# EDGAR Filing Document

**Accession Number:** 0001026977
**File Stem:** 0001026977-26-000002
**Filing Date:** 2026-2
**Character Count:** 77985
**Document Hash:** ba83828a7c339f25e8ff195fb9327e80
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001026977-26-000002.hdr.sgml**: 20260205

**ACCESSION NUMBER**: 0001026977-26-000002

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260205

**DATE AS OF CHANGE**: 20260205

**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:** 26601259

**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):** 2026-01-31

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

**CIK Number of Registrant:** 0001026977

**LEI of Registrant:** 549300QMC7FYNN5LU818

**Name of Series:** CNR GOVERNMENT MM

**LEI of Series:** 549300QMC7FYNN5LU818

**EDGAR Series Identifier:** S000005833

**Total number of share classes in the series:** 3

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

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

### Service Providers
| Role                          | Details                                              | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | City National Rochdale, LLC                          | 801-27265         |
| Independent Public Accountant | Cohen and Company<br>City: Philadelphia<br>State: PA |  |
| Administrator                 | SEI Investments Global Funds Services                |  |
| Transfer Agent                | U.S. Bancorp Fund Services, LLC<br>CIK: 0001094770   | 085-11357         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 36 days

- **WAL:** 68 days

- **Total Value of Portfolio Securities:** $7904912771.78

- **Amortized Cost of Portfolio Securities:** $7904201379.75

- **Cash:** $0.38

- **Total Other Assets:** $12551666.13

- **Total Liabilities:** $25219714.60

- **Net Assets of Series:** $7891533331.66

- **Number of Shares Outstanding (Series):** 7891533974.6000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $4099469596.43            | $6192887501.17             | 49.6500%                  | 75.0000%                   |
| 2026-01-05 | $3850026315.58            | $6476570986.91             | 46.2800%                  | 77.8600%                   |
| 2026-01-06 | $4140814087.75            | $6477591982.29             | 49.7700%                  | 77.8600%                   |
| 2026-01-07 | $3850365516.70            | $6245998837.72             | 46.4700%                  | 75.3800%                   |
| 2026-01-08 | $3865535117.62            | $6282839522.04             | 46.4400%                  | 75.4800%                   |
| 2026-01-09 | $3839704718.05            | $6266172076.93             | 46.2300%                  | 75.4400%                   |
| 2026-01-12 | $3830213521.01            | $6267001426.20             | 46.1000%                  | 75.4300%                   |
| 2026-01-13 | $4011383121.80            | $6371333137.40             | 47.6800%                  | 75.7300%                   |
| 2026-01-14 | $3829552722.60            | $6187744541.95             | 45.4400%                  | 73.4200%                   |
| 2026-01-15 | $3888722323.54            | $6287088582.04             | 45.6000%                  | 73.7300%                   |
| 2026-01-16 | $3849891924.40            | $5926366054.99             | 47.1400%                  | 72.5600%                   |
| 2026-01-20 | $3853570327.23            | $6476095843.64             | 46.3200%                  | 77.8400%                   |
| 2026-01-21 | $3850739928.35            | $6434401967.59             | 46.5100%                  | 77.7200%                   |
| 2026-01-22 | $3861899493.64            | $6825296899.85             | 45.9900%                  | 81.2900%                   |
| 2026-01-23 | $3818059060.53            | $6732415612.99             | 45.9800%                  | 81.0700%                   |
| 2026-01-26 | $3982537758.55            | $6628264858.90             | 48.5600%                  | 80.8300%                   |
| 2026-01-27 | $4004637290.53            | $6254921306.40             | 51.1600%                  | 79.9100%                   |
| 2026-01-28 | $3603064270.03            | $5732348125.12             | 46.7900%                  | 74.4400%                   |
| 2026-01-29 | $3623181473.78            | $5893041257.63             | 46.0900%                  | 74.9700%                   |
| 2026-01-30 | $3530298677.57            | $5948919558.04             | 44.5900%                  | 75.1400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.7400%             |
| 2026-01-05 | 3.7200%             |
| 2026-01-06 | 3.7200%             |
| 2026-01-07 | 3.7100%             |
| 2026-01-08 | 3.7000%             |
| 2026-01-09 | 3.7000%             |
| 2026-01-12 | 3.6900%             |
| 2026-01-13 | 3.6800%             |
| 2026-01-14 | 3.6800%             |
| 2026-01-15 | 3.6800%             |
| 2026-01-16 | 3.6800%             |
| 2026-01-20 | 3.6800%             |
| 2026-01-21 | 3.6800%             |
| 2026-01-22 | 3.6800%             |
| 2026-01-23 | 3.6800%             |
| 2026-01-26 | 3.6800%             |
| 2026-01-27 | 3.6800%             |
| 2026-01-28 | 3.6800%             |
| 2026-01-29 | 3.6800%             |
| 2026-01-30 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0001                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0001                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0001                      |
|  |  |
| 2026-01-13 | 1.0001                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0002                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: CLASS N

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $10158.03

- **Number of Shares Outstanding:** 10158.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $27.32                    | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $27.32

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.1100%           |
| 2026-01-05 | 3.1000%           |
| 2026-01-06 | 3.0900%           |
| 2026-01-07 | 3.0700%           |
| 2026-01-08 | 3.0600%           |
| 2026-01-09 | 3.0500%           |
| 2026-01-12 | 3.0300%           |
| 2026-01-13 | 3.0200%           |
| 2026-01-14 | 3.0200%           |
| 2026-01-15 | 3.0200%           |
| 2026-01-16 | 3.0300%           |
| 2026-01-20 | 3.0400%           |
| 2026-01-21 | 3.0400%           |
| 2026-01-22 | 3.0400%           |
| 2026-01-23 | 3.0400%           |
| 2026-01-26 | 3.0400%           |
| 2026-01-27 | 3.0400%           |
| 2026-01-28 | 3.0400%           |
| 2026-01-29 | 3.0400%           |
| 2026-01-30 | 3.0400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 98.5400%         | 98.5400%             |

### Class: CLASS S

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $1374211995.24

- **Number of Shares Outstanding:** 1374211357.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $63627953.01            |
| 2026-01-05 | $34687825.70              | $0.00                   |
| 2026-01-06 | $42998554.04              | $0.00                   |
| 2026-01-07 | $0.00                     | $1653093.43             |
| 2026-01-08 | $0.00                     | $15901492.68            |
| 2026-01-09 | $8538464.19               | $0.00                   |
| 2026-01-12 | $39204637.68              | $0.00                   |
| 2026-01-13 | $7054082.90               | $0.00                   |
| 2026-01-14 | $0.00                     | $15839674.57            |
| 2026-01-15 | $0.00                     | $81205370.70            |
| 2026-01-16 | $0.00                     | $22385972.36            |
| 2026-01-20 | $50245580.92              | $0.00                   |
| 2026-01-21 | $11362322.95              | $0.00                   |
| 2026-01-22 | $0.00                     | $22652278.24            |
| 2026-01-23 | $0.00                     | $10028650.60            |
| 2026-01-26 | $12822679.33              | $0.00                   |
| 2026-01-27 | $9247451.15               | $0.00                   |
| 2026-01-28 | $2527723.88               | $0.00                   |
| 2026-01-29 | $138000000.00             | $43832200.29            |
| 2026-01-30 | $39098293.18              | $0.00                   |

**Total Gross Subscriptions (Month):** $395787615.92

**Total Gross Redemptions (Month):** $277126685.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 2.9600%           |
| 2026-01-05 | 2.9400%           |
| 2026-01-06 | 2.9300%           |
| 2026-01-07 | 2.9200%           |
| 2026-01-08 | 2.9100%           |
| 2026-01-09 | 2.9000%           |
| 2026-01-12 | 2.8900%           |
| 2026-01-13 | 2.8900%           |
| 2026-01-14 | 2.8900%           |
| 2026-01-15 | 2.8900%           |
| 2026-01-16 | 2.8900%           |
| 2026-01-20 | 2.8900%           |
| 2026-01-21 | 2.8900%           |
| 2026-01-22 | 2.8900%           |
| 2026-01-23 | 2.8900%           |
| 2026-01-26 | 2.8900%           |
| 2026-01-27 | 2.8900%           |
| 2026-01-28 | 2.8900%           |
| 2026-01-29 | 2.8900%           |
| 2026-01-30 | 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:** $6517311178.39

- **Number of Shares Outstanding:** 6517312459.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0000          |
|  |  |
| 2026-01-05 | 1.0000          |
|  |  |
| 2026-01-06 | 1.0000          |
|  |  |
| 2026-01-07 | 1.0000          |
|  |  |
| 2026-01-08 | 1.0000          |
|  |  |
| 2026-01-09 | 1.0000          |
|  |  |
| 2026-01-12 | 1.0000          |
|  |  |
| 2026-01-13 | 1.0000          |
|  |  |
| 2026-01-14 | 1.0000          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0000          |
|  |  |
| 2026-01-22 | 1.0000          |
|  |  |
| 2026-01-23 | 1.0000          |
|  |  |
| 2026-01-26 | 1.0000          |
|  |  |
| 2026-01-27 | 1.0000          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $76243139.05              | $97279607.77            |
| 2026-01-05 | $173646640.80             | $149946311.36           |
| 2026-01-06 | $23018609.22              | $65541269.66            |
| 2026-01-07 | $19562.78                 | $29112361.70            |
| 2026-01-08 | $52229126.90              | $0.00                   |
| 2026-01-09 | $36043027.78              | $62806556.66            |
| 2026-01-12 | $32314482.64              | $72225046.40            |
| 2026-01-13 | $146383592.83             | $49616972.95            |
| 2026-01-14 | $66305241.58              | $36378890.30            |
| 2026-01-15 | $318719988.21             | $138690005.39           |
| 2026-01-16 | $4397591.63               | $343259532.51           |
| 2026-01-20 | $99702748.99              | $0.00                   |
| 2026-01-21 | $71168310.16              | $124786210.69           |
| 2026-01-22 | $228492905.34             | $88903865.08            |
| 2026-01-23 | $163369092.98             | $246811121.67           |
| 2026-01-26 | $0.00                     | $118730027.53           |
| 2026-01-27 | $0.00                     | $383100162.25           |
| 2026-01-28 | $45040.99                 | $130359141.21           |
| 2026-01-29 | $65086215.01              | $0.00                   |
| 2026-01-30 | $59955786.85              | $43642980.73            |

**Total Gross Subscriptions (Month):** $1617141103.74

**Total Gross Redemptions (Month):** $2181190063.86

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4100%           |
| 2026-01-05 | 3.3900%           |
| 2026-01-06 | 3.3800%           |
| 2026-01-07 | 3.3600%           |
| 2026-01-08 | 3.3600%           |
| 2026-01-09 | 3.3500%           |
| 2026-01-12 | 3.3400%           |
| 2026-01-13 | 3.3400%           |
| 2026-01-14 | 3.3300%           |
| 2026-01-15 | 3.3300%           |
| 2026-01-16 | 3.3400%           |
| 2026-01-20 | 3.3400%           |
| 2026-01-21 | 3.3400%           |
| 2026-01-22 | 3.3400%           |
| 2026-01-23 | 3.3400%           |
| 2026-01-26 | 3.3400%           |
| 2026-01-27 | 3.3400%           |
| 2026-01-28 | 3.3300%           |
| 2026-01-29 | 3.3300%           |
| 2026-01-30 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 88.1300%         | 88.1300%             |
| Depository institution or other banking institution |  | 11.7100%         | 11.7100%             |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/04/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $224259563.25
- **C.18.a - Value (excl. sponsor support):** $224259563.25
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **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 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):** $100052176.00
- **C.18.a - Value (excl. sponsor support):** $100052176.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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: B 03/31/26

- **C.1 - Title:** TREASURY BILL 0.000000% 03/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99428733.00
- **C.18.a - Value (excl. sponsor support):** $99428733.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: B 02/10/26

- **C.1 - Title:** TREASURY BILL 0.000000% 02/10/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99920389.00
- **C.18.a - Value (excl. sponsor support):** $99920389.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **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 5: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 02/04/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199903334.00
- **C.18.a - Value (excl. sponsor support):** $199903334.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 2.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **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: 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):** $54045782.82
- **C.18.a - Value (excl. sponsor support):** $54045782.82
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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 7: B 03/05/26

- **C.1 - Title:** TREASURY BILL 0.000000% 03/05/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99688751.00
- **C.18.a - Value (excl. sponsor support):** $99688751.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **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 8: B 02/26/26

- **C.1 - Title:** TREASURY BILL 0.000000% 02/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99758222.00
- **C.18.a - Value (excl. sponsor support):** $99758222.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **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 9: 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:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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          | 2027-04-30      | 2.7500%  |  | $42199100.00       | $42085288.33       | U.S. Treasuries (including strips)  |
| FAMC          | 2040-12-03      | 5.0000%  |  | $5000.00           | $4992.87           | Agency Debentures and Agency Strips |
| USTR          | 2028-11-15      | 3.5000%  |  | $59477400.00       | $59752011.10       | U.S. Treasuries (including strips)  |
| FAMC          | 2042-03-28      | 4.0000%  |  | $178000.00         | $157762.03         | Agency Debentures and Agency Strips |

### Security 10: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149296959.00
- **C.18.a - Value (excl. sponsor support):** $149296959.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### 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:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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          | 2031-06-30      | 4.2500%  |  | $199495000.00      | $204000015.93      | U.S. Treasuries (including strips) |

### Security 12: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/08/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198645666.00
- **C.18.a - Value (excl. sponsor support):** $198645666.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **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 13: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 02/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299594001.00
- **C.18.a - Value (excl. sponsor support):** $299594001.00
- **C.19 - Percentage of Net Assets:** 3.8000%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, 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

### 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):** $100026186.00
- **C.18.a - Value (excl. sponsor support):** $100026186.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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: 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):** $215172591.25
- **C.18.a - Value (excl. sponsor support):** $215172591.25
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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 16: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/06/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VE3, C.4 - ISIN: US313385VE35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193718362.50
- **C.18.a - Value (excl. sponsor support):** $193718362.50
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198506250.00
- **C.18.a - Value (excl. sponsor support):** $198506250.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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):** $100043707.00
- **C.18.a - Value (excl. sponsor support):** $100043707.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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 19: 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):** $150047485.50
- **C.18.a - Value (excl. sponsor support):** $150047485.50
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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 20: 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):** $174160747.00
- **C.18.a - Value (excl. sponsor support):** $174160747.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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 21: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $248778402.50
- **C.18.a - Value (excl. sponsor support):** $248778402.50
- **C.19 - Percentage of Net Assets:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **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 22: 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):** $214760284.22
- **C.18.a - Value (excl. sponsor support):** $214760284.22
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 23: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $298803333.00
- **C.18.a - Value (excl. sponsor support):** $298803333.00
- **C.19 - Percentage of Net Assets:** 3.7900%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **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 24: 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):** $98237500.00
- **C.18.a - Value (excl. sponsor support):** $98237500.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 25: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385UQ7, C.4 - ISIN: US313385UQ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $273573971.00
- **C.18.a - Value (excl. sponsor support):** $273573971.00
- **C.19 - Percentage of Net Assets:** 3.4700%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **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: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 04/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385WD4, C.4 - ISIN: US313385WD43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198227416.00
- **C.18.a - Value (excl. sponsor support):** $198227416.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **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 27: 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):** $350903807.74
- **C.18.a - Value (excl. sponsor support):** $350903807.74
- **C.19 - Percentage of Net Assets:** 4.4500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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 28: 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:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA          | 2054-10-20      | 4.5000%  |  | $37185000.00       | $34121135.94       | Agency Debentures and Agency Strips |
| GNMA          | 2066-01-20      | 6.5000%  |  | $23853839.00       | $24919082.54       | Agency Debentures and Agency Strips |
| GNMA          | 2040-12-20      | 4.5000%  |  | $6658755.00        | $6697315.85        | Agency Debentures and Agency Strips |
| GNMA          | 2065-03-20      | 7.0000%  |  | $35669989.00       | $36262466.43       | Agency Debentures and Agency Strips |

### Security 29: B 03/26/26

- **C.1 - Title:** TREASURY BILL 0.000000% 03/26/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $497385375.00
- **C.18.a - Value (excl. sponsor support):** $497385375.00
- **C.19 - Percentage of Net Assets:** 6.3000%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **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 30: 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:** 3.8000%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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          | 2027-09-15      | 3.3750%  |  | $302993500.00      | $306000040.89      | U.S. Treasuries (including strips) |

### Security 31: 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):** $98593833.00
- **C.18.a - Value (excl. sponsor support):** $98593833.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 32: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 03/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385US3, C.4 - ISIN: US313385US30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99461500.00
- **C.18.a - Value (excl. sponsor support):** $99461500.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: 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:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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          | 2053-01-01      | 6.0000%  |  | $323936.00         | $243550.19         | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 4.5000%  |  | $1449885.00        | $1143334.22        | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $334600.00         | $284457.34         | Agency Debentures and Agency Strips |
| FMAC          | 2054-05-01      | 6.5000%  |  | $41088870.00       | $32678820.75       | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 4.0000%  |  | $1259322.00        | $1151780.53        | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 6.0000%  |  | $578655.00         | $444360.30         | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $2190633.00        | $1649815.67        | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $2609044.00        | $2650419.89        | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 5.5000%  |  | $6151.00           | $5816.74           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  |  | $2376143.00        | $2221350.72        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $1939688.00        | $1832763.18        | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $10556798.00       | $7584973.10        | Agency Debentures and Agency Strips |
| FMAC          | 2056-01-01      | 5.0000%  |  | $2535262.00        | $2563325.19        | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  |  | $34592544.00       | $28603390.86       | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $36095.00          | $23175.01          | Agency Debentures and Agency Strips |
| FMAC          | 2055-10-01      | 6.5000%  |  | $6485168.00        | $6639432.00        | Agency Debentures and Agency Strips |
| FMAC          | 2055-07-01      | 6.0000%  |  | $442135.00         | $400065.05         | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  |  | $1106494.00        | $946002.87         | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  |  | $17565104.00       | $15696506.45       | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $905671.00         | $912978.21         | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $623087.00         | $447688.08         | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  |  | $1186.00           | $839.58            | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 2.0000%  |  | $343175.00         | $225980.82         | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $15740523.00       | $1823049.38        | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $10489787.00       | $9151726.34        | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $66051.00          | $55138.25          | Agency Debentures and Agency Strips |
| FNMA          | 2055-11-01      | 5.5000%  |  | $14607141.00       | $14444784.80       | Agency Debentures and Agency Strips |
| FNMA          | 2046-02-01      | 4.5000%  |  | $16185350.00       | $16107854.54       | Agency Debentures and Agency Strips |
| FMAC          | 2054-12-01      | 6.0000%  |  | $7662831.00        | $7051226.68        | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 6.0000%  |  | $146491.00         | $152529.85         | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $1051249.00        | $710767.00         | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10703998.00       | $8311697.26        | Agency Debentures and Agency Strips |
| FMAC          | 2055-09-01      | 5.5000%  |  | $11592434.00       | $11306441.40       | Agency Debentures and Agency Strips |
| FNMA          | 2050-12-01      | 2.5000%  |  | $255000.00         | $143935.84         | Agency Debentures and Agency Strips |
| FNMA          | 2055-07-01      | 5.5000%  |  | $134412.00         | $127083.99         | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 6.0000%  |  | $1000.00           | $853.42            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  |  | $429312.00         | $424486.99         | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  |  | $11770586.00       | $11833429.19       | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  |  | $19765000.00       | $15852877.88       | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 2.0000%  |  | $23278.00          | $15458.86          | Agency Debentures and Agency Strips |
| FNMA          | 2028-08-01      | 3.0000%  |  | $997426.00         | $13743.28          | Agency Debentures and Agency Strips |
| FMAC          | 2055-08-01      | 5.5000%  |  | $1000.00           | $974.10            | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 6.0000%  |  | $166800.00         | $121114.30         | Agency Debentures and Agency Strips |

### Security 34: 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):** $150152310.00
- **C.18.a - Value (excl. sponsor support):** $150152310.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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 35: 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):** $222000000.00
- **C.18.a - Value (excl. sponsor support):** $222000000.00
- **C.19 - Percentage of Net Assets:** 2.8100%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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          | 2047-05-01      | 4.5000%  |  | $1000.00           | $155.40            | Agency Debentures and Agency Strips |
| FNMA          | 2045-04-01      | 3.0000%  |  | $2000.00           | $266.66            | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  |  | $1000.00           | $796.37            | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  |  | $1005.00           | $801.53            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 4.5000%  |  | $27118297.00       | $21144929.44       | Agency Debentures and Agency Strips |
| FNMA          | 2056-01-01      | 5.0000%  |  | $6811243.00        | $6904890.14        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 3.0000%  |  | $1000.00           | $668.44            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  |  | $1024.00           | $791.14            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  |  | $1064.00           | $1004.10           | Agency Debentures and Agency Strips |
| FNMA          | 2050-10-01      | 2.0000%  |  | $15642.00          | $7946.33           | Agency Debentures and Agency Strips |
| USTR          | 2027-10-31      | 3.5000%  |  | $7082800.00        | $7140010.20        | U.S. Treasuries (including strips)  |
| FMAC          | 2050-01-01      | 3.0000%  |  | $1000.00           | $177.88            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.0000%  |  | $2000.00           | $1164.70           | Agency Debentures and Agency Strips |
| FMAC          | 2048-07-01      | 4.0000%  |  | $1000.00           | $212.37            | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 6.5000%  |  | $1000.00           | $850.12            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.0000%  |  | $44271877.00       | $28425020.15       | Agency Debentures and Agency Strips |
| USTR          | 2028-11-30      | 4.3750%  |  | $11600.00          | $11921.70          | U.S. Treasuries (including strips)  |
| FMAC          | 2054-03-01      | 6.0000%  |  | $95986.00          | $76847.21          | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  |  | $1278591.00        | $1028510.02        | Agency Debentures and Agency Strips |
| FNMA          | 2055-10-01      | 5.5000%  |  | $20304512.00       | $20468334.52       | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $549070.00         | $394506.85         | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.5000%  |  | $1008.00           | $810.59            | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.0000%  |  | $2000.00           | $383.23            | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.5000%  |  | $9468.00           | $7545.31           | Agency Debentures and Agency Strips |
| FMAC          | 2053-03-01      | 5.0000%  |  | $1000.00           | $791.70            | Agency Debentures and Agency Strips |
| FNMA          | 2055-12-01      | 5.0000%  |  | $11481386.00       | $11542685.15       | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  |  | $310297.00         | $221425.59         | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.5000%  |  | $29815000.00       | $22957281.53       | Agency Debentures and Agency Strips |
| FNMA          | 2046-12-01      | 3.0000%  |  | $2005.00           | $615.99            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  |  | $25401899.00       | $22699613.47       | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.0000%  |  | $1000.00           | $647.09            | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  |  | $1006.00           | $818.13            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.0000%  |  | $28188957.00       | $21822507.61       | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  |  | $1000.00           | $760.95            | Agency Debentures and Agency Strips |
| FNMA          | 2040-12-01      | 4.0000%  |  | $54748.00          | $53923.92          | Agency Debentures and Agency Strips |
| FMAC          | 2049-08-01      | 3.0000%  |  | $1000.00           | $163.10            | Agency Debentures and Agency Strips |
| FNMA          | 2049-07-01      | 4.0000%  |  | $1996.00           | $312.28            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  |  | $25836761.00       | $21170198.05       | Agency Debentures and Agency Strips |
| FMAC          | 2049-10-01      | 3.5000%  |  | $1000.00           | $250.16            | Agency Debentures and Agency Strips |
| USTR          | 2033-08-15      | 3.8750%  |  | $13268700.00       | $13331171.92       | U.S. Treasuries (including strips)  |
| FNMA          | 2052-03-01      | 2.5000%  |  | $9473896.00        | $6526450.77        | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 4.5000%  |  | $1000.00           | $821.38            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $1000.00           | $742.37            | Agency Debentures and Agency Strips |
| FMAC          | 2048-10-01      | 4.5000%  |  | $1000.00           | $209.86            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 4.5000%  |  | $30424729.00       | $21874066.72       | Agency Debentures and Agency Strips |
| USTR          | 2027-06-30      | 0.5000%  |  | $656000.00         | $629016.34         | U.S. Treasuries (including strips)  |

### Security 36: T 4 7/8 04/30/26

- **C.1 - Title:** US TREASURY N/B 4.875000% 04/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100279297.00
- **C.18.a - Value (excl. sponsor support):** $100279297.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **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 37: 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):** $98872969.00
- **C.18.a - Value (excl. sponsor support):** $98872969.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 38: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 02/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99748667.00
- **C.18.a - Value (excl. sponsor support):** $99748667.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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):** $98838125.00
- **C.18.a - Value (excl. sponsor support):** $98838125.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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? No, C.23 Categorized at Level 3? No

### Security 40: 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):** $100087896.00
- **C.18.a - Value (excl. sponsor support):** $100087896.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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 41: 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):** $100382031.00
- **C.18.a - Value (excl. sponsor support):** $100382031.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 42: B 02/24/26

- **C.1 - Title:** TREASURY BILL 0.000000% 02/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199557148.00
- **C.18.a - Value (excl. sponsor support):** $199557148.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 43: 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:** 8.8700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-01
- **C.12 - Maturity Date (WAL):** 2026-02-01
- **C.13 - Final Legal Maturity Date:** 2026-02-01
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB          | 2032-06-29      | 4.7000%  |  | $18048000.00       | $18057840.17       | Agency Debentures and Agency Strips |
| FCSB          | 2044-09-12      | 5.6700%  |  | $20000000.00       | $20264060.00       | Agency Debentures and Agency Strips |
| FCSB          | 2028-02-23      | 2.4500%  |  | $1405000.00        | $1387084.45        | Agency Debentures and Agency Strips |
| USTR          | 2038-02-15      | 0.0000%  |  | $379672166.40      | $218143300.91      | U.S. Treasuries (including strips)  |
| USTR          | 2028-05-15      | 2.8750%  |  | $376691800.00      | $373268768.31      | U.S. Treasuries (including strips)  |
| FCSB          | 2028-01-21      | 3.5000%  |  | $27036000.00       | $27017128.87       | Agency Debentures and Agency Strips |
| FHLB          | 2026-02-02      | 0.0000%  |  | $50000000.00       | $50000000.00       | Agency Debentures and Agency Strips |
| FHLB          | 2033-05-25      | 4.0800%  |  | $1035000.00        | $1018267.85        | Agency Debentures and Agency Strips |
| FCSB          | 2028-01-14      | 3.3750%  |  | $4855000.00        | $4843639.30        | Agency Debentures and Agency Strips |

## N-MFP: Signatures

**Registrant:** CITY NATIONAL ROCHDALE FUNDS

**Date:** 2026-02-03

**By:** Andrew Metzger

**Name of Signing Officer:** Andrew Metzger

**Title of Signing Officer:** Treasurer