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CalTRUST Liquidity Fund <br />Month End Portfolio Statistics <br />CA i.TRLJ S'r June 30, 2024 <br />BofAML 3- <br />Month US <br />CalTRUST Liquidity <br />Treasury Bill <br />CalTRUST <br />BofAML 3 -Month US <br />Index <br />Liquidity Return <br />Treasury Bill Index <br />Net Assets <br />$1,935,731,934.84 <br />N/A <br />One Month <br />0.44% <br />0.41% <br />NAV per Share <br />$1.00 <br />N/A <br />Three Month <br />1.35% <br />1.33% <br />30 Day SEC Yield <br />5.39% <br />N/A <br />Six Month <br />2.73% <br />2.65% <br />Distribution Yield <br />5.42% <br />N/A <br />One Year* <br />5.58% <br />5.43% <br />Period Net Total Return <br />0.44% <br />0.41% <br />Two Year* <br />4.71% <br />4.52% <br />Effective Duration <br />N/A <br />N/A <br />Three Year* <br />3.18% <br />3.05% <br />Weighted Average Maturity <br />25.19 days <br />N/A <br />Five Year* <br />2.21% <br />2.17% <br />Weighted Average Life <br />54.51 days <br />N/A <br />Ten Year* <br />NA <br />NA <br />Since Inception* <br />2.23% <br />2.19% <br />*Annualized <br />.......... ............ ... ...... .... ....... .......... ...... <br />- .... - .... ....... ............... ....... ............ .................... ......................................... ......... ............... .................................................... <br />Portfolio Sector Breakdown <br />CalTRUST <br />Historical <br />Liquidity 30 day <br />SEC Yield <br />6/24 <br />5.39% <br />5/24 <br />5.39% <br />4/24 <br />5.41% <br />3/24 <br />5.40% <br />Commercial Paper - 28.21% <br />2/24 <br />5.43% <br />Corporate Fixed Rate -1.50% <br />1/24 <br />5.40% <br />Fixed Rate Certificate of Deposit -13.76% <br />12/23 <br />5.54% <br />Floating Rate Certificate of Deposit - 8.76% 11/23 <br />5.52% <br />Money Market Fund -4,46% <br />10/23 <br />5.52% <br />Repurchase Agreement - 37,81%9/ <br />23 <br />5.46% <br />8/23 <br />5.47% <br />US Treasury Bill - 5.51% <br />7/23 <br />5.07% <br />6/23 <br />5.05% <br />................. ....... <br />.............................. .................... .................... . .......... ............ ..................... <br />......... ......... ............... ........ .......... .............. ..... .................... <br />.......... <br />Rated AAArn by S&P Global Ratings <br />