2026-05-12 | $16172911.72              | $156396332.81           |
| 2026-05-13 | $94448544.62              | $10276044.05            |
| 2026-05-14 | $249569295.71             | $28091870.08            |
| 2026-05-15 | $88487181.89              | $165472515.54           |
| 2026-05-18 | $12829.22                 | $77767502.66            |
| 2026-05-19 | $51062481.77              | $68035.19               |
| 2026-05-20 | $200834790.11             | $0.00                   |
| 2026-05-21 | $23000847.18              | $213223507.50           |
| 2026-05-22 | $58403275.55              | $65358098.57            |
| 2026-05-26 | $23952694.98              | $125467102.48           |
| 2026-05-27 | $60613.08                 | $7240936.60             |
| 2026-05-28 | $0.00                     | $182563450.21           |
| 2026-05-29 | $0.00                     | $50971774.90            |

**Total Gross Subscriptions (Month):** $1132719770.77

**Total Gross Redemptions (Month):** $1227529574.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3300%           |
| 2026-05-04 | 3.3200%           |
| 2026-05-05 | 3.3100%           |
| 2026-05-06 | 3.3100%           |
| 2026-05-07 | 3.3100%           |
| 2026-05-08 | 3.3000%           |
| 2026-05-11 | 3.3000%           |
| 2026-05-12 | 3.2900%           |
| 2026-05-13 | 3.2900%           |
| 2026-05-14 | 3.2900%           |
| 2026-05-15 | 3.2900%           |
| 2026-05-18 | 3.2900%           |
| 2026-05-19 | 3.2800%           |
| 2026-05-20 | 3.2800%           |
| 2026-05-21 | 3.2800%           |
| 2026-05-22 | 3.2800%           |
| 2026-05-26 | 3.3000%           |
| 2026-05-27 | 3.3000%           |
| 2026-05-28 | 3.3100%           |
| 2026-05-29 | 3.3100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 88.0000%         | 88.0000%             |
| Depository institution or other banking institution |  | 11.8300%         | 11.8300%             |

## Part C: Schedule of Portfolio Securities

### Security 1: FHLB Float 12/11/26

- **C.1 - Title:** FEDERAL HOME LOAN BANK VARIABLE RATE 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZF3, C.4 - ISIN: US3130B3ZF30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100032800.00
- **C.18.a - Value (excl. sponsor support):** $100032800.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **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: T 4 1/2 05/15/27

- **C.1 - Title:** US TREASURY N/B 4.500000% 05/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKR1, C.4 - ISIN: US91282CKR15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100538281.00
- **C.18.a - Value (excl. sponsor support):** $100538281.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: Aa1
- **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 3: B 09/15/26

- **C.1 - Title:** TREASURY BILL 0.000000% 09/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98933817.00
- **C.18.a - Value (excl. sponsor support):** $98933817.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 4: T 1 5/8 09/30/26

- **C.1 - Title:** US TREASURY N/B 1.625000% 09/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49650390.50
- **C.18.a - Value (excl. sponsor support):** $49650390.50
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **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 5: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 09/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385H25, C.4 - ISIN: US313385H256, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98811653.00
- **C.18.a - Value (excl. sponsor support):** $98811653.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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: T 0 1/2 04/30/27

- **C.1 - Title:** US TREASURY N/B 0.500000% 04/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828ZN3, C.4 - ISIN: US912828ZN34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72755127.00
- **C.18.a - Value (excl. sponsor support):** $72755127.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-04-30
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **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 7: FNMA Float 11/20/26

- **C.1 - Title:** FANNIE MAE VARIABLE RATE 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54024426.36
- **C.18.a - Value (excl. sponsor support):** $54024426.36
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $81556585.00
- **C.18.a - Value (excl. sponsor support):** $81556585.00
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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: TD SECURITIES REPO

- **C.1 - Title:** TD SECURITIES TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TDSECU241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **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?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2027-07-15      | 4.3750%  |  | $24647500.00       | $25166422.34       | U.S. Treasuries (including strips) |
| USTR          | 2028-02-29      | 3.3750%  |  | $56454900.00       | $56346680.25       | U.S. Treasuries (including strips) |
| USTR          | 2028-07-31      | 1.0000%  |  | $21764300.00       | $20486902.49       | U.S. Treasuries (including strips) |

### Security 10: BARCLAY TERM REPO

- **C.1 - Title:** BARCLAY TERM  REPURCHASE AGREEMENT REPURCHASE AGREEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BARCLT241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **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?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-05-15      | 2.8750%  |  | $103894600.00      | $96575407.25       | U.S. Treasuries (including strips) |
| USTR          | 2035-02-15      | 4.6250%  |  | $104376800.00      | $107424657.92      | U.S. Treasuries (including strips) |

### Security 11: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XX9, C.4 - ISIN: US313385XX97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299637000.00
- **C.18.a - Value (excl. sponsor support):** $299637000.00
- **C.19 - Percentage of Net Assets:** 4.0100%
- **C.17 - Yield as of Reporting Date:** 3.2600%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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: FFCB Float 07/09/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 07/09/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100005504.00
- **C.18.a - Value (excl. sponsor support):** $100005504.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **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: FHLB 0 3/4 06/12/26

- **C.1 - Title:** FEDERAL HOME LOAN BANK 0.750000% 06/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AMFS6, C.4 - ISIN: US3130AMFS69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49954061.00
- **C.18.a - Value (excl. sponsor support):** $49954061.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: 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? Yes, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 09/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385G34, C.4 - ISIN: US313385G340, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98881556.00
- **C.18.a - Value (excl. sponsor support):** $98881556.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL NATIONAL MORTGAGE ASSOC *

- **C.1 - Title:** FANNIE DISCOUNT NOTE ZERO COUPON 06/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313589YP2, C.4 - ISIN: US313589YP25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99717667.00
- **C.18.a - Value (excl. sponsor support):** $99717667.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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: FFCB Float 11/18/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 11/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $215101316.60
- **C.18.a - Value (excl. sponsor support):** $215101316.60
- **C.19 - Percentage of Net Assets:** 2.8800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **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: FFCB Float 09/16/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 09/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100020658.00
- **C.18.a - Value (excl. sponsor support):** $100020658.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: 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 18: B 07/14/26

- **C.1 - Title:** TREASURY BILL 0.000000% 07/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UP0, C.4 - ISIN: US912797UP00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99567492.00
- **C.18.a - Value (excl. sponsor support):** $99567492.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 19: T 3 7/8 03/31/27

- **C.1 - Title:** US TREASURY N/B 3.875000% 03/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100024414.00
- **C.18.a - Value (excl. sponsor support):** $100024414.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **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 20: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $278626093.20
- **C.18.a - Value (excl. sponsor support):** $278626093.20
- **C.19 - Percentage of Net Assets:** 3.7300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 21: FFCB Float 08/06/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 08/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150015756.00
- **C.18.a - Value (excl. sponsor support):** $150015756.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **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: MORGAN STANLEY

- **C.1 - Title:** MORGAN STANLEY LIQUIDITY GOVERNMENT GOVERNMENT FUND
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 61747C871, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $33133675.00
- **C.18.a - Value (excl. sponsor support):** $33133675.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: NR; MoodysCreditRating: NR
- **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 23: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385YM2, C.4 - ISIN: US313385YM24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59842699.80
- **C.18.a - Value (excl. sponsor support):** $59842699.80
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 24: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 12/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $195796778.00
- **C.18.a - Value (excl. sponsor support):** $195796778.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385YZ3, C.4 - ISIN: US313385YZ37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199238944.00
- **C.18.a - Value (excl. sponsor support):** $199238944.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 26: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99157667.00
- **C.18.a - Value (excl. sponsor support):** $99157667.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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: B 08/13/26

- **C.1 - Title:** TREASURY BILL 0.000000% 08/13/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99273295.00
- **C.18.a - Value (excl. sponsor support):** $99273295.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZY5, C.4 - ISIN: US313385ZY52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99389153.00
- **C.18.a - Value (excl. sponsor support):** $99389153.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 29: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $134618850.45
- **C.18.a - Value (excl. sponsor support):** $134618850.45
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 30: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99529347.00
- **C.18.a - Value (excl. sponsor support):** $99529347.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 31: MONEY MARKET FUND

- **C.1 - Title:** GOLDMAN SACHS FINANCIAL SQUARE FUNDS GOVERNMENT FUND
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 38141W273, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $66669639.74
- **C.18.a - Value (excl. sponsor support):** $66669639.74
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** MoodysCreditRating: NR; SandPCreditRating: NR
- **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 32: FEDERAL NATIONAL MORTGAGE ASSOC *

- **C.1 - Title:** FANNIE DISCOUNT NOTE ZERO COUPON 08/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313589B69, C.4 - ISIN: US313589B694, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99247917.00
- **C.18.a - Value (excl. sponsor support):** $99247917.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 33: BARCLAY MBS REPO

- **C.1 - Title:** BARCLAY MBS  REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BARCLM241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **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?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2055-04-20      | 5.5000%  |  | $106220313.00      | $102000000.61      | Agency Debentures and Agency Strips |

### Security 34: BARCLAY TRI-PARTY REPO

- **C.1 - Title:** BARCLAY TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BARCLY241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 4.0200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **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?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2028-08-31      | 4.3750%  |  | $114237300.00      | $116240991.20      | U.S. Treasuries (including strips) |
| USTR          | 2031-06-30      | 4.2500%  |  | $185902500.00      | $189759064.82      | U.S. Treasuries (including strips) |

### Security 35: B 06/25/26

- **C.1 - Title:** TREASURY BILL 0.000000% 06/25/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99758667.00
- **C.18.a - Value (excl. sponsor support):** $99758667.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: DAIWA  MBS  REPO

- **C.1 - Title:** DAWIWA MBS REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: DAIWAM241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **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?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2052-10-01      | 4.5000%  |  | $1449885.00        | $1073764.42        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 4.5000%  |  | $89862.00          | $86384.85          | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  |  | $449194.00         | $443331.07         | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 4.5000%  |  | $91969.00          | $67859.38          | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  |  | $11718.00          | $11505.85          | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $2609044.00        | $2606237.27        | Agency Debentures and Agency Strips |
| FNMA          | 2041-10-01      | 4.0000%  |  | $1089.00           | $72.58             | Agency Debentures and Agency Strips |
| USTR          | 2027-05-31      | 0.5000%  |  | $133200.00         | $129118.16         | U.S. Treasuries (including strips)  |
| FMAC          | 2054-05-01      | 6.0000%  |  | $2889.00           | $1878.33           | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $12653237.00       | $12331852.98       | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $5059103.00        | $4148763.26        | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $10556738.00       | $7118001.77        | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $3435000.00        | $2628224.76        | Agency Debentures and Agency Strips |
| FMAC          | 2040-06-01      | 5.0000%  |  | $201284.00         | $147850.80         | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  |  | $60284638.00       | $58963219.22       | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $36095.00          | $22165.25          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $7137000.00        | $5935637.41        | Agency Debentures and Agency Strips |
| FNMA          | 2031-05-01      | 4.0200%  |  | $315039.00         | $309833.51         | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  |  | $1185.00           | $810.90            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  |  | $273169.00         | $181638.16         | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 4.0000%  |  | $2071018.00        | $1939134.88        | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $22000.00          | $15983.21          | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  |  | $27801612.00       | $27196024.65       | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $15740453.00       | $1734388.77        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $66051.00          | $51784.34          | Agency Debentures and Agency Strips |
| USTR          | 2027-08-31      | 3.6250%  |  | $703900.00         | $707526.84         | U.S. Treasuries (including strips)  |
| FNMA          | 2055-11-01      | 5.5000%  |  | $7223987.00        | $6703684.40        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $6728000.00        | $5558466.60        | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  |  | $7662831.00        | $6106091.30        | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 6.0000%  |  | $146491.00         | $139820.43         | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $28423.00          | $19324.28          | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.5000%  |  | $4388907.00        | $4161123.97        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $2529573.00        | $2429940.79        | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $3434000.00        | $2771417.92        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 4.5000%  |  | $4583491.00        | $4367950.61        | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10289206.00       | $7658900.46        | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  |  | $7499000.00        | $6523141.36        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  |  | $5831231.00        | $5729549.86        | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 5.5000%  |  | $1000.00           | $746.03            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $16197766.00       | $14653258.48       | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 4.5000%  |  | $142814.00         | $136316.13         | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 4.5000%  |  | $2025.00           | $1924.68           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.5000%  |  | $4152622.00        | $2936307.18        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  |  | $9006935.00        | $7973215.82        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $27350.00          | $17689.51          | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  |  | $138613.00         | $107163.64         | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 5.0000%  |  | $55000.00          | $49404.38          | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 6.0000%  |  | $166800.00         | $93367.21          | Agency Debentures and Agency Strips |

### Security 37: B 03/18/27

- **C.1 - Title:** TREASURY BILL 0.000000% 03/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97108136.00
- **C.18.a - Value (excl. sponsor support):** $97108136.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 38: FFCB Float 12/09/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 12/09/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150048840.00
- **C.18.a - Value (excl. sponsor support):** $150048840.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **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 39: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99177722.00
- **C.18.a - Value (excl. sponsor support):** $99177722.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 40: B 07/02/26

- **C.1 - Title:** TREASURY BILL 0.000000% 07/02/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179439985.80
- **C.18.a - Value (excl. sponsor support):** $179439985.80
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 41: DAIWA  TRI PARTY REPO

- **C.1 - Title:** DAWIWA TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: DAIWAX241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $162000000.00
- **C.18.a - Value (excl. sponsor support):** $162000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **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?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2035-08-01      | 6.4270%  |  | $235745.00         | $1490.68           | Agency Debentures and Agency Strips |
| FMAC          | 2046-05-01      | 3.5000%  |  | $431055.00         | $108092.60         | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  |  | $7057412.00        | $6902715.93        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $5345876.00        | $4597767.43        | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.0000%  |  | $463237.00         | $303159.68         | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $1613716.00        | $1043723.61        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  |  | $2205635.00        | $1614154.74        | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.5000%  |  | $200000.00         | $95270.43          | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 4.5000%  |  | $15364216.00       | $13463857.59       | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  |  | $5807578.00        | $5681074.70        | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  |  | $82229.00          | $51689.92          | Agency Debentures and Agency Strips |
| FMAC          | 2038-03-01      | 5.5000%  |  | $70288.00          | $364.79            | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.5000%  |  | $150981.00         | $152980.71         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  |  | $17269012.00       | $15021275.73       | Agency Debentures and Agency Strips |
| FNMA          | 2031-05-01      | 4.0200%  |  | $349321.00         | $343549.05         | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $7799.00           | $859.35            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 6.0000%  |  | $13708769.00       | $12568840.12       | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 4.0000%  |  | $1004.00           | $225.54            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.5000%  |  | $1661471.00        | $1174821.41        | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.5000%  |  | $9458.00           | $7208.64           | Agency Debentures and Agency Strips |
| FNMA          | 2041-09-01      | 4.5000%  |  | $2413.00           | $37.29             | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.5000%  |  | $11488461.00       | $8348210.78        | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.5000%  |  | $33314000.00       | $18662964.05       | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 4.5000%  |  | $15109900.00       | $13726354.32       | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.0000%  |  | $2486772.00        | $1775792.75        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $568585.00         | $514368.65         | Agency Debentures and Agency Strips |
| FNMA          | 2053-12-01      | 6.0000%  |  | $16979871.00       | $12856215.88       | Agency Debentures and Agency Strips |
| FMAC          | 2032-01-01      | 3.5000%  |  | $2108.00           | $101.84            | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  |  | $23454108.00       | $23147982.38       | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  |  | $19856.00          | $16864.33          | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $188225.00         | $134174.84         | Agency Debentures and Agency Strips |
| USTR          | 2035-05-15      | 4.2500%  |  | $20590600.00       | $20400072.04       | U.S. Treasuries (including strips)  |
| FMAC          | 2027-04-01      | 1.2500%  |  | $4679.00           | $4226.47           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 4.5000%  |  | $2024.00           | $109.44            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  |  | $3774099.00        | $2509510.24        | Agency Debentures and Agency Strips |
| FNMA          | 2056-05-01      | 5.0000%  |  | $1454108.00        | $1429964.28        | Agency Debentures and Agency Strips |

### Security 42: T 0 7/8 06/30/26

- **C.1 - Title:** US TREASURY N/B 0.875000% 06/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99773190.00
- **C.18.a - Value (excl. sponsor support):** $99773190.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: NA
- **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 43: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 11/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385P83, C.4 - ISIN: US313385P838, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98265194.00
- **C.18.a - Value (excl. sponsor support):** $98265194.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 44: FFCB Float 12/02/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 12/02/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100054157.00
- **C.18.a - Value (excl. sponsor support):** $100054157.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: 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 45: T 4 3/8 08/15/26

- **C.1 - Title:** US TREASURY N/B 4.375000% 08/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHU8, C.4 - ISIN: US91282CHU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100106771.00
- **C.18.a - Value (excl. sponsor support):** $100106771.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: Aa1
- **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 46: B 07/09/26

- **C.1 - Title:** TREASURY BILL 0.000000% 07/09/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199234194.00
- **C.18.a - Value (excl. sponsor support):** $199234194.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 47: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $174576500.00
- **C.18.a - Value (excl. sponsor support):** $174576500.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 48: FHLBDN 01/21/27

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 01/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313384AW9, C.4 - ISIN: US313384AW96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97600375.00
- **C.18.a - Value (excl. sponsor support):** $97600375.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 49: FEDERAL NATIONAL MORTGAGE ASSOC *

- **C.1 - Title:** FANNIE DISCOUNT NOTE ZERO COUPON 08/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313589D26, C.4 - ISIN: US313589D260, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99127583.00
- **C.18.a - Value (excl. sponsor support):** $99127583.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 50: B 06/09/26

- **C.1 - Title:** TREASURY BILL 0.000000% 06/09/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199838370.00
- **C.18.a - Value (excl. sponsor support):** $199838370.00
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 3.1800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 51: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385ZT6, C.4 - ISIN: US313385ZT67, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74579416.50
- **C.18.a - Value (excl. sponsor support):** $74579416.50
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 52: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 09/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.4 - ISIN: US313385F920, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98901528.00
- **C.18.a - Value (excl. sponsor support):** $98901528.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **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 53: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/26/2022
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385D45, C.4 - ISIN: US313385D453, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99107528.00
- **C.18.a - Value (excl. sponsor support):** $99107528.00
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **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 54: GOLDMAN SACHS

- **C.1 - Title:** GOLDMAN SACHS TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: GOLDMN241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 9.3700%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **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?:** Yes

- **Is Cleared?:** No

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2033-05-18      | 4.8000%  |  | $15000.00          | $14979.09          | Agency Debentures and Agency Strips |
| USTR          | 2032-05-31      | 4.1250%  |  | $6259900.00        | $6357869.64        | U.S. Treasuries (including strips)  |
| USTR          | 2032-05-15      | 2.8750%  |  | $1136800.00        | $1058218.42        | U.S. Treasuries (including strips)  |
| USTR          | 2040-11-15      | 4.2500%  |  | $702913600.00      | $665985927.06      | U.S. Treasuries (including strips)  |
| USTR          | 2055-11-15      | 4.6250%  |  | $328900.00         | $311161.60         | U.S. Treasuries (including strips)  |
| FHLB          | 2044-12-27      | 5.2500%  |  | $10000.00          | $9914.36           | Agency Debentures and Agency Strips |
| USTR          | 2028-04-30      | 3.5000%  |  | $532000.00         | $528521.86         | U.S. Treasuries (including strips)  |
| USTR          | 2028-03-31      | 3.6250%  |  | $103900.00         | $103825.67         | U.S. Treasuries (including strips)  |
| USTR          | 2029-01-15      | 3.5000%  |  | $39645000.00       | $39629609.85       | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** CITY NATIONAL ROCHDALE FUNDS

**Date:** 2024-08-07

**By:** Andrew Metzger

**Name of Signing Officer:** Andrew Metzger

**Title of Signing Officer:** Treasurer