# EDGAR Filing Document

**Accession Number:** 0001026977
**File Stem:** 0001145549-23-000668
**Filing Date:** 2023-1
**Character Count:** 28814
**Document Hash:** 0033fc5118b2b5cede466d18fec64cd4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-000668.hdr.sgml**: 20230109

**ACCESSION NUMBER**: 0001145549-23-000668

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230109

**DATE AS OF CHANGE**: 20230109

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CITY NATIONAL ROCHDALE FUNDS
- **CENTRAL INDEX KEY:** 0001026977
- **IRS NUMBER:** 911766001
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07923
- **FILM NUMBER:** 23517844

**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-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2022-12-31

**EDGAR Series Identifier:** S000005833

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                            | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | SEI Investments Global Funds Services              |  |
| A.4    | Independent Public Accountant | BBD, LLP<br>City: Philadelphia<br>State: PA        |  |
| A.6    | Transfer Agent                | U.S. Bancorp Fund Services, LLC<br>CIK: 0001094770 | 085-11357         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 333-16093

- **A.7 - Is this a Feeder Fund?:** No

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Exempt Government

- **A.11 - WAM:** 16 days

- **A.12 - WAL:** 52 days

- **Total Value of Portfolio Securities:** $5982479022.57

- **Amortized Cost of Portfolio Securities:** $5982197493.12

- **Cash:** $30000001.15

- **Total Other Assets:** $5843486.17

- **Total Liabilities:** $70794005.34

- **Net Assets of Series:** $5947246975.10

- **Number of Shares Outstanding (Series):** 5947240114.85

- **Stable Price Per Share:** $1.00

- **7-Day Gross Yield:** 4.1600%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $4808951273.33             |  | 93.2700%                   |
| Friday, Week 2 |  | $5840818584.03             |  | 90.7400%                   |
| Friday, Week 3 |  | $6077799437.47             |  | 94.5800%                   |
| Friday, Week 4 |  | $5943368382.07             |  | 94.4500%                   |
| Friday, Week 5 |  | $5616765591.19             |  | 93.3400%                   |

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

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $328217358.41

- **B.4 - Shares Outstanding:** 328204427.47

- **B.7.7 - 7-Day Net Yield:** 3.5200%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $28479292.83              | $11772532.27            |
| Week 2   | $79752212.48              | $33902559.02            |
| Week 3   | $42120160.57              | $61135692.08            |
| Week 4   | $32499222.35              | $41681423.78            |
| Week 5   | $25978706.97              | $90501514.57            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $186608189.77

- **Gross Redemptions for month:** $233716534.07

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $4821648516.75

- **B.4 - Shares Outstanding:** 4821661963.25

- **B.7.7 - 7-Day Net Yield:** 3.8200%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $508846085.27             | $463867336.83           |
| Week 2   | $1188552301.78            | $103460756.20           |
| Week 3   | $400561959.92             | $306217480.56           |
| Week 4   | $491092112.47             | $623965278.48           |
| Week 5   | $354249719.64             | $615480115.67           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2649369347.35

- **Gross Redemptions for month:** $1683986735.38

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1.00

- **B.3 - Net Assets of Class:** $797381099.94

- **B.4 - Shares Outstanding:** 797373724.13

- **B.7.7 - 7-Day Net Yield:** 3.3700%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $35926444.43              | $170735792.76           |
| Week 2   | $147193347.75             | $0.00                   |
| Week 3   | $35304645.02              | $126154452.46           |
| Week 4   | $11918062.25              | $8113344.12             |
| Week 5   | $22098363.76              | $26628344.95            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $231783778.07

- **Gross Redemptions for month:** $222004362.56

## Part C: Schedule of Portfolio Securities

### Security 1: FFCBDN 01/13/23

- **C.1 - Title:** FED FARM CRD DISCOUNT NT ZERO COUPON 01/13/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313312AN0
- **C.18 - Value (incl. sponsor support):** $299643777.00
- **C.18.a - Value (excl. sponsor support):** $299643777.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2023-01-13
- **C.12 - Maturity Date (WAL):** 2023-01-13
- **C.13 - Final Legal Maturity Date:** 2023-01-13
- **Characteristics:** 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 2: FHLBDN 01/11/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 01/11/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384AL3
- **C.18 - Value (incl. sponsor support):** $399611932.00
- **C.18.a - Value (excl. sponsor support):** $399611932.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 6.7200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2023-01-11
- **C.12 - Maturity Date (WAL):** 2023-01-11
- **C.13 - Final Legal Maturity Date:** 2023-01-11
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FEDERAL HOME LOAN BANK

- **Amount Provided:** 0.0000

### Security 3: FHLBDN 01/12/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 01/12/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384AM1
- **C.18 - Value (incl. sponsor support):** $255696023.04
- **C.18.a - Value (excl. sponsor support):** $255696023.04
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 4.3000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2023-01-12
- **C.12 - Maturity Date (WAL):** 2023-01-12
- **C.13 - Final Legal Maturity Date:** 2023-01-12
- **Characteristics:** 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: FHLBDN 01/18/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 01/18/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384AT6
- **C.18 - Value (incl. sponsor support):** $199643884.00
- **C.18.a - Value (excl. sponsor support):** $199643884.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2023-01-18
- **C.12 - Maturity Date (WAL):** 2023-01-18
- **C.13 - Final Legal Maturity Date:** 2023-01-18
- **Characteristics:** 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: FHLBDN 01/20/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 01/20/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384AV1
- **C.18 - Value (incl. sponsor support):** $487044929.35
- **C.18.a - Value (excl. sponsor support):** $487044929.35
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 8.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2023-01-20
- **C.12 - Maturity Date (WAL):** 2023-01-20
- **C.13 - Final Legal Maturity Date:** 2023-01-20
- **Characteristics:** 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: FHLBDN 01/25/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 01/25/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BA6
- **C.18 - Value (incl. sponsor support):** $698135592.00
- **C.18.a - Value (excl. sponsor support):** $698135592.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 11.7400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2023-01-25
- **C.12 - Maturity Date (WAL):** 2023-01-25
- **C.13 - Final Legal Maturity Date:** 2023-01-25
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FEDERAL HOME LOAN BANK

- **Amount Provided:** 0.0000

### Security 7: FHLBDN 01/27/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 01/27/2023 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BC2
- **C.18 - Value (incl. sponsor support):** $398838052.00
- **C.18.a - Value (excl. sponsor support):** $398838052.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 6.7100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2023-01-27
- **C.12 - Maturity Date (WAL):** 2023-01-27
- **C.13 - Final Legal Maturity Date:** 2023-01-27
- **Characteristics:** 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 8: FHLBDN 02/01/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 02/01/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BH1
- **C.18 - Value (incl. sponsor support):** $298911630.00
- **C.18.a - Value (excl. sponsor support):** $298911630.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 5.0300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, 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

**C.15.a - Guarantor Details:**

- **Identity of Guarantor:** FEDERAL HOME LOAN BANK

- **Amount Provided:** 0.0000

### Security 9: FHLBDN 02/03/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 02/03/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BK4
- **C.18 - Value (incl. sponsor support):** $49806143.50
- **C.18.a - Value (excl. sponsor support):** $49806143.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2023-02-03
- **C.12 - Maturity Date (WAL):** 2023-02-03
- **C.13 - Final Legal Maturity Date:** 2023-02-03
- **Characteristics:** 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 10: FHLBDN 02/08/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 02/08/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BQ1
- **C.18 - Value (incl. sponsor support):** $497794465.00
- **C.18.a - Value (excl. sponsor support):** $497794465.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 8.3700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2023-02-08
- **C.12 - Maturity Date (WAL):** 2023-02-08
- **C.13 - Final Legal Maturity Date:** 2023-02-08
- **Characteristics:** 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 11: FHLBDN 02/10/23

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 02/10/2023
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 313384BS7
- **C.18 - Value (incl. sponsor support):** $223931596.50
- **C.18.a - Value (excl. sponsor support):** $223931596.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.7700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2023-02-10
- **C.12 - Maturity Date (WAL):** 2023-02-10
- **C.13 - Final Legal Maturity Date:** 2023-02-10
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: FFCB Float 03/09/23

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 03/09/2023 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EMSV5
- **C.18 - Value (incl. sponsor support):** $49998855.50
- **C.18.a - Value (excl. sponsor support):** $49998855.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-03-09
- **C.13 - Final Legal Maturity Date:** 2023-03-09
- **Characteristics:** 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 13: FFCB Float 01/06/25

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 01/06/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133EN5K2
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2023-04-06
- **C.12 - Maturity Date (WAL):** 2025-01-06
- **C.13 - Final Legal Maturity Date:** 2025-01-06
- **Characteristics:** 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 14: FFCB Float 08/08/24

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 08/08/2024 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENE89
- **C.18 - Value (incl. sponsor support):** $25009959.25
- **C.18.a - Value (excl. sponsor support):** $25009959.25
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2024-08-08
- **C.13 - Final Legal Maturity Date:** 2024-08-08
- **Characteristics:** 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: FFCB FLOAT 08/26/24

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 08/26/2024 4.389998%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENJ43
- **C.18 - Value (incl. sponsor support):** $120013495.20
- **C.18.a - Value (excl. sponsor support):** $120013495.20
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2024-08-26
- **C.13 - Final Legal Maturity Date:** 2024-08-26
- **Characteristics:** 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 16: FFCB Float 08/17/23

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 08/17/2023 4.340002%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENSC5
- **C.18 - Value (incl. sponsor support):** $50007320.00
- **C.18.a - Value (excl. sponsor support):** $50007320.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-08-17
- **C.13 - Final Legal Maturity Date:** 2023-08-17
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FFCB Float 11/14/24

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 11/14/2024 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt
- **Identifiers:** C.3 - CUSIP: 3133ENY79
- **C.18 - Value (incl. sponsor support):** $100002511.00
- **C.18.a - Value (excl. sponsor support):** $100002511.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2024-11-14
- **C.13 - Final Legal Maturity Date:** 2024-11-14
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: MORGAN STANLEY

- **C.1 - Title:** MORGAN STANLEY LIQUIDITY GOVERNMENT GOVERNMENT FUND 4.030002%
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: 61747C871
- **C.18 - Value (incl. sponsor support):** $978323478.23
- **C.18.a - Value (excl. sponsor support):** $978323478.23
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 16.4500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-01-01
- **C.13 - Final Legal Maturity Date:** 2023-01-02
- **Characteristics:** 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 19: TF Float 01/31/23

- **C.1 - Title:** US TREASURY FRN VARIABLE RATE 01/31/2023 4.447364%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBK6
- **C.18 - Value (incl. sponsor support):** $150030409.50
- **C.18.a - Value (excl. sponsor support):** $150030409.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-01-31
- **C.13 - Final Legal Maturity Date:** 2023-01-31
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: TF Float 04/30/23

- **C.1 - Title:** US TREASURY FRN VARIABLE RATE 04/30/2023 4.432363%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBY6
- **C.18 - Value (incl. sponsor support):** $50034969.50
- **C.18.a - Value (excl. sponsor support):** $50034969.50
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-04-30
- **C.13 - Final Legal Maturity Date:** 2023-04-30
- **Characteristics:** 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: BARCLAY MBS REPO

- **C.1 - Title:** BARCLAY MBS  REPURCHASE AGREEMENT (ACT/360) DAILY RESET 4.299998%
- **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.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-01-01
- **C.13 - Final Legal Maturity Date:** 2023-01-02
- **Characteristics:** 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 22: BARCLAYS BANK *

- **C.1 - Title:** BARCLAY TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET 4.200001%
- **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: BARCLY241
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-01-01
- **C.13 - Final Legal Maturity Date:** 2023-01-02
- **Characteristics:** 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 23: DAIWA  MBS  REPO

- **C.1 - Title:** DAWIWA MBS REPURCHASE AGREEMENT (ACT/360) DAILY RESET 4.280000%
- **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.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-01-01
- **C.13 - Final Legal Maturity Date:** 2023-01-02
- **Characteristics:** 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 24: GOLDMAN SACHS

- **C.1 - Title:** GOLDMAN SACHS TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET 4.160002%
- **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.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2023-01-01
- **C.12 - Maturity Date (WAL):** 2023-01-01
- **C.13 - Final Legal Maturity Date:** 2023-01-02
- **Characteristics:** 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

## N-MFP: Signatures

**Registrant:** CITY NATIONAL ROCHDALE FUNDS

**Date:** 2022-12-31

**By:** Andrew Metzger

**Name of Signing Officer:** Andrew Metzger

**Title of Signing Officer:** Treasurer