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Form NPORT-P CITY NATIONAL ROCHDALE For: Mar 31

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May 27, 2022 12:35 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001026977
          XXXXXXXX
        
      
      
      
      
        S000039724
        C000133171
        C000123070
      
      
      
    
  
  
    
      City National Rochdale Funds
      811-07923
      0001026977
      549300QMC7FYNN5LU818
      400 NORTH ROXBURY DRIVE
      BEVERLY HILLS
      
      90210
      8007088881
      CITY NATIONAL ROCHDALE INTERMEDIATE FIXED INCOME FUND
      S000039724
      549300UGJ6X6Q0P5WR53
      2022-09-30
      2022-03-31
      N
    
    
      77715255.12
      88745.78
      77626509.34
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG Q10378
        3132HLM34
        
          
        
        50993.49000000
        PA
        USD
        51037.04000000
        0.065746921295
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2042-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
        N/A
        MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2012-C6 A4
        61761DAD4
        
          
        
        178359.13000000
        PA
        USD
        178398.96000000
        0.229817058008
        Long
        ABS-MBS
        
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          2.85800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER, S.A.
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA 2.746000% 05/28/2025
        05971KAE9
        
          
        
        2000000.00000000
        PA
        USD
        1951206.50000000
        2.513582687911
        Long
        DBT
        NUSS
        ES
        
        N
        
        2
        
          2025-05-28
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GINNIE MAE II POOL G2 4747
        36202FHY5
        
          
        
        9077.15000000
        PA
        USD
        9929.61000000
        0.012791519397
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2040-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORPORATION
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP 3.400000% 06/15/2029
        26441CBE4
        
          
        
        2020000.00000000
        PA
        USD
        2011523.70000000
        2.591284494308
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORPORATION
        549300EJG376EN5NQE29
        CVS HEALTH CORP 4.300000% 03/25/2028
        126650CX6
        
          
        
        854000.00000000
        PA
        USD
        894833.44000000
        1.152742082064
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 255814
        31371MDT1
        
          
        
        4594.20000000
        PA
        USD
        5033.39000000
        0.006484112248
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2035-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 253398
        31371JNP5
        
          
        
        496.54000000
        PA
        USD
        539.54000000
        0.000695046066
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2030-08-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        US TREASURY N/B 2.625000% 01/31/2026
        9128286A3
        
          
        
        5350000.00000000
        PA
        USD
        5376958.97000000
        6.926704570018
        Long
        SN
        UST
        US
        
        N
        
        2
        
          2026-01-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC NON GOLD POOL FH 1B2677
        3128JM2K2
        
          
        
        1378.50000000
        PA
        USD
        1429.28000000
        0.001841226679
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2035-01-01
          Floating
          2.14999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG Q08998
        3132GUKK9
        
          
        
        36360.91000000
        PA
        USD
        37145.59000000
        0.047851681488
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2042-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 253183
        31371JFY5
        
          
        
        147.99000000
        PA
        USD
        163.18000000
        0.000210211693
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2030-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE COCA-COLA COMPANY
        UWJKFUJFZ02DKWI3RY53
        COCA-COLA CO/THE 1.375000% 03/15/2031
        191216DE7
        
          
        
        2000000.00000000
        PA
        USD
        1725473.40000000
        2.222788857402
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        US TREASURY N/B 0.125000% 01/15/2024
        91282CBE0
        
          
        
        5000000.00000000
        PA
        USD
        4813867.20000000
        6.201318648653
        Long
        SN
        UST
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG G04913
        3128M6YJ1
        
          
        
        13430.13000000
        PA
        USD
        14548.46000000
        0.018741613043
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2038-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC 4.375000% 01/12/2026
        06738EAN5
        
          
        
        2000000.00000000
        PA
        USD
        2044790.64000000
        2.634139622385
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2026-01-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC.
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3.500000% 05/15/2023
        172967GT2
        
          
        
        2400000.00000000
        PA
        USD
        2425712.81000000
        3.124851072944
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City National Rochdale Funds: City National Rochdale Fixed Income Opportunities Fund; Class N Shares
        N/A
        CNR FIOF ROCHDALE FIXED INCOME OPPORTUNITIES FUND     (269)
        17800P506
        
          
        
        127551.02000000
        NS
        USD
        2727040.81000000
        3.513027744240
        Long
        EC
        
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING CO., L.P.
        549300ZX07JYMI8GHQ39
        PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 4.250000% 01/17/2023
        709599AN4
        
          
        
        300000.00000000
        PA
        USD
        304440.01000000
        0.392185623942
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-01-17
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group, Inc.
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FINANCIAL GROUP INC VARIABLE RATE 03/02/2023
        606822AS3
        
          
        
        1100000.00000000
        PA
        USD
        1102287.85000000
        1.419988943689
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2023-03-02
          Floating
          1.24428960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        US TREASURY N/B 1.625000% 08/15/2029
        912828YB0
        
          
        
        3800000.00000000
        PA
        USD
        3607328.14000000
        4.647031240578
        Long
        SN
        UST
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 745275
        31403C6L0
        
          
        
        21678.37000000
        PA
        USD
        23459.14000000
        0.030220526723
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        STONE RIDGE REINSURANCE RISK PREMIUM INTERVAL FUND CLOSED END MUTUAL FUND
        861729101
        
          
        
        488.68290000
        NS
        USD
        19014.65000000
        0.024495047067
        Long
        EC
        
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AH0621
        3138A1VP3
        
          
        
        17427.59000000
        PA
        USD
        17788.01000000
        0.022914865232
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2041-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORPORATION
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 4.200000% 10/29/2025
        14040HBJ3
        
          
        
        1800000.00000000
        PA
        USD
        1843468.36000000
        2.374792291542
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-29
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG G04222
        3128M6AX6
        
          
        
        3242.83000000
        PA
        USD
        3577.27000000
        0.004608309751
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2038-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO.
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO 3.125000% 01/23/2025
        46625HKC3
        
          
        
        2200000.00000000
        PA
        USD
        2213464.37000000
        2.851428447342
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GINNIE MAE II POOL G2 MA0392
        36179MNH9
        
          
        
        45343.60000000
        PA
        USD
        46094.93000000
        0.059380397742
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2042-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC NON GOLD POOL FH 1B2692
        3128JM3A3
        
          
        
        3191.34000000
        PA
        USD
        3303.20000000
        0.004255247373
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2034-12-01
          Floating
          2.02100040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AE0828
        31419A4N4
        
          
        
        69338.62000000
        PA
        USD
        70766.21000000
        0.091162427116
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2041-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 735230
        31402QY39
        
          
        
        6255.70000000
        PA
        USD
        6850.09000000
        0.008824421010
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2035-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST
        N/A
        GS MORTGAGE SECURITIES TRUST 2012-GCJ9 GSMS 2012-GCJ9 A3
        36192PAJ5
        
          
        
        266993.93000000
        PA
        USD
        267486.43000000
        0.344581293522
        Long
        ABS-MBS
        
        US
        
        N
        
        2
        
          2045-11-10
          Fixed
          2.77300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORPORATION
        E0KSF7PFQ210NWI8Z391
        JOHN DEERE CAPITAL CORP MTN 2.800000% 09/08/2027
        24422ETW9
        
          
        
        2500000.00000000
        PA
        USD
        2466111.20000000
        3.176893075532
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-08
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN MA1277
        31418AM39
        
          
        
        24189.37000000
        PA
        USD
        23972.00000000
        0.030881203088
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG C03490
        31292K2X4
        
          
        
        48405.39000000
        PA
        USD
        51599.09000000
        0.066470965187
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINANCIAL COMPANY, INC.
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027
        37045XBT2
        
          
        
        2500000.00000000
        PA
        USD
        2545691.80000000
        3.279410373652
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AO2970
        3138LTJQ2
        
          
        
        47111.43000000
        PA
        USD
        47025.92000000
        0.060579717418
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2042-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERIES GROUP LLC
        NY9Q8VBNB6D1L6YV0J84
        JEFFERIES GROUP LLC / JEFFERIES GROUP CAPITAL FINA 4.850000% 01/15/2027
        47233JAG3
        
          
        
        2210000.00000000
        PA
        USD
        2311339.44000000
        2.977513042453
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 252570
        31371HQX9
        
          
        
        1202.64000000
        PA
        USD
        1291.98000000
        0.001664354111
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2029-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        US TREASURY N/B 1.000000% 07/31/2028
        91282CCR0
        
          
        
        2150000.00000000
        PA
        USD
        1969433.58000000
        2.537063171775
        Long
        SN
        UST
        US
        
        N
        
        2
        
          2028-07-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY MTN 3.750000% 02/25/2023
        61746BDJ2
        
          
        
        500000.00000000
        PA
        USD
        507893.01000000
        0.654277790304
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 745418
        31403DDX4
        
          
        
        24595.62000000
        PA
        USD
        26622.98000000
        0.034296247797
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2036-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST
        N/A
        COMM 2012-CCRE2 MORTGAGE TRUST COMM 2012-CR2 A4
        12624KAD8
        
          
        
        117669.58000000
        PA
        USD
        117477.45000000
        0.151336767553
        Long
        ABS-MBS
        
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          3.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 827223
        31407DAY1
        
          
        
        6776.03000000
        PA
        USD
        7044.89000000
        0.009075366211
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2035-04-01
          Floating
          1.71500040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA CORPORATION
        549300H0BF5JCG96TJ81
        KLA CORP 4.650000% 11/01/2024
        482480AE0
        
          
        
        2500000.00000000
        PA
        USD
        2592427.08000000
        3.339615682891
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEI Daily Income Trust: Government Fund; Class F Shares
        N/A
        SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)
        783965593
        
          
        
        141405.15000000
        NS
        USD
        141405.15000000
        0.182160902509
        Long
        STIV
        RF
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AO4137
        3138LUS30
        
          
        
        39547.70000000
        PA
        USD
        40301.98000000
        0.051917805325
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2042-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMACM MORTGAGE LOAN TRUST
        N/A
        GMACM MORTGAGE LOAN TRUST 2004-GH1 GMACM 2004-GH1 A6
        36185HEB5
        
          
        
        3.90000000
        PA
        USD
        3.87000000
        0.000004985410
        Long
        ABS-MBS
        
        US
        
        N
        
        2
        
          2035-07-25
          Fixed
          5.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG C09015
        31292SAQ3
        
          
        
        57878.98000000
        PA
        USD
        57922.46000000
        0.074616855108
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2042-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GINNIE MAE II POOL G2 4696
        36202FGD2
        
          
        
        22033.93000000
        PA
        USD
        23476.28000000
        0.030242606809
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2040-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        US TREASURY N/B 0.125000% 12/15/2023
        91282CBA8
        
          
        
        5760000.00000000
        PA
        USD
        5559975.01000000
        7.162469441524
        Long
        SN
        UST
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 254949
        31371LEW5
        
          
        
        3083.62000000
        PA
        USD
        3336.11000000
        0.004297642684
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2033-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA ELECTRIC POWER CORPORATION
        988400QG33WS7JEIV602
        KOREA ELECTRIC POWER 6.750000% 08/01/2027
        50063AAA4
        
          
        
        75000.00000000
        PA
        USD
        87419.17000000
        0.112615098557
        Long
        DBT
        NUSS
        KR
        
        N
        
        2
        
          2027-08-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG A93505
        3129413N5
        
          
        
        6737.62000000
        PA
        USD
        7182.08000000
        0.009252097074
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 303168
        31373TW55
        
          
        
        248.86000000
        PA
        USD
        263.04000000
        0.000338853314
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5.950000% 12/01/2025
        86765BAS8
        
          
        
        1800000.00000000
        PA
        USD
        1929375.76000000
        2.485459898176
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        LEHMAN BROTHERS HOLDINGS INCORPORATED 7.00% 09/28/2037
        525ESC0S9
        
          
        
        400000.00000000
        PA
        USD
        2080.00000000
        0.002679497014
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-09-28
          Fixed
          7.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 735060
        31402QTR2
        
          
        
        3183.27000000
        PA
        USD
        3532.23000000
        0.004550288335
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2034-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS, L.P.
        GL16H1DHB0QSHP25F723
        PROLOGIS LP 2.125000% 04/15/2027
        74340XBN0
        
          
        
        2425000.00000000
        PA
        USD
        2303122.36000000
        2.966927637970
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GINNIE MAE II POOL G2 MA0155
        36179ME48
        
          
        
        35880.01000000
        PA
        USD
        37953.51000000
        0.048892459963
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2042-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AD8522
        31418WPG9
        
          
        
        7566.52000000
        PA
        USD
        7903.09000000
        0.010180916374
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2040-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        US TREASURY N/B 1.875000% 07/31/2026
        912828Y95
        
          
        
        4500000.00000000
        PA
        USD
        4391015.63000000
        5.656592918235
        Long
        SN
        UST
        US
        
        N
        
        1
        
          2026-07-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AK0971
        3138E5CH9
        
          
        
        21086.69000000
        PA
        USD
        21311.66000000
        0.027454100643
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2027-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AJ7689
        3138E0RK7
        
          
        
        39999.80000000
        PA
        USD
        41732.91000000
        0.053761157566
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2041-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AJ1407
        3138ASR53
        
          
        
        10619.05000000
        PA
        USD
        11090.38000000
        0.014286846200
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2041-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 725424
        31402C4H2
        
          
        
        4681.78000000
        PA
        USD
        5079.40000000
        0.006543383237
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2034-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ACCREDIT LOANS INCORPORATED
        N/A
        RALI SERIES 2004-QS6 TRUST RALI 2004-QS6 A1
        76110HTG4
        
          
        
        418.26000000
        PA
        USD
        392.05000000
        0.000505046540
        Long
        ABS-MBS
        
        US
        
        N
        
        2
        
          2019-05-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG J19197
        3128Q0GE1
        
          
        
        24618.42000000
        PA
        USD
        24853.46000000
        0.032016717241
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST
        N/A
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2013-LC11 A5
        46639YAQ0
        
          
        
        150000.00000000
        PA
        USD
        149890.14000000
        0.193091433937
        Long
        ABS-MBS
        
        US
        
        N
        
        2
        
          2046-04-15
          Fixed
          2.95990000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 735228
        31402QYZ8
        
          
        
        2408.56000000
        PA
        USD
        2637.34000000
        0.003397473392
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2035-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING CO., L.P.
        549300ZX07JYMI8GHQ39
        PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 3.450000% 07/01/2024
        709599BF0
        
          
        
        1500000.00000000
        PA
        USD
        1504340.22000000
        1.937920734540
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-07-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC.
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 2.850000% 05/14/2023
        00287YAX7
        
          
        
        2500000.00000000
        PA
        USD
        2515788.25000000
        3.240888030892
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-14
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG G08003
        3128MJAD2
        
          
        
        4638.76000000
        PA
        USD
        5163.10000000
        0.006651207227
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2034-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITYSCAPE HOME EQUITY LOAN TRUST
        N/A
        CITYSCAPE HOME EQUITY LOAN TRUST SERIES 1997-C CITYH 1997-C A4
        178779CS1
        
          
        
        4704.95000000
        PA
        USD
        2520.83000000
        0.003247382912
        Long
        ABS-MBS
        
        US
        
        N
        
        2
        
          2028-07-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC.
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 144A 2.355000% 03/15/2032
        92343VGM0
        
          
        
        2536000.00000000
        PA
        USD
        2286804.02000000
        2.945906030611
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2032-03-15
          Fixed
          2.35500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG A93996
        312942NM3
        
          
        
        9897.28000000
        PA
        USD
        10542.31000000
        0.013580811619
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2040-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED
        549300PXR5FKNXF0OH19
        CREDIT SUISSE GROUP AG 4.550000% 04/17/2026
        225433AR2
        
          
        
        2500000.00000000
        PA
        USD
        2546238.55000000
        3.280114707783
        Long
        DBT
        NUSS
        CH
        
        N
        
        2
        
          2026-04-17
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC GOLD POOL FG G02940
        3128M4S53
        
          
        
        1609.64000000
        PA
        USD
        1770.54000000
        0.002280844540
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN AL5866
        3138ENQU6
        
          
        
        1903542.24000000
        PA
        USD
        1902636.99000000
        2.451014487417
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-08-01
          Floating
          2.42399880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        FREDDIE MAC NON GOLD POOL FH 1B2683
        3128JM2R7
        
          
        
        693.03000000
        PA
        USD
        694.43000000
        0.000894578419
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2035-01-01
          Floating
          2.14999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        US TREASURY N/B 0.875000% 11/15/2030
        91282CAV3
        
          
        
        3450000.00000000
        PA
        USD
        3057562.50000000
        3.938812302647
        Long
        SN
        UST
        US
        
        N
        
        1
        
          2030-11-15
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        America Movil, S.A.B. de C.V.
        5493000FNR3UCEAONM59
        AMERICA MOVIL SAB DE CV 3.625000% 04/22/2029
        02364WBH7
        
          
        
        2000000.00000000
        PA
        USD
        2023076.36000000
        2.606166858719
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2029-04-22
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association 2
        N/A
        GINNIE MAE II POOL G2 4923
        36202FPG5
        
          
        
        15531.41000000
        PA
        USD
        16682.18000000
        0.021490313221
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2041-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FANNIE MAE POOL FN 844809
        31407YR68
        
          
        
        9089.83000000
        PA
        USD
        9810.76000000
        0.012638414484
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2035-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-03-31
      City National Rochdale Funds
      Faria Adam
      Faria Adam
      Compliance

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