# EDGAR Filing Document

**Accession Number:** 0001026977
**File Stem:** 0001752724-25-132186
**Filing Date:** 2025-6
**Character Count:** 114833
**Document Hash:** 2fc140b24fed08c4687190b87f60bb59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-132186.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001752724-25-132186

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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):** 2025-05-31

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

**CIK Number of Registrant:** 0001026977

**LEI of Registrant:** 549300QMC7FYNN5LU818

**Name of Series:** CNR GOVERNMENT MM

**LEI of Series:** 549300QMC7FYNN5LU818

**EDGAR Series Identifier:** S000005833

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 18 days

- **WAL:** 80 days

- **Total Value of Portfolio Securities:** $7882380125.21

- **Amortized Cost of Portfolio Securities:** $7882357137.55

- **Cash:** $0.95

- **Total Other Assets:** $7774993.39

- **Total Liabilities:** $24747639.77

- **Net Assets of Series:** $7865384492.12

- **Number of Shares Outstanding (Series):** 7865358764.9900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $2024161607.65            | $5183927941.03             | 29.8400%                  | 76.4200%                   |
| 2025-05-02 | $2038208839.95            | $5281129716.20             | 29.6200%                  | 76.7500%                   |
| 2025-05-05 | $2071350536.91            | $5225626439.83             | 30.3400%                  | 76.5500%                   |
| 2025-05-06 | $2451386031.43            | $5173517917.55             | 36.1900%                  | 76.3900%                   |
| 2025-05-07 | $2170504485.04            | $5490474783.17             | 30.6100%                  | 77.4400%                   |
| 2025-05-08 | $2639575249.87            | $5545018741.39             | 36.9500%                  | 77.6200%                   |
| 2025-05-09 | $2185646015.88            | $5142624966.25             | 32.4200%                  | 76.2800%                   |
| 2025-05-12 | $2185858312.48            | $5338603998.85             | 32.2000%                  | 78.6300%                   |
| 2025-05-13 | $2386929078.05            | $5451850995.12             | 34.5800%                  | 78.9800%                   |
| 2025-05-14 | $2161999843.42            | $5163783874.19             | 31.5100%                  | 75.2500%                   |
| 2025-05-15 | $2510058858.64            | $5122718187.19             | 36.8000%                  | 75.1000%                   |
| 2025-05-16 | $2425284585.09            | $5195860268.47             | 35.1800%                  | 75.3600%                   |
| 2025-05-19 | $2417567397.47            | $5228342931.46             | 35.0500%                  | 75.8000%                   |
| 2025-05-20 | $2369661668.72            | $5279924889.68             | 33.6200%                  | 74.9100%                   |
| 2025-05-21 | $2367755939.62            | $5091348697.57             | 33.0900%                  | 71.1400%                   |
| 2025-05-22 | $2539838166.24            | $5020263821.13             | 35.8400%                  | 70.8500%                   |
| 2025-05-23 | $2590653813.21            | $5170652673.78             | 36.3000%                  | 72.4500%                   |
| 2025-05-27 | $2481123963.95            | $5409691072.40             | 35.3000%                  | 76.9600%                   |
| 2025-05-28 | $2474229635.21            | $5509091012.11             | 34.7100%                  | 77.2700%                   |
| 2025-05-29 | $2587206575.15            | $5515075683.50             | 36.2600%                  | 77.2900%                   |
| 2025-05-30 | $2736272268.34            | $6269388261.20             | 34.6800%                  | 79.4600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3200%             |
| 2025-05-02 | 4.3200%             |
| 2025-05-05 | 4.3200%             |
| 2025-05-06 | 4.3200%             |
| 2025-05-07 | 4.3100%             |
| 2025-05-08 | 4.3100%             |
| 2025-05-09 | 4.3100%             |
| 2025-05-12 | 4.3100%             |
| 2025-05-13 | 4.3100%             |
| 2025-05-14 | 4.3100%             |
| 2025-05-15 | 4.3100%             |
| 2025-05-16 | 4.3100%             |
| 2025-05-19 | 4.3100%             |
| 2025-05-20 | 4.3100%             |
| 2025-05-21 | 4.3100%             |
| 2025-05-22 | 4.3100%             |
| 2025-05-23 | 4.3000%             |
| 2025-05-27 | 4.2800%             |
| 2025-05-28 | 4.2800%             |
| 2025-05-29 | 4.2900%             |
| 2025-05-30 | 4.2900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0000                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0000                      |
|  |  |
| 2025-05-06 | 1.0000                      |
|  |  |
| 2025-05-07 | 1.0000                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: CLASS N

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9935.05

- **Number of Shares Outstanding:** 9935.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $29.93                    | $0.00                   |
| 2025-05-02 | $0.00                     | $0.00                   |
| 2025-05-05 | $0.00                     | $0.00                   |
| 2025-05-06 | $0.00                     | $0.00                   |
| 2025-05-07 | $0.00                     | $0.00                   |
| 2025-05-08 | $0.00                     | $0.00                   |
| 2025-05-09 | $0.00                     | $0.00                   |
| 2025-05-12 | $0.00                     | $0.00                   |
| 2025-05-13 | $0.00                     | $0.00                   |
| 2025-05-14 | $0.00                     | $0.00                   |
| 2025-05-15 | $0.00                     | $0.00                   |
| 2025-05-16 | $0.00                     | $0.00                   |
| 2025-05-19 | $0.00                     | $0.00                   |
| 2025-05-20 | $0.00                     | $0.00                   |
| 2025-05-21 | $0.00                     | $0.00                   |
| 2025-05-22 | $0.00                     | $0.00                   |
| 2025-05-23 | $0.00                     | $0.00                   |
| 2025-05-27 | $0.00                     | $0.00                   |
| 2025-05-28 | $0.00                     | $0.00                   |
| 2025-05-29 | $0.00                     | $0.00                   |
| 2025-05-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $29.93

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.6600%           |
| 2025-05-02 | 3.6600%           |
| 2025-05-05 | 3.6700%           |
| 2025-05-06 | 3.6700%           |
| 2025-05-07 | 3.6500%           |
| 2025-05-08 | 3.6500%           |
| 2025-05-09 | 3.6500%           |
| 2025-05-12 | 3.6500%           |
| 2025-05-13 | 3.6500%           |
| 2025-05-14 | 3.6500%           |
| 2025-05-15 | 3.6500%           |
| 2025-05-16 | 3.6500%           |
| 2025-05-19 | 3.6500%           |
| 2025-05-20 | 3.6500%           |
| 2025-05-21 | 3.6500%           |
| 2025-05-22 | 3.6500%           |
| 2025-05-23 | 3.6400%           |
| 2025-05-27 | 3.6200%           |
| 2025-05-28 | 3.6200%           |
| 2025-05-29 | 3.6200%           |
| 2025-05-30 | 3.6300%           |

**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:** $1600455493.78

- **Number of Shares Outstanding:** 1600450921.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $0.00                     | $12535656.21            |
| 2025-05-02 | $0.00                     | $14245988.32            |
| 2025-05-05 | $23723304.34              | $0.00                   |
| 2025-05-06 | $18510181.04              | $0.00                   |
| 2025-05-07 | $287999.19                | $0.00                   |
| 2025-05-08 | $0.00                     | $19943461.63            |
| 2025-05-09 | $0.00                     | $6458205.19             |
| 2025-05-12 | $25659406.78              | $0.00                   |
| 2025-05-13 | $38349269.01              | $0.00                   |
| 2025-05-14 | $16861346.90              | $0.00                   |
| 2025-05-15 | $0.00                     | $78749918.79            |
| 2025-05-16 | $40000000.00              | $11512901.87            |
| 2025-05-19 | $48685607.79              | $0.00                   |
| 2025-05-20 | $21469514.85              | $0.00                   |
| 2025-05-21 | $0.00                     | $6563918.36             |
| 2025-05-22 | $0.00                     | $5511282.60             |
| 2025-05-23 | $0.00                     | $16680908.25            |
| 2025-05-27 | $0.00                     | $5601011.09             |
| 2025-05-28 | $18857649.66              | $0.00                   |
| 2025-05-29 | $11861234.92              | $0.00                   |
| 2025-05-30 | $331426570.10             | $0.00                   |

**Total Gross Subscriptions (Month):** $595692084.58

**Total Gross Redemptions (Month):** $177803252.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.5300%           |
| 2025-05-02 | 3.5300%           |
| 2025-05-05 | 3.5300%           |
| 2025-05-06 | 3.5300%           |
| 2025-05-07 | 3.5200%           |
| 2025-05-08 | 3.5100%           |
| 2025-05-09 | 3.5100%           |
| 2025-05-12 | 3.5100%           |
| 2025-05-13 | 3.5100%           |
| 2025-05-14 | 3.5100%           |
| 2025-05-15 | 3.5100%           |
| 2025-05-16 | 3.5100%           |
| 2025-05-19 | 3.5100%           |
| 2025-05-20 | 3.5100%           |
| 2025-05-21 | 3.5100%           |
| 2025-05-22 | 3.5100%           |
| 2025-05-23 | 3.5100%           |
| 2025-05-27 | 3.4900%           |
| 2025-05-28 | 3.4900%           |
| 2025-05-29 | 3.4900%           |
| 2025-05-30 | 3.5000%           |

**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:** $6264919063.29

- **Number of Shares Outstanding:** 6264897909.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0000          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0000          |
|  |  |
| 2025-05-06 | 1.0000          |
|  |  |
| 2025-05-07 | 1.0000          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $127706729.96             | $88240927.37            |
| 2025-05-02 | $141346652.03             | $30458479.31            |
| 2025-05-05 | $7009617.74               | $87926073.10            |
| 2025-05-06 | $0.00                     | $70639387.87            |
| 2025-05-07 | $20895739.01              | $3295109.54             |
| 2025-05-08 | $0.00                     | $82472728.21            |
| 2025-05-09 | $58239745.55              | $1007102.27             |
| 2025-05-12 | $52300160.21              | $32695581.91            |
| 2025-05-13 | $74308711.41              | $0.00                   |
| 2025-05-14 | $7385429.30               | $65549898.23            |
| 2025-05-15 | $60725796.19              | $23592384.72            |
| 2025-05-16 | $83584144.66              | $39475293.18            |
| 2025-05-19 | $1413.31                  | $48052834.65            |
| 2025-05-20 | $127903304.12             | $0.00                   |
| 2025-05-21 | $147453512.98             | $33211243.24            |
| 2025-05-22 | $20198548.50              | $86309979.31            |
| 2025-05-23 | $85534225.33              | $18309021.75            |
| 2025-05-27 | $0.00                     | $105269929.55           |
| 2025-05-28 | $79954628.92              | $0.00                   |
| 2025-05-29 | $33691625.29              | $40166726.37            |
| 2025-05-30 | $422268708.15             | $0.00                   |

**Total Gross Subscriptions (Month):** $1550508692.66

**Total Gross Redemptions (Month):** $856672700.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9800%           |
| 2025-05-02 | 3.9800%           |
| 2025-05-05 | 3.9800%           |
| 2025-05-06 | 3.9800%           |
| 2025-05-07 | 3.9600%           |
| 2025-05-08 | 3.9600%           |
| 2025-05-09 | 3.9600%           |
| 2025-05-12 | 3.9600%           |
| 2025-05-13 | 3.9600%           |
| 2025-05-14 | 3.9600%           |
| 2025-05-15 | 3.9600%           |
| 2025-05-16 | 3.9600%           |
| 2025-05-19 | 3.9600%           |
| 2025-05-20 | 3.9600%           |
| 2025-05-21 | 3.9600%           |
| 2025-05-22 | 3.9600%           |
| 2025-05-23 | 3.9500%           |
| 2025-05-27 | 3.9400%           |
| 2025-05-28 | 3.9400%           |
| 2025-05-29 | 3.9400%           |
| 2025-05-30 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 79.4800%         | 79.4800%             |
| Depository institution or other banking institution |  | 20.3000%         | 20.3000%             |

## 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):** $100015121.00
- **C.18.a - Value (excl. sponsor support):** $100015121.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: 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):** $99036500.00
- **C.18.a - Value (excl. sponsor support):** $99036500.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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? No, C.23 Categorized at Level 3? No

### Security 3: 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):** $27846832.16
- **C.18.a - Value (excl. sponsor support):** $27846832.16
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 4: 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):** $99383139.00
- **C.18.a - Value (excl. sponsor support):** $99383139.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 5: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/24/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HG4, C.4 - ISIN: US313385HG49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99707986.00
- **C.18.a - Value (excl. sponsor support):** $99707986.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-06-24
- **C.12 - Maturity Date (WAL):** 2025-06-24
- **C.13 - Final Legal Maturity Date:** 2025-06-24
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: FNMA Float 11/20/26

- **C.1 - Title:** FANNIE MAE VARIABLE RATE 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $54055622.70
- **C.18.a - Value (excl. sponsor support):** $54055622.70
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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):** $99290028.00
- **C.18.a - Value (excl. sponsor support):** $99290028.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 8: 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):** $99511167.00
- **C.18.a - Value (excl. sponsor support):** $99511167.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 9: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/27/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HK5, C.4 - ISIN: US313385HK50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24918236.00
- **C.18.a - Value (excl. sponsor support):** $24918236.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-06-27
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: 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):** $198993562.00
- **C.18.a - Value (excl. sponsor support):** $198993562.00
- **C.19 - Percentage of Net Assets:** 2.5300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 11: BARCLAY TERM REPO

- **C.1 - Title:** BARCLAY TERM  REPURCHASE AGREEMENT REPURCHASE AGREEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BARCLT241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2034-02-15      | 4.0000%  |  | $206908800.00      | $204000016.71      | U.S. Treasuries (including strips) |

### Security 12: 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):** $74668291.50
- **C.18.a - Value (excl. sponsor support):** $74668291.50
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 13: FREDN 06/09/25

- **C.1 - Title:** FREDDIE MAC DISCOUNT NT ZERO COUPON 06/09/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313397GR6, C.4 - ISIN: US313397GR68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155618016.25
- **C.18.a - Value (excl. sponsor support):** $155618016.25
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-06-09
- **C.12 - Maturity Date (WAL):** 2025-06-09
- **C.13 - Final Legal Maturity Date:** 2025-06-09
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: FFCB Float 07/09/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 07/09/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100009218.00
- **C.18.a - Value (excl. sponsor support):** $100009218.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: B 06/05/25

- **C.1 - Title:** TREASURY BILL 0.000000% 06/05/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NP8, C.4 - ISIN: US912797NP82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99964854.00
- **C.18.a - Value (excl. sponsor support):** $99964854.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-05
- **C.12 - Maturity Date (WAL):** 2025-06-05
- **C.13 - Final Legal Maturity Date:** 2025-06-05
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: FFCB Float 11/18/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 11/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214995164.65
- **C.18.a - Value (excl. sponsor support):** $214995164.65
- **C.19 - Percentage of Net Assets:** 2.7300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FFCB Float 09/16/26

- **C.1 - Title:** FEDERAL FARM CREDIT BANK VARIABLE RATE 09/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100049757.00
- **C.18.a - Value (excl. sponsor support):** $100049757.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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):** $149985265.50
- **C.18.a - Value (excl. sponsor support):** $149985265.50
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: 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):** $265000000.00
- **C.18.a - Value (excl. sponsor support):** $265000000.00
- **C.19 - Percentage of Net Assets:** 3.3700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: NR; MoodysCreditRating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: B 06/10/25

- **C.1 - Title:** TREASURY BILL 0.000000% 06/10/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PR2, C.4 - ISIN: US912797PR21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99906500.00
- **C.18.a - Value (excl. sponsor support):** $99906500.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-10
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HH2, C.4 - ISIN: US313385HH22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $324012994.50
- **C.18.a - Value (excl. sponsor support):** $324012994.50
- **C.19 - Percentage of Net Assets:** 4.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-06-25
- **C.12 - Maturity Date (WAL):** 2025-06-25
- **C.13 - Final Legal Maturity Date:** 2025-06-25
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 09/17/2025
- **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):** $98721250.00
- **C.18.a - Value (excl. sponsor support):** $98721250.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 23: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385GT7, C.4 - ISIN: US313385GT78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $314558473.95
- **C.18.a - Value (excl. sponsor support):** $314558473.95
- **C.19 - Percentage of Net Assets:** 4.0000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-06-11
- **C.12 - Maturity Date (WAL):** 2025-06-11
- **C.13 - Final Legal Maturity Date:** 2025-06-11
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: 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):** $551720057.00
- **C.18.a - Value (excl. sponsor support):** $551720057.00
- **C.19 - Percentage of Net Assets:** 7.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** MoodysCreditRating: NR; SandPCreditRating: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/04/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385GL4, C.4 - ISIN: US313385GL43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $449737186.50
- **C.18.a - Value (excl. sponsor support):** $449737186.50
- **C.19 - Percentage of Net Assets:** 5.7200%
- **C.17 - Yield as of Reporting Date:** 3.1700%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-04
- **C.13 - Final Legal Maturity Date:** 2025-06-04
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/17/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385GZ3, C.4 - ISIN: US313385GZ39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99789750.00
- **C.18.a - Value (excl. sponsor support):** $99789750.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-06-17
- **C.12 - Maturity Date (WAL):** 2025-06-17
- **C.13 - Final Legal Maturity Date:** 2025-06-17
- **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 27: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/18/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HA7, C.4 - ISIN: US313385HA78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149667103.50
- **C.18.a - Value (excl. sponsor support):** $149667103.50
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-18
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **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 28: BARCLAY MBS REPO

- **C.1 - Title:** BARCLAY MBS  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: BARCLM241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2029-08-31      | 3.6250%  |  | $102486500.00      | $102000098.56      | U.S. Treasuries (including strips) |

### Security 29: 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):** $247796875.00
- **C.18.a - Value (excl. sponsor support):** $247796875.00
- **C.19 - Percentage of Net Assets:** 3.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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? No, C.23 Categorized at Level 3? No

### Security 30: BARCLAY TRI-PARTY REPO

- **C.1 - Title:** BARCLAY TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BARCLY241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 3.8100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2032-05-15      | 2.8750%  |  | $332151700.00      | $306000026.53      | U.S. Treasuries (including strips) |

### Security 31: 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:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** MoodysCreditRating: AAA; SandPCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA          | 2052-08-01      | 4.5000%  |  | $1280.00           | $987.67            | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 5.0000%  |  | $2000.00           | $1428.27           | Agency Debentures and Agency Strips |
| FNMA          | 2028-11-01      | 3.5000%  |  | $23308.00          | $974.90            | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.5000%  |  | $2000.00           | $353.63            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.0000%  |  | $1011540.00        | $1025139.80        | Agency Debentures and Agency Strips |
| FNMA          | 2026-03-01      | 4.0000%  |  | $4993.00           | $22.57             | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $464149.00         | $431429.69         | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 4.5000%  |  | $3192.00           | $2821.24           | Agency Debentures and Agency Strips |
| FNMA          | 2046-11-01      | 4.5000%  |  | $10000.00          | $4455.35           | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  |  | $2572.00           | $2507.50           | Agency Debentures and Agency Strips |
| FMAC          | 2049-07-01      | 3.5000%  |  | $1000.00           | $548.80            | Agency Debentures and Agency Strips |
| USTR          | 2044-08-15      | 4.1250%  |  | $126200.00         | $114871.76         | U.S. Treasuries (including strips)  |
| FMAC          | 2050-07-01      | 2.0000%  |  | $3170.00           | $1641.95           | Agency Debentures and Agency Strips |
| FNMA          | 2043-04-01      | 3.5000%  |  | $1998.00           | $251.61            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1000.00           | $710.58            | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 2.5000%  |  | $2017.00           | $1620.46           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $1000.00           | $372.37            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  |  | $2037.00           | $1698.01           | Agency Debentures and Agency Strips |
| USTR          | 2030-01-31      | 4.2500%  |  | $991900.00         | $1017556.48        | U.S. Treasuries (including strips)  |
| USTR          | 2032-04-15      | 3.3750%  |  | $300000.00         | $598996.61         | U.S. Treasuries (including strips)  |
| FNMA          | 2053-05-01      | 5.0000%  |  | $210143.00         | $170972.10         | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 7.5000%  |  | $6001.00           | $4500.45           | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.5000%  |  | $82000.00          | $75576.41          | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.5000%  |  | $1000.00           | $171.57            | Agency Debentures and Agency Strips |
| USTR          | 2052-02-15      | 2.2500%  |  | $800000.00         | $481671.27         | U.S. Treasuries (including strips)  |
| FNMA          | 2054-09-01      | 6.5000%  |  | $1022.00           | $1032.97           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  |  | $2063.00           | $1650.50           | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.0000%  |  | $1000.00           | $179.38            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $2190633.00        | $1620666.12        | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 3.0000%  |  | $1000.00           | $715.35            | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 3.5000%  |  | $2000.00           | $688.43            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 5.5000%  |  | $1144.00           | $1074.61           | Agency Debentures and Agency Strips |
| FNMA          | 2041-01-01      | 2.0000%  |  | $2000.00           | $1135.56           | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.0000%  |  | $1000.00           | $843.79            | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 5.5000%  |  | $3251.00           | $2955.52           | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 3.5000%  |  | $1000.00           | $77.24             | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.5000%  |  | $1157.00           | $961.96            | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 2.0000%  |  | $1000.00           | $653.38            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $3040.00           | $2943.95           | Agency Debentures and Agency Strips |
| FNMA          | 2054-05-01      | 6.0000%  |  | $2096.00           | $1998.83           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $7000.00           | $6567.65           | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 6.0000%  |  | $1048.00           | $919.36            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 4.0000%  |  | $1000.00           | $870.92            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $1000.00           | $1022.01           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  |  | $6000.00           | $2732.60           | Agency Debentures and Agency Strips |
| FNMA          | 2048-05-01      | 3.5000%  |  | $26000.00          | $4835.32           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $4032.00           | $3006.32           | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 3.5000%  |  | $1000.00           | $106.18            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $1000.00           | $963.38            | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 2.5000%  |  | $5000.00           | $3100.67           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $1025.00           | $986.39            | Agency Debentures and Agency Strips |
| FNMA          | 2060-07-01      | 2.5000%  |  | $1088.00           | $517.63            | Agency Debentures and Agency Strips |
| FNMA          | 2048-09-01      | 3.0000%  |  | $15000.00          | $3846.93           | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.5000%  |  | $1000.00           | $378.02            | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  |  | $4000.00           | $2623.93           | Agency Debentures and Agency Strips |
| FNMA          | 2043-07-01      | 4.0000%  |  | $1001.00           | $165.76            | Agency Debentures and Agency Strips |
| FNMA          | 2046-06-01      | 3.5000%  |  | $1000.00           | $193.95            | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 3.5000%  |  | $1024.00           | $161.07            | Agency Debentures and Agency Strips |
| FNMA          | 2051-05-01      | 3.0000%  |  | $1000.00           | $465.60            | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.5000%  |  | $3024.00           | $2053.83           | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 5.5000%  |  | $1036.00           | $900.15            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 5.0000%  |  | $1000.00           | $766.86            | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 5.5000%  |  | $1284.00           | $1246.91           | Agency Debentures and Agency Strips |
| USTR          | 2054-02-15      | 4.2500%  |  | $859000.00         | $777887.16         | U.S. Treasuries (including strips)  |
| FNMA          | 2055-05-01      | 6.0000%  |  | $2016.00           | $2080.23           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 2.5000%  |  | $5055.00           | $4147.57           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.5000%  |  | $10558428.00       | $7915654.31        | Agency Debentures and Agency Strips |
| FMAC          | 2053-06-01      | 5.0000%  |  | $1000.00           | $948.27            | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 6.0000%  |  | $526051.00         | $469205.11         | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.0000%  |  | $5000.00           | $1913.11           | Agency Debentures and Agency Strips |
| FMAC          | 2053-02-01      | 5.0000%  |  | $4234494.00        | $3534254.48        | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $5000.00           | $4972.41           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $2000.00           | $1933.60           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  |  | $1014.00           | $1015.47           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  |  | $1016.00           | $1055.56           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 2.5000%  |  | $6030.00           | $4913.66           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.0000%  |  | $1059500.00        | $1071599.34        | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 5.5000%  |  | $280000.00         | $277012.61         | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.0000%  |  | $2048.00           | $1831.04           | Agency Debentures and Agency Strips |
| FNMA          | 2050-11-01      | 4.0000%  |  | $3000.00           | $931.74            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  |  | $2022.00           | $1871.94           | Agency Debentures and Agency Strips |
| FNMA          | 2030-10-01      | 8.0000%  |  | $2383.00           | $1.25              | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 5.5000%  |  | $42768711.00       | $39686375.02       | Agency Debentures and Agency Strips |
| FNMA          | 2042-12-01      | 3.0000%  |  | $1003.00           | $309.80            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.0000%  |  | $70000.00          | $68126.35          | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  |  | $8349239.00        | $8358768.02        | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.5000%  |  | $1032865.00        | $1075421.28        | Agency Debentures and Agency Strips |
| FMAC          | 2050-11-01      | 1.5000%  |  | $20637.00          | $11114.83          | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  |  | $34806.00          | $34730.38          | Agency Debentures and Agency Strips |
| FMAC          | 2031-09-01      | 1.5000%  |  | $5000.00           | $2347.95           | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 6.5000%  |  | $5120.00           | $4148.74           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $2010.00           | $1959.37           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 5.5000%  |  | $2157.00           | $2014.80           | Agency Debentures and Agency Strips |
| FNMA          | 2043-10-01      | 5.0000%  |  | $1111.00           | $52.24             | Agency Debentures and Agency Strips |
| FNMA          | 2055-06-01      | 5.5000%  |  | $1000.00           | $1004.19           | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.0000%  |  | $1008.00           | $764.72            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  |  | $5000.00           | $3054.67           | Agency Debentures and Agency Strips |
| FNMA          | 2029-01-01      | 4.0000%  |  | $5000.00           | $260.46            | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  |  | $1024.00           | $610.09            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $3000.00           | $2935.76           | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 5.5000%  |  | $24540839.00       | $20978049.42       | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 6.0000%  |  | $1197.00           | $980.83            | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 3.5000%  |  | $5718.00           | $401.15            | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 5.5000%  |  | $2107.00           | $1764.26           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  |  | $1000.00           | $641.83            | Agency Debentures and Agency Strips |
| FNMA          | 2032-05-01      | 3.5000%  |  | $1000.00           | $144.44            | Agency Debentures and Agency Strips |
| FNMA          | 2027-11-01      | 6.5000%  |  | $1998.00           | $14.42             | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  |  | $1008.00           | $615.59            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $435000.00         | $356828.37         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 4.5000%  |  | $2005.00           | $1478.15           | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  |  | $1102.00           | $804.77            | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.5000%  |  | $1000.00           | $715.99            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 3.0000%  |  | $2870.00           | $2473.24           | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.0000%  |  | $511424.00         | $466906.44         | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.5000%  |  | $1000.00           | $727.77            | Agency Debentures and Agency Strips |
| FNMA          | 2049-11-01      | 3.0000%  |  | $13000.00          | $3596.26           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $3072.00           | $2997.48           | Agency Debentures and Agency Strips |
| FNMA          | 2050-05-01      | 3.0000%  |  | $9000.00           | $3272.95           | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $315000.00         | $289402.78         | Agency Debentures and Agency Strips |
| FNMA          | 2052-01-01      | 2.5000%  |  | $2000.00           | $1272.50           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $1000.00           | $730.20            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  |  | $3000.00           | $1970.31           | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 4.0000%  |  | $2000.00           | $531.67            | Agency Debentures and Agency Strips |
| FNMA          | 2031-10-01      | 2.5000%  |  | $1000.00           | $127.90            | Agency Debentures and Agency Strips |
| FNMA          | 2041-10-01      | 5.0000%  |  | $1000.00           | $38.37             | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.5000%  |  | $1065.00           | $891.02            | Agency Debentures and Agency Strips |
| FNMA          | 2053-03-01      | 5.5000%  |  | $1512.00           | $1257.52           | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 5.5000%  |  | $9137747.00        | $8996249.53        | Agency Debentures and Agency Strips |
| USTR          | 2043-05-15      | 2.8750%  |  | $2137700.00        | $1615021.39        | U.S. Treasuries (including strips)  |
| FNMA          | 2043-08-01      | 3.5000%  |  | $7168.00           | $1018.87           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.5000%  |  | $4000.00           | $2403.29           | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.5000%  |  | $1000.00           | $1041.16           | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $2048.00           | $1753.46           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  |  | $1000.00           | $851.02            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $1000.00           | $866.11            | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 4.0000%  |  | $1000.00           | $742.64            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.0000%  |  | $1097.00           | $863.04            | Agency Debentures and Agency Strips |
| FNMA          | 2047-01-01      | 3.0000%  |  | $1000.00           | $227.38            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.0000%  |  | $4329.00           | $4226.79           | Agency Debentures and Agency Strips |
| FMAC          | 2031-11-01      | 1.5000%  |  | $1000.00           | $489.40            | Agency Debentures and Agency Strips |
| FNMA          | 2037-08-01      | 3.0000%  |  | $10000.00          | $3156.47           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.0000%  |  | $1000.00           | $362.04            | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 6.5000%  |  | $1020.00           | $764.62            | Agency Debentures and Agency Strips |
| FMAC          | 2054-09-01      | 6.0000%  |  | $1008.00           | $991.59            | Agency Debentures and Agency Strips |
| FNMA          | 2036-04-01      | 2.5000%  |  | $1000.00           | $420.60            | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 7.0000%  |  | $1000.00           | $978.95            | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 4.0000%  |  | $1000.00           | $155.95            | Agency Debentures and Agency Strips |
| FNMA          | 2045-02-01      | 3.5000%  |  | $1000.00           | $101.15            | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $3086.00           | $2568.49           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $1000.00           | $952.13            | Agency Debentures and Agency Strips |
| FNMA          | 2048-11-01      | 3.0000%  |  | $8000.00           | $4090.77           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 4.5000%  |  | $6144.00           | $4809.70           | Agency Debentures and Agency Strips |
| FNMA          | 2050-07-01      | 3.5000%  |  | $1001.00           | $424.62            | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.5000%  |  | $3000.00           | $1592.68           | Agency Debentures and Agency Strips |
| FNMA          | 2026-11-01      | 3.0000%  |  | $144954.00         | $1202.97           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $5000.00           | $4978.95           | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 4.0000%  |  | $1003.00           | $716.07            | Agency Debentures and Agency Strips |
| FNMA          | 2053-11-01      | 5.0000%  |  | $22000.00          | $19624.97          | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 6.5000%  |  | $1055.00           | $1068.09           | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 4.5000%  |  | $1097.00           | $907.69            | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.5000%  |  | $1008.00           | $907.03            | Agency Debentures and Agency Strips |
| FNMA          | 2054-02-01      | 5.0000%  |  | $1000.00           | $898.61            | Agency Debentures and Agency Strips |
| FNMA          | 2039-10-01      | 6.5000%  |  | $1008.00           | $373.08            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $5000.00           | $4964.66           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 6.0000%  |  | $392192.00         | $397530.52         | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $1001.00           | $1001.13           | Agency Debentures and Agency Strips |
| FNMA          | 2054-06-01      | 6.0000%  |  | $1353.00           | $1275.10           | Agency Debentures and Agency Strips |
| FNMA          | 2041-08-01      | 4.5000%  |  | $1003.00           | $286.03            | Agency Debentures and Agency Strips |
| FNMA          | 2054-03-01      | 5.5000%  |  | $500000.00         | $490465.07         | Agency Debentures and Agency Strips |
| FMAC          | 2052-06-01      | 3.5000%  |  | $31999.00          | $23850.30          | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 7.0000%  |  | $1002.00           | $1016.68           | Agency Debentures and Agency Strips |
| FNMA          | 2052-07-01      | 5.0000%  |  | $2000.00           | $1530.74           | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 6.0000%  |  | $1024.00           | $840.77            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 7.5000%  |  | $1000.00           | $906.20            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $66051.00          | $54424.89          | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 5.5000%  |  | $4040.00           | $3204.46           | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $4331.00           | $3031.88           | Agency Debentures and Agency Strips |
| FNMA          | 2047-04-01      | 4.0000%  |  | $6102.00           | $1235.30           | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.0000%  |  | $1030.00           | $827.38            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 5.5000%  |  | $900000.00         | $842813.14         | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $3000.00           | $2493.58           | Agency Debentures and Agency Strips |
| FNMA          | 2051-09-01      | 3.5000%  |  | $8000.00           | $4948.06           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 6.0000%  |  | $72154046.00       | $70595157.81       | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.5000%  |  | $4000.00           | $2206.85           | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 7.8330%  |  | $6605.00           | $46.39             | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $1000.00           | $1025.32           | Agency Debentures and Agency Strips |
| FNMA          | 2041-09-01      | 4.5000%  |  | $3755.00           | $59.46             | Agency Debentures and Agency Strips |
| FMAC          | 2055-05-01      | 6.0000%  |  | $1787707.00        | $1800242.35        | Agency Debentures and Agency Strips |
| USTR          | 2028-07-31      | 4.1250%  |  | $25000.00          | $25510.60          | U.S. Treasuries (including strips)  |
| USTR          | 2027-02-15      | 4.1250%  |  | $2000.00           | $2028.00           | U.S. Treasuries (including strips)  |
| FNMA          | 2052-06-01      | 3.5000%  |  | $1003.00           | $742.39            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.0000%  |  | $1000.00           | $908.25            | Agency Debentures and Agency Strips |
| FNMA          | 2052-08-01      | 4.0000%  |  | $1000.00           | $752.54            | Agency Debentures and Agency Strips |
| USTR          | 2044-11-15      | 4.6250%  |  | $1174100.00        | $1129927.06        | U.S. Treasuries (including strips)  |
| FNMA          | 2054-11-01      | 4.5000%  |  | $1000.00           | $935.37            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 6.0000%  |  | $2000.00           | $1817.00           | Agency Debentures and Agency Strips |
| FMAC          | 2042-07-01      | 3.0000%  |  | $2000.00           | $1442.90           | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  |  | $8000.00           | $3457.86           | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.5000%  |  | $1000.00           | $999.73            | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 3.5000%  |  | $1000.00           | $665.22            | Agency Debentures and Agency Strips |
| USTR          | 2028-01-15      | 4.2500%  |  | $345000.00         | $353484.74         | U.S. Treasuries (including strips)  |
| FNMA          | 2053-08-01      | 6.0000%  |  | $4096.00           | $3522.11           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 7.0000%  |  | $2016.00           | $1725.61           | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1235.00           | $1189.65           | Agency Debentures and Agency Strips |
| FNMA          | 2044-05-01      | 5.5000%  |  | $2452.00           | $1156.57           | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 3.5000%  |  | $2000.00           | $767.25            | Agency Debentures and Agency Strips |
| FMAC          | 2053-12-01      | 5.5000%  |  | $30000.00          | $26422.41          | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 4.5000%  |  | $4744.00           | $3660.62           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.0000%  |  | $4000.00           | $4076.45           | Agency Debentures and Agency Strips |
| FNMA          | 2052-11-01      | 5.0000%  |  | $10705998.00       | $8448423.61        | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.0000%  |  | $1095.00           | $898.46            | Agency Debentures and Agency Strips |
| FNMA          | 2053-10-01      | 6.5000%  |  | $2048.00           | $1842.19           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $1000.00           | $753.48            | Agency Debentures and Agency Strips |
| FMAC          | 2039-07-01      | 6.0000%  |  | $59000.00          | $43998.14          | Agency Debentures and Agency Strips |
| FNMA          | 2046-10-01      | 3.0000%  |  | $3840.00           | $788.33            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.0000%  |  | $336223.00         | $322879.17         | Agency Debentures and Agency Strips |
| FMAC          | 2036-11-01      | 2.0000%  |  | $1001.00           | $595.55            | Agency Debentures and Agency Strips |
| FNMA          | 2041-11-01      | 2.5000%  |  | $7000.00           | $4589.36           | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 3.5000%  |  | $2052395.00        | $1766320.20        | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  |  | $1000.00           | $636.67            | Agency Debentures and Agency Strips |
| FNMA          | 2055-02-01      | 5.5000%  |  | $2570.00           | $2541.67           | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.0000%  |  | $208422.00         | $199460.83         | Agency Debentures and Agency Strips |
| FMAC          | 2032-03-01      | 3.0000%  |  | $5000.00           | $863.32            | Agency Debentures and Agency Strips |
| FNMA          | 2034-10-01      | 3.5000%  |  | $3000.00           | $1129.26           | Agency Debentures and Agency Strips |
| FMAC          | 2054-02-01      | 6.0000%  |  | $1000.00           | $935.07            | Agency Debentures and Agency Strips |
| FMAC          | 2054-10-01      | 5.5000%  |  | $1000.00           | $965.81            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $431924.00         | $425972.70         | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.0000%  |  | $1308536.00        | $1265307.48        | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 3.5000%  |  | $2000.00           | $985.91            | Agency Debentures and Agency Strips |
| FNMA          | 2054-10-01      | 6.5000%  |  | $1000.00           | $1032.15           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $3000.00           | $2897.79           | Agency Debentures and Agency Strips |
| FNMA          | 2051-06-01      | 2.5000%  |  | $9000.00           | $4335.99           | Agency Debentures and Agency Strips |
| FNMA          | 2053-07-01      | 6.0000%  |  | $5000.00           | $4070.53           | Agency Debentures and Agency Strips |
| FNMA          | 2050-03-01      | 3.5000%  |  | $2000.00           | $544.15            | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 5.0000%  |  | $1000.00           | $875.45            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $1922.00           | $1866.54           | Agency Debentures and Agency Strips |
| FNMA          | 2050-08-01      | 2.5000%  |  | $4994.00           | $2411.74           | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.0000%  |  | $2071.00           | $2105.78           | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.0000%  |  | $1000.00           | $963.93            | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $1000.00           | $1002.28           | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.0000%  |  | $4000.00           | $2635.48           | Agency Debentures and Agency Strips |
| FNMA          | 2053-01-01      | 6.0000%  |  | $5150.00           | $4422.80           | Agency Debentures and Agency Strips |
| FNMA          | 2053-06-01      | 4.0000%  |  | $5000.00           | $4145.46           | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 4.5000%  |  | $844490.00         | $793684.53         | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 2.5000%  |  | $3000.00           | $1369.53           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 2.0000%  |  | $1000.00           | $665.84            | Agency Debentures and Agency Strips |
| USTR          | 2025-06-17      | 0.0000%  |  | $437700.00         | $436928.77         | U.S. Treasuries (including strips)  |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1077.00           | $1051.55           | Agency Debentures and Agency Strips |
| FNMA          | 2051-03-01      | 2.5000%  |  | $1000.00           | $539.34            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.5000%  |  | $1000.00           | $987.11            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 3.5000%  |  | $1330.00           | $687.09            | Agency Debentures and Agency Strips |
| FNMA          | 2043-01-01      | 3.0000%  |  | $1000.00           | $144.06            | Agency Debentures and Agency Strips |
| FNMA          | 2052-09-01      | 5.0000%  |  | $1000.00           | $773.35            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 4.5000%  |  | $1000.00           | $843.14            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $1338.00           | $1150.58           | Agency Debentures and Agency Strips |
| FMAC          | 2055-01-01      | 5.5000%  |  | $4844802.00        | $4653508.50        | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  |  | $2000.00           | $1669.17           | Agency Debentures and Agency Strips |
| FNMA          | 2052-02-01      | 4.0000%  |  | $1002.00           | $634.40            | Agency Debentures and Agency Strips |
| FNMA          | 2051-04-01      | 2.5000%  |  | $2000.00           | $1281.50           | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 4.5000%  |  | $307388.00         | $288569.94         | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 3.0000%  |  | $1000.00           | $726.92            | Agency Debentures and Agency Strips |
| FNMA          | 2054-08-01      | 6.0000%  |  | $1067.00           | $1031.47           | Agency Debentures and Agency Strips |
| FNMA          | 2045-11-01      | 3.5000%  |  | $2048.00           | $506.89            | Agency Debentures and Agency Strips |
| FMAC          | 2044-02-01      | 6.0000%  |  | $1000.00           | $716.35            | Agency Debentures and Agency Strips |
| FNMA          | 2042-10-01      | 3.5000%  |  | $1000.00           | $115.95            | Agency Debentures and Agency Strips |
| FNMA          | 2062-10-01      | 2.5000%  |  | $4480.00           | $3399.80           | Agency Debentures and Agency Strips |
| FNMA          | 2051-07-01      | 2.5000%  |  | $2000.00           | $1202.99           | Agency Debentures and Agency Strips |
| USTR          | 2053-11-15      | 4.7500%  |  | $2500.00           | $2431.16           | U.S. Treasuries (including strips)  |
| FNMA          | 2055-02-01      | 5.0000%  |  | $1000.00           | $967.75            | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $1000.00           | $866.36            | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.5000%  |  | $1000.00           | $144.16            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 2.5000%  |  | $3000.00           | $1178.96           | Agency Debentures and Agency Strips |
| FNMA          | 2042-08-01      | 4.0000%  |  | $1001.00           | $765.28            | Agency Debentures and Agency Strips |
| FMAC          | 2051-05-01      | 2.0000%  |  | $1000.00           | $593.66            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 6.0000%  |  | $137811.00         | $138695.23         | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.0000%  |  | $1000.00           | $372.34            | Agency Debentures and Agency Strips |
| FNMA          | 2034-01-01      | 4.5000%  |  | $1000.00           | $65.96             | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.5000%  |  | $5000.00           | $3675.14           | Agency Debentures and Agency Strips |
| FNMA          | 2041-02-01      | 5.0000%  |  | $1999.00           | $130.28            | Agency Debentures and Agency Strips |
| FNMA          | 2043-05-01      | 3.0000%  |  | $1001.00           | $281.38            | Agency Debentures and Agency Strips |
| FNMA          | 2047-05-01      | 3.5000%  |  | $1006.00           | $108.55            | Agency Debentures and Agency Strips |
| FNMA          | 2051-12-01      | 2.5000%  |  | $5001.00           | $3423.56           | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 7.0000%  |  | $5000.00           | $3973.93           | Agency Debentures and Agency Strips |
| FNMA          | 2052-12-01      | 6.0000%  |  | $1003.00           | $853.08            | Agency Debentures and Agency Strips |
| FNMA          | 2028-12-01      | 3.5000%  |  | $1989.00           | $76.53             | Agency Debentures and Agency Strips |
| FNMA          | 2041-12-01      | 3.5000%  |  | $2000.00           | $135.81            | Agency Debentures and Agency Strips |
| FMAC          | 2053-01-01      | 5.5000%  |  | $1008.00           | $745.90            | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 5.5000%  |  | $1000.00           | $962.72            | Agency Debentures and Agency Strips |
| FMAC          | 2036-01-01      | 3.5000%  |  | $1000.00           | $388.66            | Agency Debentures and Agency Strips |
| FNMA          | 2050-09-01      | 3.0000%  |  | $3999.00           | $962.86            | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.0000%  |  | $1000.00           | $616.07            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 5.0000%  |  | $1103.00           | $1067.49           | Agency Debentures and Agency Strips |
| FNMA          | 2033-05-01      | 5.0000%  |  | $1001.00           | $6.96              | Agency Debentures and Agency Strips |
| FNMA          | 2053-05-01      | 5.5000%  |  | $2000.00           | $1687.47           | Agency Debentures and Agency Strips |
| FNMA          | 2033-07-01      | 4.5000%  |  | $1857.00           | $16.23             | Agency Debentures and Agency Strips |
| FMAC          | 2051-07-01      | 1.5000%  |  | $1024.00           | $734.86            | Agency Debentures and Agency Strips |
| FNMA          | 2042-04-01      | 4.0000%  |  | $1023.00           | $149.91            | Agency Debentures and Agency Strips |
| USTR          | 2025-09-23      | 0.0000%  |  | $92600.00          | $91373.61          | U.S. Treasuries (including strips)  |
| FNMA          | 2027-10-01      | 2.5000%  |  | $1000.00           | $35.05             | Agency Debentures and Agency Strips |
| FNMA          | 2050-01-01      | 3.5000%  |  | $14000.00          | $3758.74           | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 3.0000%  |  | $1374.00           | $973.35            | Agency Debentures and Agency Strips |
| FMAC          | 2035-01-01      | 6.0000%  |  | $166800.00         | $156068.54         | Agency Debentures and Agency Strips |
| FNMA          | 2027-08-01      | 4.0000%  |  | $5000.00           | $56.37             | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 5.5000%  |  | $1315.00           | $1129.74           | Agency Debentures and Agency Strips |
| FNMA          | 2042-01-01      | 3.5000%  |  | $1000.00           | $83.48             | Agency Debentures and Agency Strips |
| FMAC          | 2054-03-01      | 5.5000%  |  | $1000.00           | $912.12            | Agency Debentures and Agency Strips |
| FNMA          | 2030-05-01      | 2.5000%  |  | $1000.00           | $104.35            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 4.5000%  |  | $9827506.00        | $9254937.19        | Agency Debentures and Agency Strips |
| FNMA          | 2053-08-01      | 6.0000%  |  | $1135.00           | $1069.33           | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.0000%  |  | $2000.00           | $1364.03           | Agency Debentures and Agency Strips |

### Security 32: 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):** $149991732.00
- **C.18.a - Value (excl. sponsor support):** $149991732.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: AA+; MoodysCreditRating: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC          | 2053-03-01      | 6.0000%  |  | $1000.00           | $803.04            | Agency Debentures and Agency Strips |
| FNMA          | 2052-10-01      | 5.5000%  |  | $12000.00          | $10015.04          | Agency Debentures and Agency Strips |
| FMAC          | 2053-09-01      | 4.5000%  |  | $1000.00           | $865.11            | Agency Debentures and Agency Strips |
| FMAC          | 2050-03-01      | 3.0000%  |  | $1000.00           | $324.01            | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  |  | $2869573.00        | $2918120.73        | Agency Debentures and Agency Strips |
| FMAC          | 2053-04-01      | 5.0000%  |  | $1000.00           | $847.29            | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 3.5000%  |  | $1000.00           | $682.46            | Agency Debentures and Agency Strips |
| FNMA          | 2054-12-01      | 6.0000%  |  | $7811.00           | $7501.00           | Agency Debentures and Agency Strips |
| FMAC          | 2053-08-01      | 3.5000%  |  | $1000.00           | $808.89            | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  |  | $1000.00           | $1004.19           | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  |  | $1000.00           | $688.30            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 4.5000%  |  | $197000.00         | $154997.11         | Agency Debentures and Agency Strips |
| FNMA          | 2049-09-01      | 3.5000%  |  | $8916244.00        | $3071332.48        | Agency Debentures and Agency Strips |
| FMAC          | 2054-08-01      | 5.5000%  |  | $14041278.00       | $12913626.36       | Agency Debentures and Agency Strips |
| FNMA          | 2055-05-01      | 5.5000%  |  | $3037904.00        | $3040521.32        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 4.5000%  |  | $10245756.00       | $9614575.83        | Agency Debentures and Agency Strips |
| FMAC          | 2051-11-01      | 2.5000%  |  | $18301571.00       | $11402228.71       | Agency Debentures and Agency Strips |
| FMAC          | 2052-01-01      | 2.0000%  |  | $1000.00           | $680.37            | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.5000%  |  | $1992.00           | $1555.70           | Agency Debentures and Agency Strips |
| FMAC          | 2052-05-01      | 3.0000%  |  | $1000.00           | $713.46            | Agency Debentures and Agency Strips |
| FMAC          | 2055-02-01      | 5.5000%  |  | $141635.00         | $136582.25         | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1080.00           | $761.74            | Agency Debentures and Agency Strips |
| FMAC          | 2052-02-01      | 2.5000%  |  | $2000.00           | $1314.50           | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 4.0000%  |  | $1000.00           | $783.28            | Agency Debentures and Agency Strips |
| FMAC          | 2042-02-01      | 3.5000%  |  | $1000.00           | $59.59             | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.5000%  |  | $1000.00           | $144.16            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $1000.00           | $644.57            | Agency Debentures and Agency Strips |
| FMAC          | 2050-07-01      | 2.5000%  |  | $14000.00          | $4999.94           | Agency Debentures and Agency Strips |
| FMAC          | 2052-09-01      | 4.0000%  |  | $1000.00           | $785.69            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  |  | $1000.00           | $638.52            | Agency Debentures and Agency Strips |
| FNMA          | 2043-06-01      | 3.5000%  |  | $1000.00           | $153.35            | Agency Debentures and Agency Strips |
| USTR          | 2029-02-28      | 4.2500%  |  | $99200.00          | $101351.00         | U.S. Treasuries (including strips)  |
| FNMA          | 2052-02-01      | 2.0000%  |  | $1000.00           | $646.65            | Agency Debentures and Agency Strips |
| FMAC          | 2048-06-01      | 4.0000%  |  | $1000.00           | $196.45            | Agency Debentures and Agency Strips |
| FNMA          | 2053-04-01      | 5.0000%  |  | $1024.00           | $916.83            | Agency Debentures and Agency Strips |
| FMAC          | 2052-10-01      | 3.5000%  |  | $1000.00           | $773.99            | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 5.0000%  |  | $3160478.00        | $2858414.72        | Agency Debentures and Agency Strips |
| FMAC          | 2055-04-01      | 6.0000%  |  | $888166.00         | $886236.30         | Agency Debentures and Agency Strips |
| FMAC          | 2037-08-01      | 7.8330%  |  | $5480.00           | $38.49             | Agency Debentures and Agency Strips |
| FNMA          | 2055-04-01      | 6.0000%  |  | $3795337.00        | $3799668.63        | Agency Debentures and Agency Strips |
| FNMA          | 2052-06-01      | 5.0000%  |  | $1000.00           | $714.13            | Agency Debentures and Agency Strips |
| FMAC          | 2054-07-01      | 5.5000%  |  | $5140391.00        | $4708210.28        | Agency Debentures and Agency Strips |
| FNMA          | 2053-02-01      | 6.5000%  |  | $1000.00           | $661.79            | Agency Debentures and Agency Strips |
| FMAC          | 2055-03-01      | 5.5000%  |  | $8382001.00        | $8166100.89        | Agency Debentures and Agency Strips |
| FMAC          | 2053-05-01      | 5.5000%  |  | $100000.00         | $78464.61          | Agency Debentures and Agency Strips |
| FNMA          | 2055-03-01      | 5.5000%  |  | $1431104.00        | $1406259.64        | Agency Debentures and Agency Strips |
| USTR          | 2027-05-31      | 2.6250%  |  | $2447800.00        | $2418781.05        | U.S. Treasuries (including strips)  |
| FNMA          | 2046-12-01      | 3.5000%  |  | $1000.00           | $246.62            | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  |  | $1073.00           | $869.10            | Agency Debentures and Agency Strips |
| FNMA          | 2055-01-01      | 6.0000%  |  | $1002.00           | $1018.74           | Agency Debentures and Agency Strips |
| USTR          | 2030-01-31      | 4.2500%  |  | $2000.00           | $2051.73           | U.S. Treasuries (including strips)  |
| FNMA          | 2043-05-01      | 3.5000%  |  | $1000.00           | $121.27            | Agency Debentures and Agency Strips |
| FMAC          | 2051-12-01      | 2.5000%  |  | $8496985.00        | $5795996.45        | Agency Debentures and Agency Strips |
| FMAC          | 2052-08-01      | 5.5000%  |  | $1000.00           | $752.09            | Agency Debentures and Agency Strips |
| FNMA          | 2043-03-01      | 3.5000%  |  | $1000.00           | $275.06            | Agency Debentures and Agency Strips |
| FNMA          | 2051-10-01      | 2.5000%  |  | $32507.00          | $22756.25          | Agency Debentures and Agency Strips |
| FNMA          | 2052-03-01      | 2.5000%  |  | $1000.00           | $656.04            | Agency Debentures and Agency Strips |
| FMAC          | 2052-04-01      | 3.5000%  |  | $1000.00           | $722.27            | Agency Debentures and Agency Strips |
| USTR          | 2032-11-15      | 4.1250%  |  | $1748100.00        | $1742232.30        | U.S. Treasuries (including strips)  |
| FMAC          | 2042-06-01      | 4.0000%  |  | $44771742.00       | $4228178.25        | Agency Debentures and Agency Strips |
| FNMA          | 2051-08-01      | 2.5000%  |  | $11000.00          | $6717.78           | Agency Debentures and Agency Strips |
| FNMA          | 2038-11-01      | 6.0000%  |  | $9859122.00        | $226249.75         | Agency Debentures and Agency Strips |
| FMAC          | 2052-11-01      | 5.0000%  |  | $1024.00           | $810.66            | Agency Debentures and Agency Strips |
| USTR          | 2029-12-31      | 4.3750%  |  | $7563600.00        | $7828919.39        | U.S. Treasuries (including strips)  |
| FMAC          | 2049-09-01      | 3.0000%  |  | $1000.00           | $351.14            | Agency Debentures and Agency Strips |
| FMAC          | 2052-07-01      | 3.5000%  |  | $654486.00         | $489928.47         | Agency Debentures and Agency Strips |
| FNMA          | 2054-11-01      | 4.5000%  |  | $996254.00         | $931869.57         | Agency Debentures and Agency Strips |
| FNMA          | 2052-04-01      | 3.5000%  |  | $1001.00           | $585.25            | Agency Debentures and Agency Strips |
| FMAC          | 2052-03-01      | 3.5000%  |  | $1000.00           | $775.74            | Agency Debentures and Agency Strips |
| FNMA          | 2054-07-01      | 6.5000%  |  | $145128.00         | $137688.04         | Agency Debentures and Agency Strips |
| FNMA          | 2052-05-01      | 3.0000%  |  | $19000.00          | $13837.87          | Agency Debentures and Agency Strips |
| FMAC          | 2050-09-01      | 2.0000%  |  | $1000.00           | $499.54            | Agency Debentures and Agency Strips |
| FNMA          | 2051-02-01      | 3.0000%  |  | $3706329.00        | $2059287.77        | Agency Debentures and Agency Strips |
| FNMA          | 2054-09-01      | 6.0000%  |  | $348615.00         | $341829.39         | Agency Debentures and Agency Strips |
| FMAC          | 2039-03-01      | 7.0000%  |  | $2169.00           | $94.67             | Agency Debentures and Agency Strips |

### Security 34: B 06/03/25

- **C.1 - Title:** TREASURY BILL 0.000000% 06/03/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PL5, C.4 - ISIN: US912797PL50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $449947107.00
- **C.18.a - Value (excl. sponsor support):** $449947107.00
- **C.19 - Percentage of Net Assets:** 5.7200%
- **C.17 - Yield as of Reporting Date:** 2.8000%
- **C.11 - Maturity Date (WAM):** 2025-06-03
- **C.12 - Maturity Date (WAL):** 2025-06-03
- **C.13 - Final Legal Maturity Date:** 2025-06-03
- **C.10 - Ratings:** MoodysCreditRating: NA; SandPCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/06/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385GN0, C.4 - ISIN: US313385GN09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199836472.00
- **C.18.a - Value (excl. sponsor support):** $199836472.00
- **C.19 - Percentage of Net Assets:** 2.5400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-06
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **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 36: 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):** $99060000.00
- **C.18.a - Value (excl. sponsor support):** $99060000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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? No, C.23 Categorized at Level 3? No

### Security 37: 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):** $99995740.00
- **C.18.a - Value (excl. sponsor support):** $99995740.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** MoodysCreditRating: Aa1; SandPCreditRating: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANK *

- **C.1 - Title:** FED HOME LN DISCOUNT NT ZERO COUPON 06/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 313385HC3, C.4 - ISIN: US313385HC35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99754708.00
- **C.18.a - Value (excl. sponsor support):** $99754708.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-06-20
- **C.12 - Maturity Date (WAL):** 2025-06-20
- **C.13 - Final Legal Maturity Date:** 2025-06-20
- **C.10 - Ratings:** SandPCreditRating: NA; MoodysCreditRating: NA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 39: 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):** $347800250.00
- **C.18.a - Value (excl. sponsor support):** $347800250.00
- **C.19 - Percentage of Net Assets:** 4.4200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 40: 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):** $298733499.00
- **C.18.a - Value (excl. sponsor support):** $298733499.00
- **C.19 - Percentage of Net Assets:** 3.8000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 41: 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):** $149301666.00
- **C.18.a - Value (excl. sponsor support):** $149301666.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 42: GOLDMAN SACHS

- **C.1 - Title:** GOLDMAN SACHS TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: GOLDMN241, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 8.9000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-01
- **C.13 - Final Legal Maturity Date:** 2025-06-01
- **C.10 - Ratings:** SandPCreditRating: AAA; MoodysCreditRating: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| USTR          | 2044-02-15      | 3.6250%  |  | $1430000.00        | $1214123.43        | U.S. Treasuries (including strips)  |
| USTR          | 2028-01-31      | 3.5000%  |  | $18000000.00       | $18031329.45       | U.S. Treasuries (including strips)  |
| FHLB          | 2028-09-08      | 4.3750%  |  | $10000.00          | $10234.55          | Agency Debentures and Agency Strips |
| USTR          | 2029-06-30      | 4.2500%  |  | $376587200.00      | $387563397.70      | U.S. Treasuries (including strips)  |
| USTR          | 2026-12-15      | 4.3750%  |  | $298143000.00      | $305638888.35      | U.S. Treasuries (including strips)  |
| USTR          | 2028-09-30      | 4.6250%  |  | $1497200.00        | $1542129.43        | U.S. Treasuries (including strips)  |

## N-MFP: Signatures

**Registrant:** CITY NATIONAL ROCHDALE FUNDS

**Date:** 2024-08-07

**By:** Andrew Metzger

**Name of Signing Officer:** Andrew Metzger

**Title of Signing Officer:** Treasurer