# EDGAR Filing Document

**Accession Number:** 0001026977
**File Stem:** 0002048251-26-003729
**Filing Date:** 2026-5
**Character Count:** 125136
**Document Hash:** 6d363fbcd7ce555516308a6637387b74
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-003729.hdr.sgml**: 20260506

**ACCESSION NUMBER**: 0002048251-26-003729

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260506

**DATE AS OF CHANGE**: 20260506

**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:** 26948672

**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):** 2026-04-30

**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:** 37 days

- **WAL:** 59 days

- **Total Value of Portfolio Securities:** $7768002913.80

- **Amortized Cost of Portfolio Securities:** $7767869453.35

- **Cash:** $0.68

- **Total Other Assets:** $13339958.02

- **Total Liabilities:** $24140333.72

- **Net Assets of Series:** $7757069078.33

- **Number of Shares Outstanding (Series):** 7757073353.1300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $3805313486.67            | $6188543279.70             | 46.8500%                  | 76.1900%                   |
| 2026-04-02 | $3546475550.41            | $6114967330.06             | 44.0600%                  | 75.9700%                   |
| 2026-04-06 | $3606410850.13            | $5774789947.75             | 45.6000%                  | 73.0200%                   |
| 2026-04-07 | $3622956169.41            | $6173432378.25             | 43.6100%                  | 74.3100%                   |
| 2026-04-08 | $3389062586.45            | $5847539947.96             | 42.4600%                  | 73.2600%                   |
| 2026-04-09 | $3367169003.01            | $5765468382.08             | 42.6300%                  | 72.9900%                   |
| 2026-04-10 | $3455275419.48            | $5978247726.96             | 42.5900%                  | 73.6900%                   |
| 2026-04-13 | $3468594669.08            | $6052200584.93             | 43.6900%                  | 76.2300%                   |
| 2026-04-14 | $3603701085.70            | $6201239760.02             | 44.5500%                  | 76.6700%                   |
| 2026-04-15 | $3425807502.72            | $5875525823.39             | 43.5700%                  | 74.7300%                   |
| 2026-04-16 | $3427913919.49            | $5699390499.65             | 44.6000%                  | 74.1500%                   |
| 2026-04-17 | $3410020335.17            | $5823294749.76             | 43.6600%                  | 74.5600%                   |
| 2026-04-20 | $3500339585.17            | $5798514423.17             | 44.9500%                  | 74.4700%                   |
| 2026-04-21 | $3416446001.53            | $5762216852.97             | 44.0800%                  | 74.3500%                   |
| 2026-04-22 | $3455552418.26            | $5828627663.13             | 44.2000%                  | 74.5600%                   |
| 2026-04-23 | $3275638704.48            | $5914309966.99             | 41.9700%                  | 75.7900%                   |
| 2026-04-24 | $3302724989.91            | $5794842925.12             | 42.5700%                  | 74.6800%                   |
| 2026-04-27 | $3344983846.05            | $5977877910.41             | 43.3900%                  | 77.5400%                   |
| 2026-04-28 | $3530070131.05            | $6017587493.41             | 45.5500%                  | 77.6500%                   |
| 2026-04-29 | $3322156417.24            | $6050408718.86             | 42.6900%                  | 77.7400%                   |
| 2026-04-30 | $3234244961.43            | $6052173658.31             | 41.5600%                  | 77.7800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.6700%             |
| 2026-04-02 | 3.6700%             |
| 2026-04-06 | 3.6700%             |
| 2026-04-07 | 3.6700%             |
| 2026-04-08 | 3.6700%             |
| 2026-04-09 | 3.6700%             |
| 2026-04-10 | 3.6600%             |
| 2026-04-13 | 3.6600%             |
| 2026-04-14 | 3.6600%             |
| 2026-04-15 | 3.6600%             |
| 2026-04-16 | 3.6700%             |
| 2026-04-17 | 3.6700%             |
| 2026-04-20 | 3.6800%             |
| 2026-04-21 | 3.6800%             |
| 2026-04-22 | 3.6800%             |
| 2026-04-23 | 3.6800%             |
| 2026-04-24 | 3.6800%             |
| 2026-04-27 | 3.6800%             |
| 2026-04-28 | 3.6800%             |
| 2026-04-29 | 3.6800%             |
| 2026-04-30 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 1.0001                      |
|  |  |
| 2026-04-06 | 1.0000                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 1.0001                      |
|  |  |
| 2026-04-10 | 1.0001                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0001                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 1.0000                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 1.0001                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 1.0000                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: CLASS N

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9446.08

- **Number of Shares Outstanding:** 9446.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $24.41                    | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $24.41

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.0500%           |
| 2026-04-02 | 3.0400%           |
| 2026-04-06 | 3.0600%           |
| 2026-04-07 | 3.0700%           |
| 2026-04-08 | 3.0700%           |
| 2026-04-09 | 3.0700%           |
| 2026-04-10 | 3.0600%           |
| 2026-04-13 | 3.0400%           |
| 2026-04-14 | 3.0400%           |
| 2026-04-15 | 3.0400%           |
| 2026-04-16 | 3.0500%           |
| 2026-04-17 | 3.0600%           |
| 2026-04-20 | 3.0600%           |
| 2026-04-21 | 3.0600%           |
| 2026-04-22 | 3.0500%           |
| 2026-04-23 | 3.0500%           |
| 2026-04-24 | 3.0600%           |
| 2026-04-27 | 3.0700%           |
| 2026-04-28 | 3.0700%           |
| 2026-04-29 | 3.0700%           |
| 2026-04-30 | 3.0700%           |

**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:** $1280358943.53

- **Number of Shares Outstanding:** 1280358950.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $11386739.35            |
| 2026-04-02 | $11451459.52              | $0.00                   |
| 2026-04-06 | $0.00                     | $20615469.27            |
| 2026-04-07 | $47614775.99              | $0.00                   |
| 2026-04-08 | $2736932.92               | $0.00                   |
| 2026-04-09 | $0.00                     | $29761801.49            |
| 2026-04-10 | $3050647.29               | $0.00                   |
| 2026-04-13 | $32889853.73              | $0.00                   |
| 2026-04-14 | $570037.36                | $0.00                   |
| 2026-04-15 | $0.00                     | $29907182.69            |
| 2026-04-16 | $0.00                     | $80278607.83            |
| 2026-04-17 | $27485566.77              | $0.00                   |
| 2026-04-20 | $36874561.35              | $0.00                   |
| 2026-04-21 | $0.00                     | $5278099.63             |
| 2026-04-22 | $0.00                     | $22330096.65            |
| 2026-04-23 | $0.00                     | $12529355.63            |
| 2026-04-24 | $0.00                     | $8026182.87             |
| 2026-04-27 | $0.00                     | $5857565.70             |
| 2026-04-28 | $35116162.61              | $0.00                   |
| 2026-04-29 | $0.00                     | $58478816.73            |
| 2026-04-30 | $112429220.13             | $0.00                   |

**Total Gross Subscriptions (Month):** $310219217.67

**Total Gross Redemptions (Month):** $284449917.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 2.8700%           |
| 2026-04-02 | 2.8700%           |
| 2026-04-06 | 2.8700%           |
| 2026-04-07 | 2.8700%           |
| 2026-04-08 | 2.8700%           |
| 2026-04-09 | 2.8700%           |
| 2026-04-10 | 2.8700%           |
| 2026-04-13 | 2.8600%           |
| 2026-04-14 | 2.8600%           |
| 2026-04-15 | 2.8700%           |
| 2026-04-16 | 2.8700%           |
| 2026-04-17 | 2.8800%           |
| 2026-04-20 | 2.8800%           |
| 2026-04-21 | 2.8800%           |
| 2026-04-22 | 2.8800%           |
| 2026-04-23 | 2.8800%           |
| 2026-04-24 | 2.8800%           |
| 2026-04-27 | 2.8800%           |
| 2026-04-28 | 2.8800%           |
| 2026-04-29 | 2.8800%           |
| 2026-04-30 | 2.8800%           |

**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:** $6476700688.72

- **Number of Shares Outstanding:** 6476704958.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $157226327.00             | $49706.26               |
| 2026-04-02 | $0.00                     | $85499812.17            |
| 2026-04-06 | $1333.01                  | $123087764.46           |
| 2026-04-07 | $353213225.43             | $0.00                   |
| 2026-04-08 | $16849018.50              | $345939272.28           |
| 2026-04-09 | $52299031.33              | $106010519.76           |
| 2026-04-10 | $209274779.32             | $0.00                   |
| 2026-04-13 | $0.00                     | $208943058.22           |
| 2026-04-14 | $222065383.05             | $74086269.05            |
| 2026-04-15 | $35807.86                 | $197233371.59           |
| 2026-04-16 | $29179102.83              | $125513303.56           |
| 2026-04-17 | $95942143.00              | $0.00                   |
| 2026-04-20 | $0.00                     | $63077925.76            |
| 2026-04-21 | $37460056.25              | $68942733.94            |
| 2026-04-22 | $88275921.91              | $0.00                   |
| 2026-04-23 | $71362166.48              | $73004785.88            |
| 2026-04-24 | $52984641.19              | $90578918.57            |
| 2026-04-27 | $50638.69                 | $46173182.92            |
| 2026-04-28 | $22361586.86              | $18267692.15            |
| 2026-04-29 | $131254533.28             | $40431836.25            |
| 2026-04-30 | $16999267.27              | $131593179.92           |

**Total Gross Subscriptions (Month):** $1556834963.26

**Total Gross Redemptions (Month):** $1798433332.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3200%           |
| 2026-04-02 | 3.3200%           |
| 2026-04-06 | 3.3200%           |
| 2026-04-07 | 3.3200%           |
| 2026-04-08 | 3.3200%           |
| 2026-04-09 | 3.3200%           |
| 2026-04-10 | 3.3200%           |
| 2026-04-13 | 3.3100%           |
| 2026-04-14 | 3.3100%           |
| 2026-04-15 | 3.3200%           |
| 2026-04-16 | 3.3200%           |
| 2026-04-17 | 3.3200%           |
| 2026-04-20 | 3.3300%           |
| 2026-04-21 | 3.3300%           |
| 2026-04-22 | 3.3300%           |
| 2026-04-23 | 3.3300%           |
| 2026-04-24 | 3.3300%           |
| 2026-04-27 | 3.3300%           |
| 2026-04-28 | 3.3300%           |
| 2026-04-29 | 3.3300%           |
| 2026-04-30 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 87.2700%         | 87.2700%             |
| Depository institution or other banking institution |  | 12.5600%         | 12.5600%             |

## Part C: Schedule of Portfolio Securities

### Security 1: B 05/26/26

- **C.1 - Title:** TREASURY BILL 0.000000% 05/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TT4, C.4 - ISIN: US912797TT41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99751042.00
- **C.18.a - Value (excl. sponsor support):** $99751042.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-05-26
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **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 2: 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):** $100037365.00
- **C.18.a - Value (excl. sponsor support):** $100037365.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 3: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XA9, C.4 - ISIN: US313385XA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99800556.00
- **C.18.a - Value (excl. sponsor support):** $99800556.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **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 4: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WV4, C.4 - ISIN: US313385WV41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79880333.60
- **C.18.a - Value (excl. sponsor support):** $79880333.60
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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 5: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199421612.00
- **C.18.a - Value (excl. sponsor support):** $199421612.00
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **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 6: 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):** $49566445.50
- **C.18.a - Value (excl. sponsor support):** $49566445.50
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 7: 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):** $72608789.25
- **C.18.a - Value (excl. sponsor support):** $72608789.25
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 8: 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):** $54028653.48
- **C.18.a - Value (excl. sponsor support):** $54028653.48
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 9: B 05/14/26

- **C.1 - Title:** TREASURY BILL 0.000000% 05/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199741204.00
- **C.18.a - Value (excl. sponsor support):** $199741204.00
- **C.19 - Percentage of Net Assets:** 2.5700%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **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 10: TD SECURITIES REPO

- **C.1 - Title:** TD SECURITIES 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: 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:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2027-08-31      | 3.6250%  |  | $98586200.00       | $98888350.09       | U.S. Treasuries (including strips)  |
| USTR          | 2029-03-31      | 4.1250%  |  | $2993000.00        | $3019611.20        | U.S. Treasuries (including strips)  |
| FAMC          | 2041-01-28      | 5.1000%  |  | $40000.00          | $39778.01          | Agency Debentures and Agency Strips |
| FAMC          | 2042-03-28      | 4.0000%  |  | $60000.00          | $52289.91          | Agency Debentures and Agency Strips |

### Security 11: 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:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2030-02-28      | 4.0000%  |  | $202759100.00      | $204000073.85      | U.S. Treasuries (including strips) |

### Security 12: 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):** $298770000.00
- **C.18.a - Value (excl. sponsor support):** $298770000.00
- **C.19 - Percentage of Net Assets:** 3.8500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 13: B 05/05/26

- **C.1 - Title:** TREASURY BILL 0.000000% 05/05/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199920778.00
- **C.18.a - Value (excl. sponsor support):** $199920778.00
- **C.19 - Percentage of Net Assets:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 2.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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 14: 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):** $100011097.00
- **C.18.a - Value (excl. sponsor support):** $100011097.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 15: 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):** $49827908.50
- **C.18.a - Value (excl. sponsor support):** $49827908.50
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 16: 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):** $98593917.00
- **C.18.a - Value (excl. sponsor support):** $98593917.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 17: 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):** $99430000.00
- **C.18.a - Value (excl. sponsor support):** $99430000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 18: 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):** $215119363.70
- **C.18.a - Value (excl. sponsor support):** $215119363.70
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 19: 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):** $100026347.00
- **C.18.a - Value (excl. sponsor support):** $100026347.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 20: 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):** $100099219.00
- **C.18.a - Value (excl. sponsor support):** $100099219.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **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 21: 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):** $79376866.40
- **C.18.a - Value (excl. sponsor support):** $79376866.40
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? No, C.23 Categorized at Level 3? No

### Security 22: 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):** $150024580.50
- **C.18.a - Value (excl. sponsor support):** $150024580.50
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 23: 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):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 3.0900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 24: 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):** $198661862.00
- **C.18.a - Value (excl. sponsor support):** $198661862.00
- **C.19 - Percentage of Net Assets:** 2.5600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XC5, C.4 - ISIN: US313385XC50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149670916.50
- **C.18.a - Value (excl. sponsor support):** $149670916.50
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **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 26: T 4 7/8 05/31/26

- **C.1 - Title:** US TREASURY N/B 4.875000% 05/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214156042.38
- **C.18.a - Value (excl. sponsor support):** $214156042.38
- **C.19 - Percentage of Net Assets:** 2.7600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **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 27: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WL6, C.4 - ISIN: US313385WL68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $549670918.50
- **C.18.a - Value (excl. sponsor support):** $549670918.50
- **C.19 - Percentage of Net Assets:** 7.0900%
- **C.17 - Yield as of Reporting Date:** 3.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **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 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):** $99101250.00
- **C.18.a - Value (excl. sponsor support):** $99101250.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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? No, 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):** $134230500.00
- **C.18.a - Value (excl. sponsor support):** $134230500.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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):** $99241056.00
- **C.18.a - Value (excl. sponsor support):** $99241056.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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? No, 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):** $244313967.74
- **C.18.a - Value (excl. sponsor support):** $244313967.74
- **C.19 - Percentage of Net Assets:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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: 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:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2036-12-01      | 2.0000%  |  | $19153059.00       | $17606298.39       | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.5000%  |  | $11622695.00       | $8947010.87        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 4.0000%  |  | $80461022.00       | $75446691.24       | Agency Debentures and Agency Strips |

### Security 33: 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:** 3.8700%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2032-09-30      | 3.8750%  |  | $310717900.00      | $306000030.72      | U.S. Treasuries (including strips) |

### Security 34: 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):** $99445837.00
- **C.18.a - Value (excl. sponsor support):** $99445837.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **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 35: 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:** 2.5800%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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        | $1097452.50        | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $334600.00         | $258820.69         | Agency Debentures and Agency Strips |
| USTR          | 2027-05-31      | 3.8750%  |  | $241100.00         | $245139.36         | U.S. Treasuries (including strips)  |
| FNMA          | 2054-10-01      | 5.5000%  |  | $2190633.00        | $1625463.19        | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.0000%  |  | $459223.00         | $453513.59         | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $2609044.00        | $2611054.16        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $12563839.00       | $12404534.02       | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 6.0000%  |  | $578505.00         | $461511.32         | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $5059103.00        | $4145976.32        | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $10556739.00       | $7255820.88        | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $3435000.00        | $2716650.50        | Agency Debentures and Agency Strips |
| USTR          | 2027-06-30      | 0.5000%  |  | $1587100.00        | $1529985.76        | U.S. Treasuries (including strips)  |
| FMAC          | 2052-04-01      | 3.0000%  |  | $36095.00          | $22352.15          | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $7137000.00        | $6075826.69        | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  |  | $1185.00           | $816.32            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  |  | $248466.00         | $168935.71         | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 4.0000%  |  | $1793911.00        | $1687231.10        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  |  | $28432597.00       | $28029700.13       | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $15740465.00       | $1751598.75        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $66051.00          | $53045.75          | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  |  | $7223987.00        | $6839137.77        | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $6728000.00        | $5606997.31        | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  |  | $101139.00         | $100240.66         | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  |  | $7662831.00        | $6351830.98        | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 6.0000%  |  | $146491.00         | $145080.45         | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.5000%  |  | $4543966.00        | $4332281.02        | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $2529573.00        | $2439722.69        | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $3434000.00        | $2812340.23        | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 4.5000%  |  | $58565.00          | $56224.33          | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10289206.00       | $7721958.72        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  |  | $23705326.00       | $23272807.49       | Agency Debentures and Agency Strips |
| FMAC          | 2056-03-01      | 5.5000%  |  | $2720455.00        | $2765066.71        | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 6.0000%  |  | $1002.00           | $799.68            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  |  | $429312.00         | $415994.99         | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  |  | $7499000.00        | $6619049.82        | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.0000%  |  | $5372883.00        | $5313984.26        | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 6.0000%  |  | $39698788.00       | $35040786.59       | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $14307.00          | $10834.86          | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $16197766.00       | $14814127.16       | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.5000%  |  | $845268.00         | $605535.65         | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  |  | $9006935.00        | $8020747.18        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $1000.00           | $649.88            | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 6.0000%  |  | $166800.00         | $100993.31         | Agency Debentures and Agency Strips |

### Security 36: 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):** $96829010.00
- **C.18.a - Value (excl. sponsor support):** $96829010.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 37: 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):** $150055764.00
- **C.18.a - Value (excl. sponsor support):** $150055764.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 38: 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):** $99378278.00
- **C.18.a - Value (excl. sponsor support):** $99378278.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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 39: 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):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-01-01      | 6.5000%  |  | $2000.00           | $1767.60           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  |  | $1000.00           | $779.66            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 6.0000%  |  | $1046.00           | $684.18            | Agency Debentures and Agency Strips |
| FMAC          | 2036-07-01      | 6.0000%  |  | $2213.00           | $17.22             | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 4.5000%  |  | $1000.00           | $497.94            | Agency Debentures and Agency Strips |
| FNMA          | 2047-12-01      | 3.5000%  |  | $1000.00           | $122.15            | Agency Debentures and Agency Strips |
| FNMA          | 2037-09-01      | 6.0000%  |  | $1151.00           | $4.18              | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $57500.00          | $41133.53          | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 5.0000%  |  | $1003.00           | $670.65            | Agency Debentures and Agency Strips |
| FNMA          | 2035-08-01      | 6.4270%  |  | $247561.00         | $1581.29           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 4.5000%  |  | $1001.00           | $773.79            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 3.5000%  |  | $5000.00           | $4296.59           | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.5000%  |  | $1000.00           | $653.02            | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.0000%  |  | $1018.00           | $923.43            | Agency Debentures and Agency Strips |
| FNMA          | 2050-06-01      | 3.5000%  |  | $2000.00           | $1441.55           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.0000%  |  | $1000.00           | $736.57            | Agency Debentures and Agency Strips |
| FNMA          | 2029-03-01      | 3.5000%  |  | $3211998.00        | $122312.28         | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 3.5000%  |  | $614990.00         | $68565.38          | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $348762.00         | $281878.46         | Agency Debentures and Agency Strips |
| FMAC          | 2044-10-01      | 4.0000%  |  | $1017.00           | $133.45            | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  |  | $11240.00          | $6926.66           | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  |  | $2000.00           | $1684.18           | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 2.5000%  |  | $7000.00           | $4739.32           | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  |  | $2262576.00        | $1865679.88        | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $2024.00           | $1502.98           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 6.5000%  |  | $3024.00           | $2461.39           | Agency Debentures and Agency Strips |
| FMAC          | 2031-12-01      | 2.0000%  |  | $1000.00           | $397.40            | Agency Debentures and Agency Strips |
| FMAC          | 2046-05-01      | 3.5000%  |  | $431055.00         | $110110.32         | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 5.0000%  |  | $1998.00           | $1704.67           | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $427654.00         | $47793.56          | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $2996.00           | $184.55            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  |  | $1000.00           | $778.22            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $3000.00           | $2492.05           | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  |  | $4000.00           | $4002.75           | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 3.5000%  |  | $1030.00           | $207.48            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $70000.00          | $65936.08          | Agency Debentures and Agency Strips |
| FMAC          | 2053-10-01      | 6.0000%  |  | $125446.00         | $94511.61          | Agency Debentures and Agency Strips |
| FNMA          | 2042-06-01      | 4.0000%  |  | $1000.00           | $49.13             | Agency Debentures and Agency Strips |
| FMAC          | 2053-11-01      | 6.0000%  |  | $2002.00           | $1632.84           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1000.00           | $734.27            | Agency Debentures and Agency Strips |
| FMAC          | 2047-05-01      | 4.5000%  |  | $2000.00           | $300.41            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 4.0000%  |  | $24062.00          | $16833.50          | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.0000%  |  | $1010.00           | $644.58            | Agency Debentures and Agency Strips |
| FMAC          | 2035-05-01      | 5.0000%  |  | $175529.00         | $1907.57           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 6.5000%  |  | $3027.00           | $2410.39           | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.0000%  |  | $1002.00           | $674.62            | Agency Debentures and Agency Strips |
| FMAC          | 2046-12-01      | 3.0000%  |  | $1013.00           | $171.64            | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.5000%  |  | $4096.00           | $2949.96           | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 3.5000%  |  | $3000.00           | $280.25            | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 6.0000%  |  | $1000.00           | $977.00            | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 2.0000%  |  | $1024.00           | $600.02            | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 5.5000%  |  | $1000.00           | $746.77            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.5000%  |  | $2016.00           | $1761.37           | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 4.0000%  |  | $7000.00           | $5742.68           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.5000%  |  | $1000.00           | $717.38            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 5.0000%  |  | $1000.00           | $638.16            | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 4.5000%  |  | $1000.00           | $171.99            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  |  | $151259.00         | $114376.97         | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  |  | $224000.00         | $167552.21         | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 6.0000%  |  | $278775.00         | $200178.51         | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $1613716.00        | $1048724.92        | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 3.5000%  |  | $2012.00           | $1162.20           | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 5.5000%  |  | $1024.00           | $773.90            | Agency Debentures and Agency Strips |
| FMAC          | 2048-02-01      | 3.5000%  |  | $46318.00          | $6298.77           | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  |  | $1005.00           | $765.94            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  |  | $6569222.00        | $4898179.18        | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $1000.00           | $701.52            | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.0000%  |  | $1000.00           | $586.75            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $2000.00           | $1398.88           | Agency Debentures and Agency Strips |
| FNMA          | 2031-12-01      | 6.5000%  |  | $1981.00           | $3.15              | Agency Debentures and Agency Strips |
| FMAC          | 2050-05-01      | 2.5000%  |  | $6556.00           | $1919.45           | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  |  | $1000.00           | $578.52            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  |  | $1040.00           | $730.90            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 6.0000%  |  | $1049.00           | $717.14            | Agency Debentures and Agency Strips |
| FNMA          | 2040-06-01      | 6.5000%  |  | $1000.00           | $121.87            | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 4.5000%  |  | $1024.00           | $213.90            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  |  | $1024.00           | $758.54            | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.0000%  |  | $1003.00           | $289.68            | Agency Debentures and Agency Strips |
| FNMA          | 2042-07-01      | 3.5000%  |  | $1000.00           | $147.77            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 5.0000%  |  | $1000.00           | $936.82            | Agency Debentures and Agency Strips |
| FMAC          | 2039-07-01      | 5.5000%  |  | $6000.00           | $3208.82           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  |  | $1064.00           | $964.32            | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  |  | $1000.00           | $981.06            | Agency Debentures and Agency Strips |
| FNMA          | 2041-11-01      | 3.5000%  |  | $2016.00           | $114.79            | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 3.0000%  |  | $203087.00         | $28891.59          | Agency Debentures and Agency Strips |
| FNMA          | 2039-06-01      | 5.0000%  |  | $1035.00           | $107.87            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  |  | $23955.00          | $17392.12          | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.0000%  |  | $1000.00           | $920.46            | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.5000%  |  | $4109.00           | $4027.02           | Agency Debentures and Agency Strips |
| FMAC          | 2037-09-01      | 3.5000%  |  | $5000.00           | $2791.26           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  |  | $1229.00           | $884.26            | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 3.5000%  |  | $1024.00           | $101.92            | Agency Debentures and Agency Strips |
| FMAC          | 2056-05-01      | 5.0000%  |  | $3585760.00        | $3553910.48        | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 4.0000%  |  | $1000.00           | $748.08            | Agency Debentures and Agency Strips |
| FMAC          | 2050-01-01      | 3.0000%  |  | $1000.00           | $171.43            | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.0000%  |  | $1000.00           | $544.32            | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 8.0000%  |  | $1001.00           | $0.38              | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.5000%  |  | $2059.00           | $360.53            | Agency Debentures and Agency Strips |
| FMAC          | 2048-07-01      | 4.0000%  |  | $1645.00           | $333.45            | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.5000%  |  | $484931.00         | $286424.56         | Agency Debentures and Agency Strips |
| FNMA          | 2040-09-01      | 4.5000%  |  | $1000.00           | $181.64            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  |  | $1008.00           | $610.82            | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.5000%  |  | $200000.00         | $96245.43          | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 6.5000%  |  | $1000.00           | $793.96            | Agency Debentures and Agency Strips |
| FMAC          | 2030-06-01      | 5.0000%  |  | $84737.00          | $1277.75           | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 4.5000%  |  | $11339411.00       | $10942554.29       | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  |  | $1066.00           | $125.47            | Agency Debentures and Agency Strips |
| FNMA          | 2047-07-01      | 5.0000%  |  | $8000.00           | $3275.83           | Agency Debentures and Agency Strips |
| FMAC          | 2045-08-01      | 3.0000%  |  | $2000.00           | $217.93            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  |  | $1135.00           | $792.79            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.0000%  |  | $2000.00           | $1480.33           | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 4.0000%  |  | $7626.00           | $7172.50           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.5000%  |  | $1000.00           | $796.84            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $22850311.00       | $14150256.68       | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 4.0000%  |  | $4000.00           | $2440.34           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  |  | $29999.00          | $20092.86          | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  |  | $82229.00          | $51762.31          | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 3.5000%  |  | $1000.00           | $732.83            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 3.5000%  |  | $125580.00         | $92272.13          | Agency Debentures and Agency Strips |
| FMAC          | 2051-09-01      | 2.5000%  |  | $6002.00           | $3510.07           | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.0000%  |  | $266000.00         | $156049.42         | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.5000%  |  | $4000.00           | $3430.29           | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 3.5000%  |  | $198024.00         | $66067.23          | Agency Debentures and Agency Strips |
| FNMA          | 2035-01-01      | 4.0000%  |  | $2000.00           | $261.38            | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $12505069.00       | $10248006.41       | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.5000%  |  | $2000.00           | $1064.56           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $6000.00           | $4085.43           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.0000%  |  | $6000.00           | $3418.36           | Agency Debentures and Agency Strips |
| FMAC          | 2038-03-01      | 5.5000%  |  | $70289.00          | $370.42            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 4.5000%  |  | $1001.00           | $762.61            | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  |  | $1000.00           | $795.28            | Agency Debentures and Agency Strips |
| FMAC          | 2045-11-01      | 5.0000%  |  | $2004.00           | $1923.49           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $1000.00           | $731.05            | Agency Debentures and Agency Strips |
| FNMA          | 2050-04-01      | 3.5000%  |  | $7000.00           | $1064.41           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 3.5000%  |  | $1000.00           | $75.75             | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.5000%  |  | $33838843.00       | $33221432.13       | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $1024.00           | $707.17            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-25      | 6.5000%  |  | $1000.00           | $687.91            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 4.5000%  |  | $3000.00           | $2792.40           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $1000.00           | $790.81            | Agency Debentures and Agency Strips |
| FNMA          | 2045-03-01      | 3.5000%  |  | $1000.00           | $146.85            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  |  | $30802812.00       | $23315382.28       | Agency Debentures and Agency Strips |
| FNMA          | 2048-01-01      | 3.5000%  |  | $1000.00           | $131.46            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 5.0000%  |  | $4096.00           | $2668.30           | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.0000%  |  | $1000.00           | $698.89            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 3.0000%  |  | $1000.00           | $710.68            | Agency Debentures and Agency Strips |
| FNMA          | 2027-07-01      | 6.5000%  |  | $4020.00           | $15.96             | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 2.5000%  |  | $26000.00          | $8864.33           | Agency Debentures and Agency Strips |
| FMAC          | 2047-10-01      | 3.5000%  |  | $3063.00           | $198.02            | Agency Debentures and Agency Strips |
| FNMA          | 2040-11-01      | 5.5000%  |  | $24040615.00       | $21962206.49       | Agency Debentures and Agency Strips |
| FNMA          | 2029-04-01      | 7.0000%  |  | $13252.00          | $26.22             | Agency Debentures and Agency Strips |
| FMAC          | 2031-09-01      | 5.5000%  |  | $57749.00          | $150.55            | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $7793.00           | $867.20            | Agency Debentures and Agency Strips |
| FMAC          | 2038-06-01      | 4.0000%  |  | $25754.00          | $16682.26          | Agency Debentures and Agency Strips |
| FMAC          | 2045-12-01      | 5.0000%  |  | $3153.00           | $3030.53           | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  |  | $1000.00           | $918.57            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 4.5000%  |  | $89000.00          | $72340.52          | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  |  | $5000.00           | $3613.62           | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 4.0000%  |  | $1004.00           | $227.78            | Agency Debentures and Agency Strips |
| FMAC          | 2052-12-01      | 5.5000%  |  | $10000.00          | $7275.95           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.0000%  |  | $842781.00         | $774381.17         | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 6.0000%  |  | $1028.00           | $625.92            | Agency Debentures and Agency Strips |
| FMAC          | 2045-02-01      | 4.0000%  |  | $2023.00           | $426.74            | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.0000%  |  | $1001.00           | $1013.53           | Agency Debentures and Agency Strips |
| FNMA          | 2027-05-01      | 6.5000%  |  | $6820.00           | $32.84             | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  |  | $1026.00           | $281.05            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 6.0000%  |  | $1001.00           | $680.26            | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  |  | $3000.00           | $2905.07           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 3.5000%  |  | $1879.00           | $1394.92           | Agency Debentures and Agency Strips |
| FMAC          | 2037-07-01      | 3.5000%  |  | $59997.00          | $32957.70          | Agency Debentures and Agency Strips |
| FMAC          | 2051-04-01      | 2.0000%  |  | $6226.00           | $3482.93           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 6.5000%  |  | $1661471.00        | $1190249.63        | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 6.5000%  |  | $2024.00           | $1511.07           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 6.0000%  |  | $272249.00         | $217190.86         | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  |  | $1000.00           | $774.70            | Agency Debentures and Agency Strips |
| FNMA          | 2044-04-01      | 4.5000%  |  | $1000.00           | $121.88            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $10004.00          | $7376.53           | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  |  | $1000.00           | $754.41            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 6.5000%  |  | $2024.00           | $1389.46           | Agency Debentures and Agency Strips |
| FMAC          | 2040-03-01      | 6.0000%  |  | $1000.00           | $569.81            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $43300.00          | $29705.08          | Agency Debentures and Agency Strips |
| FMAC          | 2044-12-01      | 4.0000%  |  | $35259.00          | $2519.39           | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 6.5000%  |  | $2016.00           | $1428.69           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.0000%  |  | $1024.00           | $883.31            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.5000%  |  | $1008.00           | $778.77            | Agency Debentures and Agency Strips |
| FMAC          | 2034-05-01      | 6.0000%  |  | $81944.00          | $795.13            | Agency Debentures and Agency Strips |
| FMAC          | 2049-11-01      | 3.0000%  |  | $2042.00           | $703.98            | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $1000.00           | $636.32            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $2000.00           | $1442.86           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1007.00           | $679.56            | Agency Debentures and Agency Strips |
| FNMA          | 2048-10-25      | 3.0000%  |  | $2048.00           | $1524.85           | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  |  | $96946.00          | $74697.31          | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 4.0000%  |  | $1020.00           | $229.83            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.5000%  |  | $9458.00           | $7373.85           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $3000.00           | $2097.31           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 2.5000%  |  | $1000.00           | $743.73            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 3.5000%  |  | $1000.00           | $146.99            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 5.0000%  |  | $1042.00           | $749.56            | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 5.5000%  |  | $5000.00           | $3593.36           | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  |  | $2000.00           | $1514.87           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $2000.00           | $1554.56           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $1000.00           | $741.32            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  |  | $1000.00           | $820.06            | Agency Debentures and Agency Strips |
| FNMA          | 2041-09-01      | 4.5000%  |  | $2413.00           | $37.48             | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  |  | $1000.00           | $685.84            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  |  | $6414741.00        | $5114266.44        | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 2.5000%  |  | $2029.00           | $1284.62           | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.0000%  |  | $1024.00           | $962.04            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $2000.00           | $1508.24           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $5722079.00        | $4057200.53        | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 5.5000%  |  | $2000.00           | $1378.16           | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 6.8330%  |  | $20482.00          | $137.58            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.0000%  |  | $5000.00           | $3547.10           | Agency Debentures and Agency Strips |
| FNMA          | 2029-08-01      | 7.5000%  |  | $27811489.00       | $21774.03          | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.5000%  |  | $10010.00          | $7604.13           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $3080.00           | $2022.01           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  |  | $10072403.00       | $9901324.53        | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  |  | $1000.00           | $743.45            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.0000%  |  | $1000.00           | $827.83            | Agency Debentures and Agency Strips |
| FNMA          | 2044-11-01      | 5.0000%  |  | $3999.00           | $1909.11           | Agency Debentures and Agency Strips |
| FMAC          | 2051-08-01      | 3.0000%  |  | $127000.00         | $70055.85          | Agency Debentures and Agency Strips |
| FMAC          | 2033-12-01      | 3.5000%  |  | $1400000.00        | $144939.24         | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 3.5000%  |  | $2000.00           | $1525.44           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  |  | $1000.00           | $676.81            | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 5.5000%  |  | $2005760.00        | $1849159.66        | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 3.0000%  |  | $1000.00           | $634.35            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 4.0000%  |  | $3000.00           | $2633.24           | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 2.0000%  |  | $2007.00           | $1047.90           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.0000%  |  | $4000.00           | $2965.36           | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.5000%  |  | $1024.00           | $868.12            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 4.0000%  |  | $4000.00           | $3550.99           | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.0000%  |  | $1000.00           | $760.46            | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 7.0000%  |  | $15760.00          | $14654.76          | Agency Debentures and Agency Strips |
| FMAC          | 2054-04-01      | 5.5000%  |  | $2313.00           | $1691.65           | Agency Debentures and Agency Strips |
| FMAC          | 2048-06-01      | 4.5000%  |  | $1120.00           | $173.26            | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.0000%  |  | $1075.00           | $852.53            | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 5.5000%  |  | $1120.00           | $816.67            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $1024.00           | $783.15            | Agency Debentures and Agency Strips |
| FMAC          | 2056-02-01      | 5.0000%  |  | $482233.00         | $476263.72         | Agency Debentures and Agency Strips |
| USTR          | 2031-09-30      | 3.6250%  |  | $4918600.00        | $4826141.69        | U.S. Treasuries (including strips)  |
| FMAC          | 2053-08-01      | 5.5000%  |  | $2386.00           | $1970.50           | Agency Debentures and Agency Strips |
| FMAC          | 2055-11-01      | 5.0000%  |  | $6120000.00        | $5757690.28        | Agency Debentures and Agency Strips |
| USTR          | 2027-05-31      | 2.6250%  |  | $4949400.00        | $4941092.05        | U.S. Treasuries (including strips)  |
| FNMA          | 2053-04-01      | 5.5000%  |  | $6000.00           | $4164.31           | Agency Debentures and Agency Strips |
| FMAC          | 2032-11-01      | 3.0000%  |  | $1000.00           | $202.57            | Agency Debentures and Agency Strips |
| FMAC          | 2053-07-01      | 5.5000%  |  | $1000.00           | $746.14            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 3.5000%  |  | $1000.00           | $839.47            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 6.0000%  |  | $1010.00           | $805.43            | Agency Debentures and Agency Strips |
| FMAC          | 2049-05-01      | 4.5000%  |  | $1000.00           | $182.89            | Agency Debentures and Agency Strips |
| FMAC          | 2042-06-01      | 4.0000%  |  | $1024.00           | $88.75             | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.0000%  |  | $2486772.00        | $1814075.48        | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 5.5000%  |  | $3000.00           | $2746.61           | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.0000%  |  | $1504.00           | $932.25            | Agency Debentures and Agency Strips |
| FMAC          | 2046-11-01      | 3.5000%  |  | $1022.00           | $245.57            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  |  | $1000.00           | $725.32            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.0000%  |  | $40061.00          | $34107.98          | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 3.5000%  |  | $3082102.00        | $167072.12         | Agency Debentures and Agency Strips |
| FNMA          | 2036-12-01      | 6.5000%  |  | $1692000.00        | $81666.94          | Agency Debentures and Agency Strips |
| FNMA          | 2030-01-01      | 3.0000%  |  | $1000.00           | $64.92             | Agency Debentures and Agency Strips |
| FMAC          | 2031-11-01      | 2.5000%  |  | $475000.00         | $58051.73          | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  |  | $98000.00          | $58546.67          | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $1000.00           | $812.54            | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 6.5000%  |  | $1000.00           | $1030.83           | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  |  | $2001.00           | $1455.46           | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 3.0000%  |  | $114000.00         | $29684.82          | Agency Debentures and Agency Strips |
| FMAC          | 2048-01-01      | 3.5000%  |  | $2000.00           | $611.94            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.0000%  |  | $2000.00           | $1415.16           | Agency Debentures and Agency Strips |
| FMAC          | 2054-01-01      | 2.0000%  |  | $1000.00           | $718.04            | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.0000%  |  | $1000.00           | $156.87            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $2000.00           | $1762.04           | Agency Debentures and Agency Strips |
| FMAC          | 2051-03-01      | 2.0000%  |  | $1000.00           | $542.09            | Agency Debentures and Agency Strips |
| FMAC          | 2032-01-01      | 3.5000%  |  | $2108.00           | $112.83            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 2.5000%  |  | $1000.00           | $325.51            | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.0000%  |  | $6000.00           | $4430.61           | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.5000%  |  | $1000.00           | $334.77            | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $1000.00           | $46.53             | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $1024.00           | $982.73            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 2.5000%  |  | $1100.00           | $735.38            | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 5.0000%  |  | $3272.00           | $9.08              | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1000.00           | $825.56            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.0000%  |  | $3000.00           | $2651.85           | Agency Debentures and Agency Strips |
| FNMA          | 2042-03-01      | 3.5000%  |  | $1020.00           | $70.45             | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  |  | $2000.00           | $1419.12           | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 4.0000%  |  | $3000.00           | $2778.16           | Agency Debentures and Agency Strips |
| FNMA          | 2036-02-01      | 2.0000%  |  | $4000.00           | $1356.80           | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $1000.00           | $822.44            | Agency Debentures and Agency Strips |
| FMAC          | 2047-08-01      | 3.5000%  |  | $2002.00           | $205.18            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.0000%  |  | $9000.00           | $8192.15           | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.5000%  |  | $1000.00           | $725.99            | Agency Debentures and Agency Strips |
| FMAC          | 2050-12-01      | 2.5000%  |  | $139061.00         | $62668.11          | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.5000%  |  | $1000.00           | $670.76            | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.0000%  |  | $1009.00           | $202.26            | Agency Debentures and Agency Strips |
| FNMA          | 2056-03-01      | 4.5000%  |  | $15185712.00       | $14578784.97       | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 4.0000%  |  | $6000.00           | $4745.01           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  |  | $2000.00           | $1474.26           | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 3.5000%  |  | $2000.00           | $1734.04           | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 3.5000%  |  | $2051.00           | $778.20            | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.5000%  |  | $2066.00           | $1265.89           | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.0000%  |  | $1040.00           | $836.74            | Agency Debentures and Agency Strips |
| FMAC          | 2056-04-01      | 5.5000%  |  | $94607.00          | $95486.99          | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  |  | $1204.00           | $887.43            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 6.0000%  |  | $1000.00           | $728.82            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  |  | $3046.00           | $2105.30           | Agency Debentures and Agency Strips |
| FMAC          | 2040-03-01      | 5.0000%  |  | $6000.00           | $4021.70           | Agency Debentures and Agency Strips |
| FMAC          | 2047-06-01      | 4.0000%  |  | $2049.00           | $324.69            | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 6.0000%  |  | $19856.00          | $17305.10          | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 5.0000%  |  | $188256.00         | $135540.77         | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $5000.00           | $3718.38           | Agency Debentures and Agency Strips |
| FMAC          | 2051-10-01      | 2.0000%  |  | $34000.00          | $17609.35          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $4000.00           | $3340.57           | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.5000%  |  | $14003.00          | $1747.80           | Agency Debentures and Agency Strips |
| FMAC          | 2049-02-01      | 4.5000%  |  | $1000.00           | $284.08            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $2016.00           | $1676.15           | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  |  | $2009.00           | $1096.09           | Agency Debentures and Agency Strips |
| FNMA          | 2044-02-01      | 4.5000%  |  | $15024.00          | $1552.36           | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $2528.00           | $2510.12           | Agency Debentures and Agency Strips |
| FNMA          | 2045-08-01      | 3.5000%  |  | $179099.00         | $28511.74          | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 6.5000%  |  | $100000.00         | $73789.99          | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 5.0000%  |  | $17954663.00       | $16333685.47       | Agency Debentures and Agency Strips |
| FMAC          | 2051-06-01      | 2.5000%  |  | $1000.00           | $555.47            | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  |  | $62000.00          | $48787.52          | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $62013.00          | $44354.39          | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.0000%  |  | $1008.00           | $792.18            | Agency Debentures and Agency Strips |
| FMAC          | 2050-04-01      | 4.5000%  |  | $9997.00           | $502.46            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1000.00           | $828.44            | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $4000.00           | $2764.29           | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 6.5000%  |  | $11840.00          | $8475.85           | Agency Debentures and Agency Strips |
| FMAC          | 2043-01-01      | 3.5000%  |  | $2084.00           | $755.23            | Agency Debentures and Agency Strips |
| FMAC          | 2046-04-01      | 3.5000%  |  | $1000.00           | $168.40            | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 3.0000%  |  | $1000.00           | $582.09            | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 5.5000%  |  | $215046.00         | $158247.50         | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 4.5000%  |  | $2002.00           | $1720.37           | Agency Debentures and Agency Strips |
| FMAC          | 2027-04-01      | 1.2500%  |  | $4679.00           | $4226.62           | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 4.0000%  |  | $37000.00          | $3506.39           | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 2.0000%  |  | $2004.00           | $1063.86           | Agency Debentures and Agency Strips |
| FNMA          | 2038-10-01      | 6.0000%  |  | $4000.00           | $1771.62           | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.0000%  |  | $1029.00           | $811.54            | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 2.5000%  |  | $1000.00           | $420.80            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.0000%  |  | $79128.00          | $59331.42          | Agency Debentures and Agency Strips |
| FMAC          | 2051-01-01      | 2.5000%  |  | $1000.00           | $655.64            | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.0000%  |  | $74000.00          | $62798.28          | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 4.5000%  |  | $220007.00         | $43961.94          | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $1000.00           | $750.39            | Agency Debentures and Agency Strips |
| FNMA          | 2042-10-01      | 4.0000%  |  | $2001.00           | $207.58            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $80819.00          | $62515.33          | Agency Debentures and Agency Strips |
| FMAC          | 2049-12-01      | 3.0000%  |  | $4000.00           | $665.54            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  |  | $6618.00           | $4659.20           | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.0000%  |  | $8000.00           | $5445.38           | Agency Debentures and Agency Strips |
| FNMA          | 2029-12-01      | 3.5000%  |  | $1001.00           | $42.46             | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 6.0000%  |  | $2024.00           | $1290.90           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $9000.00           | $5302.51           | Agency Debentures and Agency Strips |
| FMAC          | 2042-03-01      | 1.5000%  |  | $3000.00           | $2078.83           | Agency Debentures and Agency Strips |
| FMAC          | 2037-05-01      | 3.5000%  |  | $1563.00           | $830.54            | Agency Debentures and Agency Strips |
| FMAC          | 2051-02-01      | 2.5000%  |  | $101468.00         | $50251.09          | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 5.5000%  |  | $2000.00           | $1667.85           | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 4.5000%  |  | $1033950.00        | $997763.82         | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.0000%  |  | $1000.00           | $815.92            | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.5000%  |  | $1000.00           | $555.47            | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 4.5000%  |  | $2024.00           | $110.12            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  |  | $6947276.00        | $4723555.71        | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.0000%  |  | $3000.00           | $2167.70           | Agency Debentures and Agency Strips |
| USTR          | 2027-06-30      | 0.5000%  |  | $834800.00         | $804758.44         | U.S. Treasuries (including strips)  |
| FNMA          | 2048-03-01      | 3.5000%  |  | $9000.00           | $2049.35           | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $54430.00          | $35085.55          | Agency Debentures and Agency Strips |
| FMAC          | 2050-10-01      | 2.0000%  |  | $55000.00          | $25048.63          | Agency Debentures and Agency Strips |
| FNMA          | 2056-04-01      | 5.0000%  |  | $941384.00         | $931064.34         | Agency Debentures and Agency Strips |
| FMAC          | 2055-12-01      | 5.5000%  |  | $3000.00           | $2864.33           | Agency Debentures and Agency Strips |
| FMAC          | 2047-11-01      | 4.0000%  |  | $1631.00           | $181.96            | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $1000.00           | $65.25             | Agency Debentures and Agency Strips |

### Security 40: 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):** $99529687.00
- **C.18.a - Value (excl. sponsor support):** $99529687.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 41: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 05/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385XH4, C.4 - ISIN: US313385XH48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $498653750.00
- **C.18.a - Value (excl. sponsor support):** $498653750.00
- **C.19 - Percentage of Net Assets:** 6.4300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **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 42: 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):** $100062333.00
- **C.18.a - Value (excl. sponsor support):** $100062333.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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 43: 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):** $100175000.00
- **C.18.a - Value (excl. sponsor support):** $100175000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 44: 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):** $174072500.00
- **C.18.a - Value (excl. sponsor support):** $174072500.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 45: 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):** $97354778.00
- **C.18.a - Value (excl. sponsor support):** $97354778.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 46: 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):** $74363385.75
- **C.18.a - Value (excl. sponsor support):** $74363385.75
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? No, C.23 Categorized at Level 3? No

### Security 47: 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:** 9.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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          | 2031-10-31      | 4.1250%  |  | $579878400.00      | $580843897.54      | U.S. Treasuries (including strips)  |
| FCSB          | 2046-03-19      | 5.2300%  |  | $11759000.00       | $11792200.23       | Agency Debentures and Agency Strips |
| FCSB          | 2041-11-29      | 2.6900%  |  | $6200000.00        | $4680411.34        | Agency Debentures and Agency Strips |
| FCSB          | 2028-11-07      | 2.8000%  |  | $145000.00         | $142952.54         | Agency Debentures and Agency Strips |
| FCSB          | 2040-07-30      | 1.9900%  |  | $2000000.00        | $1396070.00        | Agency Debentures and Agency Strips |
| FCSB          | 2033-01-26      | 4.3700%  |  | $20000000.00       | $19852971.11       | Agency Debentures and Agency Strips |
| FCSB          | 2038-01-25      | 3.2200%  |  | $7170000.00        | $6193246.83        | Agency Debentures and Agency Strips |
| FCSB          | 2029-05-03      | 2.8000%  |  | $166000.00         | $163101.92         | Agency Debentures and Agency Strips |
| FCSB          | 2032-03-02      | 4.1900%  |  | $6347000.00        | $6313028.04        | Agency Debentures and Agency Strips |
| FCSB          | 2056-02-18      | 5.1500%  |  | $3704000.00        | $3658929.73        | Agency Debentures and Agency Strips |
| FCSB          | 2030-01-17      | 3.0000%  |  | $11000.00          | $10694.64          | Agency Debentures and Agency Strips |
| FCSB          | 2033-03-10      | 4.3750%  |  | $14883000.00       | $14810897.65       | Agency Debentures and Agency Strips |
| FCSB          | 2035-07-18      | 2.4700%  |  | $49000.00          | $41835.38          | Agency Debentures and Agency Strips |
| FCSB          | 2033-09-27      | 2.0000%  |  | $14501000.00       | $12312035.38       | Agency Debentures and Agency Strips |
| FCSB          | 2040-10-22      | 5.3000%  |  | $52433000.00       | $51787747.85       | Agency Debentures and Agency 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