# EDGAR Filing Document

**Accession Number:** 0001026977
**File Stem:** 0001752724-25-164962
**Filing Date:** 2025-7
**Character Count:** 111755
**Document Hash:** d669d18ed5c0b37cfff3948416e198aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-164962.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001752724-25-164962

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**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

**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):** 2025-06-30

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

**CIK Number of Registrant:** 0001026977

**LEI of Registrant:** 549300QMC7FYNN5LU818

**Name of Series:** CNR GOVERNMENT MM

**LEI of Series:** 549300QMC7FYNN5LU818

**EDGAR Series Identifier:** S000005833

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 29 days

- **WAL:** 91 days

- **Total Value of Portfolio Securities:** $7374644289.78

- **Amortized Cost of Portfolio Securities:** $7373979057.47

- **Cash:** $0.07

- **Total Other Assets:** $6117172.14

- **Total Liabilities:** $26313005.24

- **Net Assets of Series:** $7353783224.44

- **Number of Shares Outstanding (Series):** 7353751713.1700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $2734676070.05            | $6103382698.68             | 35.8700%                  | 80.0600%                   |
| 2025-06-03 | $3159395817.37            | $5817447817.37             | 43.0600%                  | 79.2800%                   |
| 2025-06-04 | $3153812499.48            | $5802047755.72             | 43.0700%                  | 79.2300%                   |
| 2025-06-05 | $3372778571.73            | $5762874161.14             | 46.3000%                  | 79.1200%                   |
| 2025-06-06 | $3528334767.28            | $5758726448.25             | 48.4700%                  | 79.1000%                   |
| 2025-06-09 | $3377202479.32            | $5791917422.54             | 46.1900%                  | 79.2100%                   |
| 2025-06-10 | $3459608320.11            | $5893930650.40             | 46.6600%                  | 79.4900%                   |
| 2025-06-11 | $3479601523.63            | $5688898443.22             | 46.3200%                  | 75.7300%                   |
| 2025-06-12 | $3197794082.00            | $5512382153.01             | 43.5900%                  | 75.1400%                   |
| 2025-06-13 | $3191986641.74            | $5463962842.16             | 43.8000%                  | 74.9800%                   |
| 2025-06-16 | $3289564318.99            | $5871273866.85             | 45.4300%                  | 81.0800%                   |
| 2025-06-17 | $3325099087.51            | $5988017005.08             | 45.1900%                  | 81.3700%                   |
| 2025-06-18 | $3277272535.14            | $5783350245.42             | 44.7800%                  | 79.0300%                   |
| 2025-06-20 | $2901625475.45            | $5616051010.05             | 39.7600%                  | 76.9600%                   |
| 2025-06-23 | $3027093454.60            | $5891064813.05             | 40.5000%                  | 78.8200%                   |
| 2025-06-24 | $2941214617.13            | $5974857493.87             | 38.9200%                  | 79.0500%                   |
| 2025-06-25 | $2639335780.01            | $5977451354.66             | 34.9100%                  | 79.0600%                   |
| 2025-06-26 | $2559456942.24            | $5798875082.62             | 34.6700%                  | 78.5500%                   |
| 2025-06-27 | $2545544604.22            | $5737967434.32             | 34.7700%                  | 78.3700%                   |
| 2025-06-30 | $3133941591.36            | $5795618463.56             | 42.4600%                  | 78.5300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3100%             |
| 2025-06-03 | 4.3100%             |
| 2025-06-04 | 4.3100%             |
| 2025-06-05 | 4.3100%             |
| 2025-06-06 | 4.3100%             |
| 2025-06-09 | 4.3000%             |
| 2025-06-10 | 4.3000%             |
| 2025-06-11 | 4.3000%             |
| 2025-06-12 | 4.3000%             |
| 2025-06-13 | 4.3000%             |
| 2025-06-16 | 4.3100%             |
| 2025-06-17 | 4.3100%             |
| 2025-06-18 | 4.3100%             |
| 2025-06-20 | 4.3100%             |
| 2025-06-23 | 4.3200%             |
| 2025-06-24 | 4.3200%             |
| 2025-06-25 | 4.3200%             |
| 2025-06-26 | 4.3200%             |
| 2025-06-27 | 4.3200%             |
| 2025-06-30 | 4.3300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0001                      |
|  |  |
| 2025-06-30 | 1.0001                      |
|  |  |

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

### Class: CLASS N

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9965.93

- **Number of Shares Outstanding:** 9966.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $30.87                    | $0.00                   |
| 2025-06-03 | $0.00                     | $0.00                   |
| 2025-06-04 | $0.00                     | $0.00                   |
| 2025-06-05 | $0.00                     | $0.00                   |
| 2025-06-06 | $0.00                     | $0.00                   |
| 2025-06-09 | $0.00                     | $0.00                   |
| 2025-06-10 | $0.00                     | $0.00                   |
| 2025-06-11 | $0.00                     | $0.00                   |
| 2025-06-12 | $0.00                     | $0.00                   |
| 2025-06-13 | $0.00                     | $0.00                   |
| 2025-06-16 | $0.00                     | $0.00                   |
| 2025-06-17 | $0.00                     | $0.00                   |
| 2025-06-18 | $0.00                     | $0.00                   |
| 2025-06-20 | $0.00                     | $0.00                   |
| 2025-06-23 | $0.00                     | $0.00                   |
| 2025-06-24 | $0.00                     | $0.00                   |
| 2025-06-25 | $0.00                     | $0.00                   |
| 2025-06-26 | $0.00                     | $0.00                   |
| 2025-06-27 | $0.00                     | $0.00                   |
| 2025-06-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $30.87

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.6700%           |
| 2025-06-03 | 3.6700%           |
| 2025-06-04 | 3.6600%           |
| 2025-06-05 | 3.6600%           |
| 2025-06-06 | 3.6600%           |
| 2025-06-09 | 3.6500%           |
| 2025-06-10 | 3.6500%           |
| 2025-06-11 | 3.6500%           |
| 2025-06-12 | 3.6400%           |
| 2025-06-13 | 3.6400%           |
| 2025-06-16 | 3.6400%           |
| 2025-06-17 | 3.6500%           |
| 2025-06-18 | 3.6500%           |
| 2025-06-20 | 3.6500%           |
| 2025-06-23 | 3.6500%           |
| 2025-06-24 | 3.6500%           |
| 2025-06-25 | 3.6500%           |
| 2025-06-26 | 3.6500%           |
| 2025-06-27 | 3.6600%           |
| 2025-06-30 | 3.6700%           |

**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:** $1291362902.72

- **Number of Shares Outstanding:** 1291357315.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $144631344.97             | $0.00                   |
| 2025-06-03 | $0.00                     | $461202360.08           |
| 2025-06-04 | $16962242.79              | $0.00                   |
| 2025-06-05 | $20390371.58              | $0.00                   |
| 2025-06-06 | $0.00                     | $27298137.33            |
| 2025-06-09 | $41119849.24              | $0.00                   |
| 2025-06-10 | $14782123.90              | $0.00                   |
| 2025-06-11 | $11999501.95              | $0.00                   |
| 2025-06-12 | $0.00                     | $101268514.00           |
| 2025-06-13 | $0.00                     | $12983554.84            |
| 2025-06-16 | $31063387.72              | $0.00                   |
| 2025-06-17 | $6325260.89               | $0.00                   |
| 2025-06-18 | $13996693.30              | $0.00                   |
| 2025-06-20 | $0.00                     | $21254806.39            |
| 2025-06-23 | $35498237.23              | $0.00                   |
| 2025-06-24 | $4863481.90               | $0.00                   |
| 2025-06-25 | $15558327.88              | $0.00                   |
| 2025-06-26 | $0.00                     | $5522222.00             |
| 2025-06-27 | $0.00                     | $38858067.30            |
| 2025-06-30 | $2103232.22               | $0.00                   |

**Total Gross Subscriptions (Month):** $359294055.57

**Total Gross Redemptions (Month):** $668387661.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.5200%           |
| 2025-06-03 | 3.5200%           |
| 2025-06-04 | 3.5200%           |
| 2025-06-05 | 3.5200%           |
| 2025-06-06 | 3.5100%           |
| 2025-06-09 | 3.5100%           |
| 2025-06-10 | 3.5000%           |
| 2025-06-11 | 3.5000%           |
| 2025-06-12 | 3.5000%           |
| 2025-06-13 | 3.5100%           |
| 2025-06-16 | 3.5100%           |
| 2025-06-17 | 3.5100%           |
| 2025-06-18 | 3.5100%           |
| 2025-06-20 | 3.5200%           |
| 2025-06-23 | 3.5200%           |
| 2025-06-24 | 3.5200%           |
| 2025-06-25 | 3.5200%           |
| 2025-06-26 | 3.5300%           |
| 2025-06-27 | 3.5300%           |
| 2025-06-30 | 3.5400%           |

**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:** $6062410355.79

- **Number of Shares Outstanding:** 6062384432.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $16359771.64              | $407091544.28           |
| 2025-06-03 | $174684431.43             | $40081.00               |
| 2025-06-04 | $27259301.26              | $60247105.51            |
| 2025-06-05 | $0.09                     | $57865132.65            |
| 2025-06-06 | $23366979.22              | $843487.60              |
| 2025-06-09 | $15636285.81              | $27136005.92            |
| 2025-06-10 | $111951022.98             | $25311547.09            |
| 2025-06-11 | $17321009.61              | $128494157.78           |
| 2025-06-12 | $120067282.11             | $116027.20              |
| 2025-06-13 | $89543931.45              | $125571275.39           |
| 2025-06-16 | $0.00                     | $79586597.96            |
| 2025-06-17 | $109819037.90             | $0.00                   |
| 2025-06-18 | $13171389.79              | $68590196.15            |
| 2025-06-20 | $65348585.48              | $66376729.29            |
| 2025-06-23 | $138287393.76             | $0.00                   |
| 2025-06-24 | $82339014.55              | $4045458.73             |
| 2025-06-25 | $232558.56                | $13831009.77            |
| 2025-06-26 | $5880.61                  | $173708824.54           |
| 2025-06-27 | $41840825.26              | $64536070.95            |
| 2025-06-30 | $61719356.97              | $8076282.99             |

**Total Gross Subscriptions (Month):** $1108954058.48

**Total Gross Redemptions (Month):** $1311467534.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9700%           |
| 2025-06-03 | 3.9700%           |
| 2025-06-04 | 3.9700%           |
| 2025-06-05 | 3.9600%           |
| 2025-06-06 | 3.9600%           |
| 2025-06-09 | 3.9500%           |
| 2025-06-10 | 3.9500%           |
| 2025-06-11 | 3.9500%           |
| 2025-06-12 | 3.9500%           |
| 2025-06-13 | 3.9500%           |
| 2025-06-16 | 3.9600%           |
| 2025-06-17 | 3.9600%           |
| 2025-06-18 | 3.9600%           |
| 2025-06-20 | 3.9700%           |
| 2025-06-23 | 3.9700%           |
| 2025-06-24 | 3.9700%           |
| 2025-06-25 | 3.9700%           |
| 2025-06-26 | 3.9800%           |
| 2025-06-27 | 3.9800%           |
| 2025-06-30 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 84.8100%         | 84.8100%             |
| Depository institution or other banking institution |  | 14.9700%         | 14.9700%             |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** FEDERAL HOME LOAN BANK VARIABLE RATE 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3ZF3, C.4 - ISIN: US3130B3ZF30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100112182.00
- **C.18.a - Value (excl. sponsor support):** $100112182.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: FFCBDN 08/14/25

- **C.1 - Title:** FED FARM CRD DISCOUNT NT ZERO COUPON 08/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313313KK3, C.4 - ISIN: US313313KK37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204913350.00
- **C.18.a - Value (excl. sponsor support):** $204913350.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: 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 3: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385KR6, C.4 - ISIN: US313385KR66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99402167.00
- **C.18.a - Value (excl. sponsor support):** $99402167.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385JE7, C.4 - ISIN: US313385JE72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $127762773.76
- **C.18.a - Value (excl. sponsor support):** $127762773.76
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: B 10/07/25

- **C.1 - Title:** TREASURY BILL 0.000000% 10/07/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197710406.00
- **C.18.a - Value (excl. sponsor support):** $197710406.00
- **C.19 - Percentage of Net Assets:** 2.6900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **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 6: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/22/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385JL1, C.4 - ISIN: US313385JL16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99745167.00
- **C.18.a - Value (excl. sponsor support):** $99745167.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 7: FFCBDN 08/07/25

- **C.1 - Title:** FED FARM CRD DISCOUNT NT ZERO COUPON 08/07/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313313KC1, C.4 - ISIN: US313313KC11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99554556.00
- **C.18.a - Value (excl. sponsor support):** $99554556.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 8: FNMA Float 11/20/26

- **C.1 - Title:** FANNIE MAE VARIABLE RATE 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54054118.80
- **C.18.a - Value (excl. sponsor support):** $54054118.80
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/30/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385JU1, C.4 - ISIN: US313385JU15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199305000.00
- **C.18.a - Value (excl. sponsor support):** $199305000.00
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **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 10: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99872583.00
- **C.18.a - Value (excl. sponsor support):** $99872583.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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 11: FREDN 07/01/25

- **C.1 - Title:** FREDDIE MAC DISCOUNT NT ZERO COUPON 07/01/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313397HP9, C.4 - ISIN: US313397HP93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $324962355.25
- **C.18.a - Value (excl. sponsor support):** $324962355.25
- **C.19 - Percentage of Net Assets:** 4.4200%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 12: B 07/15/25

- **C.1 - Title:** TREASURY BILL 0.000000% 07/15/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QA8, C.4 - ISIN: US912797QA86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199675692.00
- **C.18.a - Value (excl. sponsor support):** $199675692.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: T 0 3/8 11/30/25

- **C.1 - Title:** US TREASURY N/B 0.375000% 11/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147591796.50
- **C.18.a - Value (excl. sponsor support):** $147591796.50
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **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 14: FEDERAL NATIONAL MORTGAGE ASSOC *

- **C.1 - Title:** FANNIE DISCOUNT NOTE ZERO COUPON 07/01/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313589HP1, C.4 - ISIN: US313589HP18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299965251.00
- **C.18.a - Value (excl. sponsor support):** $299965251.00
- **C.19 - Percentage of Net Assets:** 4.0800%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 15: 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:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2025-09-09      | 0.0000%  |  | $31715300.00       | $31452063.01       | U.S. Treasuries (including strips) |
| USTR          | 2047-11-15      | 2.7500%  |  | $47693000.00       | $33743489.05       | U.S. Treasuries (including strips) |
| USTR          | 2025-07-03      | 0.0000%  |  | $25710300.00       | $25701558.50       | U.S. Treasuries (including strips) |
| USTR          | 2029-02-15      | 2.6250%  |  | $39000400.00       | $37893660.88       | U.S. Treasuries (including strips) |
| USTR          | 2028-01-31      | 0.7500%  |  | $6668100.00        | $6200884.47        | U.S. Treasuries (including strips) |
| USTR          | 2052-02-15      | 2.2500%  |  | $52630800.00       | $32237779.93       | U.S. Treasuries (including strips) |
| USTR          | 2026-10-31      | 1.1250%  |  | $38072300.00       | $36770600.83       | U.S. Treasuries (including strips) |

### Security 16: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/07/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74939187.75
- **C.18.a - Value (excl. sponsor support):** $74939187.75
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 17: 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):** $100070643.00
- **C.18.a - Value (excl. sponsor support):** $100070643.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 18: FFCB Float 11/18/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 11/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $215202014.00
- **C.18.a - Value (excl. sponsor support):** $215202014.00
- **C.19 - Percentage of Net Assets:** 2.9300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/02/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HQ2, C.4 - ISIN: US313385HQ21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99976833.00
- **C.18.a - Value (excl. sponsor support):** $99976833.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 2.0900%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: 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 20: 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):** $100094827.00
- **C.18.a - Value (excl. sponsor support):** $100094827.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 21: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/15/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.4 - ISIN: US313385KL96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99460778.00
- **C.18.a - Value (excl. sponsor support):** $99460778.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 09/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385LN4, C.4 - ISIN: US313385LN44, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99160000.00
- **C.18.a - Value (excl. sponsor support):** $99160000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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):** $150112252.50
- **C.18.a - Value (excl. sponsor support):** $150112252.50
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 24: 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):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 25: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/06/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $238959067.20
- **C.18.a - Value (excl. sponsor support):** $238959067.20
- **C.19 - Percentage of Net Assets:** 3.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 10/29/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385NP7, C.4 - ISIN: US313385NP73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147922833.00
- **C.18.a - Value (excl. sponsor support):** $147922833.00
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 09/17/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385LV6, C.4 - ISIN: US313385LV69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $164470032.78
- **C.18.a - Value (excl. sponsor support):** $164470032.78
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 09/19/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385LX2, C.4 - ISIN: US313385LX26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99055000.00
- **C.18.a - Value (excl. sponsor support):** $99055000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: 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):** $166252162.74
- **C.18.a - Value (excl. sponsor support):** $166252162.74
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 30: 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:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2055-01-01      | 6.5000%  |  | $28342019.00       | $28914117.64       | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.5000%  |  | $33655000.00       | $29134203.27       | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $9133849.00        | $8633467.14        | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $7207536.00        | $6420625.27        | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.5000%  |  | $30726274.00       | $28897586.71       | Agency Debentures and Agency Strips |

### Security 31: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/13/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385KJ4, C.4 - ISIN: US313385KJ41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $348194777.00
- **C.18.a - Value (excl. sponsor support):** $348194777.00
- **C.19 - Percentage of Net Assets:** 4.7300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 32: 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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2026-10-15      | 4.6250%  |  | $9497500.00        | $9671815.45        | U.S. Treasuries (including strips) |
| USTR          | 2030-11-30      | 4.3750%  |  | $40228500.00       | $41328188.93       | U.S. Treasuries (including strips) |

### 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:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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          | 2052-08-01      | 4.5000%  |  | $1280.00           | $994.49            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.5000%  |  | $1814.00           | $1885.63           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 5.0000%  |  | $2000.00           | $1442.08           | Agency Debentures and Agency Strips |
| FNMA          | 2028-11-01      | 3.5000%  |  | $23309.00          | $950.14            | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $2000.00           | $358.31            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $464149.00         | $431699.26         | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 4.5000%  |  | $3192.00           | $2853.99           | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  |  | $2572.00           | $2470.17           | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  |  | $1000.00           | $556.96            | Agency Debentures and Agency Strips |
| FNMA          | 2042-03-01      | 3.5000%  |  | $2701.00           | $408.05            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 2.0000%  |  | $3170.00           | $1665.83           | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.5000%  |  | $1998.00           | $254.52            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.0000%  |  | $439216.00         | $426719.16         | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $1000.00           | $1022.41           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1000.00           | $711.12            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  |  | $2032.00           | $1650.99           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $1000.00           | $378.50            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  |  | $2037.00           | $1693.72           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.0000%  |  | $210143.00         | $172966.21         | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 7.5000%  |  | $6001.00           | $4524.32           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  |  | $82000.00          | $76225.87          | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.5000%  |  | $1000.00           | $173.29            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.5000%  |  | $1022.00           | $1036.84           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  |  | $2063.00           | $1651.76           | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.0000%  |  | $1000.00           | $181.35            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $2190633.00        | $1634993.93        | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.0000%  |  | $1000.00           | $724.09            | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 3.5000%  |  | $2000.00           | $695.25            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.5000%  |  | $1144.00           | $1070.34           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 2.0000%  |  | $2000.00           | $1143.15           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  |  | $3251.00           | $2958.56           | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 3.5000%  |  | $1000.00           | $77.17             | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $1328.00           | $1114.32           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 2.0000%  |  | $1000.00           | $665.61            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $3040.00           | $2964.94           | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.0000%  |  | $2096.00           | $1993.49           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $7000.00           | $6608.10           | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  |  | $1048.00           | $919.53            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 4.0000%  |  | $1000.00           | $880.79            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $1000.00           | $1027.99           | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 3.5000%  |  | $26000.00          | $4856.94           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $4032.00           | $2990.99           | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.5000%  |  | $1000.00           | $106.89            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $1000.00           | $972.48            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  |  | $5000.00           | $3113.08           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $1025.00           | $991.89            | Agency Debentures and Agency Strips |
| FNMA          | 2060-07-01      | 2.5000%  |  | $1088.00           | $523.34            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 3.0000%  |  | $15000.00          | $3887.96           | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $1000.00           | $378.87            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  |  | $4000.00           | $2648.76           | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 4.0000%  |  | $1001.00           | $164.42            | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 3.5000%  |  | $1000.00           | $196.13            | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $1024.00           | $162.24            | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.5000%  |  | $3024.00           | $2060.49           | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 5.5000%  |  | $1036.00           | $907.50            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 5.0000%  |  | $1000.00           | $766.72            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $2016.00           | $2093.60           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 2.5000%  |  | $5055.00           | $4184.09           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $10558428.00       | $7899905.33        | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  |  | $1000.00           | $891.42            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 6.0000%  |  | $526051.00         | $464941.47         | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.0000%  |  | $5000.00           | $1936.37           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $2000.00           | $1935.34           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  |  | $1040.00           | $1085.20           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 2.5000%  |  | $6030.00           | $4984.26           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.0000%  |  | $1059500.00        | $721598.52         | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.0000%  |  | $2048.00           | $1853.82           | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 4.0000%  |  | $3000.00           | $935.35            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  |  | $2022.00           | $1867.10           | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  |  | $42768711.00       | $39765541.97       | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.0000%  |  | $1003.00           | $306.99            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  |  | $8349239.00        | $8338905.76        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  |  | $34806.00          | $34646.27          | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 6.5000%  |  | $5120.00           | $4095.77           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $2010.00           | $1968.64           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $2157.00           | $2017.68           | Agency Debentures and Agency Strips |
| FNMA          | 2043-10-01      | 5.0000%  |  | $1111.00           | $52.67             | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.5000%  |  | $1000.00           | $1011.71           | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  |  | $5000.00           | $3068.77           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  |  | $1024.00           | $614.76            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $3000.00           | $2957.10           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  |  | $41527354.00       | $35220716.56       | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 6.0000%  |  | $1197.00           | $978.08            | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 3.5000%  |  | $5718.00           | $389.54            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  |  | $2107.00           | $1751.55           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  |  | $1000.00           | $651.07            | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.5000%  |  | $1000.00           | $136.66            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  |  | $1008.00           | $621.01            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $435000.00         | $360851.70         | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  |  | $1102.00           | $808.42            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  |  | $1001.00           | $726.35            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.0000%  |  | $2870.00           | $2492.86           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.0000%  |  | $511424.00         | $463112.69         | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $1000.00           | $732.32            | Agency Debentures and Agency Strips |
| FNMA          | 2049-11-01      | 3.0000%  |  | $13000.00          | $3640.94           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $3072.00           | $3033.44           | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.0000%  |  | $9000.00           | $3316.70           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $315000.00         | $288796.07         | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  |  | $2000.00           | $1285.27           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $1000.00           | $739.20            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  |  | $3000.00           | $1989.40           | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 4.0000%  |  | $2000.00           | $531.97            | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 2.5000%  |  | $1000.00           | $126.11            | Agency Debentures and Agency Strips |
| FNMA          | 2041-10-01      | 5.0000%  |  | $1000.00           | $38.64             | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.5000%  |  | $1065.00           | $894.98            | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 5.5000%  |  | $1512.00           | $1257.74           | Agency Debentures and Agency Strips |
| FNMA          | 2043-08-01      | 3.5000%  |  | $7168.00           | $1026.64           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.5000%  |  | $4000.00           | $2436.50           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  |  | $1000.00           | $1046.47           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $2048.00           | $1765.88           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1000.00           | $865.30            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.0000%  |  | $1097.00           | $862.68            | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.0000%  |  | $1000.00           | $229.16            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.0000%  |  | $4329.00           | $4207.08           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  |  | $1000.00           | $363.64            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 6.5000%  |  | $1020.00           | $768.80            | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 2.5000%  |  | $1000.00           | $408.12            | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 4.0000%  |  | $1000.00           | $157.28            | Agency Debentures and Agency Strips |
| FNMA          | 2045-02-01      | 3.5000%  |  | $1000.00           | $102.47            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 3.0000%  |  | $1237.00           | $890.48            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $1000.00           | $960.91            | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.5000%  |  | $3000.00           | $1614.17           | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.0000%  |  | $144953.00         | $1088.16           | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 5.0000%  |  | $22001.00          | $19707.53          | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 6.5000%  |  | $1055.00           | $1064.79           | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 4.5000%  |  | $1097.00           | $903.79            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.5000%  |  | $1008.00           | $874.10            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 5.0000%  |  | $1000.00           | $908.57            | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 6.5000%  |  | $1009.00           | $369.07            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.0000%  |  | $392192.00         | $400001.18         | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  |  | $1353.00           | $1273.62           | Agency Debentures and Agency Strips |
| FNMA          | 2041-08-01      | 4.5000%  |  | $1003.00           | $285.43            | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 5.5000%  |  | $500000.00         | $494761.00         | Agency Debentures and Agency Strips |
| FMAC          | 2047-09-01      | 3.5000%  |  | $15742677.00       | $1901817.57        | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 5.0000%  |  | $2000.00           | $1535.03           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 6.0000%  |  | $1024.00           | $835.88            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 7.5000%  |  | $1000.00           | $910.92            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $66051.00          | $55053.69          | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 5.5000%  |  | $4040.00           | $3168.41           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $4331.00           | $3055.40           | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 4.0000%  |  | $6102.00           | $1233.31           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $3000.00           | $2523.17           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  |  | $8000.00           | $5010.60           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.0000%  |  | $72154046.00       | $70011692.98       | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $1000.00           | $1033.11           | Agency Debentures and Agency Strips |
| FNMA          | 2041-09-01      | 4.5000%  |  | $3421.00           | $54.71             | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  |  | $1787707.00        | $1783923.92        | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1003.00           | $747.63            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.0000%  |  | $1000.00           | $752.57            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 4.5000%  |  | $1000.00           | $946.22            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.5000%  |  | $1000.00           | $1008.92           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $1000.00           | $674.72            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.0000%  |  | $4096.00           | $3506.01           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 7.0000%  |  | $2016.00           | $1740.54           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1235.00           | $1181.49           | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 5.5000%  |  | $2452.00           | $1152.47           | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 3.5000%  |  | $2000.00           | $773.01            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.5000%  |  | $30000.00          | $26483.71          | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 6.0000%  |  | $36102.00          | $36967.81          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.5000%  |  | $4744.00           | $3675.44           | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10705998.00       | $8437921.97        | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.0000%  |  | $1095.00           | $899.83            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.5000%  |  | $2048.00           | $1848.77           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $1000.00           | $752.90            | Agency Debentures and Agency Strips |
| FMAC          | 2039-07-01      | 6.0000%  |  | $59000.00          | $42678.83          | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  |  | $3840.00           | $798.67            | Agency Debentures and Agency Strips |
| USTR          | 2041-05-15      | 4.3750%  |  | $992200.00         | $962831.62         | U.S. Treasuries (including strips)  |
| FNMA          | 2054-12-01      | 6.0000%  |  | $336223.00         | $321013.32         | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 2.0000%  |  | $1001.00           | $596.06            | Agency Debentures and Agency Strips |
| FNMA          | 2041-11-01      | 2.5000%  |  | $7000.00           | $4677.74           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $2052395.00        | $1776607.20        | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  |  | $1000.00           | $644.27            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.0000%  |  | $208271.00         | $200891.58         | Agency Debentures and Agency Strips |
| FMAC          | 2032-03-01      | 3.0000%  |  | $5000.00           | $716.89            | Agency Debentures and Agency Strips |
| FNMA          | 2034-10-01      | 3.5000%  |  | $3000.00           | $1114.99           | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 6.0000%  |  | $1000.00           | $940.76            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $1000.00           | $969.60            | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  |  | $1308536.00        | $1279138.72        | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.5000%  |  | $2000.00           | $974.67            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.5000%  |  | $1000.00           | $1035.78           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.5000%  |  | $9010.00           | $4364.00           | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 6.0000%  |  | $5000.00           | $4014.24           | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.0000%  |  | $1000.00           | $879.09            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $1922.00           | $1877.24           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.5000%  |  | $4991.00           | $2443.12           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.0000%  |  | $2071.00           | $2106.15           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $1000.00           | $974.55            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $1000.00           | $900.89            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  |  | $4000.00           | $2657.26           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.0000%  |  | $5150.00           | $4415.44           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.0000%  |  | $5000.00           | $4192.13           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 4.5000%  |  | $844490.00         | $795540.60         | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  |  | $3000.00           | $1383.75           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1122.00           | $1090.28           | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.5000%  |  | $1000.00           | $543.72            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $1000.00           | $983.58            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $1330.00           | $690.75            | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.0000%  |  | $1000.00           | $145.67            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.0000%  |  | $1000.00           | $768.40            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $1000.00           | $840.86            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $1338.00           | $1147.96           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  |  | $4296017.00        | $4126239.33        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  |  | $2000.00           | $1658.81           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 4.0000%  |  | $1002.00           | $642.22            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 4.5000%  |  | $307388.00         | $291266.23         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $1000.00           | $734.91            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1067.00           | $1026.02           | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  |  | $2048.00           | $509.70            | Agency Debentures and Agency Strips |
| FMAC          | 2044-02-01      | 6.0000%  |  | $1000.00           | $705.70            | Agency Debentures and Agency Strips |
| FNMA          | 2042-10-01      | 3.5000%  |  | $1000.00           | $117.41            | Agency Debentures and Agency Strips |
| FNMA          | 2062-10-01      | 2.5000%  |  | $4480.00           | $3461.59           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  |  | $2000.00           | $1216.97           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.0000%  |  | $1000.00           | $979.07            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $1000.00           | $870.86            | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.5000%  |  | $1000.00           | $146.44            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.5000%  |  | $3000.00           | $1195.40           | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 4.0000%  |  | $1001.00           | $785.88            | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.0000%  |  | $1000.00           | $586.74            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $137811.00         | $137601.02         | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.0000%  |  | $1000.00           | $371.09            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $5000.00           | $3708.87           | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 5.0000%  |  | $1999.00           | $131.06            | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 3.5000%  |  | $1006.00           | $109.20            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  |  | $5001.00           | $3471.41           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  |  | $1003.00           | $852.26            | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 3.5000%  |  | $2004.00           | $74.97             | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $1997.00           | $136.23            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  |  | $1008.00           | $739.06            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $1000.00           | $962.79            | Agency Debentures and Agency Strips |
| FMAC          | 2036-01-01      | 3.5000%  |  | $1000.00           | $388.56            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.0000%  |  | $3999.00           | $976.45            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  |  | $1000.00           | $622.23            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $1103.00           | $1077.23           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $2000.00           | $1690.01           | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.5000%  |  | $6780426.00        | $6801964.40        | Agency Debentures and Agency Strips |
| FNMA          | 2042-04-01      | 4.0000%  |  | $1023.00           | $151.22            | Agency Debentures and Agency Strips |
| FNMA          | 2027-10-01      | 2.5000%  |  | $1000.00           | $33.43             | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  |  | $14000.00          | $3804.11           | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.0000%  |  | $1502.00           | $1079.45           | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 6.0000%  |  | $166800.00         | $155152.36         | Agency Debentures and Agency Strips |
| USTR          | 2034-08-15      | 3.8750%  |  | $8800.00           | $8703.48           | U.S. Treasuries (including strips)  |
| FNMA          | 2053-08-01      | 5.5000%  |  | $1315.00           | $1127.16           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 3.5000%  |  | $1000.00           | $83.39             | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.5000%  |  | $1000.00           | $916.03            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 4.5000%  |  | $9827506.00        | $9329825.47        | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.0000%  |  | $1193.00           | $1120.93           | Agency Debentures and Agency Strips |
| USTR          | 2030-04-15      | 1.6250%  |  | $600.00            | $610.26            | U.S. Treasuries (including strips)  |
| FNMA          | 2052-04-01      | 3.0000%  |  | $2000.00           | $1380.80           | 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):** $150147121.50
- **C.18.a - Value (excl. sponsor support):** $150147121.50
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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: B 12/11/25

- **C.1 - Title:** TREASURY BILL 0.000000% 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $196272054.00
- **C.18.a - Value (excl. sponsor support):** $196272054.00
- **C.19 - Percentage of Net Assets:** 2.6700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 36: DAIWA  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):** $118000000.00
- **C.18.a - Value (excl. sponsor support):** $118000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2054-10-01      | 6.5000%  |  | $274613.00         | $232735.04         | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $3434000.00        | $3288399.59        | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 6.5000%  |  | $637108.00         | $518736.15         | Agency Debentures and Agency Strips |
| FMAC          | 2036-05-01      | 1.0000%  |  | $1000.00           | $886.84            | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 3.0000%  |  | $11244360.00       | $6664256.50        | Agency Debentures and Agency Strips |
| FNMA          | 2042-03-01      | 3.5000%  |  | $27271304.00       | $4119983.92        | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  |  | $12600804.00       | $12289328.46       | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $563357.00         | $553740.53         | Agency Debentures and Agency Strips |
| FMAC          | 2054-06-01      | 5.5000%  |  | $54123402.00       | $48413620.53       | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.0000%  |  | $441542.00         | $308491.13         | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $2118545.00        | $1953224.26        | Agency Debentures and Agency Strips |
| FMAC          | 2054-11-01      | 5.0000%  |  | $1145888.00        | $1076312.97        | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $15651622.00       | $13657172.83       | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.0000%  |  | $141351.00         | $94929.18          | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  |  | $14480653.00       | $13390000.10       | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $9098769.00        | $8433506.31        | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $7036623.00        | $6544676.19        | Agency Debentures and Agency Strips |

### Security 37: B 07/01/25

- **C.1 - Title:** TREASURY BILL 0.000000% 07/01/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PU5, C.4 - ISIN: US912797PU59, 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:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 38: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/18/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385KP0, C.4 - ISIN: US313385KP01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99425611.00
- **C.18.a - Value (excl. sponsor support):** $99425611.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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):** $100103609.00
- **C.18.a - Value (excl. sponsor support):** $100103609.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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 40: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/23/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385JM9, C.4 - ISIN: US313385JM98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349067540.50
- **C.18.a - Value (excl. sponsor support):** $349067540.50
- **C.19 - Percentage of Net Assets:** 4.7500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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 41: B 07/08/25

- **C.1 - Title:** TREASURY BILL 0.000000% 07/08/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PZ4, C.4 - ISIN: US912797PZ47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299757645.00
- **C.18.a - Value (excl. sponsor support):** $299757645.00
- **C.19 - Percentage of Net Assets:** 4.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 08/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385KG0, C.4 - ISIN: US313385KG02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49753833.50
- **C.18.a - Value (excl. sponsor support):** $49753833.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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 43: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 07/09/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HX7, C.4 - ISIN: US313385HX71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149843625.00
- **C.18.a - Value (excl. sponsor support):** $149843625.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 10/15/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385MZ6, C.4 - ISIN: US313385MZ64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98775444.00
- **C.18.a - Value (excl. sponsor support):** $98775444.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: GOLDMAN SACHS

- **C.1 - Title:** GOLDMAN SACHS TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: GOLDMN241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 9.5200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB          | 2035-06-12      | 5.0000%  |  | $11165000.00       | $11372624.34       | Agency Debentures and Agency Strips |
| FCSB          | 2029-10-09      | 4.0000%  |  | $1282000.00        | $1289466.80        | Agency Debentures and Agency Strips |
| FCSB          | 2045-05-01      | 5.9300%  |  | $10000000.00       | $10086506.11       | Agency Debentures and Agency Strips |
| FHLB          | 2040-03-26      | 2.3400%  |  | $1010000.00        | $726325.34         | Agency Debentures and Agency Strips |
| FHLB          | 2040-06-29      | 2.0700%  |  | $5000000.00        | $3395302.50        | Agency Debentures and Agency Strips |
| FCSB          | 2027-10-13      | 4.7500%  |  | $29000.00          | $29904.01          | Agency Debentures and Agency Strips |
| FNMA          | 2030-11-15      | 6.6250%  |  | $46936000.00       | $53268851.53       | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-23      | 4.5000%  |  | $3655000.00        | $3653885.22        | Agency Debentures and Agency Strips |
| FHLB          | 2040-06-25      | 5.7400%  |  | $8400000.00        | $8489579.47        | Agency Debentures and Agency Strips |
| FHLB          | 2037-03-13      | 4.8750%  |  | $1490000.00        | $1538634.72        | Agency Debentures and Agency Strips |
| FHLB          | 2026-01-21      | 1.0000%  |  | $110000.00         | $108486.80         | Agency Debentures and Agency Strips |
| FHLB          | 2028-01-26      | 2.1500%  |  | $750000.00         | $727530.17         | Agency Debentures and Agency Strips |
| FCSB          | 2026-02-25      | 3.3200%  |  | $21000.00          | $21115.85          | Agency Debentures and Agency Strips |
| FHLB          | 2040-03-26      | 2.4900%  |  | $30000000.00       | $21967850.00       | Agency Debentures and Agency Strips |
| FCSB          | 2026-10-27      | 0.7200%  |  | $1500000.00        | $1437664.50        | Agency Debentures and Agency Strips |
| FHLB          | 2026-09-30      | 1.0000%  |  | $500000.00         | $483040.50         | Agency Debentures and Agency Strips |
| FHLB          | 2028-06-09      | 3.7500%  |  | $150000.00         | $150314.78         | Agency Debentures and Agency Strips |
| FCSB          | 2028-02-03      | 2.0500%  |  | $75000.00          | $72382.41          | Agency Debentures and Agency Strips |
| FHLB          | 2027-06-25      | 4.3750%  |  | $10125000.00       | $10116586.13       | Agency Debentures and Agency Strips |
| FCSB          | 2027-08-23      | 1.1000%  |  | $1250000.00        | $1183776.94        | Agency Debentures and Agency Strips |
| FNMA          | 2029-05-15      | 6.2500%  |  | $55000000.00       | $60269192.50       | Agency Debentures and Agency Strips |
| FHLB          | 2040-02-07      | 5.4000%  |  | $10445000.00       | $10663425.84       | Agency Debentures and Agency Strips |
| FHLB          | 2045-01-23      | 5.5500%  |  | $4750000.00        | $4897246.04        | Agency Debentures and Agency Strips |
| FHLB          | 2044-11-07      | 5.7500%  |  | $5000000.00        | $4995801.39        | Agency Debentures and Agency Strips |
| FNMA          | 2037-07-15      | 5.6250%  |  | $490000.00         | $549061.29         | Agency Debentures and Agency Strips |
| FCSB          | 2029-04-05      | 1.7300%  |  | $1020000.00        | $944965.46         | Agency Debentures and Agency Strips |
| FMAC          | 2029-07-17      | 4.2500%  |  | $1845000.00        | $1871442.64        | Agency Debentures and Agency Strips |
| FHLB          | 2039-09-20      | 4.5000%  |  | $4905000.00        | $4661221.50        | Agency Debentures and Agency Strips |
| FHLB          | 2044-10-21      | 5.8750%  |  | $5000000.00        | $5033462.08        | Agency Debentures and Agency Strips |
| FCSB          | 2030-10-15      | 1.2600%  |  | $501000.00         | $436480.22         | Agency Debentures and Agency Strips |
| FHLB          | 2031-03-14      | 1.5000%  |  | $30000.00          | $26335.88          | Agency Debentures and Agency Strips |
| FNMA          | 2026-09-24      | 1.8750%  |  | $990000.00         | $970608.87         | Agency Debentures and Agency Strips |
| FHLB          | 2025-07-23      | 0.0000%  |  | $75000000.00       | $74814675.00       | Agency Debentures and Agency Strips |
| FHLB          | 2036-07-15      | 5.5000%  |  | $19990000.00       | $22205158.53       | Agency Debentures and Agency Strips |
| FHLB          | 2026-03-10      | 0.8000%  |  | $1000000.00        | $979976.44         | Agency Debentures and Agency Strips |
| FCSB          | 2026-07-30      | 5.0000%  |  | $30000.00          | $30947.32          | Agency Debentures and Agency Strips |
| FCSB          | 2028-06-29      | 0.9500%  |  | $1000000.00        | $919396.39         | Agency Debentures and Agency Strips |
| FHLB          | 2045-03-24      | 5.4500%  |  | $14990000.00       | $14994576.95       | Agency Debentures and Agency Strips |
| FCSB          | 2029-02-26      | 1.2000%  |  | $650000.00         | $592752.77         | Agency Debentures and Agency Strips |
| FMAC          | 2038-11-15      | 0.0000%  |  | $1000000.00        | $518924.00         | Agency Debentures and Agency Strips |
| FHLB          | 2025-09-19      | 0.0000%  |  | $92800000.00       | $91933248.00       | Agency Debentures and Agency Strips |
| FCSB          | 2027-01-27      | 0.6000%  |  | $15000000.00       | $14299785.00       | Agency Debentures and Agency Strips |
| FHLB          | 2025-12-22      | 1.3750%  |  | $600000.00         | $591846.33         | Agency Debentures and Agency Strips |
| FCSB          | 2028-12-20      | 2.8200%  |  | $198000.00         | $191750.59         | Agency Debentures and Agency Strips |
| FMAC          | 2031-03-15      | 6.7500%  |  | $522000.00         | $604808.25         | Agency Debentures and Agency Strips |
| FCSB          | 2029-12-18      | 2.2500%  |  | $250000.00         | $233617.50         | Agency Debentures and Agency Strips |
| FHLB          | 2039-12-20      | 5.1000%  |  | $9890000.00        | $9715359.08        | Agency Debentures and Agency Strips |
| FHLB          | 2027-12-10      | 4.2500%  |  | $35000.00          | $35436.17          | Agency Debentures and Agency Strips |
| FHLB          | 2025-07-16      | 0.0000%  |  | $99660000.00       | $99492371.88       | Agency Debentures and Agency Strips |
| FMAC          | 2032-07-15      | 6.2500%  |  | $540000.00         | $626049.99         | Agency Debentures and Agency Strips |
| FHLB          | 2044-11-08      | 5.7800%  |  | $490000.00         | $489902.93         | Agency Debentures and Agency Strips |
| FCSB          | 2030-01-08      | 4.5000%  |  | $1482000.00        | $1551151.60        | Agency Debentures and Agency Strips |
| FHLB          | 2027-09-10      | 4.1250%  |  | $360000.00         | $366628.02         | Agency Debentures and Agency Strips |
| FHLB          | 2040-06-08      | 2.1700%  |  | $5000000.00        | $3446775.56        | Agency Debentures and Agency Strips |
| FCSB          | 2030-02-19      | 2.0800%  |  | $100000.00         | $93037.59          | Agency Debentures and Agency Strips |
| USTR          | 2028-07-15      | 0.7500%  |  | $37918600.00       | $47983266.04       | U.S. Treasuries (including strips)  |
| FCSB          | 2026-08-14      | 4.5000%  |  | $950000.00         | $971635.30         | Agency Debentures and Agency Strips |
| FHLB          | 2029-02-23      | 2.7000%  |  | $500000.00         | $485544.50         | Agency Debentures and Agency Strips |
| FHLB          | 2027-04-09      | 4.7500%  |  | $100000.00         | $102727.85         | Agency Debentures and Agency Strips |
| FCSB          | 2044-01-08      | 5.9400%  |  | $2000000.00        | $2044898.00        | Agency Debentures and Agency Strips |
| FHLB          | 2039-11-22      | 5.1250%  |  | $4760000.00        | $4701260.28        | Agency Debentures and Agency Strips |
| FCSB          | 2027-09-29      | 1.0700%  |  | $20000000.00       | $18923014.44       | Agency Debentures and Agency Strips |
| FHLB          | 2040-02-27      | 5.2400%  |  | $6665000.00        | $6796509.34        | Agency Debentures and Agency Strips |
| FHLB          | 2037-09-28      | 5.2000%  |  | $3675000.00        | $3659318.37        | Agency Debentures and Agency Strips |
| FCSB          | 2038-01-13      | 4.3750%  |  | $2576000.00        | $2523460.26        | Agency Debentures and Agency Strips |
| FHLB          | 2028-08-25      | 1.1100%  |  | $895000.00         | $823386.72         | Agency Debentures and Agency Strips |
| FHLB          | 2026-02-17      | 0.6250%  |  | $3500000.00        | $3430630.10        | Agency Debentures and Agency Strips |
| FHLB          | 2027-03-12      | 3.0000%  |  | $340000.00         | $338383.30         | Agency Debentures and Agency Strips |
| FCSB          | 2032-08-02      | 4.7300%  |  | $2000000.00        | $2015619.11        | Agency Debentures and Agency Strips |
| FCSB          | 2026-10-27      | 1.1600%  |  | $25000000.00       | $24169275.00       | Agency Debentures and Agency Strips |
| FHLB          | 2045-04-10      | 5.8700%  |  | $8515000.00        | $8565165.65        | Agency Debentures and Agency Strips |
| FHLB          | 2030-02-22      | 1.4300%  |  | $100000.00         | $89852.64          | Agency Debentures and Agency Strips |
| FHLB          | 2035-02-14      | 5.1000%  |  | $5625000.00        | $5839603.13        | Agency Debentures and Agency Strips |
| FCSB          | 2042-04-28      | 4.8500%  |  | $17400000.00       | $16369272.33       | Agency Debentures and Agency Strips |

## N-MFP: Signatures

**Registrant:** CITY NATIONAL ROCHDALE FUNDS

**Date:** 2024-08-07

**By:** Andrew Metzger

**Name of Signing Officer:** Andrew Metzger

**Title of Signing Officer:** Treasurer