City of Sunnyvale Investment Report Second Quarter 2022 — Sunnyvale City Council, June 25, 2024

Memorandum
Date: 5/23/2024
To: Honorable Mayor and Councilmembers
From: Timothy J. Kirby, Director of Finance
Subject: Investment Report First Quarter 2024
" " V,at
o
Sunnyvale

ATTACHMENT I
Pursuant to the California Government Code Section 53646, attached is detailed information on all securities, investments, and moneys held by the City. I hereby certify that the City's portfolio complies with the City's adopted Investment Policy and the reporting requirements of State Law Section 53607, and that sufficient funds are available to meet expenditure requirements for the next 6 months, ending September 2024.

Tim Kirby
Timothy J. Kirby, Director of Finance
cc: Kent Steffens, City Manager
Sarah Johnson-Rios, Assistant City Manager
Heart of Silicon Valley"
Attachment 1

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TOTAL PORTFOLIO EVALUATION - FIRST QUARTER 2024

DESCRIPTION
FY 2023/2024 Quarter 1
03/31/2024
FY 2023/2024 Quarter 4
12/31/2023
FY 2022/2023 Quarter 1
03/31/2023
CORE PORTFOLIO MARKET VALUE $819,079,819 $823,929,833 $828,604,056 LAIF PORTFOLIO MARKET VALUE $18,087,097 $17,715,229 $39,677,218 TOTAL PORTFOLIO MARKET VALUE $837,166,917 $841,645,062 $868,281,274 US BANK OPERATING-SWEEP ACCOUNT BALANCE $20,262,001 $31,682,814 $39,557,661 TOTAL PORTFOLIO AND SWEEP BALANCE $857,428,918 $873,327,876 $907,838,934 AVERAGE LIFE OF PORTFOLIO (DAYS) 1,015 1,029 907
CITY - WEIGHTED PURCHASE YIELD 2.99% 2.90% 2.40%
CITY - WEIGHTED MARKET YIELD (Current Period) 4.93% N/A N/A STATE (LAIF) POOL YIELD (Current Period) 4.23% 3.93% 2.83% 90 DAY T-BILL RATE (Current Period) 5.41% 5.34% 4.03%
VARIANCE FROM CITY YIELD -0.47% -2.44% -1.63%
1 YEAR TREASURY RATE (Current Period) 5.03% 4.77% 4.62% VARIANCE FROM CITY YIELD -0.10% -1.88% -2.22%
TREASURY YIELD WITH SAME AVG LIFE AS PORTFOLIO 4.66% 4.18% 4.01% VARIANCE FROM CITY YIELD 0.27% -1.28% -1.61%

TOTAL INVESTMENTS MATURING
WITHIN 0 TO 1 YEAR $151,587,866 18.11% 11.06% 16.47%

TOTAL INVESTMENTS MATURING
WITHIN 1 TO 3 YEARS $294,078,322 35.13% 43.94% 44.99%

TOTAL INVESTMENTS MATURING
WITHIN 3 TO 5 YEARS $362,067,532 43.25% 42.27% 38.54%

TOTAL INVESTMENTS MATURING
OVER 5 YEARS ** $29,433,197 3.52% 2.72% 0.00%
TOTA
L $837,166,917 100.0% 100.0% 100.0%
** In accordance with Government Code 53601, the City Council, as part of the City’s investment program, granted express authority to invest in US Treasury and US Agency and Government Sponsored Enterprise securities with final stated maturities up to seven years. No investment shall be made in any other security type that at the time of investment has a term remaining to maturity in excess of five years unless granted express authority by the City Council to do so. Purchase yield is the annualized earnings rate expected to be earned based upon the assets currently owned. It assumes reinvestment at the same rate. Market yield is the annualized earnings rate expected to be earned if the asset is purchased on the date of this report.

Attachment 1

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FUND Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 General 96,747,542.63$                97,597,066.83$                126,434,230.75$              117,615,623.97$              93,279,473.95$                100,911,470.42$              108,507,001.34$              107,654,223.35$              81,723,213.64$                113,603,342.15$              120,843,326.47$             149,024,531.57$             84,551,042.98$               131,204,756.08$    140,260,623.78$    168,365,165.68$    142,501,682.80$    144,944,680.49$    144,173,472.49$ Wastewater 34,475,219.08                  27,731,819.94                  47,691,004.33                  62,043,793.95                  56,166,747.46                  63,550,556.97                  59,915,722.16                  69,310,185.78                  84,641,558.46                  83,730,224.07                  88,689,823.35$               87,954,237.15                  91,510,862.94                  96,733,235.65        104,673,035.14      88,085,510.56        88,030,629.05        77,839,460.82        77,425,299.95 Water 49,961,719.54                  56,876,665.44                  62,512,194.81                  67,979,240.26                  71,006,740.63                  73,803,155.67                  76,881,179.31                  74,968,654.47                  83,952,927.01                  83,910,605.30                 86,599,983.85$               85,211,115.72                  81,120,321.58                  83,642,812.79        86,995,862.50        91,123,666.27        87,197,289.29        94,555,853.04        94,052,749.17 Solid Waste 18,600,113.09                  22,097,976.17                  20,632,269.54                  23,020,857.45                  21,211,433.48                  13,068,022.81                  14,376,110.22                  18,410,498.96                  21,108,064.61                  17,322,812.95                  21,307,755.20$               15,359,384.23                  10,650,464.96                  8,165,915.44          10,395,970.19        13,442,322.71        15,020,662.58        20,239,652.89        20,131,963.65 SMaRT Station 3,129,437.78 6,764,017.77 4,777,022.84 4,906,791.45 5,912,518.33 7,699,912.81 10,630,302.94                  3,898,792.25 5,860,049.35 7,556,654.20 7,175,354.28$                  4,906,948.70 5,094,003.82 5,143,071.88          5,077,679.04          3,945,498.67          (2,483,865.98)         (6,197,695.90)         (6,164,719.79) Development Enterprise 51,880,331.16                  57,862,701.88                  61,429,488.42                  58,367,363.91                  56,747,257.72                  56,484,203.38                  56,485,757.09                  54,940,799.72                  61,619,199.84                  60,261,062.93                  59,285,388.19$               56,228,807.67                  56,024,613.39                  61,864,849.91        65,134,288.60        61,135,235.81        63,222,450.54        58,550,680.29        58,239,149.35 Community Recreation (463,152.18) (289,926.76) 405,687.41 61,867.36 (73,178.82)   400,762.83 397,970.86 1,011,930.99 1,553,828.51 2,008,126.33 3,117,182.74$                  3,181,214.53 2,732,284.79 2,495,200.46          4,364,046.78          4,120,368.03          3,799,428.97          5,273,097.94          5,245,041.34 Internal Service 84,081,831.46                  59,145,394.36                  60,228,368.13                  85,648,109.50                  55,679,733.00                  55,287,211.10                  59,567,728.09                  63,905,415.66                  9,187,318.80 15,545,197.09                 40,129,284.86$               41,234,241.37                  55,414,257.38                  56,737,184.59        52,403,394.04        50,539,152.12        6,293,779.15          44,391,141.60        44,154,949.39 Capital Projects 82,583,546.56                  86,628,834.04                  86,701,628.15                  91,311,394.43                  88,731,272.83                  89,338,521.76                  85,681,216.03                  69,052,173.82                  105,383,781.13                67,802,531.80                  65,125,625.22$               62,819,650.53                  101,706,484.60               96,928,548.32        100,054,005.38      99,817,656.59        105,758,212.95      103,694,961.28      103,143,230.90 Infrastructure Renovation & Replacement 73,579,097.49                  86,584,139.11                  85,028,959.15                  86,450,456.62                  72,181,300.50                  71,612,658.81                  56,069,087.85                  66,311,139.31                  70,713,497.60                  66,842,392.10                  62,193,575.11$               72,723,846.72                  71,005,141.57                  70,181,256.09        77,744,439.35       82,612,659.76        90,789,654.10        88,198,422.42        87,729,144.57 Housing 59,296,212.56                  59,645,296.28                  60,746,250.50                  57,598,070.21                  56,709,915.75                  58,036,944.33                  57,598,873.70                  57,212,402.82                  63,364,278.72                  56,823,835.63                  65,706,687.06$               72,632,069.63                  77,066,438.90                  80,791,335.65        81,636,364.55        78,550,450.82        74,828,611.23        70,777,245.18        70,400,660.28 Park Dedication 94,105,418.31                  108,051,248.87                101,867,544.49                103,901,408.24                101,250,151.19                102,203,606.66                96,969,167.41                  88,362,417.94                  79,672,284.30                  90,512,919.68                  85,249,139.16$               80,319,525.49                  95,359,109.19                  110,950,421.68      113,110,872.39      116,057,682.35      115,324,915.23      109,324,841.58      108,743,156.26 Home & Community Block
Grants 1,322,384.13 1,496,970.24 1,495,645.97 1,366,632.35 1,263,365.50 1,217,623.88 797,781.02 1,006,809.27 1,583,405.65 651,524.59 1,282,145.09$                  858.06 1,701,008.22 603,399.69              853,371.68              702,412.48              1,255,222.21          436,710.94              434,387.33 Employment Development 20,117.46 77,762.49 764,795.78 (507,625.37) 716,443.20 226,953.11 (1,420,908.74) (824,238.44) (899,021.97) (1,732,992.45) (2,652,499.35)$                (2,004,327.56)                   (1,692,654.32)                   (723,915.95)            (1,170,180.81)         (1,572,929.45)         917,275.56              (998,669.79)            (993,356.16) Parking District 617,922.17 592,121.68 716,286.61 772,570.67 737,969.03 733,777.69 794,843.79 796,766.55 845,907.98 775,803.51 833,006.89$ 850,722.85 810,974.49 823,786.47              933,579.41             942,345.95              968,759.73              1,038,794.57          1,033,267.45 Gas Tax Street Improvement 5,515,028.21 4,338,764.98 4,410,458.76 6,363,290.89 6,824,852.66 7,042,296.03 7,008,222.74 7,280,664.21 8,175,344.26 8,431,168.09 8,320,634.89$                  8,401,267.63 9,392,953.47 9,328,003.29          9,740,723.14          9,115,330.57          10,168,098.12        11,984,031.25        11,920,267.75 Road Maintenance & Rehab Account (RMRA) 2,350,214.17 3,041,074.33 3,334,168.44 3,604,383.87 4,226,276.27 4,647,531.12 5,190,593.67 4,866,853.74 6,257,919.23 6,897,454.61 5,450,373.30$                  5,819,115.59 6,681,849.21 6,164,509.45          6,907,094.17         7,189,599.73          8,414,538.40          10,240,576.74        10,186,089.64 VRF Local Road Improvement Program 474,220.51 454,920.24 1,102,610.92 1,133,563.18 958,970.37 1,420,773.14 1,334,307.46 2,303,011.12 2,290,782.66 2,291,199.85 3,131,437.21$                  3,018,607.80 3,069,009.69 3,138,697.49          4,029,458.68          3,896,187.88          4,087,479.59          5,197,885.51          5,170,229.10 Dorolou Swirsky Youth Opp Fund 564,726.43 557,842.54 563,875.50 570,083.58 563,985.59 577,918.59 565,723.16 555,790.36 542,972.22 534,555.61 527,439.60$ 510,276.83 510,602.14 532,342.48              536,891.67              519,798.47              535,026.34              536,810.99              533,954.78 Fremont Pool Trust Fund 1,098,308.92 1,084,920.76 1,096,637.16 1,108,709.90 1,096,850.98 1,123,948.23 1,100,230.31 1,080,912.79 1,055,983.80 1,041,795.87 1,026,849.09$                  993,435.64 994,306.13 1,036,641.56          1,045,498.95          1,012,213.04          1,041,866.55          1,045,341.84          1,039,779.89 Other Special Revenue 3,645,360.01 2,116,947.63 2,210,622.98 (1,387,398.65) 5,714,910.92 5,096,843.59 4,414,341.19 17,890,505.69                  18,207,584.32                  17,403,882.21                  4,926,395.15$                  18,077,174.25                  1,967,298.40 2,030,295.26          2,248,236.21          2,041,034.66          2,735,448.18          1,804,258.57          1,794,658.64 Other Trust & Agency
Funds 1,907,851.41 1,868,883.96 2,181,491.02 3,775,934.86 1,912,864.97 2,136,217.40 2,971,168.71 7,541,784.22 (595,386.94) (589,027.06) 2,731,090.33$                  3,429,067.53 775,677.06 1,159,831.74          1,306,018.81          4,088,625.76          965,344.57              (1,233,019.61)         (1,226,459.08) TOTAL INVESTMENT PORTFOLIO 665,493,450.90$              684,325,442.79$              736,331,241.65$              775,705,122.60$              702,819,855.50$              716,620,910.31$              705,836,420.31$              717,537,494.57$              706,245,493.19$              701,625,069.06$              730,999,997.70$             770,691,771.93$             756,446,050.60$             828,932,180.00$    868,281,273.67$    885,729,988.44$    821,372,509.16$    841,645,062.62$    837,166,916.89$

1. Quarter ending on calendar basis
Q1: January 1 to March 31
Q2: April 1 to June 30
Q3: July 1 to September 30
Q4: October 1 to December 31

2. Fiscal year: July 1 to June 30

3. Other Special Revenue Funds are:
2016 Measure B ‐ Santa Clara VTA
Asset Forfeiture
CFD 3 Estates at Sunnyvale
Disasters/Emergencies
Police Services Augmentation
Redevelopment Housing
TDA Article 3 Funds
Youth and Neighborhood Services

4. Other Trust & Agency Funds are:

Citywide Donations
Community Facilities District Agency Fund
General Agency
RDA Successor Agency Trust Fund
FY2022/23
INVESTMENT REPORT BALANCE BY FUND
FY2021/22FY2020/21FY2019/20 FY2023/24
Attachment 1

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INVESTMENT PORTFOLIO BALANCE BY FUND/S
FOURTH QUARTER ENDING MAR 31, 2024
General Fund
17%
Utilities Funds
22%
Development
Enterprise
7%
Internal Service
5%
Capital Projects
23% Housing
8%
Park Dedication
13%
Other
5%
Period 9:
$837.2 Million
Attachment 1

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Attachment 1

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Attachment 1

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Attachment 1

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ACCOUNT STATEMENT
City of Sunnyvale Cons | Account #10597 | January 1, 2024 - March 31, 2024 CHANDLER ASSET MANAGEMENT | chandlerasset.com
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures at the end of the statement.

Chandler Team:

For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian:

Attachment 1

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PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Performance Review
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Total Rate of Return 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS Since Inception (07/01/18)
City of Sunnyvale 0.45% 0.31% 0.31% 3.47% 1.53% (0.16%) 1.27% -- 1.60% Benchmark Return* 0.36% (0.01%) (0.01%) 2.45% 1.02% (0.58%) 0.96% -- 1.35% Average Modified Duration 2.50
Average Coupon 2.80%
Average Purchase YTM 2.96%
Average Market YTM 4.87%
Average Quality AA
Average Final Maturity 2.84
Average Life 2.75
Beg. Values as of
03/01/2024
End Values as of
03/31/2024
Market Value 822,675,649.41 819,079,806.31
Accrued Interest 4,698,956.58 4,154,691.86
Total Market Value 827,374,606.00 823,234,498.17
Income Earned 2,002,928.31 1,409,645.04
Cont/WD 0.00 (7,875,983.16)
Par 852,830,857.95 848,064,246.39
Book Value 848,077,340.31 842,661,551.03
Cost Value 848,370,906.01 842,895,405.27
United States 26.01%
FHLMC 16.49%
United States Department of The Trea 8.10%
FNMA 7.87%
Federal Home Loan Banks 4.10%
Inter-American Development Bank 1.49%
Bank of America Corporation 1.49%
Toyota Motor Corporation 1.43%
*Periods over 1 year are annualized.

Benchmark: ICE BofA 1-5 Year Unsubordinated US Treasury & Agency Index Secondary Benchmark:
*See Footnote
The credit quality is a weighted average calculation of the highest of S&P , Moody’s’ and Fitch Attachment 1

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ACCOUNT SUMMARY
Beg. Values
as of 11/30/23
End Values
as of 12/31/23
Market Value 811,758,853 823,906,113
Accrued Interest 4,592,002 4,650,486
Total Market Value 816,350,855 828,556,599
Income Earned 1,886,964 1,938,936
Cont/WD -27,747
Par 847,648,694 849,251,622
Book Value 843,419,225 844,989,287
Cost Value 843,806,432 845,345,262

TOP ISSUERS
Government of United States 32.3%
Federal Home Loan Mortgage Corp 15.9%
Federal National Mortgage Assoc 8.6%
Federal Home Loan Bank 4.1%
Inter-American Dev Bank 1.5%
Bank of America Corp 1.5%
Paccar Financial 1.5%
John Deere ABS 1.5%
Total 66.8%

PORTFOLIO CHARACTERISTICS
Average Modified Duration 2.43
Average Coupon 2.63%
Average Purchase YTM 2.77%
Average Market YTM 4.53%
Average S&P/Moody Rating AA/Aa1
Average Final Maturity 2.82 yrs
Average Life 2.63 yrs

CREDIT QUALITY (S&P)

MATURITY DISTRIBUTION

SECTOR ALLOCATION
Portfolio Summary
As of December 31, 2023
City of Sunnyvale
Account #10595

PERFORMANCE REVIEW
Annualized
TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS 6/30/2018 City of Sunnyvale 1.49% 3.18% 4.76% 4.76% -0.20% -0.44% 1.47% N/A 1.62% ICE BofA 1-5 Yr US Treasury & Agency Index 1.48% 3.09% 4.32% 4.32% -0.58% -0.75% 1.20% N/A 1.42% Execution Time: 1/9/2024 1:24:04 PMChandler Asset Management - CONFIDENTIAL Page 1 Attachment 1

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PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Average Modified Duration 0.00
Average Coupon 4.23%
Average Purchase YTM 4.23%
Average Market YTM 4.23%
Average Quality AAA
Average Final Maturity 0.00
Average Life 0.00
Beg. Values as of
03/01/2024
End Values as of
03/31/2024
Market Value 18,022,679.61 18,087,097.59
Accrued Interest 0.00 0.00
Total Market Value 18,022,679.61 18,087,097.59
Income Earned 0.00 0.00
Cont/WD 0.00 0.00
Par 18,022,679.61 18,087,097.59
Book Value 18,022,679.61 18,087,097.59
Cost Value 18,022,679.61 18,087,097.59
LAIF 98.98%
*See Footnote
The credit quality is a weighted average calculation of the highest of S&P , Moody’s’ and Fitch Attachment 1

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HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
CASH
CCYUSD Receivable 183,676.13 --

0.00%
183,676.13
183,676.13

1.00 0.00%
183,676.13

0.00 1.02%

0.00 Aaa/AAA
AAA

0.00 0.00
Total Cash 183,676.13 0.00%
183,676.13
183,676.13

1.00 0.00%
183,676.13

0.00 1.02%

0.00 Aaa/AAA
AAA

0.00 0.00
LAIF
90LAIF$00 State Pool 17,903,421.46 --

4.27%
17,903,421.46
17,903,421.46

1.00 4.27%
17,903,421.46

0.00 98.98%

0.00 NA/NA
NA

0.00 0.00
Total LAIF 17,903,421.46 4.27%
17,903,421.46
17,903,421.46

1.00 4.27%
17,903,421.46

0.00 98.98%

0.00 NA/NA
NA

0.00 0.00
Total Portfolio 18,087,097.59 4.23%
18,087,097.59
18,087,097.59

1.00 4.23%
18,087,097.59

0.00 100.00%

0.00 Aaa/AAA
AAA

0.00 0.00
Total Market
Value + Accrued 18,087,097.59
Attachment 1

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ACCOUNT SUMMARY
Beg. Values
as of 11/30/23
End Values
as of 12/31/23
Market Value 829,497,705 841,645,062
Accrued Interest 4,712,071 4,829,365
Total Market Value 834,209,776 846,474,427
Income Earned 1,943,015 1,997,843
Cont/WD
Par 865,387,546 866,990,571
Book Value 861,158,076 862,728,236
Cost Value 861,545,283 863,084,211

TOP ISSUERS
Government of United States 31.6%
Federal Home Loan Mortgage Corp 15.6%
Federal National Mortgage Assoc 8.4%
Federal Home Loan Bank 4.1%
Local Agency Investment Fund 2.1%
Inter-American Dev Bank 1.4%
Bank of America Corp 1.4%
Paccar Financial 1.4%
Total 66.1%

PORTFOLIO CHARACTERISTICS
Average Modified Duration 2.38
Average Coupon 2.66%
Average Purchase YTM 2.79%
Average Market YTM 4.52%
Average S&P/Moody Rating AA/Aa1
Average Final Maturity 2.76 yrs
Average Life 2.58 yrs

CREDIT QUALITY (S&P)

MATURITY DISTRIBUTION

SECTOR ALLOCATION
Portfolio Summary
As of December 31, 2023
City of Sunnyvale Consolidated
Account #10597

Execution Time: 1/29/2024 11:42:24 AMChandler Asset Management - CONFIDENTIAL Page 1 Attachment 1

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PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Average Modified Duration 2.45
Average Coupon 2.83%
Average Purchase YTM 2.99%
Average Market YTM 4.85%
Average Quality AA
Average Final Maturity 2.78
Average Life 2.69
Beg. Values as of
03/01/2024
End Values as of
03/31/2024
Market Value 840,722,345.86 837,166,916.89
Accrued Interest 4,698,956.58 4,154,691.86
Total Market Value 845,421,302.45 841,321,608.75
Income Earned 2,003,029.25 1,409,739.37
Cont/WD 0.00 (7,900,000.00)
Par 870,877,554.40 866,151,356.97
Book Value 866,124,036.76 860,748,661.61
Cost Value 866,417,602.46 860,982,515.85
United States 25.44%
FHLMC 16.14%
United States Department of The Trea 7.93%
FNMA 7.70%
Federal Home Loan Banks 4.01%
LAIF 2.14%
Inter-American Development Bank 1.45%
Bank of America Corporation 1.45%
*See Footnote
The credit quality is a weighted average calculation of the highest of S&P , Moody’s’ and Fitch Attachment 1

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STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes

AGENCY MORTGAGE SECURITIES (CMOS)
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV; Agencies & Agency CMOs) 30.0 7.7 Compliant Max Maturity (Years) 7.0 0.0 Compliant

ASSET-BACKED SECURITIES (ABS)
Max % (MV; Non Agency ABS & MBS) 20.0 5.9 Compliant
Max % Issuer (MV) 5.0 1.1 Compliant
Max Maturity (Years) 5 4 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant

BANKERS' ACCEPTANCES
Max % (MV) 40.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 180 0.0 Compliant
Min Rating (A-1 by 1 or A- by 1) 0.0 0.0 Compliant

CERTIFICATE OF DEPOSIT PLACEMENT SERVICE (CDARS)
Max % (MV) 30.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant

COLLATERALIZED BANK DEPOSITS
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 365.0 0.0 Compliant

COLLATERALIZED TIME DEPOSITS (NON-NEGOTIABLE
CD/TD)
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 365.0 0.0 Compliant

COMMERCIAL PAPER
Max % (MV) 40.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Days) 270 0.0 Compliant
Min Rating (A-1 by 1 or A- by 1) 0.0 0.0 Compliant

CORPORATE MEDIUM TERM NOTES
Max % (MV) 30.0 26.3 Compliant
Max % Issuer (MV) 5.0 1.5 Compliant
Attachment 1

Page 15 of 83 ends

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
Max Maturity (Years) 5 5 Not
Compliant Toronto Dominion Bank (89115A2Y7) New Issue Security; Complies on Settlement Date Min Rating (A- by 1) 0.0 0.0 Compliant

FDIC INSURED TIME DEPOSITS (NON-NEGOTIABLE CD/
TD)
Max % (MV) 20.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant

FEDERAL AGENCIES
Max % (MV) 100.0 17.5 Compliant
Max % Issuer (MV; Agencies & Agency CMOs) 30.0 7.7 Compliant Max Callables (MV) 20.0 0.0 Compliant
Max Maturity (Years) 7 4 Compliant

LOCAL AGENCY INVESTMENT FUND (LAIF)
Max Concentration (MV) 75.0 17.9 Compliant

MONEY MARKET MUTUAL FUNDS
Max % (MV) 20.0 0.2 Compliant
Min Rating (AAA by 2) 0.0 0.0 Compliant

MORTGAGE-BACKED SECURITIES, CMOS
Max % (MV) 20.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5.0 0.0 Compliant
Min Rating (AA by 1) 0.0 0.0 Compliant

MUNICIPAL SECURITIES (CA, LOCAL AGENCY)
Max % (MV) 30.0 0.5 Compliant
Max % Issuer (MV) 5.0 0.5 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant

MUNICIPAL SECURITIES (CA, OTHER STATES)
Max % (MV) 30.0 0.0 Compliant
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A- by 1) 0.0 0.0 Compliant

NEGOTIABLE CERTIFICATES OF DEPOSIT (NCD)
Max % (MV) 30.0 0.0 Compliant
Attachment 1

Page 16 of 83 ends

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
Max % Issuer (MV) 5.0 0.0 Compliant
Max Maturity (Years) 5 0.0 Compliant
Min Rating (A-1 by 1 or A- by 1 if > FDIC Limit) 0.0 0.0 Compliant

REPURCHASE AGREEMENTS
Max % (MV) 10.0 0.0 Compliant
Max Maturity (Days) 15.0 0.0 Compliant

SUPRANATIONAL OBLIGATIONS
Max % (MV) 30.0 2.1 Compliant
Max % Issuer (MV) 10.0 1.5 Compliant
Max Maturity (Years) 5 2 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
U.S. TREASURIES
Max % (MV) 100.0 33.4 Compliant
Max Maturity (Years) 7 6 Compliant
Attachment 1

Page 17 of 83 ends

RECONCILIATION SUMMARY
Accrual Activity Summary
Fair Market Activity Summary
Month to Date Fiscal Year to Date
(01/01/2024)
Beginning Book Value 866,124,036.76 862,902,031.38
Maturities/Calls 0.00 0.00
Principal Paydowns (2,801,750.13) (11,479,461.18)
Purchases 19,911,544.78 107,250,002.10
Sales (21,666,240.61) (96,062,574.97)
Change in Cash, Payables, Receivables (773,017.79) (1,167,011.86) Amortization/Accretion 104,734.09 282,541.24
Realized Gain (Loss) (150,645.49) (976,865.10)
Ending Book Value 860,748,661.61 860,748,661.61
Month to Date Fiscal Year to Date
(01/01/2024)
Beginning Market Value 840,722,345.86 841,842,858.68
Maturities/Calls 0.00 0.00
Principal Paydowns (2,801,750.13) (11,479,461.18)
Purchases 19,911,544.78 107,250,002.10
Sales (21,666,240.61) (96,062,574.97)
Change in Cash, Payables, Receivables (773,017.79) (1,167,011.86) Amortization/Accretion 104,734.09 282,541.24
Change in Net Unrealized Gain (Loss) 1,819,946.17 (2,522,572.02) Realized Gain (Loss) (150,645.49) (976,865.10)
Ending Market Value 837,166,916.89 837,166,916.89
Maturities / Calls
Month to Date 0.00
Fiscal Year to Date 0.00
Principal Paydowns
Month to Date (2,801,750.13)
Fiscal Year to Date (11,479,461.18)
Purchases
Month to Date 19,911,544.78
Fiscal Year to Date 107,250,002.10
Sales
Month to Date (21,666,240.61)
Fiscal Year to Date (96,062,574.97)
Interest Received
Month to Date 1,812,952.77
Fiscal Year to Date 5,876,033.22
Purchased / Sold Interest
Month to Date 36,317.24
Fiscal Year to Date 293,967.05
Attachment 1

Page 18 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
ABS
02582JJR2 AMXCA 2021-1 A 0.9 11/15/2024 4,500,000.00 06/10/2022

3.42%
4,236,328.13
4,383,597.75

97.08 5.69%
4,368,532.50
1,800.00

0.52%
(15,065.25)
Aaa/NA
AAA

0.63 1.15
36265MAC9 GMALT 2022-1 A3 1.9 03/20/2025 648,322.94 02/15/2022

1.91%
648,317.36
648,321.60

99.76 3.51%
646,746.48
376.39

0.08%
(1,575.12)
Aaa/NA
AAA

0.97 0.07
43813GAC5 HAROT 2021-1 A3 0.27 04/21/2025 103,094.68 02/17/2021

0.27%
103,092.80
103,094.38

99.43 4.70%
102,505.14

7.73 0.01%
(589.24)
Aaa/NA
AAA

1.06 0.15
89240BAC2 TAOT 2021-A A3 0.26 05/15/2025 409,199.44 02/02/2021

0.27%
409,123.49
409,187.07

99.49 4.63%
407,113.67

47.29 0.05%
(2,073.40)
Aaa/NA
AAA

1.12 0.14
02582JJT8 AMXCA 2022-2 A 05/17/2027 6,135,000.00 05/17/2022

3.42%
6,133,642.94
6,134,300.55

97.93 5.33%
6,008,255.81
9,243.40

0.72%
(126,044.74)
NA/AAA
AAA

1.12 1.60
47788UAC6 JDOT 2021 A3 0.36 09/15/2025 411,551.81 03/02/2021

0.37%
411,472.71
411,531.75

98.74 5.84%
406,381.98

65.85 0.05%
(5,149.77)
Aaa/NA
AAA

1.46 0.28
44933LAC7 HART 2021-A A3 0.38 09/15/2025 433,635.63 04/20/2021

0.39%
433,590.01
433,625.68

99.18 5.26%
430,082.07

73.24 0.05%
(3,543.60)
NA/AAA
AAA

1.46 0.24
43815GAC3 HAROT 2021-4 A3 0.88 01/21/2026 1,151,898.67 11/16/2021

0.89%
1,151,655.85
1,151,807.46

97.56 5.98%
1,123,826.56
281.58

0.13%
(27,980.90)
Aaa/NA
AAA

1.81 0.67
47789QAC4 JDOT 2021-B A3 0.52 03/16/2026 1,187,077.90 07/13/2021

0.53%
1,186,972.01
1,187,040.40

97.64 5.58%
1,159,119.60
274.35

0.14%
(27,920.80)
Aaa/NA
AAA

1.96 0.53
89238JAC9 TAOT 2021-D A3 0.71 04/15/2026 1,098,175.63 11/09/2021

0.71%
1,098,152.24
1,098,166.57

97.44 6.15%
1,070,062.33
346.54

0.13%
(28,104.24)
NA/AAA
AAA

2.04 0.72
44935FAD6 HART 2021-C A3 0.74 05/15/2026 1,865,355.67 --

2.36%
1,817,154.30
1,843,605.46

97.77 6.00%
1,823,742.38
613.49

0.22%
(19,863.08)
NA/AAA
AAA

2.12 0.66
43815BAC4 HAROT 2022-1 A3 1.88 05/15/2026 2,904,464.10 02/15/2022

1.89%
2,904,027.27
2,904,268.82

97.68 6.04%
2,836,963.78
2,426.84

0.34%
(67,305.04)
Aaa/AAA
NA

2.12 0.81
43815PAC3 HAROT 2022-2 A3 3.73 07/20/2026 1,430,000.00 08/15/2022

3.76%
1,429,914.77
1,429,952.29

98.60 5.78%
1,409,998.59
1,926.13

0.17%
(19,953.70)
NA/AAA
AAA

2.30 1.02
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026 1,866,499.81 05/10/2022

3.23%
1,866,402.75
1,866,450.55

98.48 5.71%
1,838,201.81
998.58

0.22%
(28,248.75)
Aaa/AAA
NA

2.40 0.93
47787JAC2 JDOT 2022 A3 0.36 09/15/2026 1,555,343.34 03/10/2022

2.34%
1,554,999.30
1,555,171.78

97.90 5.74%
1,522,685.18
1,603.73

0.18%
(32,486.61)
Aaa/NA
AAA

2.46 0.77
89238FAD5 TAOT 2022-B A3 2.93 09/15/2026 1,703,761.97 04/07/2022

2.95%
1,703,722.10
1,703,742.06

98.34 5.93%
1,675,403.36
2,218.68

0.20%
(28,338.70)
Aaa/AAA
NA

2.46 0.95
362554AC1 GMCAR 2021-4 A3 0.68 09/16/2026 937,662.29 10/13/2021

0.68%
937,638.38
937,652.52

97.10 6.58%
910,502.91
265.67

0.11%
(27,149.61)
Aaa/AAA
NA

2.46 0.85
Attachment 1

Page 19 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
448977AD0 HART 2022-A A3 2.22 10/15/2026 2,402,767.15 03/09/2022

2.23%
2,402,674.64
2,402,722.11

97.85 6.00%
2,351,117.50
2,370.73

0.28%
(51,604.61)
NA/AAA
AAA

2.54 0.91
380146AC4 GMCAR 2022-1 A3 1.23 11/16/2026 933,806.40 01/11/2022

1.27%
933,725.26
933,768.83

97.54 6.28%
910,850.26
490.25

0.11%
(22,918.57)
NA/AAA
AAA

2.63 0.90
362585AC5 GMCAR 2022-2 A3 3.1 02/16/2027 1,583,793.44 04/05/2022

3.13%
1,583,462.43
1,583,617.14

98.21 5.87%
1,555,410.43
2,045.73

0.19%
(28,206.71)
Aaa/AAA
NA

2.88 1.12
47800AAC4 JDOT 2022-B A3 3.74 02/16/2027 3,070,000.00 07/12/2022

3.77%
3,069,706.82
3,069,825.00

98.54 5.73%
3,025,049.67
5,103.02

0.36%
(44,775.33)
Aaa/NA
AAA

2.88 1.04
47800BAC2 JDOT 2022-C A3 5.09 06/15/2027 4,940,000.00 10/12/2022

5.15%
4,939,616.66
4,939,743.87

99.65 5.67%
4,922,577.61
11,175.38

0.59%
(17,166.26)
Aaa/NA
AAA

3.21 1.33
161571HT4 CHAIT 2023-1 A 5.16 09/15/2028 8,975,000.00 09/07/2023

5.17%
8,972,512.13
8,972,783.11
100.51

5.33%
9,020,744.68
20,582.67

1.08%
47,961.56
NR/AAA
AAA

4.46 2.26
Total ABS 50,246,410.87 3.32%
49,927,904.35
50,103,976.75

98.58 5.65%
49,525,874.29
64,337.25

5.92%
(578,102.46)
Aaa/AAA
AAA

2.50 1.25
AGENCY
3130A2UW4 FEDERAL HOME LOAN BANKS 2.875
09/13/2024 9,350,000.00 09/13/2019

1.82%
9,834,236.50
9,393,804.29

98.93 5.31%
9,249,794.93
13,440.62

1.10%
(144,009.36)
Aaa/AA+
AA+

0.45 0.44
3135G0W66 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 1.625 10/15/2024 7,590,000.00 --

1.61%
7,596,251.10
7,590,773.83

98.11 5.23%
7,446,293.29
56,872.29

0.89%
(144,480.53)
Aaa/AA+
AA+

0.54 0.52
3135G0X24 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 1.625 01/07/2025 13,785,000.00 --

1.31%
13,993,685.85
13,818,206.23

97.36 5.18%
13,421,124.39
52,268.12

1.60%
(397,081.84)
Aaa/AA+
AA+

0.77 0.75
3137EAEP0 FEDERAL HOME LOAN MORTGAGE
CORP 1.5 02/12/2025 15,235,000.00 02/13/2020

1.52%
15,223,269.05
15,232,962.35

96.91 5.20%
14,764,355.66
31,104.79

1.76%
(468,606.69)
Aaa/AA+
AA+

0.87 0.84
3135G04Z3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 06/17/2025 12,900,000.00 --

0.47%
12,919,382.20
12,905,310.16

94.84 4.95%
12,233,720.16
18,633.33

1.46%
(671,590.00)
Aaa/AA+
AA+

1.21 1.18
3137EAEU9 FEDERAL HOME LOAN MORTGAGE
CORP 0.375 07/21/2025 8,000,000.00 01/25/2021

0.41%
7,987,040.00
7,996,231.54

94.34 4.90%
7,547,086.24
5,833.33

0.90%
(449,145.30)
Aaa/AA+
AA+

1.31 1.27
3135G05X7 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.375 08/25/2025 13,000,000.00 --

0.47%
12,942,071.80
12,983,706.21

93.93 4.91%
12,211,290.00
4,875.00

1.46%
(772,416.21)
Aaa/AA+
AA+

1.40 1.37
3137EAEX3 FEDERAL HOME LOAN MORTGAGE
CORP 0.375 09/23/2025 13,000,000.00 --

0.44%
12,961,478.40
12,988,388.78

93.67 4.87%
12,177,084.53
1,083.33

1.45%
(811,304.25)
Aaa/AA+
AA+

1.48 1.44
3135G06G3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 11/07/2025 12,900,000.00 --

0.56%
12,864,817.00
12,888,728.32

93.47 4.79%
12,057,996.49
25,800.00

1.44%
(830,731.83)
Aaa/AA+
AA+

1.61 1.56
3130AAUF3 FEDERAL HOME LOAN BANKS 2.75
03/13/2026 5,430,000.00 07/30/2019

2.14%
5,642,367.30
5,492,471.31

96.47 4.66%
5,238,281.63
7,466.25

0.63%
(254,189.67)
Aaa/AA+
AA+

1.95 1.87
Attachment 1

Page 20 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
3135G05Y5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.75 10/08/2027 8,000,000.00 --

0.78%
7,985,914.90
7,992,751.53

88.16 4.42%
7,052,706.88
28,833.33

0.84%
(940,044.65)
Aaa/AA+
AA+

3.52 3.39
880591EZ1 TENNESSEE VALLEY AUTHORITY

3.875 03/15/2028 4,769,000.00 05/04/2023

3.56%
4,835,432.17
4,823,013.54

98.26 4.36%
4,685,913.00
8,213.28

0.56%
(137,100.54)
Aaa/AA+
AA+

3.96 3.62
3133EPME2 FEDERAL FARM CREDIT BANKS
FUNDING CORP 3.875 06/08/2028 10,000,000.00 06/06/2023

3.97%
9,956,500.00
9,963,595.24

98.36 4.31%
9,835,840.40
121,631.94

1.17%
(127,754.84)
Aaa/AA+
AA+

4.19 3.78
3130AWTR1 FEDERAL HOME LOAN BANKS 4.375
09/08/2028 19,000,000.00 --

4.48%
18,911,860.50
18,921,617.97
100.42

4.27%
19,079,040.95
53,107.64

2.28%
157,422.98
Aaa/AA+
AA+

4.44 3.99
Total Agency 152,959,000.00 1.72%
153,654,306.77
152,991,561.29

96.20 4.82%
147,000,528.55
429,163.28

17.56%
(5,991,032.74)
Aaa/AA+
AA+

1.97 1.85

AGENCY CMBS
3137BRQJ7 FHMS K-057 A2 2.57 07/25/2026 6,653,000.00 01/31/2022

1.73%
6,868,182.97
6,762,798.15

95.39 5.15%
6,346,308.68
14,248.51

0.76%
(416,489.47)
Aaa/AA+
AAA

2.32 2.02
3137BSRE5 FHMS K-059 A2 3.12 09/25/2026 6,000,000.00 02/18/2022

2.07%
6,256,875.00
6,137,467.04

96.17 5.13%
5,770,335.60
15,600.00

0.69%
(367,131.44)
Aaa/AAA
AAA

2.49 2.25
3137FQXJ7 FHMS K-737 A2 2.525 10/25/2026 5,000,000.00 06/07/2022

3.25%
4,850,195.31
4,913,105.66

94.74 5.09%
4,736,911.50
10,520.83

0.57%
(176,194.16)
Aaa/AA+
AAA

2.57 2.30
3137F2LJ3 FHMS K-066 A2 3.117 06/25/2027 900,000.00 09/28/2022

4.38%
852,011.72
867,406.31

95.51 5.04%
859,552.02
2,337.75

0.10%
(7,854.29)
Aaa/AA+
AAA

3.24 2.88
3137FBBX3 FHMS K-068 A2 3.244 08/25/2027 15,000,000.00 --

4.42%
14,237,890.63
14,458,892.30

95.60 5.02%
14,339,415.00
40,550.00

1.71%
(119,477.30)
Aaa/AA+
AA+

3.40 3.08
3137FBU79 FHMS K-069 A2 3.187 09/25/2027 9,000,000.00 04/11/2023

4.10%
8,666,718.75
8,740,203.00

95.40 5.02%
8,585,726.40
23,902.50

1.03%
(154,476.60)
Aaa/AAA
AA+

3.49 3.11
3137FCLD4 FHMS K-071 A2 3.286 11/25/2027 3,729,334.00 05/03/2023

3.94%
3,625,611.90
3,646,444.97

95.50 5.02%
3,561,553.50
10,212.16

0.43%
(84,891.47)
Aaa/AA+
AAA

3.65 3.32
3137FCJK1 FHMS K-070 A2 3.303 11/25/2027 5,321,000.00 11/21/2022

4.40%
5,061,225.27
5,132,107.66

95.61 5.03%
5,087,634.24
14,646.05

0.61%
(44,473.42)
Aaa/AA+
AA+

3.65 3.26
3137FEBQ2 FHMS K-072 A2 3.444 12/25/2027 1,854,000.00 05/03/2023

3.94%
1,814,023.13
1,821,908.26

95.98 5.03%
1,779,516.48
5,320.98

0.21%
(42,391.78)
Aaa/AA+
AAA

3.74 3.36
3137FETN0 FHMS K-073 A2 3.35 01/25/2028 12,200,000.00 --

4.19%
11,761,131.88
11,845,791.34

95.63 5.03%
11,666,526.94
34,058.33

1.39%
(179,264.40)
Aaa/AA+
AAA

3.82 3.42
3137F4X72 FHMS K-075 A2 3.65 02/25/2028 3,500,000.00 04/28/2023

4.04%
3,437,109.38
3,449,216.28

96.44 5.04%
3,375,226.40
10,645.83

0.40%
(73,989.88)
Aaa/AA+
AAA

3.91 3.52
3137FEZU7 FHMS K-076 A2 3.9 04/25/2028 2,867,500.00 05/04/2023

3.79%
2,877,805.08
2,875,915.72

97.25 5.04%
2,788,500.95
9,319.38

0.33%
(87,414.77)
Aaa/AA+
AAA

4.07 3.59
Attachment 1

Page 21 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
3137FKUP9 FHMS K-087 A2 3.771 12/25/2028 12,000,000.00 --

4.70%
11,473,046.88
11,538,959.18

96.36 5.03%
11,563,203.60
37,710.00

1.38%
24,244.42
Aaa/AAA
AA+

4.74 4.16
3137H5YC5 FHMS K-748 A2 2.26 01/25/2029 1,400,000.00 03/25/2024

4.61%
1,260,765.63
1,261,085.71

89.90 5.00%
1,258,587.26
2,636.67

0.15%
(2,498.45)
Aaa/AA+
AAA

4.82 4.37
3137FKZZ2 FHMS K-088 A2 3.69 01/25/2029 6,271,000.00 08/21/2023

4.92%
5,910,172.54
5,950,920.05

96.00 5.02%
6,020,009.50
19,283.32

0.72%
69,089.45
Aaa/AA+
AA+

4.82 4.24
3137FMTY8 FHMS K-094 A2 2.903 06/25/2029 4,000,000.00 03/18/2024

4.73%
3,665,625.00
3,667,562.90

92.26 4.96%
3,690,205.60
9,676.67

0.44%
22,642.70
Aaa/AA+
AAA

5.24 4.66
3137H9D71 FHMS K-750 A2 3.0 09/25/2029 4,600,000.00 03/08/2024

4.45%
4,293,093.75
4,296,012.28

92.52 5.01%
4,255,844.56
11,500.00

0.51%
(40,167.72)
Aaa/AA+
AAA

5.49 4.59
3137HB2L7 FHMS K-753 A2 4.4 10/25/2030 5,000,000.00 11/27/2023

5.13%
4,795,117.19
4,805,209.54

98.29 5.04%
4,914,683.50
18,333.33

0.59%
109,473.96
Aaa/AA+
AAA

6.57 5.48
Total Agency
CMBS 105,295,834.00 4.06%
101,706,602.01
102,171,006.33

95.56 5.04%
100,599,741.72
290,502.32

12.02%
(1,571,264.61)
Aaa/AA+
AAA

3.93 3.47
CASH
CCYUSD Payable (4,975,000.00) --

0.00%
(4,975,000.00)
(4,975,000.00)

1.00 0.00%
(4,975,000.00)

0.00 (0.59%)

0.00 Aaa/AAA
AAA

0.00 0.00
CCYUSD Receivable 12.99 --

0.00%

12.99 12.99

1.00 0.00%

12.99 0.00

0.00%

0.00 Aaa/AAA
AAA

0.00 0.00
CCYUSD Receivable 183,676.13 --

0.00%
183,676.13
183,676.13

1.00 0.00%
183,676.13

0.00 0.02%

0.00 Aaa/AAA
AAA

0.00 0.00
CCYUSD Receivable 4,150,847.29 --

0.00%
4,150,847.29
4,150,847.29

1.00 0.00%
4,150,847.29

0.00 0.50%

0.00 Aaa/AAA
AAA

0.00 0.00
Total Cash (640,463.59) 0.00%
(640,463.59)
(640,463.59)

1.00 0.00%
(640,463.59)

0.00 (0.08%)

0.00 Aaa/AAA
AAA

0.00 0.00

CORPORATE
89236TJT3 TOYOTA MOTOR CREDIT CORP 1.45
01/13/2025 5,575,000.00 01/10/2022

1.50%
5,567,529.50
5,573,043.76

97.05 5.34%
5,410,659.65
17,514.79

0.65%
(162,384.12)
A1/A+
A+

0.79 0.76
90331HPL1 US BANK NA 2.05 01/21/2025 9,485,000.00 01/16/2020

2.09%
9,464,796.95
9,481,737.88

97.34 5.47%
9,232,356.21
37,808.26

1.10%
(249,381.66)
A2/A+
A+

0.81 0.78
89788JAA7 TRUIST BANK 1.5 03/10/2025 7,550,000.00 01/26/2022

1.63%
7,520,706.00
7,541,162.85

96.40 5.48%
7,277,883.43
6,606.25

0.87%
(263,279.42)
A2/A
A

0.94 0.92
06367WB85 BANK OF MONTREAL 1.85
05/01/2025 5,683,000.00 07/23/2021

0.86%
5,892,248.06
5,743,155.01

96.30 5.41%
5,472,804.36
43,806.46

0.65%
(270,350.66)
A2/A-
AA-

1.08 1.05
Attachment 1

Page 22 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
06406HCQ0 BANK OF NEW YORK MELLON CORP

3.95 11/18/2025 4,287,000.00 04/05/2022

3.21%
4,393,789.17
4,333,772.00

97.95 5.27%
4,199,181.41
62,560.43

0.50%
(134,590.59)
A1/A
AA-

1.64 1.54
46647PBK1 JPMORGAN CHASE & CO 2.083
04/22/2026 1,999,000.00 05/20/2021

1.11%
2,073,622.67
2,019,157.00

96.36 5.68%
1,926,160.92
18,390.63

0.23%
(92,996.08)
A1/A-
AA-

2.06 1.02
023135BX3 AMAZON.COM INC 1.0 05/12/2026 9,990,000.00 05/10/2021

1.09%
9,946,843.20
9,971,777.72

92.34 4.85%
9,225,094.57
38,572.50

1.10%
(746,683.15)
A1/AA
AA-

2.11 2.04
91324PEC2 UNITEDHEALTH GROUP INC 1.15
05/15/2026 1,660,000.00 --

1.08%
1,665,371.00
1,662,265.73

92.49 4.92%
1,535,415.07
7,211.78

0.18%
(126,850.65)
A2/A+
A

2.12 2.05
756109BF0 REALTY INCOME CORP 4.875
06/01/2026 4,000,000.00 02/06/2023

4.75%
4,013,840.00
4,008,660.84

99.39 5.17%
3,975,620.20
65,000.00

0.47%
(33,040.64)
A3/A-
NA

2.17 2.00
89236TJK2 TOYOTA MOTOR CREDIT CORP 1.125
06/18/2026 6,840,000.00 06/15/2021

1.13%
6,836,990.40
6,838,668.26

92.04 4.96%
6,295,726.84
22,016.25

0.75%
(542,941.42)
A1/A+
A+

2.22 2.14
06051GJD2 BANK OF AMERICA CORP 1.319
06/19/2026 6,200,000.00 --

1.25%
6,216,368.00
6,205,015.90

95.06 5.58%
5,893,475.72
23,170.43

0.70%
(311,540.18)
A1/A-
AA-

2.22 1.18
037833DN7 APPLE INC 2.05 09/11/2026 6,000,000.00 12/02/2021

1.49%
6,149,040.00
6,073,809.44

93.87 4.74%
5,632,030.02
6,833.33

0.67%
(441,779.42)
Aaa/AA+
NA

2.45 2.34
06368FAC3 BANK OF MONTREAL 1.25
09/15/2026 3,000,000.00 09/13/2021

1.27%
2,996,370.00
2,998,216.81

91.23 5.10%
2,736,811.47
1,666.67

0.33%
(261,405.34)
A2/A-
AA-

2.46 2.37
931142ER0 WALMART INC 1.05 09/17/2026 1,610,000.00 09/08/2021

1.09%
1,606,957.10
1,608,501.88

91.68 4.67%
1,475,970.00
657.42

0.18%
(132,531.89)
Aa2/AA
AA

2.47 2.38
74340XBK6 PROLOGIS LP 3.25 10/01/2026 5,000,000.00 12/07/2021

1.63%
5,357,850.00
5,176,453.37

95.66 5.12%
4,783,007.90
81,250.00

0.57%
(393,445.47)
A3/A
WR

2.50 2.32
87612EBM7 TARGET CORP 1.95 01/15/2027 3,845,000.00 01/19/2022

1.99%
3,838,463.50
3,841,334.23

92.95 4.67%
3,574,034.54
15,828.58

0.43%
(267,299.69)
A2/A
A

2.79 2.65
78016EYV3 ROYAL BANK OF CANADA 2.05
01/21/2027 5,250,000.00 01/13/2022

2.04%
5,251,732.50
5,250,972.51

92.63 4.89%
4,863,075.89
20,927.08

0.58%
(387,896.62)
A1/A
AA-

2.81 2.66
61747YEZ4 MORGAN STANLEY 5.05 01/28/2027 4,415,000.00 01/17/2023

4.99%
4,422,270.45
4,419,389.05

99.62 5.27%
4,398,019.34
39,017.56

0.53%
(21,369.72)
A1/A-
A+

2.83 1.71
742718FV6 PROCTER & GAMBLE CO 1.9
02/01/2027
10,000,000.00 01/27/2022

1.93%
9,985,800.00
9,991,943.48

92.99 4.56%
9,299,475.90
31,666.67

1.11%
(692,467.58)
Aa3/AA-
NA

2.84 2.70
808513BY0 CHARLES SCHWAB CORP 2.45
03/03/2027 5,580,000.00 03/09/2022

2.73%
5,506,455.60
5,536,876.61

93.19 4.98%
5,199,936.88
10,633.00

0.62%
(336,939.73)
A2/A-
A

2.92 2.76
89114TZT2 TORONTO-DOMINION BANK 2.8
03/10/2027 5,000,000.00 03/09/2022

2.97%
4,960,350.00
4,976,687.98

94.15 4.96%
4,707,736.80
8,166.67

0.56%
(268,951.18)
A1/A
NA

2.94 2.77
084664CZ2 BERKSHIRE HATHAWAY FINANCE
CORP 2.3 03/15/2027 6,400,000.00 03/07/2022

2.30%
6,398,784.00
6,399,282.12

94.16 4.43%
6,026,556.48
6,542.22

0.72%
(372,725.64)
Aa2/AA
A+

2.96 2.81
Attachment 1

Page 23 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
06051GHT9 BANK OF AMERICA CORP 3.559
04/23/2027 6,500,000.00 --

4.51%
6,297,122.84
6,382,328.76

96.49 5.38%
6,272,002.10
101,530.36

0.75%
(110,326.66)
A1/A-
AA-

3.06 1.93
665859AW4 NORTHERN TRUST CORP 4.0
05/10/2027 2,975,000.00 05/05/2022

4.03%
2,970,180.50
2,972,006.95

97.42 4.90%
2,898,359.24
46,608.33

0.35%
(73,647.71)
A2/A+
A+

3.11 2.84
91324PEG3 UNITEDHEALTH GROUP INC 3.7
05/15/2027 3,020,000.00 05/17/2022

3.69%
3,021,408.40
3,020,873.24

96.96 4.76%
2,928,208.70
42,212.89

0.35%
(92,664.54)
A2/A+
A

3.12 2.87
22160KAM7 COSTCO WHOLESALE CORP 3.0
05/18/2027 5,300,000.00 07/15/2022

3.52%
5,176,987.00
5,220,362.33

95.66 4.50%
5,070,235.99
58,741.67

0.61%
(150,126.34)
Aa3/A+
WR

3.13 2.91
89115A2C5 TORONTO-DOMINION BANK 4.108
06/08/2027 1,800,000.00 08/26/2022

4.18%
1,793,970.00
1,795,976.54

97.34 5.00%
1,752,132.11
23,210.20

0.21%
(43,844.42)
A1/A
NA

3.19 2.91
756109BG8 REALTY INCOME CORP 3.95
08/15/2027 3,650,000.00 12/15/2022

4.63%
3,545,680.00
3,574,460.04

96.91 4.95%
3,537,373.37
18,422.36

0.42%
(37,086.67)
A3/A-
NA

3.38 3.10
74340XBV2 PROLOGIS LP 3.375 12/15/2027 4,968,000.00 01/10/2023

4.54%
4,712,893.20
4,776,031.42

94.90 4.90%
4,714,642.88
49,369.50

0.56%
(61,388.55)
A3/A
NA

3.71 3.39
69371RS31 PACCAR FINANCIAL CORP 4.6
01/10/2028 2,500,000.00 01/05/2023

4.71%
2,487,875.00
2,490,843.17

99.57 4.72%
2,489,350.80
25,875.00

0.30%
(1,492.37)
A1/A+
NA

3.78 3.40
756109AU8 REALTY INCOME CORP 3.65
01/15/2028 3,000,000.00 01/12/2023

4.61%
2,872,410.00
2,903,188.29

95.29 5.03%
2,858,740.08
23,116.67

0.34%
(44,448.21)
A3/A-
WR

3.79 3.45
24422EWR6 JOHN DEERE CAPITAL CORP 4.75
01/20/2028 4,000,000.00 01/17/2023

4.38%
4,066,040.00
4,050,235.25
100.21

4.69%
4,008,532.00
37,472.22

0.48%
(41,703.25)
A1/A
A+

3.81 3.42
037833ET3 APPLE INC 4.0 05/10/2028 3,960,000.00 05/08/2023

4.01%
3,957,753.15
3,958,155.30

98.42 4.42%
3,897,580.58
62,040.00

0.47%
(60,574.72)
Aaa/AA+
NA

4.11 3.69
58933YBH7 MERCK & CO INC 4.05 05/17/2028 4,805,000.00 05/08/2023

4.05%
4,805,921.95
4,805,753.26

98.30 4.50%
4,723,375.93
72,435.38

0.56%
(82,377.33)
A1/A+
NA

4.13 3.70
66815L2M0 NORTHWESTERN MUTUAL LIFE
INSURANCE CO 4.9 06/12/2028 5,000,000.00 07/10/2023

5.20%
4,935,650.00
4,945,103.76

99.43 5.05%
4,971,470.10
74,180.56

0.59%
26,366.34
Aaa/AA+
AAA

4.20 3.70
64952WFD0 NEW YORK LIFE GLOBAL FUNDING

4.9 06/13/2028 4,000,000.00 09/12/2023

5.31%
3,930,840.00
3,938,816.93

99.83 4.94%
3,993,209.40
58,800.00

0.48%
54,392.47
Aaa/AA+
AAA

4.20 3.71
69371RS64 PACCAR FINANCIAL CORP 4.95
08/10/2028 4,115,000.00 08/03/2023

4.99%
4,108,498.30
4,109,334.59
100.80

4.74%
4,148,105.83
28,856.44

0.50%
38,771.24
A1/A+
NA

4.36 3.86
59217GFQ7 METROPOLITAN LIFE GLOBAL
FUNDING I 5.4 09/12/2028 6,000,000.00 --

5.12%
6,068,770.00
6,064,385.41
101.27

5.08%
6,075,948.84
17,100.00

0.73%
11,563.43
Aa3/AA-
AA-

4.45 3.91
91324PDP4 UNITEDHEALTH GROUP INC 3.875
12/15/2028 6,000,000.00 12/12/2023

4.77%
5,763,360.00
5,777,348.57

96.45 4.72%
5,786,856.48
68,458.33

0.69%
9,507.91
A2/A+
A

4.71 4.19
66815L2Q1 NORTHWESTERN MUTUAL GLOBAL
FUNDING 4.71 01/10/2029 4,500,000.00 --

4.67%
4,508,387.80
4,508,011.34

98.90 4.97%
4,450,401.54
47,688.75

0.53%
(57,609.80)
Aaa/AA+
AAA

4.78 4.18
Attachment 1

Page 24 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
57629W5B2 MASSMUTUAL GLOBAL FUNDING II

4.85 01/17/2029 5,200,000.00 01/09/2024

4.85%
5,199,324.00
5,199,351.75

99.38 5.00%
5,167,783.76
51,841.11

0.62%
(31,567.99)
Aa3/AA+
AA+

4.80 4.19
46647PAM8 JPMORGAN CHASE & CO 3.509
01/23/2029 8,000,000.00 01/18/2024

5.07%
7,554,320.00
7,575,368.54

94.59 5.09%
7,567,459.68
53,024.89

0.90%
(7,908.86)
A1/A-
AA-

4.82 3.48
64952WFF5 NEW YORK LIFE GLOBAL FUNDING

4.7 01/29/2029 3,500,000.00 01/22/2024

4.74%
3,493,665.00
3,493,883.45

98.90 4.96%
3,461,657.50
28,330.56

0.41%
(32,225.95)
Aaa/AA+
AAA

4.83 4.24
532457CK2 ELI LILLY AND CO 4.5 02/09/2029 6,200,000.00 02/07/2024

4.51%
6,195,908.00
6,196,024.47

99.65 4.58%
6,178,388.91
40,300.00

0.74%
(17,635.56)
A1/A+
NA

4.86 4.29
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029 4,475,000.00 02/21/2024

4.86%
4,473,433.75
4,473,463.75
100.74

4.68%
4,508,031.94
21,100.87

0.54%
34,568.19
A1/AA-
NA

4.91 4.30
89115A2Y7 TORONTO-DOMINION BANK 4.994
04/05/2029 4,975,000.00 03/26/2024

4.99%
4,975,000.00
4,975,000.00
100.01

4.99%
4,975,299.45

0.00 0.59%
299.45
A1/A
AA-

5.01 4.38
Total Corporate 227,812,000.00 3.27%
226,981,576.99
226,858,191.54

96.46 4.97%
219,576,180.81
1,616,563.06

26.23%
(7,282,010.73)
A1/A+
A+

3.12 2.74
LAIF
90LAIF$00 State Pool 17,903,421.46 --

4.27%
17,903,421.46
17,903,421.46

1.00 4.27%
17,903,421.46

0.00 2.14%

0.00 NA/NA
NA

0.00 0.00
Total LAIF 17,903,421.46 4.27%
17,903,421.46
17,903,421.46

1.00 4.27%
17,903,421.46

0.00 2.14%

0.00 NA/NA
NA

0.00 0.00

MONEY MARKET
FUND
60934N807 FEDERATED HRMS GV O SVC 1,710,154.23 --

4.95%
1,710,154.23
1,710,154.23

1.00 4.95%
1,710,154.23

0.00 0.20%

0.00 Aaa/
AAAm
AA

0.00 0.00
Total Money
Market Fund 1,710,154.23 4.95%
1,710,154.23
1,710,154.23

1.00 4.95%
1,710,154.23

0.00 0.20%

0.00 Aaa/
AAAm
AA

0.00 0.00

MUNICIPAL
BONDS
13063DRK6 CALIFORNIA STATE 2.4 10/01/2024 4,475,000.00 10/16/2019

1.92%
4,577,790.75
4,485,427.22

98.53 5.42%
4,409,217.50
53,700.00

0.53%
(76,209.72)
Aa2/AA-
AA

0.50 0.49
Total Municipal
Bonds 4,475,000.00
10/16/2019

1.92%
4,577,790.75
4,485,427.22

98.53 5.42%
4,409,217.50
53,700.00

0.53%
(76,209.72)
Aa2/AA-
AA

0.50 0.49
Attachment 1

Page 25 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration

SUPRANATIONAL
459058JL8

INTERNATIONAL BANK FOR

RECONSTRUCTION AND DEVELOPM

0.5 10/28/2025
5,915,000.00 10/21/2020

0.52%
5,908,316.05
5,912,895.25

93.53 4.81%
5,532,500.79
12,569.38

0.66%
(380,394.46)
Aaa/AAA
NA

1.58 1.53
4581X0DV7 INTER-AMERICAN DEVELOPMENT
BANK 0.875 04/20/2026 13,155,000.00 04/13/2021

0.97%
13,094,750.10
13,130,286.33

92.58 4.71%
12,179,442.83
51,478.07

1.45%
(950,843.50)
Aaa/AAA
NA

2.05 1.99
Total
Supranational 19,070,000.00 0.83%
19,003,066.15
19,043,181.57

92.88 4.74%
17,711,943.62
64,047.45

2.12%
(1,331,237.96)
Aaa/AAA
NA

1.91 1.85

US TREASURY
912828D56 UNITED STATES TREASURY 2.375
08/15/2024 9,500,000.00 --

1.59%
9,860,159.43
9,527,523.06

98.90 5.34%
9,395,629.86
28,513.05

1.12%
(131,893.19)
Aaa/AA+
AA+

0.38 0.37
9128283D0 UNITED STATES TREASURY 2.25
10/31/2024 11,000,000.00 07/05/2019

1.89%
11,204,960.94
11,022,480.27

98.31 5.24%
10,813,730.51
104,031.59

1.29%
(208,749.76)
Aaa/AA+
AA+

0.59 0.57
91282CDN8 UNITED STATES TREASURY 1.0
12/15/2024 9,000,000.00 --

1.45%
8,885,585.94
8,971,703.87

97.12 5.19%
8,740,986.30
26,557.38

1.04%
(230,717.57)
Aaa/AA+
AA+

0.71 0.69
9128283V0 UNITED STATES TREASURY 2.5
01/31/2025 11,000,000.00 07/30/2019

1.90%
11,356,640.63
11,054,090.20

97.87 5.13%
10,765,820.34
46,085.16

1.29%
(288,269.86)
Aaa/AA+
AA+

0.84 0.81
912828ZC7 UNITED STATES TREASURY 1.125
02/28/2025 11,250,000.00 03/18/2020

0.81%
11,423,583.98
11,281,988.64

96.49 5.09%
10,855,480.95
11,005.43

1.30%
(426,507.69)
Aaa/AA+
AA+

0.91 0.89
91282CED9 UNITED STATES TREASURY 1.75
03/15/2025 6,000,000.00 04/08/2022

2.70%
5,839,218.75
5,947,610.60

96.94 5.07%
5,816,141.58
4,850.54

0.69%
(131,469.02)
Aaa/AA+
AA+

0.96 0.93
91282CEQ0 UNITED STATES TREASURY 2.75
05/15/2025 3,500,000.00 06/06/2022

2.91%
3,483,867.19
3,493,850.59

97.58 4.99%
3,415,371.08
36,490.38

0.41%
(78,479.50)
Aaa/AA+
AA+

1.12 1.08
91282CEU1 UNITED STATES TREASURY 2.875
06/15/2025 6,450,000.00 06/13/2022

3.38%
6,356,273.44
6,412,372.55

97.58 4.96%
6,293,789.06
54,719.26

0.75%
(118,583.49)
Aaa/AA+
AA+

1.21 1.16
91282CAB7 UNITED STATES TREASURY 0.25
07/31/2025 5,000,000.00 01/18/2022

1.45%
4,792,773.44
4,921,868.03

94.08 4.89%
4,703,906.25
2,094.78

0.56%
(217,961.78)
Aaa/AA+
AA+

1.33 1.31
91282CAT8 UNITED STATES TREASURY 0.25
10/31/2025 12,500,000.00 03/26/2021

0.75%
12,218,750.00
12,403,063.50

93.15 4.80%
11,643,554.75
13,135.30

1.39%
(759,508.75)
Aaa/AA+
AA+

1.59 1.55
91282CGA3 UNITED STATES TREASURY 4.0
12/15/2025 8,000,000.00 12/27/2022

4.17%
7,960,937.50
7,977,529.15

98.77 4.76%
7,901,562.48
94,426.23

0.94%
(75,966.67)
Aaa/AA+
AA+

1.71 1.62
91282CGE5 UNITED STATES TREASURY 3.875
01/15/2026 16,000,000.00 --

3.96%
15,960,000.00
15,975,542.98

98.57 4.71%
15,771,249.92
131,153.85

1.88%
(204,293.06)
Aaa/AA+
AA+

1.79 1.70
Attachment 1

Page 26 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
91282CCW9 UNITED STATES TREASURY 0.75
08/31/2026 3,200,000.00 09/17/2021

0.86%
3,182,625.00
3,191,514.54

91.41 4.54%
2,925,124.99
2,086.96

0.35%
(266,389.55)
Aaa/AA+
AA+

2.42 2.35
91282CCZ2 UNITED STATES TREASURY 0.875
09/30/2026 19,350,000.00 --

1.08%
19,157,605.47
19,253,113.84

91.52 4.50%
17,709,029.25
462.60

2.12%
(1,544,084.60)
Aaa/AA+
AA+

2.50 2.41
91282CDG3 UNITED STATES TREASURY 1.125
10/31/2026 6,420,000.00 11/15/2021

1.25%
6,380,878.13
6,399,606.45

91.84 4.51%
5,896,368.75
30,358.31

0.70%
(503,237.70)
Aaa/AA+
AA+

2.59 2.49
91282CEW7 UNITED STATES TREASURY 3.25
06/30/2027 7,000,000.00 07/13/2022

3.12%
7,042,656.25
7,027,911.46

96.57 4.44%
6,759,921.84
57,500.00

0.81%
(267,989.62)
Aaa/AA+
AA+

3.25 3.02
91282CFB2 UNITED STATES TREASURY 2.75
07/31/2027 1,300,000.00 08/22/2022

3.12%
1,277,960.94
1,285,136.16

94.97 4.39%
1,234,593.75
5,991.07

0.15%
(50,542.41)
Aaa/AA+
AA+

3.33 3.13
91282CFH9 UNITED STATES TREASURY 3.125
08/31/2027 16,400,000.00 --

3.41%
16,182,777.35
16,250,872.89

96.06 4.38%
15,754,250.00
44,565.22

1.88%
(496,622.89)
Aaa/AA+
AA+

3.42 3.19
91282CFM8 UNITED STATES TREASURY 4.125
09/30/2027 12,150,000.00 10/20/2022

4.45%
11,974,394.53
12,025,486.85

99.22 4.37%
12,055,552.70
1,369.36

1.44%
30,065.85
Aaa/AA+
AA+

3.50 3.16
91282CFZ9 UNITED STATES TREASURY 3.875
11/30/2027 8,000,000.00 12/27/2022

3.92%
7,984,687.50
7,988,605.05

98.38 4.36%
7,870,624.96
104,180.33

0.94%
(117,980.09)
Aaa/AA+
AA+

3.67 3.34
91282CGC9 UNITED STATES TREASURY 3.875
12/31/2027 8,000,000.00 01/05/2023

3.95%
7,972,812.50
7,979,549.63

98.39 4.34%
7,870,937.52
78,351.65

0.94%
(108,612.11)
Aaa/AA+
AA+

3.75 3.42
91282CGH8 UNITED STATES TREASURY 3.5
01/31/2028 16,000,000.00 02/03/2023

3.61%
15,916,875.00
15,936,057.70

97.07 4.34%
15,531,875.04
93,846.15

1.86%
(404,182.66)
Aaa/AA+
AA+

3.84 3.53
91282CGP0 UNITED STATES TREASURY 4.0
02/29/2028 12,400,000.00 --

3.92%
12,445,562.50
12,436,181.78

98.83 4.31%
12,255,171.84
43,130.43

1.46%
(181,009.93)
Aaa/AA+
AA+

3.92 3.58
91282CHA2 UNITED STATES TREASURY 3.5
04/30/2028 7,500,000.00 05/22/2023

3.75%
7,416,210.94
7,430,718.26

97.00 4.31%
7,275,292.95
110,336.54

0.87%
(155,425.31)
Aaa/AA+
AA+

4.08 3.70
91282CHE4 UNITED STATES TREASURY 3.625
05/31/2028 12,000,000.00 06/14/2023

4.00%
11,801,718.75
11,833,101.39

97.46 4.29%
11,695,781.28
146,188.52

1.40%
(137,320.11)
Aaa/AA+
AA+

4.17 3.78
91282CJA0 UNITED STATES TREASURY 4.625
09/30/2028 14,000,000.00 10/04/2023

4.77%
13,908,125.00
13,917,151.14
101.44

4.27%
14,201,796.84
1,769.13

1.70%
284,645.70
Aaa/AA+
AA+

4.50 3.95
91282CJR3 UNITED STATES TREASURY 3.75
12/31/2028 13,000,000.00 --

3.99%
12,861,054.69
12,867,010.51

97.87 4.25%
12,722,734.44
123,214.29

1.52%
(144,276.07)
Aaa/AA+
AA+

4.75 4.26
91282CJW2 UNITED STATES TREASURY 4.0
01/31/2029 10,000,000.00 02/16/2024

4.31%
9,862,500.00
9,865,545.40

98.97 4.24%
9,896,875.00
67,032.97

1.18%
31,329.60
Aaa/AA+
AA+

4.84 4.33
91282CHR5 UNITED STATES TREASURY 4.0
07/31/2030 4,400,000.00 12/28/2023

3.84%
4,441,765.63
4,440,133.89

98.70 4.24%
4,342,593.73
29,494.51

0.52%
(97,540.16)
Aaa/AA+
AA+

6.33 5.50
91282CJG7 UNITED STATES TREASURY 4.875
10/31/2030 7,000,000.00 10/27/2023

4.86%
7,005,195.31
7,004,884.44
103.64

4.24%
7,254,570.33
143,437.50

0.87%
249,685.89
Aaa/AA+
AA+

6.59 5.50
Attachment 1

Page 27 of 83 ends

HOLDINGS REPORT
Cusip Security Description Par Value/
Units
Purchase Date
Purchase Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody's/
S&P
Fitch
Maturity
Duration
Total US Treasury 287,320,000.00 3.04%
286,158,156.73
286,122,204.81

97.30 4.60%
279,370,318.31
1,636,378.50

33.37%
(6,751,886.51)
Aaa/AA+
AA+

2.86 2.62
Total Portfolio 866,151,356.97 2.99%
860,982,515.85
860,748,661.61

94.49 4.85%
837,166,916.89
4,154,691.86
100.00%
(23,581,744.72)
Aa2/AA-
AA

2.78 2.45
Total Market
Value + Accrued 841,321,608.75
Attachment 1

Page 28 of 83 ends

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss

ACQUISITIONS
Purchase 03/04/2024 60934N807 94.33 FEDERATED HRMS GV O SVC 1.000 4.97% (94.33) 0.00 (94.33) 0.00 Purchase 03/04/2024 60934N807 81,556.72 FEDERATED HRMS GV O SVC 1.000 4.97% (81,556.72) 0.00 (81,556.72) 0.00 Purchase 03/08/2024 60934N807 494,131.94 FEDERATED HRMS GV O SVC 1.000 4.95% (494,131.94) 0.00 (494,131.94) 0.00 Purchase 03/11/2024 60934N807 188,125.00 FEDERATED HRMS GV O SVC 1.000 4.95% (188,125.00) 0.00 (188,125.00) 0.00 Purchase 03/12/2024 60934N807 162,000.00 FEDERATED HRMS GV O SVC 1.000 4.95% (162,000.00) 0.00 (162,000.00) 0.00 Purchase 03/13/2024 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 93.328 4.45% (4,293,093.75) (4,600.00) (4,297,693.75) 0.00 Purchase 03/13/2024 60934N807 1,311,426.25 FEDERATED HRMS GV O SVC 1.000 4.95% (1,311,426.25) 0.00 (1,311,426.25) 0.00 Purchase 03/15/2024 60934N807 1,571,734.92 FEDERATED HRMS GV O SVC 1.000 4.97% (1,571,734.92) 0.00 (1,571,734.92) 0.00 Purchase 03/15/2024 60934N807 212,603.13 FEDERATED HRMS GV O SVC 1.000 4.97% (212,603.13) 0.00 (212,603.13) 0.00 Purchase 03/18/2024 60934N807 242,133.90 FEDERATED HRMS GV O SVC 1.000 4.97% (242,133.90) 0.00 (242,133.90) 0.00 Purchase 03/18/2024 60934N807 8,452.50 FEDERATED HRMS GV O SVC 1.000 4.97% (8,452.50) 0.00 (8,452.50) 0.00 Purchase 03/20/2024 60934N807 598,943.83 FEDERATED HRMS GV O SVC 1.000 4.97% (598,943.83) 0.00 (598,943.83) 0.00 Purchase 03/21/2024 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 91.641 4.73% (3,665,625.00) (6,451.11) (3,672,076.11) 0.00 Purchase 03/21/2024 60934N807 157,742.17 FEDERATED HRMS GV O SVC 1.000 4.97% (157,742.17) 0.00 (157,742.17) 0.00 Purchase 03/25/2024 60934N807 472,497.67 FEDERATED HRMS GV O SVC 1.000 4.97% (472,497.67) 0.00 (472,497.67) 0.00 Purchase 03/25/2024 60934N807 215,618.04 FEDERATED HRMS GV O SVC 1.000 4.97% (215,618.04) 0.00 (215,618.04) 0.00 Purchase 03/28/2024 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 90.055 4.61% (1,260,765.63) (2,373.00) (1,263,138.63) 0.00 Purchase 04/05/2024 89115A2Y7 4,975,000.00 TORONTO-DOMINION BANK

4.994 04/05/2029 100.000 4.99% (4,975,000.00) 0.00 (4,975,000.00) 0.00 Total Purchase 20,692,060.40 (19,911,544.78) (13,424.11) (19,924,968.89) 0.00 TOTAL ACQUISITIONS 20,692,060.40 (19,911,544.78) (13,424.11) (19,924,968.89) 0.00

DISPOSITIONS
Sale 03/05/2024 60934N807 (24,016.84) FEDERATED HRMS GV O SVC 1.000 4.96% 24,016.84 0.00 24,016.84 0.00 Sale 03/05/2024 60934N807 (7,875,983.16) FEDERATED HRMS GV O SVC 1.000 4.96% 7,875,983.16 0.00 7,875,983.16 0.00 Sale 03/13/2024 3137BFXT3 (5,500,000.00) FHMS K-042 A2 2.67 12/25/2024 98.094 3.32% 5,395,156.25 (4,895.00) 5,400,051.25 (72,665.26) Sale 03/21/2024 60934N807 (3,672,076.11) FEDERATED HRMS GV O SVC

1.000 4.97% 3,672,076.11 0.00 3,672,076.11 0.00
Attachment 1

Page 29 of 83 ends

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Sale 03/28/2024 912828D56 (1,000,000.00) UNITED STATES TREASURY

2.375 08/15/2024 98.898 1.78% 988,984.38 (2,740.38) 991,724.76 (13,997.99) Sale 03/28/2024 60934N807 (271,413.87) FEDERATED HRMS GV O SVC 1.000 4.98% 271,413.87 0.00 271,413.87 0.00 Sale 04/01/2024 89115A2A9 (3,500,000.00) TORONTO-DOMINION BANK

3.766 06/06/2025 98.246 3.70% 3,438,610.00 (42,105.97) 3,480,715.97 (63,982.31) Total Sale (21,843,489.98) 21,666,240.61 (49,741.35) 21,715,981.96 (150,645.56) TOTAL DISPOSITIONS (21,843,489.98) 21,666,240.61 (49,741.35) 21,715,981.96 (150,645.56) OTHER

TRANSACTIONS
Cash Transfer 03/05/2024 CCYUSD (7,900,000.00) Cash 0.00% (7,900,000.00) 0.00 (7,900,000.00) 0.00 Total Cash Transfer (7,900,000.00) (7,900,000.00) 0.00 (7,900,000.00) 0.00 Coupon 03/01/2024 3137BFXT3 0.00 FHMS K-042 A2 2.67
12/25/2024 3.33% 12,237.50 0.00 12,237.50 0.00
Coupon 03/01/2024 3137BSRE5 0.00 FHMS K-059 A2 3.12
09/25/2026 2.06% 15,600.00 0.00 15,600.00 0.00
Coupon 03/01/2024 3137F2LJ3 0.00 FHMS K-066 A2 3.117
06/25/2027 4.34% 2,337.75 0.00 2,337.75 0.00
Coupon 03/01/2024 3137BRQJ7 0.00 FHMS K-057 A2 2.57
07/25/2026 1.71% 14,248.51 0.00 14,248.51 0.00
Coupon 03/01/2024 3137FBBX3 0.00 FHMS K-068 A2 3.244
08/25/2027 4.38% 40,550.00 0.00 40,550.00 0.00
Coupon 03/01/2024 3137FBU79 0.00 FHMS K-069 A2 3.187
09/25/2027 4.08% 23,902.50 0.00 23,902.50 0.00
Coupon 03/01/2024 3137FCJK1 0.00 FHMS K-070 A2 3.303
11/25/2027 4.37% 14,646.06 0.00 14,646.06 0.00
Coupon 03/01/2024 3137FCLD4 0.00 FHMS K-071 A2 3.286
11/25/2027 3.92% 10,212.16 0.00 10,212.16 0.00
Coupon 03/01/2024 3137FEBQ2 0.00 FHMS K-072 A2 3.444
12/25/2027 3.92% 5,320.98 0.00 5,320.98 0.00
Coupon 03/01/2024 3137FETN0 0.00 FHMS K-073 A2 3.35
01/25/2028 4.17% 34,058.34 0.00 34,058.34 0.00
Coupon 03/01/2024 3137F4X72 0.00 FHMS K-075 A2 3.65
02/25/2028 4.02% 10,645.83 0.00 10,645.83 0.00
Attachment 1

Page 30 of 83 ends

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 03/01/2024 3137FEZU7 0.00 FHMS K-076 A2 3.9 04/25/2028 3.78% 9,319.38 0.00 9,319.38 0.00 Coupon 03/01/2024 3137FKUP9 0.00 FHMS K-087 A2 3.771
12/25/2028 4.68% 37,710.00 0.00 37,710.00 0.00
Coupon 03/01/2024 3137FKZZ2 0.00 FHMS K-088 A2 3.69
01/25/2029 4.90% 19,283.33 0.00 19,283.33 0.00
Coupon 03/01/2024 3137FQXJ7 0.00 FHMS K-737 A2 2.525
10/25/2026 3.22% 10,520.84 0.00 10,520.84 0.00
Coupon 03/01/2024 3137HB2L7 0.00 FHMS K-753 A2 4.4 10/25/2030 5.11% 18,333.34 0.00 18,333.34 0.00 Coupon 03/03/2024 808513BY0 0.00 CHARLES SCHWAB CORP 2.45 03/03/2027 2.73% 68,355.00 0.00 68,355.00 0.00
Coupon 03/08/2024 3130AWTR1 0.00 FEDERAL HOME LOAN BANKS

4.375 09/08/2028 4.48% 494,131.94 0.00 494,131.94 0.00
Coupon 03/10/2024 89788JAA7 0.00 TRUIST BANK 1.5 03/10/2025 1.63% 56,625.00 0.00 56,625.00 0.00 Coupon 03/10/2024 89114TZT2 0.00 TORONTO-DOMINION BANK

2.8 03/10/2027 2.97% 70,000.00 0.00 70,000.00 0.00
Coupon 03/11/2024 037833DN7 0.00 APPLE INC 2.05 09/11/2026 1.49% 61,500.00 0.00 61,500.00 0.00 Coupon 03/12/2024 59217GFQ7 0.00 METROPOLITAN LIFE GLOBAL FUNDING I 5.4 09/12/2028 5.12% 162,000.00 0.00 162,000.00 0.00 Coupon 03/13/2024 3130A2UW4

0.00 FEDERAL HOME LOAN BANKS

2.875 09/13/2024 1.82% 134,406.25 0.00 134,406.25 0.00
Coupon 03/13/2024 3130AAUF3 0.00 FEDERAL HOME LOAN BANKS

2.75 03/13/2026 2.14% 74,662.50 0.00 74,662.50 0.00
Coupon 03/15/2024 44891RAC4 0.00 HART 2020-C A3 0.38
05/15/2025 0.36% 33.21 0.00 33.21 0.00
Coupon 03/15/2024 89240BAC2 0.00 TAOT 2021-A A3 0.26
05/15/2025 0.28% 129.09 0.00 129.09 0.00
Coupon 03/15/2024 47788UAC6 0.00 JDOT 2021 A3 0.36 09/15/2025 0.38% 141.32 0.00 141.32 0.00 Coupon 03/15/2024 44933LAC7 0.00 HART 2021-A A3 0.38
09/15/2025 0.39% 174.33 0.00 174.33 0.00
Coupon 03/15/2024 47789QAC4 0.00 JDOT 2021-B A3 0.52
03/16/2026 0.53% 565.77 0.00 565.77 0.00
Coupon 03/15/2024 06368FAC3 0.00 BANK OF MONTREAL 1.25
09/15/2026 1.27% 18,750.00 0.00 18,750.00 0.00
Attachment 1

Page 31 of 83 ends

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 03/15/2024 89238JAC9 0.00 TAOT 2021-D A3 0.71
04/15/2026 0.71% 706.23 0.00 706.23 0.00
Coupon 03/15/2024 44935FAD6 0.00 HART 2021-C A3 0.74
05/15/2026 3.10% 1,261.20 0.00 1,261.20 0.00
Coupon 03/15/2024 43815BAC4 0.00 HAROT 2022-1 A3 1.88
05/15/2026 1.90% 4,894.70 0.00 4,894.70 0.00
Coupon 03/15/2024 91282CED9 0.00 UNITED STATES TREASURY 1.75 03/15/2025 2.70% 52,500.00 0.00 52,500.00 0.00
Coupon 03/15/2024 084664CZ2 0.00 BERKSHIRE HATHAWAY
FINANCE CORP 2.3 03/15/2027 2.30% 73,600.00 0.00 73,600.00 0.00 Coupon 03/15/2024 448977AD0 0.00 HART 2022-A A3 2.22
10/15/2026 2.23% 4,751.54 0.00 4,751.54 0.00
Coupon 03/15/2024 47787JAC2 0.00 JDOT 2022 A3 0.36 09/15/2026 2.35% 3,165.05 0.00 3,165.05 0.00 Coupon 03/15/2024 89238FAD5 0.00 TAOT 2022-B A3 2.93
09/15/2026 2.95% 4,423.98 0.00 4,423.98 0.00
Coupon 03/15/2024 47800AAC4 0.00 JDOT 2022-B A3 3.74
02/16/2027 3.77% 9,568.17 0.00 9,568.17 0.00
Coupon 03/15/2024 47800BAC2 0.00 JDOT 2022-C A3 5.09
06/15/2027 5.15% 20,953.83 0.00 20,953.83 0.00
Coupon 03/15/2024 880591EZ1 0.00 TENNESSEE VALLEY AUTHORITY

3.875 03/15/2028 3.56% 92,399.38 0.00 92,399.38 0.00
Coupon 03/15/2024 161571HT4 0.00 CHAIT 2023-1 A 5.16
09/15/2028 5.23% 38,592.50 0.00 38,592.50 0.00
Coupon 03/15/2024 02582JJR2 0.00 AMXCA 2021-1 A 0.9
11/15/2024 5.21% 3,375.00 0.00 3,375.00 0.00
Coupon 03/15/2024 02582JJT8 0.00 AMXCA 2022-2 A 05/17/2027 3.42% 17,331.38 0.00 17,331.38 0.00 Coupon 03/16/2024 362554AC1 0.00 GMCAR 2021-4 A3 0.68
09/16/2026 0.68% 572.76 0.00 572.76 0.00
Coupon 03/16/2024 380146AC4 0.00 GMCAR 2022-1 A3 1.23
11/16/2026 1.27% 1,050.14 0.00 1,050.14 0.00
Coupon 03/16/2024 362585AC5 0.00 GMCAR 2022-2 A3 3.1
02/16/2027 3.13% 4,329.99 0.00 4,329.99 0.00
Coupon 03/17/2024 931142ER0 0.00 WALMART INC 1.05
09/17/2026 1.09% 8,452.50 0.00 8,452.50 0.00
Attachment 1

Page 32 of 83 ends

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 03/18/2024 43815PAC3 0.00 HAROT 2022-2 A3 3.73
07/20/2026 3.76% 4,444.92 0.00 4,444.92 0.00
Coupon 03/20/2024 36265MAC9 0.00 GMALT 2022-1 A3 1.9
03/20/2025 1.91% 1,971.72 0.00 1,971.72 0.00
Coupon 03/21/2024 43813GAC5 0.00 HAROT 2021-1 A3 0.27
04/21/2025 0.27% 34.85 0.00 34.85 0.00
Coupon 03/21/2024 43815GAC3 0.00 HAROT 2021-4 A3 0.88
01/21/2026 0.90% 921.71 0.00 921.71 0.00
Coupon 03/23/2024 3137EAEX3 0.00

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
09/23/2025

0.44% 24,375.00 0.00 24,375.00 0.00
Coupon 03/25/2024 05601XAC3 0.00 BMWLT 2022-1 A3 1.03
03/25/2025 0.00% 223.19 0.00 223.19 0.00
Coupon 03/25/2024 05602RAD3 0.00 BMWOT 2022-A A3 3.21
08/25/2026 3.24% 5,356.05 0.00 5,356.05 0.00
Coupon 03/31/2024 91282CCZ2 0.00 UNITED STATES TREASURY

0.875 09/30/2026 1.08% 84,656.25 0.00 84,656.25 0.00
Coupon 03/31/2024 91282CFM8 0.00 UNITED STATES TREASURY

4.125 09/30/2027 4.45% 250,593.75 0.00 250,593.75 0.00
Coupon 03/31/2024 91282CJA0 0.00 UNITED STATES TREASURY

4.625 09/30/2028 4.77% 323,750.00 0.00 323,750.00 0.00
Total Coupon 0.00 2,458,656.72 0.00 2,458,656.72 0.00
Dividend 03/31/2024 60934N807

0.00 FEDERATED HRMS GV O SVC 3.41% 11,144.31 0.00 11,144.31 0.00 Total Dividend 0.00 11,144.31 0.00 11,144.31 0.00
Principal Paydown 03/15/2024 89240BAC2 186,613.86 TAOT 2021-A A3 0.26 05/15/2025 0.28% 186,613.86 -- 186,613.86 (0.01)
Principal Paydown 03/15/2024 44891RAC4 104,869.40 HART 2020-C A3 0.38 05/15/2025 0.36% 104,869.40 -- 104,869.40 0.02
Principal Paydown 03/15/2024 47788UAC6 59,502.69 JDOT 2021 A3 0.36 09/15/2025 0.38% 59,502.69 -- 59,502.69 0.01 Principal Paydown 03/15/2024 44933LAC7 116,894.03 HART 2021-A A3 0.38 09/15/2025 0.39% 116,894.03 -- 116,894.03 0.02
Principal Paydown 03/15/2024 47789QAC4 118,547.51 JDOT 2021-B A3 0.52 03/16/2026 0.53% 118,547.51 -- 118,547.51 0.02
Attachment 1

Page 33 of 83 ends

TRANSACTION LEDGER
Transaction Type Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Principal Paydown 03/15/2024 89238JAC9 95,450.09 TAOT 2021-D A3 0.71 04/15/2026 0.71% 95,450.09 -- 95,450.09 0.00
Principal Paydown 03/15/2024 44935FAD6 179,841.06 HART 2021-C A3 0.74 05/15/2026 4.85% 179,841.06 -- 179,841.06 0.01
Principal Paydown 03/15/2024 43815BAC4 219,814.81 HAROT 2022-1 A3 1.88 05/15/2026 1.90% 219,814.81 -- 219,814.81 (0.00)
Principal Paydown 03/15/2024 448977AD0 165,630.33 HART 2022-A A3 2.22 10/15/2026 2.23% 165,630.33 -- 165,630.33 0.02
Principal Paydown 03/15/2024 47787JAC2 81,749.96 JDOT 2022 A3 0.36 09/15/2026 2.35% 81,749.96 -- 81,749.96 (0.02) Principal Paydown 03/15/2024 89238FAD5 108,107.63 TAOT 2022-B A3 2.93 09/15/2026 2.95% 108,107.63 -- 108,107.63 (0.00)
Principal Paydown 03/16/2024 362554AC1 73,083.98 GMCAR 2021-4 A3 0.68 09/16/2026 0.68% 73,083.98 -- 73,083.98 (0.00)
Principal Paydown 03/16/2024 380146AC4 66,320.84 GMCAR 2022-1 A3 1.23 11/16/2026 1.27% 66,320.84 -- 66,320.84 0.01
Principal Paydown 03/16/2024 362585AC5 92,331.27 GMCAR 2022-2 A3 3.1 02/16/2027 3.13% 92,331.27 -- 92,331.27 0.00
Principal Paydown 03/20/2024 36265MAC9 596,972.11 GMALT 2022-1 A3 1.9 03/20/2025 1.91% 596,972.11 -- 596,972.11 (0.01)
Principal Paydown 03/21/2024 43813GAC5 51,805.20 HAROT 2021-1 A3 0.27 04/21/2025 0.27% 51,805.20 -- 51,805.20 0.00
Principal Paydown 03/21/2024 43815GAC3 104,980.41 HAROT 2021-4 A3 0.88 01/21/2026 0.90% 104,980.41 -- 104,980.41 0.01
Principal Paydown 03/25/2024 05601XAC3 243,471.31 BMWLT 2022-1 A3 1.03 03/25/2025 0.00% 243,471.31 -- 243,471.31 (0.02)
Principal Paydown 03/25/2024 05602RAD3 135,763.64 BMWOT 2022-A A3 3.21 08/25/2026 3.24% 135,763.64 -- 135,763.64 0.01
Total Principal
Paydown 2,801,750.13 2,801,750.13 -- 2,801,750.13 0.07
Wire Transfer 03/01/2024 CCYUSD (13,296.05) Cash 1.000 0.00% (13,296.05) 0.00 (13,296.05) 0.00 Wire Transfer 03/04/2024 CCYUSD 13,296.05 Cash 1.000 0.00% 13,296.05 0.00 13,296.05 0.00

TOTAL OTHER
TRANSACTIONS (5,098,249.87) (2,628,448.84) 0.00 (2,628,448.84) 0.07 Attachment 1

Page 34 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
60934N807
1,710,154.23
7,836,583.81
5,717,060.40
(11,843,489.98)
1,710,154.23

0.00 13,296.05

0.00 0.00

0.00 13,296.05
13,296.05
Total 1,710,154.23
7,836,583.81
5,717,060.40
(11,843,489.98)
1,710,154.23

0.00 13,296.05

0.00 0.00

0.00 13,296.05 13,296.05

CASH & EQUIVALENTS
CCYUSD Receivable
4,334,536.41
132,554.20

0.00 0.00
4,334,536.41

0.00 0.00

0.00 CCYUSD Payable
(4,975,000.00)

0.00 0.00

0.00 (4,975,000.00)

0.00 0.00

0.00 Total Cash & Equivalents (640,463.59)
132,554.20

0.00 0.00
(640,463.59)

0.00 0.00

0.00 0.00 0.00

FIXED INCOME
023135BX3 AMAZON.COM INC 1.0
05/12/2026
05/10/2021
05/12/2021
9,990,000.00
9,971,045.04

0.00 0.00
9,971,777.72
30,247.50

0.00 38,572.50
8,325.00
732.67

0.00 732.67
9,057.67
9,057.67
02582JJR2 AMXCA 2021-1 A 0.9
11/15/2024
06/10/2022
06/14/2022
4,500,000.00
4,367,771.13

0.00 0.00
4,383,597.75
1,800.00
3,375.00
1,800.00
3,375.00
15,826.62

0.00 15,826.62
19,201.62
19,201.62
02582JJT8 AMXCA 2022-2 A 05/17/2027
05/17/2022
05/24/2022
6,135,000.00
6,134,247.53

0.00 0.00
6,134,300.55
9,243.40
17,331.38
9,243.40
17,331.38

53.01 0.00

53.01 17,384.39
17,384.39
Attachment 1

Page 35 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
037833DN7 APPLE INC 2.05 09/11/2026
12/02/2021
12/06/2021
6,000,000.00
6,076,562.86

0.00 0.00
6,073,809.44
58,083.33
61,500.00
6,833.33
10,250.00

0.00 (2,753.42)
(2,753.42)
7,496.58
7,496.58
037833ET3 APPLE INC 4.0 05/10/2028
05/08/2023
05/10/2023
3,960,000.00
3,958,117.17

0.00 0.00
3,958,155.30
48,840.00

0.00 62,040.00
13,200.00

38.12 0.00

38.12 13,238.12
13,238.12
05601XAC3 BMWLT 2022-1 A3 1.03
03/25/2025 0.00
242,652.98

0.00 (243,471.33)

0.00 44.64
223.19

0.00 178.55
818.35

0.00 818.35
996.90
996.90
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026
05/10/2022
05/18/2022
1,866,499.81
2,002,208.73

0.00 (135,763.63)
1,866,450.55
1,071.21
5,356.05
998.58
5,283.42

5.45 0.00

5.45 5,288.87
5,288.87
06051GHT9 BANK OF AMERICA CORP

3.559 04/23/2027 6,500,000.00
6,377,477.95

0.00 0.00
6,382,328.76
82,252.44

0.00 101,530.36
19,277.92
4,850.81

0.00 4,850.81
24,128.73
24,128.73
06051GJD2 BANK OF AMERICA CORP

1.319 06/19/2026 6,200,000.00
6,205,366.10

0.00 0.00
6,205,015.90
16,355.60

0.00 23,170.43
6,814.83

0.00 (350.21)
(350.21)
6,464.62
6,464.62
06367WB85 BANK OF MONTREAL 1.85
05/01/2025
07/23/2021
07/27/2021
5,683,000.00
5,747,876.04

0.00 0.00
5,743,155.01
35,045.17

0.00 43,806.46
8,761.29

0.00 (4,721.03)
(4,721.03)
4,040.27
4,040.27
06368FAC3 BANK OF MONTREAL 1.25
09/15/2026
09/13/2021
09/15/2021
3,000,000.00
2,998,155.18

0.00 0.00
2,998,216.81
17,291.67
18,750.00
1,666.67
3,125.00

61.63 0.00

61.63 3,186.63
3,186.63
06406HCQ0 BANK OF NEW YORK MELLON
CORP 3.95 11/18/2025
04/05/2022
04/07/2022
4,287,000.00
4,336,338.25

0.00 0.00
4,333,772.00
48,449.05

0.00 62,560.43
14,111.38

0.00 (2,566.25)
(2,566.25)
11,545.12
11,545.12
Attachment 1

Page 36 of 83 ends

BERKSHIRE HATHAWAY
FINANCE CORP 2.3
03/15/2027
03/07/2022
03/15/2022
6,400,000.00
6,399,261.48

0.00 0.00
6,399,282.12
67,875.56
73,600.00
6,542.22
12,266.67

20.64 0.00

20.64 12,287.31
12,287.31
13063DRK6 CALIFORNIA STATE 2.4
10/01/2024
10/16/2019
10/24/2019
4,475,000.00
4,487,193.58

0.00 0.00
4,485,427.22
44,750.00

0.00 53,700.00
8,950.00

0.00 (1,766.36)
(1,766.36)
7,183.64
7,183.64
161571HT4 CHAIT 2023-1 A 5.16
09/15/2028
09/07/2023
09/15/2023
8,975,000.00
8,972,740.90

0.00 0.00
8,972,783.11
20,582.67
38,592.50
20,582.67
38,592.50

42.21 0.00

42.21 38,634.71
38,634.71
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029
02/21/2024
02/26/2024
4,475,000.00
4,473,437.18

0.00 0.00
4,473,463.75
3,014.41

0.00 21,100.87
18,086.46

26.58 0.00

26.58 18,113.03
18,113.03
22160KAM7 COSTCO WHOLESALE CORP

3.0 05/18/2027
07/15/2022
07/19/2022
5,300,000.00
5,218,200.54

0.00 0.00
5,220,362.33
45,491.67

0.00 58,741.67
13,250.00
2,161.79

0.00 2,161.79
15,411.79
15,411.79
24422EWR6 JOHN DEERE CAPITAL CORP

4.75 01/20/2028
01/17/2023
01/20/2023
4,000,000.00
4,051,356.41

0.00 0.00
4,050,235.25
21,638.89

0.00 37,472.22
15,833.33

0.00 (1,121.16)
(1,121.16)
14,712.17
14,712.17
3130A2UW4

FEDERAL HOME LOAN BANKS

2.875 09/13/2024
09/13/2019
09/16/2019
9,350,000.00
9,402,034.19

0.00 0.00
9,393,804.29
125,445.83
134,406.25
13,440.62
22,401.04

0.00 (8,229.90)
(8,229.90)
14,171.14
14,171.14
3130AAUF3 FEDERAL HOME LOAN BANKS

2.75 03/13/2026
07/30/2019
07/31/2019
5,430,000.00
5,495,195.09

0.00 0.00
5,492,471.31
69,685.00
74,662.50
7,466.25
12,443.75

0.00 (2,723.78)
(2,723.78)
9,719.97
9,719.97
3130AWTR1 FEDERAL HOME LOAN BANKS

4.375 09/08/2028 19,000,000.00
18,920,118.99

0.00 0.00
18,921,617.97
477,968.75
494,131.94
53,107.64
69,270.83
1,498.98

0.00 1,498.98
70,769.81
70,769.81
Attachment 1

Page 37 of 83 ends

FEDERAL FARM CREDIT
BANKS FUNDING CORP 3.875
06/08/2028
06/06/2023
06/08/2023
10,000,000.00
9,962,857.14

0.00 0.00
9,963,595.24
89,340.28

0.00 121,631.94
32,291.67
738.10

0.00 738.10
33,029.76
33,029.76
3135G04Z3

FEDERAL NATIONAL
MORTGAGE ASSOCIATION 0.5
06/17/2025 12,900,000.00
12,905,682.59

0.00 0.00
12,905,310.16
13,258.33

0.00 18,633.33
5,375.00
137.14
(509.58)
(372.43)
5,002.57
5,002.57
3135G05X7

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

0.375 08/25/2025 13,000,000.00
12,982,717.75

0.00 0.00
12,983,706.21
812.50

0.00 4,875.00
4,062.50
988.47

0.00 988.47
5,050.97
5,050.97
3135G05Y5

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

0.75 10/08/2027 8,000,000.00
7,992,576.66

0.00 0.00
7,992,751.53
23,833.33

0.00 28,833.33
5,000.00
192.05
(17.18)
174.87
5,174.87
5,174.87
3135G06G3

FEDERAL NATIONAL
MORTGAGE ASSOCIATION 0.5
11/07/2025 12,900,000.00
12,888,131.01

0.00 0.00
12,888,728.32
20,425.00

0.00 25,800.00
5,375.00
682.58
(85.28)
597.30
5,972.30
5,972.30
3135G0W66

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

1.625 10/15/2024 7,590,000.00
7,590,895.59

0.00 0.00
7,590,773.83
46,594.17

0.00 56,872.29
10,278.12
133.40
(255.17)
(121.77)
10,156.36
10,156.36
3135G0X24

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

1.625 01/07/2025 13,785,000.00
13,821,869.55

0.00 0.00
13,818,206.23
33,600.94

0.00 52,268.12
18,667.19
259.42
(3,922.74)
(3,663.32)
15,003.87
15,003.87
3137BFXT3 FHMS K-042 A2 2.67
12/25/2024
06/29/2022
06/30/2022

0.00 5,466,353.29

0.00 (5,467,821.51)

0.00 12,237.50
17,132.50

0.00 4,895.00
1,468.22

0.00 1,468.22
6,363.22
6,363.22
3137BRQJ7 FHMS K-057 A2 2.57
07/25/2026
01/31/2022
02/03/2022
6,653,000.00
6,766,944.00

0.00 0.00
6,762,798.15
14,248.51
14,248.51
14,248.51
14,248.51

0.00 (4,145.85)
(4,145.85)
10,102.66
10,102.66
Attachment 1

Page 38 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137BSRE5 FHMS K-059 A2 3.12
09/25/2026
02/18/2022
02/24/2022
6,000,000.00
6,142,293.18

0.00 0.00
6,137,467.04
15,600.00
15,600.00
15,600.00
15,600.00

0.00 (4,826.14)
(4,826.14)
10,773.86
10,773.86
3137EAEP0

FEDERAL HOME LOAN
MORTGAGE CORP 1.5
02/12/2025
02/13/2020
02/14/2020
15,235,000.00
15,232,763.08

0.00 0.00
15,232,962.35
12,061.04

0.00 31,104.79
19,043.75
199.27

0.00 199.27
19,243.02
19,243.02
3137EAEU9

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
07/21/2025
01/25/2021
01/26/2021
8,000,000.00
7,995,986.12

0.00 0.00
7,996,231.54
3,333.33

0.00 5,833.33
2,500.00
245.42

0.00 245.42
2,745.42
2,745.42
3137EAEX3

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
09/23/2025 13,000,000.00
12,987,722.21

0.00 0.00
12,988,388.78
21,395.83
24,375.00
1,083.33
4,062.50
666.57

0.00 666.57
4,729.07
4,729.07
3137F2LJ3 FHMS K-066 A2 3.117
06/25/2027
09/28/2022
10/03/2022
900,000.00
866,532.26

0.00 0.00
867,406.31
2,337.75
2,337.75
2,337.75
2,337.75
874.05

0.00 874.05
3,211.80
3,211.80
3137F4X72 FHMS K-075 A2 3.65
02/25/2028
04/28/2023
05/03/2023
3,500,000.00
3,448,092.58

0.00 0.00
3,449,216.28
10,645.83
10,645.83
10,645.83
10,645.83
1,123.69

0.00 1,123.69
11,769.52
11,769.52
3137FBBX3
FHMS K-068 A2 3.244
08/25/2027 15,000,000.00
14,445,108.95

0.00 0.00
14,458,892.30
40,550.00
40,550.00
40,550.00
40,550.00
13,783.35

0.00 13,783.35
54,333.35
54,333.35
3137FBU79 FHMS K-069 A2 3.187
09/25/2027
04/11/2023
04/14/2023
9,000,000.00
8,733,749.71

0.00 0.00
8,740,203.00
23,902.50
23,902.50
23,902.50
23,902.50
6,453.29

0.00 6,453.29
30,355.79
30,355.79
3137FCJK1 FHMS K-070 A2 3.303
11/25/2027
11/21/2022
11/25/2022
5,321,000.00
5,127,634.27

0.00 0.00
5,132,107.66
14,646.05
14,646.06
14,646.05
14,646.06
4,473.39

0.00 4,473.39
19,119.45
19,119.45
Attachment 1

Page 39 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137FCLD4 FHMS K-071 A2 3.286
11/25/2027
05/03/2023
05/08/2023
3,729,334.00
3,644,481.98

0.00 0.00
3,646,444.97
10,212.16
10,212.16
10,212.16
10,212.16
1,962.99

0.00 1,962.99
12,175.15
12,175.15
3137FEBQ2 FHMS K-072 A2 3.444
12/25/2027
05/03/2023
05/08/2023
1,854,000.00
1,821,165.28

0.00 0.00
1,821,908.26
5,320.98
5,320.98
5,320.98
5,320.98
742.98

0.00 742.98
6,063.96
6,063.96
3137FETN0 FHMS K-073 A2 3.35
01/25/2028 12,200,000.00
11,837,776.40

0.00 0.00
11,845,791.34
34,058.33
34,058.34
34,058.33
34,058.34
8,014.94

0.00 8,014.94
42,073.28
42,073.28
3137FEZU7 FHMS K-076 A2 3.9
04/25/2028
05/04/2023
05/09/2023
2,867,500.00
2,876,094.29

0.00 0.00
2,875,915.72
9,319.38
9,319.38
9,319.38
9,319.38

0.00 (178.57)
(178.57)
9,140.81
9,140.81
3137FKUP9 FHMS K-087 A2 3.771
12/25/2028 12,000,000.00
11,530,576.62

0.00 0.00
11,538,959.18
37,710.00
37,710.00
37,710.00
37,710.00
8,382.56

0.00 8,382.56
46,092.56
46,092.56
3137FKZZ2 FHMS K-088 A2 3.69
01/25/2029
08/21/2023
08/24/2023
6,271,000.00
5,945,204.33

0.00 0.00
5,950,920.05
19,283.32
19,283.33
19,283.32
19,283.33
5,715.71

0.00 5,715.71
24,999.04
24,999.04
3137FMTY8 FHMS K-094 A2 2.903
06/25/2029
03/18/2024
03/21/2024
4,000,000.00

0.00 3,665,625.00

0.00 3,667,562.90

0.00 (6,451.11)
9,676.67
3,225.56
1,937.90

0.00 1,937.90
5,163.45
5,163.45
3137FQXJ7 FHMS K-737 A2 2.525
10/25/2026
06/07/2022
06/10/2022
5,000,000.00
4,910,155.25

0.00 0.00
4,913,105.66
10,520.83
10,520.84
10,520.83
10,520.84
2,950.41

0.00 2,950.41
13,471.25
13,471.25
3137H5YC5 FHMS K-748 A2 2.26
01/25/2029
03/25/2024
03/28/2024
1,400,000.00

0.00 1,260,765.63

0.00 1,261,085.71

0.00 (2,373.00)
2,636.67
263.67
320.08

0.00 320.08
583.75
583.75
Attachment 1

Page 40 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137H9D71 FHMS K-750 A2 3.0
09/25/2029
03/08/2024
03/13/2024
4,600,000.00

0.00 4,293,093.75

0.00 4,296,012.28

0.00 (4,600.00)
11,500.00
6,900.00
2,918.53

0.00 2,918.53
9,818.53
9,818.53
3137HB2L7 FHMS K-753 A2 4.4
10/25/2030
11/27/2023
11/30/2023
5,000,000.00
4,802,665.94

0.00 0.00
4,805,209.54
18,333.33
18,333.34
18,333.33
18,333.34
2,543.60

0.00 2,543.60
20,876.94
20,876.94
362554AC1 GMCAR 2021-4 A3 0.68
09/16/2026
10/13/2021
10/21/2021
937,662.29
1,010,735.38

0.00 (73,083.98)
937,652.52
286.38
572.76
265.67
552.05

1.13 0.00

1.13 553.18
553.18
362585AC5 GMCAR 2022-2 A3 3.1
02/16/2027
04/05/2022
04/13/2022
1,583,793.44
1,675,932.63

0.00 (92,331.27)
1,583,617.14
2,164.99
4,329.99
2,045.73
4,210.73

15.78 0.00

15.78 4,226.51
4,226.51
36265MAC9 GMALT 2022-1 A3 1.9
03/20/2025
02/15/2022
02/23/2022
648,322.94
1,245,292.26

0.00 (596,972.12)
648,321.60
722.96
1,971.72
376.39
1,625.14

1.46 0.00

1.46 1,626.60
1,626.60
380146AC4 GMCAR 2022-1 A3 1.23
11/16/2026
01/11/2022
01/19/2022
933,806.40
1,000,085.69

0.00 (66,320.83)
933,768.83
525.07
1,050.14
490.25
1,015.32

3.97 0.00

3.97 1,019.29
1,019.29
43813GAC5 HAROT 2021-1 A3 0.27
04/21/2025
02/17/2021
02/24/2021
103,094.68
154,899.38

0.00 (51,805.20)
103,094.38

11.62 34.85

7.73 30.96

0.19 0.00

0.19 31.16

31.16 43815BAC4 HAROT 2022-1 A3 1.88
05/15/2026
02/15/2022
02/23/2022
2,904,464.10
3,124,060.44

0.00 (219,814.81)
2,904,268.82
2,610.51
4,894.70
2,426.84
4,711.03

23.19 0.00

23.19 4,734.23
4,734.23
43815GAC3 HAROT 2021-4 A3 0.88
01/21/2026
11/16/2021
11/24/2021
1,151,898.67
1,256,774.87

0.00 (104,980.40)
1,151,807.46
307.24
921.71
281.58
896.05

12.99 0.00

12.99 909.04
909.04
Attachment 1

Page 41 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
43815PAC3 HAROT 2022-2 A3 3.73
07/20/2026
08/15/2022
08/24/2022
1,430,000.00
1,429,950.53

0.00 0.00
1,429,952.29
1,926.13
4,444.92
1,926.13
4,444.92

1.76 0.00

1.76 4,446.68
4,446.68
44891RAC4 HART 2020-C A3 0.38
05/15/2025
10/20/2020
10/28/2020

0.00 104,865.74

0.00 (104,869.38)

0.00 17.71

33.21 0.00

15.50 3.64

0.00 3.64

19.14 19.14
448977AD0 HART 2022-A A3 2.22
10/15/2026
03/09/2022
03/16/2022
2,402,767.15
2,568,347.71

0.00 (165,630.31)
2,402,722.11
2,534.15
4,751.54
2,370.73
4,588.12

4.71 0.00

4.71 4,592.83
4,592.83
44933LAC7 HART 2021-A A3 0.38
09/15/2025
04/20/2021
04/28/2021
433,635.63
550,516.26

0.00 (116,894.00)
433,625.68

92.98 174.33

73.24 154.59

3.42 0.00

3.42 158.01
158.01
44935FAD6 HART 2021-C A3 0.74
05/15/2026 1,865,355.67
2,020,394.43

0.00 (179,841.05)
1,843,605.46
672.64
1,261.20
613.49
1,202.05
3,052.08

0.00 3,052.08
4,254.13
4,254.13
4581X0DV7

INTER-AMERICAN
DEVELOPMENT BANK 0.875
04/20/2026
04/13/2021
04/20/2021
13,155,000.00
13,129,263.46

0.00 0.00
13,130,286.33
41,885.89

0.00 51,478.07
9,592.19
1,022.86

0.00 1,022.86
10,615.05
10,615.05
459058JL8

INTERNATIONAL BANK FOR

RECONSTRUCTION AND
DEVELOPM 0.5 10/28/2025
10/21/2020
10/28/2020
5,915,000.00
5,912,781.78

0.00 0.00
5,912,895.25
10,104.79

0.00 12,569.38
2,464.58
113.47

0.00 113.47
2,578.06
2,578.06
46647PAM8 JPMORGAN CHASE & CO

3.509 01/23/2029
01/18/2024
01/23/2024
8,000,000.00
7,565,911.95

0.00 0.00
7,575,368.54
29,631.56

0.00 53,024.89
23,393.33
9,456.59

0.00 9,456.59
32,849.92
32,849.92
46647PBK1 JPMORGAN CHASE & CO

2.083 04/22/2026
05/20/2021
05/24/2021
1,999,000.00
2,020,775.82

0.00 0.00
2,019,157.00
14,920.70

0.00 18,390.63
3,469.93

0.00 (1,618.83)
(1,618.83)
1,851.10
1,851.10
Attachment 1

Page 42 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
47787JAC2 JDOT 2022 A3 0.36
09/15/2026
03/10/2022
03/16/2022
1,555,343.34
1,636,906.51

0.00 (81,749.98)
1,555,171.78
1,688.03
3,165.05
1,603.73
3,080.76

15.26 0.00

15.26 3,096.01
3,096.01
47788UAC6 JDOT 2021 A3 0.36
09/15/2025
03/02/2021
03/10/2021
411,551.81
471,030.18

0.00 (59,502.68)
411,531.75

75.37 141.32

65.85 131.80

4.24 0.00

4.24 136.04
136.04
47789QAC4 JDOT 2021-B A3 0.52
03/16/2026
07/13/2021
07/21/2021
1,187,077.90
1,305,582.36

0.00 (118,547.49)
1,187,040.40
301.74
565.77
274.35
538.37

5.54 0.00

5.54 543.91
543.91
47800AAC4 JDOT 2022-B A3 3.74
02/16/2027
07/12/2022
07/20/2022
3,070,000.00
3,069,819.84

0.00 0.00
3,069,825.00
5,103.02
9,568.17
5,103.02
9,568.17

5.16 0.00

5.16 9,573.33
9,573.33
47800BAC2 JDOT 2022-C A3 5.09
06/15/2027
10/12/2022
10/19/2022
4,940,000.00
4,939,737.09

0.00 0.00
4,939,743.87
11,175.38
20,953.83
11,175.38
20,953.83

6.79 0.00

6.79 20,960.62
20,960.62
532457CK2 ELI LILLY AND CO 4.5
02/09/2029
02/07/2024
02/09/2024
6,200,000.00
6,195,955.03

0.00 0.00
6,196,024.47
17,050.00

0.00 40,300.00
23,250.00

69.43 0.00

69.43 23,319.43
23,319.43
57629W5B2 MASSMUTUAL GLOBAL
FUNDING II 4.85 01/17/2029
01/09/2024
01/17/2024
5,200,000.00
5,199,340.28

0.00 0.00
5,199,351.75
30,824.44

0.00 51,841.11
21,016.67

11.47 0.00

11.47 21,028.14
21,028.14
58933YBH7 MERCK & CO INC 4.05
05/17/2028
05/08/2023
05/17/2023
4,805,000.00
4,805,769.60

0.00 0.00
4,805,753.26
56,218.50

0.00 72,435.38
16,216.88

26.18 (42.52)
(16.34)
16,200.53
16,200.53
59217GFQ7 METROPOLITAN LIFE GLOBAL
FUNDING I 5.4 09/12/2028 6,000,000.00
6,065,613.69

0.00 0.00
6,064,385.41
152,100.00
162,000.00
17,100.00
27,000.00

0.00 (1,228.28)
(1,228.28)
25,771.72
25,771.72
Attachment 1

Page 43 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
61747YEZ4 MORGAN STANLEY 5.05
01/28/2027
01/17/2023
01/19/2023
4,415,000.00
4,419,593.04

0.00 0.00
4,419,389.05
20,437.77

0.00 39,017.56
18,579.79

0.42 (204.41)
(203.99)
18,375.80
18,375.80
64952WFD0 NEW YORK LIFE GLOBAL
FUNDING 4.9 06/13/2028
09/12/2023
09/14/2023
4,000,000.00
3,937,580.51

0.00 0.00
3,938,816.93
42,466.67

0.00 58,800.00
16,333.33
1,236.42

0.00 1,236.42
17,569.76
17,569.76
64952WFF5 NEW YORK LIFE GLOBAL
FUNDING 4.7 01/29/2029
01/22/2024
01/29/2024
3,500,000.00
3,493,775.96

0.00 0.00
3,493,883.45
14,622.22

0.00 28,330.56
13,708.33
107.49

0.00 107.49
13,815.82
13,815.82
665859AW4 NORTHERN TRUST CORP 4.0
05/10/2027
05/05/2022
05/10/2022
2,975,000.00
2,971,925.13

0.00 0.00
2,972,006.95
36,691.67

0.00 46,608.33
9,916.67

81.82 0.00

81.82 9,998.49
9,998.49
66815L2M0

NORTHWESTERN MUTUAL
LIFE INSURANCE CO 4.9
06/12/2028
07/10/2023
07/12/2023
5,000,000.00
4,943,993.66

0.00 0.00
4,945,103.76
53,763.89

0.00 74,180.56
20,416.67
1,110.10

0.00 1,110.10
21,526.77
21,526.77
66815L2Q1

NORTHWESTERN MUTUAL
GLOBAL FUNDING 4.71
01/10/2029
01/10/2024
4,500,000.00
4,508,153.66

0.00 0.00
4,508,011.34
30,026.25

0.00 47,688.75
17,662.50

5.92 (148.24)
(142.32)
17,520.18
17,520.18
69371RS31
PACCAR FINANCIAL CORP 4.6
01/10/2028
01/05/2023
01/10/2023
2,500,000.00
2,490,637.33

0.00 0.00
2,490,843.17
16,291.67

0.00 25,875.00
9,583.33
205.85

0.00 205.85
9,789.18
9,789.18
69371RS64 PACCAR FINANCIAL CORP

4.95 08/10/2028
08/03/2023
08/10/2023
4,115,000.00
4,109,224.27

0.00 0.00
4,109,334.59
11,882.06

0.00 28,856.44
16,974.38
110.32

0.00 110.32
17,084.69
17,084.69
742718FV6 PROCTER & GAMBLE CO 1.9
02/01/2027
01/27/2022
02/01/2022
10,000,000.00
9,991,702.41

0.00 0.00
9,991,943.48
15,833.33

0.00 31,666.67
15,833.33
241.07

0.00 241.07
16,074.41
16,074.41
Attachment 1

Page 44 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
74340XBK6 PROLOGIS LP 3.25
10/01/2026
12/07/2021
12/09/2021
5,000,000.00
5,183,116.04

0.00 0.00
5,176,453.37
67,708.33

0.00 81,250.00
13,541.67

0.00 (6,662.67)
(6,662.67)
6,878.99
6,878.99
74340XBV2 PROLOGIS LP 3.375
12/15/2027
01/10/2023
01/12/2023
4,968,000.00
4,771,633.03

0.00 0.00
4,776,031.42
35,397.00

0.00 49,369.50
13,972.50
4,398.39

0.00 4,398.39
18,370.89
18,370.89
756109AU8 REALTY INCOME CORP 3.65
01/15/2028
01/12/2023
01/17/2023
3,000,000.00
2,901,019.82

0.00 0.00
2,903,188.29
13,991.67

0.00 23,116.67
9,125.00
2,168.47

0.00 2,168.47
11,293.47
11,293.47
756109BF0 REALTY INCOME CORP 4.875
06/01/2026
02/06/2023
02/08/2023
4,000,000.00
4,009,044.94

0.00 0.00
4,008,660.84
48,750.00

0.00 65,000.00
16,250.00

0.00 (384.10)
(384.10)
15,865.90
15,865.90
756109BG8 REALTY INCOME CORP 3.95
08/15/2027
12/15/2022
12/19/2022
3,650,000.00
3,572,557.74

0.00 0.00
3,574,460.04
6,407.78

0.00 18,422.36
12,014.58
1,902.31

0.00 1,902.31
13,916.89
13,916.89
78016EYV3 ROYAL BANK OF CANADA

2.05 01/21/2027
01/13/2022
01/21/2022
5,250,000.00
5,251,001.92

0.00 0.00
5,250,972.51
11,958.33

0.00 20,927.08
8,968.75

0.00 (29.41)
(29.41)
8,939.34
8,939.34
808513BY0 CHARLES SCHWAB CORP 2.45
03/03/2027
03/09/2022
03/11/2022
5,580,000.00
5,535,622.55

0.00 0.00
5,536,876.61
67,595.50
68,355.00
10,633.00
11,392.50
1,254.06

0.00 1,254.06
12,646.56
12,646.56
87612EBM7 TARGET CORP 1.95
01/15/2027
01/19/2022
01/24/2022
3,845,000.00
3,841,222.71

0.00 0.00
3,841,334.23
9,580.46

0.00 15,828.58
6,248.12
111.52

0.00 111.52
6,359.64
6,359.64
880591EZ1

TENNESSEE VALLEY
AUTHORITY 3.875
03/15/2028
05/04/2023
05/05/2023
4,769,000.00
4,824,173.11

0.00 0.00
4,823,013.54
85,212.76
92,399.38
8,213.28
15,399.90

0.00 (1,159.57)
(1,159.57)
14,240.33
14,240.33
Attachment 1

Page 45 of 83 ends

2.8 03/10/2027
03/09/2022
03/11/2022
5,000,000.00
4,976,014.47

0.00 0.00
4,976,687.98
66,500.00
70,000.00
8,166.67
11,666.67
673.51

0.00 673.51
12,340.17
12,340.17
89115A2A9 TORONTO-DOMINION BANK

3.766 06/06/2025
06/03/2022
06/08/2022

0.00 3,502,778.76

0.00 (3,502,592.31)

0.00 31,121.81
42,105.97

0.00 10,984.16

0.00 (186.45)
(186.45)
10,797.71
10,797.71
89115A2C5 TORONTO-DOMINION BANK

4.108 06/08/2027
08/26/2022
08/30/2022
1,800,000.00
1,795,869.29

0.00 0.00
1,795,976.54
17,048.20

0.00 23,210.20
6,162.00
107.25

0.00 107.25
6,269.25
6,269.25
89115A2Y7 TORONTO-DOMINION BANK

4.994 04/05/2029
03/26/2024
04/05/2024
4,975,000.00

0.00 4,975,000.00

0.00 0.00

0.00 89236TJK2 TOYOTA MOTOR CREDIT
CORP 1.125 06/18/2026
06/15/2021
06/18/2021
6,840,000.00
6,838,617.17

0.00 0.00
6,838,668.26
15,603.75

0.00 22,016.25
6,412.50

51.09 0.00

51.09 6,463.59
6,463.59
89236TJT3 TOYOTA MOTOR CREDIT
CORP 1.45 01/13/2025
01/10/2022
01/13/2022
5,575,000.00
5,572,832.46

0.00 0.00
5,573,043.76
10,778.33

0.00 17,514.79
6,736.46
211.30

0.00 211.30
6,947.76
6,947.76
89238FAD5 TAOT 2022-B A3 2.93
09/15/2026
04/07/2022
04/13/2022
1,703,761.97
1,811,847.69

0.00 (108,107.63)
1,703,742.06
2,359.46
4,423.98
2,218.68
4,283.20

1.99 0.00

1.99 4,285.19
4,285.19
89238JAC9 TAOT 2021-D A3 0.71
04/15/2026
11/09/2021
11/15/2021
1,098,175.63
1,193,615.47

0.00 (95,450.09)
1,098,166.57
376.66
706.23
346.54
676.11

1.20 0.00

1.20 677.31
677.31
89240BAC2 TAOT 2021-A A3 0.26
05/15/2025
02/02/2021
02/08/2021
409,199.44
595,793.94

0.00 (186,613.87)
409,187.07

68.85 129.09

47.29 107.53

7.01 0.00

7.01 114.53
114.53
Attachment 1

Page 46 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
89788JAA7 TRUIST BANK 1.5 03/10/2025
01/26/2022
01/28/2022
7,550,000.00
7,540,364.16

0.00 0.00
7,541,162.85
53,793.75
56,625.00
6,606.25
9,437.50
798.69

0.00 798.69
10,236.19
10,236.19
90331HPL1 US BANK NA 2.05 01/21/2025
01/16/2020
01/21/2020
9,485,000.00
9,481,395.08

0.00 0.00
9,481,737.88
21,604.72

0.00 37,808.26
16,203.54
342.80

0.00 342.80
16,546.34
16,546.34
9128283D0 UNITED STATES TREASURY

2.25 10/31/2024
07/05/2019
07/08/2019
11,000,000.00
11,025,752.04

0.00 0.00
11,022,480.27
82,953.30

0.00 104,031.59
21,078.30

0.00 (3,271.78)
(3,271.78)
17,806.52
17,806.52
9128283V0 UNITED STATES TREASURY 2.5
01/31/2025
07/30/2019
07/31/2019
11,000,000.00
11,059,587.89

0.00 0.00
11,054,090.20
22,664.84

0.00 46,085.16
23,420.33

0.00 (5,497.69)
(5,497.69)
17,922.64
17,922.64
912828D56 UNITED STATES TREASURY

2.375 08/15/2024 9,500,000.00
10,537,354.25

0.00 (1,002,982.37)
9,527,523.06
10,276.44
2,740.38
28,513.05
20,976.99

0.00 (6,848.81)
(6,848.81)
14,128.18
14,128.18
912828ZC7 UNITED STATES TREASURY

1.125 02/28/2025
03/18/2020
03/19/2020
11,250,000.00
11,284,966.56

0.00 0.00
11,281,988.64
343.92

0.00 11,005.43
10,661.52

0.00 (2,977.92)
(2,977.92)
7,683.59
7,683.59
91282CAB7 UNITED STATES TREASURY

0.25 07/31/2025
01/18/2022
01/19/2022
5,000,000.00
4,916,884.31

0.00 0.00
4,921,868.03
1,030.22

0.00 2,094.78
1,064.56
4,983.73

0.00 4,983.73
6,048.29
6,048.29
91282CAT8 UNITED STATES TREASURY

0.25 10/31/2025
03/26/2021
03/29/2021
12,500,000.00
12,397,864.49

0.00 0.00
12,403,063.50
10,473.90

0.00 13,135.30
2,661.40
5,199.02

0.00 5,199.02
7,860.42
7,860.42
91282CCW9 UNITED STATES TREASURY

0.75 08/31/2026
09/17/2021
09/20/2021
3,200,000.00
3,191,216.30

0.00 0.00
3,191,514.54

65.22 0.00
2,086.96
2,021.74
298.24

0.00 298.24
2,319.98
2,319.98
Attachment 1

Page 47 of 83 ends

0.875 09/30/2026 19,350,000.00
19,249,820.56

0.00 0.00
19,253,113.84
70,778.18

0.00 462.60
(70,315.57)
3,293.28

0.00 3,293.28
(67,022.29)
(67,022.29)
91282CDG3 UNITED STATES TREASURY

1.125 10/31/2026
11/15/2021
11/17/2021
6,420,000.00
6,398,936.04

0.00 0.00
6,399,606.45
24,207.28

0.00 30,358.31
6,151.03
670.41

0.00 670.41
6,821.44
6,821.44
91282CDN8 UNITED STATES TREASURY 1.0
12/15/2024 9,000,000.00
8,968,303.94

0.00 0.00
8,971,703.87
18,934.43

0.00 26,557.38
7,622.95
3,399.92

0.00 3,399.92
11,022.87
11,022.87
91282CED9 UNITED STATES TREASURY

1.75 03/15/2025
04/08/2022
04/12/2022
6,000,000.00
5,942,943.73

0.00 0.00
5,947,610.60
48,461.54
52,500.00
4,850.54
8,889.00
4,666.87

0.00 4,666.87
13,555.88
13,555.88
91282CEQ0 UNITED STATES TREASURY

2.75 05/15/2025
06/06/2022
06/07/2022
3,500,000.00
3,493,384.50

0.00 0.00
3,493,850.59
28,293.27

0.00 36,490.38
8,197.12
466.09

0.00 466.09
8,663.21
8,663.21
91282CER8 UNITED STATES TREASURY 2.5
05/31/2024
06/10/2022
06/13/2022

0.00 0.00

0.00 0.00
91282CEU1 UNITED STATES TREASURY

2.875 06/15/2025
06/13/2022
06/15/2022
6,450,000.00
6,409,721.52

0.00 0.00
6,412,372.55
39,012.81

0.00 54,719.26
15,706.45
2,651.02

0.00 2,651.02
18,357.48
18,357.48
91282CEW7 UNITED STATES TREASURY

3.25 06/30/2027
07/13/2022
07/15/2022
7,000,000.00
7,028,641.64

0.00 0.00
7,027,911.46
38,125.00

0.00 57,500.00
19,375.00

0.00 (730.17)
(730.17)
18,644.83
18,644.83
91282CFB2 UNITED STATES TREASURY

2.75 07/31/2027
08/22/2022
08/23/2022
1,300,000.00
1,284,757.23

0.00 0.00
1,285,136.16
2,946.43

0.00 5,991.07
3,044.64
378.93

0.00 378.93
3,423.57
3,423.57
Attachment 1

Page 48 of 83 ends

3.125 08/31/2027 16,400,000.00
16,247,165.64

0.00 0.00
16,250,872.89
1,392.66

0.00 44,565.22
43,172.55
3,707.25

0.00 3,707.25
46,879.80
46,879.80
91282CFM8 UNITED STATES TREASURY

4.125 09/30/2027
10/20/2022
10/25/2022
12,150,000.00
12,022,464.21

0.00 0.00
12,025,486.85
209,512.81

0.00 1,369.36
(208,143.44)
3,022.64

0.00 3,022.64
(205,120.81)
(205,120.81)
91282CFZ9 UNITED STATES TREASURY

3.875 11/30/2027
12/27/2022
12/28/2022
8,000,000.00
7,988,341.04

0.00 0.00
7,988,605.05
77,923.50

0.00 104,180.33
26,256.83
264.01

0.00 264.01
26,520.84
26,520.84
91282CGA3 UNITED STATES TREASURY 4.0
12/15/2025
12/27/2022
12/28/2022
8,000,000.00
7,976,411.01

0.00 0.00
7,977,529.15
67,322.40

0.00 94,426.23
27,103.83
1,118.13

0.00 1,118.13
28,221.96
28,221.96
91282CGC9 UNITED STATES TREASURY

3.875 12/31/2027
01/05/2023
01/06/2023
8,000,000.00
7,979,086.54

0.00 0.00
7,979,549.63
51,950.55

0.00 78,351.65
26,401.10
463.08

0.00 463.08
26,864.18
26,864.18
91282CGE5 UNITED STATES TREASURY

3.875 01/15/2026 16,000,000.00
15,974,383.70

0.00 0.00
15,975,542.98
78,351.65

0.00 131,153.85
52,802.20
1,345.24
(185.96)
1,159.28
53,961.48
53,961.48
91282CGH8 UNITED STATES TREASURY 3.5
01/31/2028
02/03/2023
02/06/2023
16,000,000.00
15,934,641.83

0.00 0.00
15,936,057.70
46,153.85

0.00 93,846.15
47,692.31
1,415.87

0.00 1,415.87
49,108.17
49,108.17
91282CGP0 UNITED STATES TREASURY 4.0
02/29/2028 12,400,000.00
12,436,966.69

0.00 0.00
12,436,181.78
1,347.83

0.00 43,130.43
41,782.61
485.17
(1,270.08)
(784.91)
40,997.70
40,997.70
91282CHA2 UNITED STATES TREASURY 3.5
04/30/2028
05/22/2023
05/25/2023
7,500,000.00
7,429,276.83

0.00 0.00
7,430,718.26
87,980.77

0.00 110,336.54
22,355.77
1,441.43

0.00 1,441.43
23,797.20
23,797.20
Attachment 1

Page 49 of 83 ends

3.625 05/31/2028
06/14/2023
06/20/2023
12,000,000.00
11,829,699.78

0.00 0.00
11,833,101.39
109,344.26

0.00 146,188.52
36,844.26
3,401.62

0.00 3,401.62
40,245.88
40,245.88
91282CHR5 UNITED STATES TREASURY 4.0
07/31/2030
12/28/2023
12/29/2023
4,400,000.00
4,440,672.02

0.00 0.00
4,440,133.89
14,505.49

0.00 29,494.51
14,989.01

0.00 (538.13)
(538.13)
14,450.88
14,450.88
91282CJA0 UNITED STATES TREASURY

4.625 09/30/2028
10/04/2023
10/05/2023
14,000,000.00
13,915,587.95

0.00 0.00
13,917,151.14
270,676.23

0.00 1,769.13
(268,907.10)
1,563.19

0.00 1,563.19
(267,343.92)
(267,343.92)
91282CJG7 UNITED STATES TREASURY

4.875 10/31/2030
10/27/2023
10/31/2023
7,000,000.00
7,004,947.43

0.00 0.00
7,004,884.44
114,375.00

0.00 143,437.50
29,062.50

0.00 (62.99)
(62.99)
28,999.51
28,999.51
91282CJR3 UNITED STATES TREASURY

3.75 12/31/2028 13,000,000.00
12,864,634.33

0.00 0.00
12,867,010.51
81,696.43

0.00 123,214.29
41,517.86
2,376.18

0.00 2,376.18
43,894.04
43,894.04
91282CJW2 UNITED STATES TREASURY 4.0
01/31/2029
02/16/2024
02/21/2024
10,000,000.00
9,863,185.22

0.00 0.00
9,865,545.40
32,967.03

0.00 67,032.97
34,065.93
2,360.19

0.00 2,360.19
36,426.12
36,426.12
91324PDP4 UNITEDHEALTH GROUP INC

3.875 12/15/2028
12/12/2023
12/15/2023
6,000,000.00
5,773,333.33

0.00 0.00
5,777,348.57
49,083.33

0.00 68,458.33
19,375.00
4,015.24

0.00 4,015.24
23,390.24
23,390.24
91324PEC2 UNITEDHEALTH GROUP INC

1.15 05/15/2026 1,660,000.00
1,662,360.13

0.00 0.00
1,662,265.73
5,620.94

0.00 7,211.78
1,590.83

0.00 (94.41)
(94.41)
1,496.43
1,496.43
91324PEG3 UNITEDHEALTH GROUP INC

3.7 05/15/2027
05/17/2022
05/20/2022
3,020,000.00
3,020,897.83

0.00 0.00
3,020,873.24
32,901.22

0.00 42,212.89
9,311.67

6.44 (31.02)
(24.58)
9,287.08
9,287.08
Attachment 1

Page 50 of 83 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
931142ER0 WALMART INC 1.05
09/17/2026
09/08/2021
09/17/2021
1,610,000.00
1,608,450.22

0.00 0.00
1,608,501.88
7,701.17
8,452.50
657.42
1,408.75

51.66 0.00

51.66 1,460.41
1,460.41
Total Fixed Income 847,178,244.87
840,251,477.29
14,194,484.38
(12,775,146.25)
841,775,549.51
4,698,956.58
1,835,973.96
4,154,691.86
1,291,709.23
176,080.13
(71,346.04)
104,734.09
1,396,443.32 1,396,443.32
LAIF
90LAIF$00 State Pool
17,903,421.46
17,903,421.46

0.00 0.00
17,903,421.46

0.00 0.00

0.00 Total LAIF 17,903,421.46
17,903,421.46

0.00 0.00
17,903,421.46

0.00 0.00

0.00 0.00 0.00
TOTAL PORTFOLIO 866,151,356.97
866,124,036.76
19,911,544.78
(24,618,636.23)
860,748,661.61
4,698,956.58
1,849,270.01
4,154,691.86
1,305,005.28
176,080.13
(71,346.04)
104,734.09
1,409,739.37 1,409,739.37
Attachment 1

Page 51 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
APRIL 2024
04/01/2024 Dividend 60934N807 0.00 12.99 12.99
04/01/2024 Dividend 0.00 64,417.98 64,417.98
04/01/2024 Dividend 60934N807 0.00 11,131.32 11,131.32
04/01/2024 Coupon 13063DRK6 0.00 CALIFORNIA STATE 2.4 10/01/2024 53,700.00 53,700.00 04/01/2024 Coupon 74340XBK6 0.00 PROLOGIS LP 3.25 10/01/2026 81,250.00 81,250.00 04/01/2024 Coupon 91282CCZ2 0.00 UNITED STATES TREASURY 0.875 09/30/2026 84,656.25 84,656.25 04/01/2024 Coupon 91282CFM8 0.00 UNITED STATES TREASURY 4.125 09/30/2027 250,593.75 250,593.75 04/01/2024 Coupon 91282CJA0 0.00 UNITED STATES TREASURY 4.625 09/30/2028 323,750.00 323,750.00 04/08/2024 Coupon 3135G05Y5 0.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.75 10/08/2027 30,000.00 30,000.00
04/10/2024 Other Expense CCYUSD 0.00 (0.41) (0.41)
04/10/2024 Other Expense CCYUSD 0.00 (28,132.50) (28,132.50) 04/10/2024 Other Expense CCYUSD 0.00 (1.63) (1.63)
04/10/2024 Other Expense CCYUSD 0.00 (28,243.24) (28,243.24) 04/15/2024 Coupon 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 3,375.00 3,375.00 04/15/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 04/15/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 04/15/2024 Coupon 3135G0W66 7,590,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 10/15/2024 61,668.75 61,668.75
04/15/2024 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 4,550.33 4,550.33 04/15/2024 Principal Paydown 43815BAC4 2,904,464.10
HAROT 2022-1 A3 1.88 05/15/2026 216,742.25 216,742.25
04/15/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 4,445.12 4,445.12 04/15/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 174,446.22 174,446.22 04/15/2024 Coupon 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 137.32 137.32 04/15/2024 Principal Paydown 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 112,696.64 112,696.64 04/15/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 1,150.30 1,150.30 04/15/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 181,962.46 181,962.46 04/15/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 3,003.77 3,003.77 04/15/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 112,425.63 112,425.63 04/15/2024 Coupon 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 123.47 123.47 04/15/2024 Principal Paydown 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 66,467.58 66,467.58 Attachment 1

Page 52 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
04/15/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 514.40 514.40 04/15/2024 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 151,202.48 151,202.48 04/15/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 9,568.17 9,568.17 04/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,953.83 20,953.83 04/15/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 4,160.02 4,160.02 04/15/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 116,996.58 116,996.58 04/15/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 649.75 649.75 04/15/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 104,707.49 104,707.49 04/15/2024 Coupon 89240BAC2 409,199.44 TAOT 2021-A A3 0.26 05/15/2025 88.14 88.14 04/15/2024 Principal Paydown 89240BAC2 409,199.44 TAOT 2021-A A3 0.26 05/15/2025 191,495.51 191,495.51 04/15/2024 Dividend 90LAIF$00 17,903,421.46 State Pool 60,682.08 60,682.08 04/16/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 531.34 531.34 04/16/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 72,563.04 72,563.04 04/16/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 4,091.47 4,091.47 04/16/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 101,388.71 101,388.71 04/16/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 974.42 974.42 04/16/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 70,051.09 70,051.09 04/18/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 4,444.92 4,444.92 04/22/2024 Coupon 36265MAC9 648,322.94 GMALT 2022-1 A3 1.9 03/20/2025 1,026.51 1,026.51 04/22/2024 Effective Maturity 36265MAC9 648,322.94 GMALT 2022-1 A3 1.9 03/20/2025 648,322.94 648,322.94 04/22/2024 Coupon 43813GAC5 103,094.68 HAROT 2021-1 A3 0.27 04/21/2025 27.32 27.32 04/22/2024 Principal Paydown 43813GAC5 103,094.68 HAROT 2021-1 A3 0.27 04/21/2025 48,535.85 48,535.85 04/22/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 844.73 844.73 04/22/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 107,136.91 107,136.91 04/22/2024 Coupon 4581X0DV7 13,155,000.00 INTER-AMERICAN DEVELOPMENT BANK 0.875 04/20/2026 57,553.12 57,553.12
04/22/2024 Coupon 46647PBK1 1,999,000.00 JPMORGAN CHASE & CO 2.083 04/22/2026 20,819.58 20,819.58 04/23/2024 Coupon 06051GHT9 6,500,000.00 BANK OF AMERICA CORP 3.559 04/23/2027 115,667.50 115,667.50 04/25/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 5,032.44 5,032.44 04/25/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 138,268.93 138,268.93 04/25/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 04/25/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 Attachment 1

Page 53 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
04/25/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 04/25/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 04/25/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 04/25/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,902.50 23,902.50 04/25/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 04/25/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 04/25/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 04/25/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 04/25/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 04/25/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 04/25/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 04/25/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 04/25/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 04/25/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 04/25/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 04/25/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 04/29/2024 Coupon 459058JL8 5,915,000.00 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM 0.5 10/28/2025 14,787.50 14,787.50
04/30/2024 Coupon 9128283D0 11,000,000.00 UNITED STATES TREASURY 2.25 10/31/2024 123,750.00 123,750.00 04/30/2024 Coupon 91282CAT8 12,500,000.00 UNITED STATES TREASURY 0.25 10/31/2025 15,625.00 15,625.00 04/30/2024 Coupon 91282CDG3 6,420,000.00 UNITED STATES TREASURY 1.125 10/31/2026 36,112.50 36,112.50 04/30/2024 Coupon 91282CHA2 7,500,000.00 UNITED STATES TREASURY 3.5 04/30/2028 131,250.00 131,250.00 04/30/2024 Coupon 91282CJG7 7,000,000.00 UNITED STATES TREASURY 4.875 10/31/2030 170,625.00 170,625.00 April 2024 Total 2,695,276.89 1,987,927.90 4,683,204.79 MAY 2024
05/01/2024 Coupon 06367WB85 5,683,000.00 BANK OF MONTREAL 1.85 05/01/2025 52,567.75 52,567.75 05/07/2024 Coupon 3135G06G3 12,900,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 11/07/2025 32,250.00 32,250.00
05/10/2024 Coupon 037833ET3 3,960,000.00 APPLE INC 4.0 05/10/2028 79,200.00 79,200.00 05/10/2024 Coupon 665859AW4 2,975,000.00 NORTHERN TRUST CORP 4.0 05/10/2027 59,500.00 59,500.00 05/13/2024 Coupon 023135BX3 9,990,000.00 AMAZON.COM INC 1.0 05/12/2026 49,950.00 49,950.00 05/15/2024 Coupon 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 3,375.00 3,375.00 Attachment 1

Page 54 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
05/15/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 05/15/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 05/15/2024 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 4,210.76 4,210.76 05/15/2024 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 208,438.54 208,438.54 05/15/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 4,122.39 4,122.39 05/15/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 166,597.11 166,597.11 05/15/2024 Coupon 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 101.63 101.63 05/15/2024 Principal Paydown 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 108,320.97 108,320.97 05/15/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 1,038.09 1,038.09 05/15/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 174,331.97 174,331.97 05/15/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 2,786.41 2,786.41 05/15/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 109,060.81 109,060.81 05/15/2024 Coupon 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 103.53 103.53 05/15/2024 Principal Paydown 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 68,010.85 68,010.85 05/15/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 448.88 448.88 05/15/2024 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 153,490.55 153,490.55 05/15/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 9,568.17 9,568.17 05/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,953.83 20,953.83 05/15/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 3,874.35 3,874.35 05/15/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 112,548.56 112,548.56 05/15/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 587.80 587.80 05/15/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 100,416.47 100,416.47 05/15/2024 Coupon 89240BAC2 409,199.44 TAOT 2021-A A3 0.26 05/15/2025 46.65 46.65 05/15/2024 Principal Paydown 89240BAC2 409,199.44 TAOT 2021-A A3 0.26 05/15/2025 180,786.48 180,786.48 05/15/2024 Coupon 91282CEQ0 3,500,000.00 UNITED STATES TREASURY 2.75 05/15/2025 48,125.00 48,125.00 05/15/2024 Coupon 91324PEC2 1,660,000.00 UNITEDHEALTH GROUP INC 1.15 05/15/2026 9,545.00 9,545.00 05/15/2024 Coupon 91324PEG3 3,020,000.00 UNITEDHEALTH GROUP INC 3.7 05/15/2027 55,870.00 55,870.00 05/16/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 490.22 490.22 05/16/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 69,470.52 69,470.52 05/16/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 3,829.55 3,829.55 05/16/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 96,565.60 96,565.60 05/16/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 900.87 900.87 Attachment 1

Page 55 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
05/16/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 65,611.04 65,611.04 05/17/2024 Coupon 58933YBH7 4,805,000.00 MERCK & CO INC 4.05 05/17/2028 97,301.25 97,301.25 05/20/2024 Coupon 06406HCQ0 4,287,000.00 BANK OF NEW YORK MELLON CORP 3.95 11/18/2025 84,668.25 84,668.25
05/20/2024 Coupon 22160KAM7 5,300,000.00 COSTCO WHOLESALE CORP 3.0 05/18/2027 79,500.00 79,500.00 05/20/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 4,444.92 4,444.92 05/20/2024 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 60,729.96 60,729.96 05/21/2024 Coupon 43813GAC5 103,094.68 HAROT 2021-1 A3 0.27 04/21/2025 16.40 16.40 05/21/2024 Principal Paydown 43813GAC5 103,094.68 HAROT 2021-1 A3 0.27 04/21/2025 47,111.33 47,111.33 05/21/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 766.16 766.16 05/21/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 103,283.18 103,283.18 05/27/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 4,662.57 4,662.57 05/27/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 132,471.04 132,471.04 05/27/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 05/27/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 05/27/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 05/27/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 05/27/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 05/27/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,902.50 23,902.50 05/27/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 05/27/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 05/27/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 05/27/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 05/27/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 05/27/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 05/27/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 05/27/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 05/27/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 05/27/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 05/27/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 05/27/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 05/31/2024 Coupon 91282CFZ9 8,000,000.00 UNITED STATES TREASURY 3.875 11/30/2027 155,000.00 155,000.00 Attachment 1

Page 56 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
05/31/2024 Coupon 91282CHE4 12,000,000.00 UNITED STATES TREASURY 3.625 05/31/2028 217,500.00 217,500.00 May 2024 Total 1,957,244.98 1,433,731.62 3,390,976.60
JUNE 2024
06/03/2024 Coupon 756109BF0 4,000,000.00 REALTY INCOME CORP 4.875 06/01/2026 97,500.00 97,500.00 06/10/2024 Coupon 3133EPME2 10,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP

3.875 06/08/2028 193,750.00 193,750.00
06/10/2024 Coupon 89115A2C5 1,800,000.00 TORONTO-DOMINION BANK 4.108 06/08/2027 36,972.00 36,972.00 06/12/2024 Coupon 66815L2M0 5,000,000.00 NORTHWESTERN MUTUAL LIFE INSURANCE CO

4.9 06/12/2028 122,500.00 122,500.00
06/13/2024 Coupon 64952WFD0 4,000,000.00 NEW YORK LIFE GLOBAL FUNDING 4.9 06/13/2028 98,000.00 98,000.00
06/17/2024 Coupon 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 3,375.00 3,375.00 06/17/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 06/17/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 06/17/2024 Coupon 3135G04Z3 12,900,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 06/17/2025 32,250.00 32,250.00
06/17/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 450.86 450.86 06/17/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 64,347.13 64,347.13 06/17/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 3,580.08 3,580.08 06/17/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 94,538.04 94,538.04 06/17/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 831.98 831.98 06/17/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 64,302.24 64,302.24 06/17/2024 Coupon 43815BAC4 2,904,464.10
HAROT 2022-1 A3 1.88 05/15/2026 3,884.21 3,884.21
06/17/2024 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 203,982.37 203,982.37 06/17/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 3,814.19 3,814.19 06/17/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 163,191.17 163,191.17 06/17/2024 Coupon 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 67.33 67.33 06/17/2024 Principal Paydown 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 105,836.84 105,836.84 06/17/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 930.59 930.59 06/17/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 170,408.59 170,408.59 06/17/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 2,575.56 2,575.56 06/17/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 90,615.41 90,615.41 Attachment 1

Page 57 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
06/17/2024 Coupon 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 83.12 83.12 06/17/2024 Principal Paydown 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 56,649.62 56,649.62 06/17/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 382.37 382.37 06/17/2024 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 88,043.05 88,043.05 06/17/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 9,568.17 9,568.17 06/17/2024 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 54,333.60 54,333.60 06/17/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,953.83 20,953.83 06/17/2024 Coupon 74340XBV2 4,968,000.00 PROLOGIS LP 3.375 12/15/2027 83,835.00 83,835.00 06/17/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 3,599.55 3,599.55 06/17/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 110,459.87 110,459.87 06/17/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 528.39 528.39 06/17/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 92,460.51 92,460.51 06/17/2024 Coupon 89240BAC2 409,199.44 TAOT 2021-A A3 0.26 05/15/2025 7.48 7.48 06/17/2024 Effective Maturity 89240BAC2 409,199.44 TAOT 2021-A A3 0.26 05/15/2025 34,505.93 34,505.93 06/17/2024 Coupon 91282CDN8 9,000,000.00 UNITED STATES TREASURY 1.0 12/15/2024 45,000.00 45,000.00 06/17/2024 Coupon 91282CEU1 6,450,000.00 UNITED STATES TREASURY 2.875 06/15/2025 92,718.75 92,718.75 06/17/2024 Coupon 91282CGA3 8,000,000.00 UNITED STATES TREASURY 4.0 12/15/2025 160,000.00 160,000.00 06/17/2024 Coupon 91324PDP4 6,000,000.00 UNITEDHEALTH GROUP INC 3.875 12/15/2028 116,250.00 116,250.00 06/18/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 4,256.15 4,256.15 06/18/2024 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 96,833.58 96,833.58 06/18/2024 Coupon 89236TJK2 6,840,000.00 TOYOTA MOTOR CREDIT CORP 1.125 06/18/2026 38,475.00 38,475.00 06/20/2024 Coupon 06051GJD2 6,200,000.00 BANK OF AMERICA CORP 1.319 06/19/2026 40,889.00 40,889.00 06/21/2024 Coupon 43813GAC5 103,094.68 HAROT 2021-1 A3 0.27 04/21/2025 5.80 5.80 06/21/2024 Effective Maturity 43813GAC5 103,094.68 HAROT 2021-1 A3 0.27 04/21/2025 25,780.01 25,780.01 06/21/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 690.42 690.42 06/21/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 100,872.14 100,872.14 06/25/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 4,308.21 4,308.21 06/25/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 124,043.83 124,043.83 06/25/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 06/25/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 06/25/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 06/25/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 Attachment 1

Page 58 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
06/25/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 06/25/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,902.50 23,902.50 06/25/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 06/25/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 06/25/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 06/25/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 06/25/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 06/25/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 06/25/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 06/25/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 06/25/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 06/25/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 06/25/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 06/25/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 June 2024 Total 1,741,203.95 1,568,459.21 3,309,663.16
JULY 2024
07/01/2024 Coupon 91282CEW7 7,000,000.00 UNITED STATES TREASURY 3.25 06/30/2027 113,750.00 113,750.00 07/01/2024 Coupon 91282CGC9 8,000,000.00 UNITED STATES TREASURY 3.875 12/31/2027 155,000.00 155,000.00 07/01/2024 Coupon 91282CJR3 13,000,000.00 UNITED STATES TREASURY 3.75 12/31/2028 243,750.00 243,750.00 07/08/2024 Coupon 3135G0X24 13,785,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 01/07/2025 112,003.12 112,003.12
07/10/2024 Coupon 66815L2Q1 4,500,000.00 NORTHWESTERN MUTUAL GLOBAL FUNDING

4.71 01/10/2029 105,975.00 105,975.00
07/10/2024 Coupon 69371RS31 2,500,000.00 PACCAR FINANCIAL CORP 4.6 01/10/2028 57,500.00 57,500.00 07/15/2024 Coupon 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 3,375.00 3,375.00 07/15/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 07/15/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 07/15/2024 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 3,564.64 3,564.64 07/15/2024 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 198,944.87 198,944.87 07/15/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 3,512.29 3,512.29 07/15/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 158,939.47 158,939.47 07/15/2024 Coupon 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 33.81 33.81 Attachment 1

Page 59 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
07/15/2024 Principal Paydown 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 103,050.81 103,050.81 07/15/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 825.50 825.50 07/15/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 162,518.40 162,518.40 07/15/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 2,400.37 2,400.37 07/15/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 106,793.46 106,793.46 07/15/2024 Coupon 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 66.13 66.13 07/15/2024 Principal Paydown 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 58,600.67 58,600.67 07/15/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 344.21 344.21 07/15/2024 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 67,703.62 67,703.62 07/15/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 9,398.83 9,398.83 07/15/2024 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 141,197.67 141,197.67 07/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,953.83 20,953.83 07/15/2024 Coupon 756109AU8 3,000,000.00 REALTY INCOME CORP 3.65 01/15/2028 54,750.00 54,750.00 07/15/2024 Coupon 87612EBM7 3,845,000.00 TARGET CORP 1.95 01/15/2027 37,488.75 37,488.75 07/15/2024 Coupon 89236TJT3 5,575,000.00 TOYOTA MOTOR CREDIT CORP 1.45 01/13/2025 40,418.75 40,418.75 07/15/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 3,329.84 3,329.84 07/15/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 107,786.37 107,786.37 07/15/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 473.68 473.68 07/15/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 84,380.12 84,380.12 07/15/2024 Coupon 91282CGE5 16,000,000.00 UNITED STATES TREASURY 3.875 01/15/2026 310,000.00 310,000.00 07/16/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 414.39 414.39 07/16/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 62,523.90 62,523.90 07/16/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 3,335.86 3,335.86 07/16/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 91,891.97 91,891.97 07/16/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 764.46 764.46 07/16/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 62,696.19 62,696.19 07/17/2024 Coupon 57629W5B2 5,200,000.00 MASSMUTUAL GLOBAL FUNDING II 4.85 01/17/2029 126,100.00 126,100.00
07/18/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 3,955.16 3,955.16 07/18/2024 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 94,283.81 94,283.81 07/22/2024 Coupon 24422EWR6 4,000,000.00 JOHN DEERE CAPITAL CORP 4.75 01/20/2028 95,000.00 95,000.00 Attachment 1

Page 60 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
07/22/2024 Coupon 3137EAEU9 8,000,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.375 07/21/2025 15,000.00 15,000.00
07/22/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 616.44 616.44 07/22/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 87,670.53 87,670.53 07/22/2024 Coupon 78016EYV3 5,250,000.00 ROYAL BANK OF CANADA 2.05 01/21/2027 53,812.50 53,812.50 07/22/2024 Coupon 90331HPL1 4,285,000.00 US BANK NA 2.05 01/21/2025 43,921.25 43,921.25 07/23/2024 Coupon 46647PAM8 8,000,000.00 JPMORGAN CHASE & CO 3.509 01/23/2029 140,360.00 140,360.00 07/25/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 3,976.39 3,976.39 07/25/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 121,607.83 121,607.83 07/25/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 07/25/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 07/25/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 07/25/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 07/25/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 07/25/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,902.50 23,902.50 07/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 3,182.48 3,182.48 07/25/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 07/25/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 07/25/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 07/25/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 07/25/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 07/25/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 07/25/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 07/25/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 07/25/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 07/25/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 07/25/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 07/25/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 07/29/2024 Coupon 61747YEZ4 4,415,000.00 MORGAN STANLEY 5.05 01/28/2027 111,478.75 111,478.75 07/29/2024 Coupon 64952WFF5 3,500,000.00 NEW YORK LIFE GLOBAL FUNDING 4.7 01/29/2029 82,250.00 82,250.00
07/31/2024 Coupon 9128283V0 11,000,000.00 UNITED STATES TREASURY 2.5 01/31/2025 137,500.00 137,500.00 Attachment 1

Page 61 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
07/31/2024 Coupon 91282CAB7 5,000,000.00 UNITED STATES TREASURY 0.25 07/31/2025 6,250.00 6,250.00 07/31/2024 Coupon 91282CFB2 1,300,000.00 UNITED STATES TREASURY 2.75 07/31/2027 17,875.00 17,875.00 07/31/2024 Coupon 91282CGH8 16,000,000.00 UNITED STATES TREASURY 3.5 01/31/2028 280,000.00 280,000.00 07/31/2024 Coupon 91282CHR5 4,400,000.00 UNITED STATES TREASURY 4.0 07/31/2030 88,000.00 88,000.00 07/31/2024 Coupon 91282CJW2 10,000,000.00 UNITED STATES TREASURY 4.0 01/31/2029 200,000.00 200,000.00 July 2024 Total 1,713,772.19 3,035,950.16 4,749,722.35
AUGUST 2024
08/01/2024 Coupon 742718FV6 10,000,000.00 PROCTER & GAMBLE CO 1.9 02/01/2027 95,000.00 95,000.00 08/09/2024 Coupon 532457CK2 6,200,000.00 ELI LILLY AND CO 4.5 02/09/2029 139,500.00 139,500.00 08/12/2024 Coupon 3137EAEP0 15,235,000.00 FEDERAL HOME LOAN MORTGAGE CORP 1.5 02/12/2025 114,262.50 114,262.50
08/12/2024 Coupon 69371RS64 4,115,000.00 PACCAR FINANCIAL CORP 4.95 08/10/2028 101,846.25 101,846.25 08/15/2024 Coupon 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 3,375.00 3,375.00 08/15/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 08/15/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 08/15/2024 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 3,252.96 3,252.96 08/15/2024 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 192,449.97 192,449.97 08/15/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 3,218.25 3,218.25 08/15/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 153,706.32 153,706.32 08/15/2024 Coupon 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 1.18 1.18 08/15/2024 Effective Maturity 44933LAC7 433,635.63 HART 2021-A A3 0.38 09/15/2025 3,730.37 3,730.37 08/15/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 725.28 725.28 08/15/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 156,953.28 156,953.28 08/15/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 2,193.90 2,193.90 08/15/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 94,829.22 94,829.22 08/15/2024 Coupon 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 48.55 48.55 08/15/2024 Principal Paydown 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 66,152.43 66,152.43 08/15/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 314.88 314.88 08/15/2024 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 71,363.91 71,363.91 08/15/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 8,958.76 8,958.76 08/15/2024 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 125,666.16 125,666.16 08/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,953.83 20,953.83 Attachment 1

Page 62 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
08/15/2024 Coupon 756109BG8 3,650,000.00 REALTY INCOME CORP 3.95 08/15/2027 72,087.50 72,087.50 08/15/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 3,066.66 3,066.66 08/15/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 104,497.28 104,497.28 08/15/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 423.76 423.76 08/15/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 81,685.35 81,685.35 08/16/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 378.96 378.96 08/16/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 60,617.30 60,617.30 08/16/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 3,098.47 3,098.47 08/16/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 88,492.22 88,492.22 08/16/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 698.63 698.63 08/16/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 59,537.34 59,537.34 08/19/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 3,662.09 3,662.09 08/19/2024 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 91,158.97 91,158.97 08/21/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 552.15 552.15 08/21/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 84,825.28 84,825.28 08/26/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 3,651.09 3,651.09 08/26/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 118,389.93 118,389.93 08/26/2024 Coupon 17275RBR2 4,475,000.00 CISCO SYSTEMS INC 4.85 02/26/2029 108,518.75 108,518.75 08/26/2024 Coupon 3135G05X7 13,000,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.375 08/25/2025 24,375.00 24,375.00
08/26/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 08/26/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 08/26/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 08/26/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 08/26/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 08/26/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,894.05 23,894.05 08/26/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,160.31 14,160.31 08/26/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 08/26/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 08/26/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 08/26/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 08/26/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 Attachment 1

Page 63 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
08/26/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 08/26/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 08/26/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 08/26/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 08/26/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 08/26/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 08/26/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 August 2024 Total 1,568,215.65 1,060,582.15 2,628,797.80 SEPTEMBER 2024
09/03/2024 Coupon 808513BY0 5,580,000.00 CHARLES SCHWAB CORP 2.45 03/03/2027 68,355.00 68,355.00 09/03/2024 Coupon 912828ZC7 11,250,000.00 UNITED STATES TREASURY 1.125 02/28/2025 63,281.25 63,281.25 09/03/2024 Coupon 91282CCW9 3,200,000.00 UNITED STATES TREASURY 0.75 08/31/2026 12,000.00 12,000.00 09/03/2024 Coupon 91282CFH9 16,400,000.00 UNITED STATES TREASURY 3.125 08/31/2027 256,250.00 256,250.00 09/03/2024 Coupon 91282CGP0 12,400,000.00 UNITED STATES TREASURY 4.0 02/29/2028 248,000.00 248,000.00 09/09/2024 Coupon 3130AWTR1 19,000,000.00 FEDERAL HOME LOAN BANKS 4.375 09/08/2028 415,625.00 415,625.00 09/10/2024 Coupon 89114TZT2 5,000,000.00 TORONTO-DOMINION BANK 2.8 03/10/2027 70,000.00 70,000.00 09/10/2024 Coupon 89788JAA7 7,550,000.00 TRUIST BANK 1.5 03/10/2025 56,625.00 56,625.00 09/11/2024 Coupon 037833DN7 6,000,000.00 APPLE INC 2.05 09/11/2026 61,500.00 61,500.00 09/12/2024 Coupon 59217GFQ7 6,000,000.00 METROPOLITAN LIFE GLOBAL FUNDING I 5.4 09/12/2028 162,000.00 162,000.00
09/13/2024 Coupon 3130A2UW4 9,350,000.00 FEDERAL HOME LOAN BANKS 2.875 09/13/2024 134,406.25 134,406.25 09/13/2024 Final Maturity 3130A2UW4 9,350,000.00 FEDERAL HOME LOAN BANKS 2.875 09/13/2024 9,350,000.00 9,350,000.00 09/13/2024 Coupon 3130AAUF3 5,430,000.00 FEDERAL HOME LOAN BANKS 2.75 03/13/2026 74,662.50 74,662.50 09/16/2024 Coupon 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 3,375.00 3,375.00 09/16/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 09/16/2024 Coupon 06368FAC3 3,000,000.00 BANK OF MONTREAL 1.25 09/15/2026 18,750.00 18,750.00 09/16/2024 Coupon 084664CZ2 6,400,000.00 BERKSHIRE HATHAWAY FINANCE CORP 2.3 03/15/2027 73,600.00 73,600.00
09/16/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 09/16/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 344.61 344.61 09/16/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 59,301.70 59,301.70 09/16/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 2,869.87 2,869.87 Attachment 1

Page 64 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
09/16/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 85,208.34 85,208.34 09/16/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 636.12 636.12 09/16/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 58,158.09 58,158.09 09/16/2024 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 2,951.45 2,951.45 09/16/2024 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 187,594.91 187,594.91 09/16/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 2,933.89 2,933.89 09/16/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 150,085.28 150,085.28 09/16/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 628.49 628.49 09/16/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 153,190.74 153,190.74 09/16/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 2,010.56 2,010.56 09/16/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 93,306.16 93,306.16 09/16/2024 Coupon 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 28.70 28.70 09/16/2024 Principal Paydown 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 68,079.96 68,079.96 09/16/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 283.95 283.95 09/16/2024 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 70,257.02 70,257.02 09/16/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 8,567.10 8,567.10 09/16/2024 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 134,494.20 134,494.20 09/16/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,953.83 20,953.83 09/16/2024 Coupon 880591EZ1 4,769,000.00 TENNESSEE VALLEY AUTHORITY 3.875 03/15/2028 92,399.38 92,399.38
09/16/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 2,811.51 2,811.51 09/16/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 96,084.11 96,084.11 09/16/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 375.43 375.43 09/16/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 79,738.12 79,738.12 09/16/2024 Coupon 91282CED9 6,000,000.00 UNITED STATES TREASURY 1.75 03/15/2025 52,500.00 52,500.00 09/17/2024 Coupon 931142ER0 1,610,000.00 WALMART INC 1.05 09/17/2026 8,452.50 8,452.50 09/18/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 3,378.74 3,378.74 09/18/2024 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 88,893.11 88,893.11 09/23/2024 Coupon 3137EAEX3 13,000,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.375 09/23/2025 24,375.00 24,375.00
09/23/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 489.95 489.95 09/23/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 82,662.17 82,662.17 Attachment 1

Page 65 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
09/25/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 3,334.40 3,334.40 09/25/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 109,377.00 109,377.00 09/25/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 09/25/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 09/25/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 09/25/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 09/25/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 09/25/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,856.44 23,856.44 09/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,207.02 14,207.02 09/25/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 09/25/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 09/25/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 09/25/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 09/25/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 09/25/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 09/25/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 09/25/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 09/25/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 09/25/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 09/25/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 09/25/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 09/30/2024 Coupon 91282CCZ2 19,350,000.00 UNITED STATES TREASURY 0.875 09/30/2026 84,656.25 84,656.25 09/30/2024 Coupon 91282CFM8 12,150,000.00 UNITED STATES TREASURY 4.125 09/30/2027 250,593.75 250,593.75 09/30/2024 Coupon 91282CJA0 14,000,000.00 UNITED STATES TREASURY 4.625 09/30/2028 323,750.00 323,750.00 09/30/2024 Coupon 91282CKG5 12,000,000.00 UNITED STATES TREASURY 4.125 03/31/2029 247,500.00 247,500.00 September 2024 Total 10,880,637.93 3,201,635.62 14,082,273.55 OCTOBER 2024
10/01/2024 Coupon 13063DRK6 4,475,000.00 CALIFORNIA STATE 2.4 10/01/2024 53,700.00 53,700.00 10/01/2024 Final Maturity 13063DRK6 4,475,000.00 CALIFORNIA STATE 2.4 10/01/2024 4,475,000.00 4,475,000.00 10/01/2024 Coupon 74340XBK6 5,000,000.00 PROLOGIS LP 3.25 10/01/2026 81,250.00 81,250.00 10/07/2024 Coupon 89115A2Y7 4,975,000.00 TORONTO-DOMINION BANK 4.994 04/05/2029 124,225.75 124,225.75 Attachment 1

Page 66 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
10/08/2024 Coupon 3135G05Y5 8,000,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.75 10/08/2027 30,000.00 30,000.00
10/15/2024 Coupon 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 3,375.00 3,375.00 10/15/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 10/15/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 10/15/2024 Coupon 3135G0W66 7,590,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 10/15/2024 61,668.75 61,668.75
10/15/2024 Final Maturity 3135G0W66 7,590,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 10/15/2024 7,590,000.00 7,590,000.00
10/15/2024 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 2,657.55 2,657.55 10/15/2024 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 180,704.76 180,704.76 10/15/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 2,656.23 2,656.23 10/15/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 139,688.62 139,688.62 10/15/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 534.03 534.03 10/15/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 147,426.54 147,426.54 10/15/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 1,830.17 1,830.17 10/15/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 104,049.45 104,049.45 10/15/2024 Coupon 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 8.28 8.28 10/15/2024 Effective Maturity 47788UAC6 411,551.81 JDOT 2021 A3 0.36 09/15/2025 27,590.69 27,590.69 10/15/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 253.51 253.51 10/15/2024 Principal Paydown 47789QAC4
1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 73,261.59 73,261.59 10/15/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 8,147.93 8,147.93 10/15/2024 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 154,548.02 154,548.02 10/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,953.83 20,953.83 10/15/2024 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 107,635.02 107,635.02 10/15/2024 Coupon 58989V2H6 3,685,000.00 MET TOWER GLOBAL FUNDING 5.25 04/12/2029 96,731.25 96,731.25 10/15/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 2,576.91 2,576.91 10/15/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 92,075.78 92,075.78 10/15/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 328.25 328.25 10/15/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 76,845.00 76,845.00 10/16/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 311.01 311.01 10/16/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 57,216.45 57,216.45 Attachment 1

Page 67 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
10/16/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 2,649.75 2,649.75 10/16/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 78,152.90 78,152.90 10/16/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 575.05 575.05 10/16/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 55,822.70 55,822.70 10/18/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 3,102.43 3,102.43 10/18/2024 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 85,512.07 85,512.07 10/21/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 429.33 429.33 10/21/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 79,677.62 79,677.62 10/21/2024 Coupon 4581X0DV7 13,155,000.00 INTER-AMERICAN DEVELOPMENT BANK 0.875 04/20/2026 57,553.12 57,553.12
10/22/2024 Coupon 46647PBK1 1,999,000.00 JPMORGAN CHASE & CO 2.083 04/22/2026 20,819.58 20,819.58 10/23/2024 Coupon 06051GHT9 6,500,000.00 BANK OF AMERICA CORP 3.559 04/23/2027 115,667.50 115,667.50 10/25/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 3,041.81 3,041.81 10/25/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 105,531.83 105,531.83 10/25/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 10/25/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 10/25/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 10/25/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 10/25/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 10/25/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,818.71 23,818.71 10/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 15,237.08 15,237.08 10/25/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 10/25/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 10/25/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 10/25/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 10/25/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 10/25/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 10/25/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 10/25/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 10/25/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 10/25/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 10/25/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 Attachment 1

Page 68 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
10/25/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 10/28/2024 Coupon 459058JL8 5,915,000.00 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM 0.5 10/28/2025 14,787.50 14,787.50
10/31/2024 Coupon 9128283D0 11,000,000.00 UNITED STATES TREASURY 2.25 10/31/2024 123,750.00 123,750.00 10/31/2024 Final Maturity 9128283D0 11,000,000.00 UNITED STATES TREASURY 2.25 10/31/2024 11,000,000.00 11,000,000.00 10/31/2024 Coupon 91282CAT8 12,500,000.00 UNITED STATES TREASURY 0.25 10/31/2025 15,625.00 15,625.00 10/31/2024 Coupon 91282CDG3 6,420,000.00 UNITED STATES TREASURY 1.125 10/31/2026 36,112.50 36,112.50 10/31/2024 Coupon 91282CHA2 7,500,000.00 UNITED STATES TREASURY 3.5 04/30/2028 131,250.00 131,250.00 10/31/2024 Coupon 91282CJG7 7,000,000.00 UNITED STATES TREASURY 4.875 10/31/2030 170,625.00 170,625.00 October 2024 Total 24,645,976.13 1,533,539.43 26,179,515.56 NOVEMBER 2024
11/01/2024 Coupon 06367WB85 5,683,000.00 BANK OF MONTREAL 1.85 05/01/2025 52,567.75 52,567.75 11/07/2024 Coupon 3135G06G3 12,900,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 11/07/2025 32,250.00 32,250.00
11/12/2024 Coupon 023135BX3 9,990,000.00 AMAZON.COM INC 1.0 05/12/2026 49,950.00 49,950.00 11/12/2024 Coupon 037833ET3 3,960,000.00 APPLE INC 4.0 05/10/2028 79,200.00 79,200.00 11/12/2024 Coupon 665859AW4 2,975,000.00 NORTHERN TRUST CORP 4.0 05/10/2027 59,500.00 59,500.00 11/15/2024 Coupon 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 3,375.00 3,375.00 11/15/2024 Final Maturity 02582JJR2 4,500,000.00 AMXCA 2021-1 A 0.9 11/15/2024 4,500,000.00 4,500,000.00 11/15/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 11/15/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50
11/15/2024 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 2,374.45 2,374.45 11/15/2024 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 165,563.41 165,563.41 11/15/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 2,397.81 2,397.81 11/15/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 136,133.76 136,133.76 11/15/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 443.11 443.11 11/15/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 143,956.99 143,956.99 11/15/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 1,629.01 1,629.01 11/15/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 112,213.65 112,213.65 11/15/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 221.76 221.76 11/15/2024 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 87,046.63 87,046.63 11/15/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 7,666.25 7,666.25 Attachment 1

Page 69 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
11/15/2024 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 162,399.87 162,399.87 11/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,497.28 20,497.28 11/15/2024 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 232,363.60 232,363.60 11/15/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 2,352.09 2,352.09 11/15/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 84,591.50 84,591.50 11/15/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 282.78 282.78 11/15/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 75,059.18 75,059.18 11/15/2024 Coupon 91282CEQ0 3,500,000.00 UNITED STATES TREASURY 2.75 05/15/2025 48,125.00 48,125.00 11/15/2024 Coupon 91324PEC2 1,660,000.00 UNITEDHEALTH GROUP INC 1.15 05/15/2026 9,545.00 9,545.00 11/15/2024 Coupon 91324PEG3 3,020,000.00 UNITEDHEALTH GROUP INC 3.7 05/15/2027 55,870.00 55,870.00 11/18/2024 Coupon 06406HCQ0 4,287,000.00 BANK OF NEW YORK MELLON CORP 3.95 11/18/2025 84,668.25 84,668.25
11/18/2024 Coupon 22160KAM7 5,300,000.00 COSTCO WHOLESALE CORP 3.0 05/18/2027 79,500.00 79,500.00 11/18/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 278.59 278.59 11/18/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 55,990.86 55,990.86 11/18/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 2,447.85 2,447.85 11/18/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 75,210.85 75,210.85 11/18/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 516.44 516.44 11/18/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 54,537.18 54,537.18 11/18/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 2,836.63 2,836.63 11/18/2024 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 83,414.61 83,414.61 11/18/2024 Coupon 58933YBH7 4,805,000.00 MERCK & CO INC 4.05 05/17/2028 97,301.25 97,301.25 11/21/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 370.90 370.90 11/21/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 77,687.67 77,687.67 11/25/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 2,759.52 2,759.52 11/25/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 103,190.16 103,190.16 11/25/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 11/25/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 11/25/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 11/25/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 11/25/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 11/25/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,778.24 23,778.24 Attachment 1

Page 70 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
11/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,304.27 14,304.27 11/25/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 11/25/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 11/25/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 11/25/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 11/25/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 11/25/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 11/25/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 11/25/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 11/25/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 11/25/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 11/25/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 11/25/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 November 2024 Total 6,163,664.19 1,045,228.65 7,208,892.85 DECEMBER 2024
12/02/2024 Coupon 756109BF0 4,000,000.00 REALTY INCOME CORP 4.875 06/01/2026 97,500.00 97,500.00 12/02/2024 Coupon 91282CFZ9 8,000,000.00 UNITED STATES TREASURY 3.875 11/30/2027 155,000.00 155,000.00 12/02/2024 Coupon 91282CHE4 12,000,000.00 UNITED STATES TREASURY 3.625 05/31/2028 217,500.00 217,500.00 12/09/2024 Coupon 3133EPME2 10,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP

3.875 06/08/2028 193,750.00 193,750.00
12/09/2024 Coupon 89115A2C5 1,800,000.00 TORONTO-DOMINION BANK 4.108 06/08/2027 36,972.00 36,972.00 12/12/2024 Coupon 66815L2M0 5,000,000.00 NORTHWESTERN MUTUAL LIFE INSURANCE CO

4.9 06/12/2028 122,500.00 122,500.00
12/13/2024 Coupon 64952WFD0 4,000,000.00 NEW YORK LIFE GLOBAL FUNDING 4.9 06/13/2028 98,000.00 98,000.00
12/16/2024 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 12/16/2024 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 12/16/2024 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 246.86 246.86 12/16/2024 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 53,497.07 53,497.07 12/16/2024 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 2,253.56 2,253.56 12/16/2024 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 70,595.94 70,595.94 12/16/2024 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 459.17 459.17 Attachment 1

Page 71 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
12/16/2024 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 51,701.22 51,701.22 12/16/2024 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 2,115.07 2,115.07 12/16/2024 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 158,156.36 158,156.36 12/16/2024 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 2,145.96 2,145.96 12/16/2024 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 129,478.49 129,478.49 12/16/2024 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 354.34 354.34 12/16/2024 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 137,310.73 137,310.73 12/16/2024 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 1,412.06 1,412.06 12/16/2024 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 79,259.75 79,259.75 12/16/2024 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 184.04 184.04 12/16/2024 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 62,164.57 62,164.57 12/16/2024 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 7,160.11 7,160.11 12/16/2024 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 126,269.50 126,269.50 12/16/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 19,511.67 19,511.67 12/16/2024 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 186,877.27 186,877.27 12/16/2024 Coupon 74340XBV2 4,968,000.00 PROLOGIS LP 3.375 12/15/2027 83,835.00 83,835.00 12/16/2024 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 2,145.55 2,145.55 12/16/2024 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 80,884.27 80,884.27 12/16/2024 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 238.37 238.37 12/16/2024 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 71,790.74 71,790.74 12/16/2024 Coupon 91282CDN8 9,000,000.00 UNITED STATES TREASURY 1.0 12/15/2024 45,000.00 45,000.00 12/16/2024 Final Maturity 91282CDN8 9,000,000.00 UNITED STATES TREASURY 1.0 12/15/2024 9,000,000.00 9,000,000.00 12/16/2024 Coupon 91282CEU1 6,450,000.00 UNITED STATES TREASURY 2.875 06/15/2025 92,718.75 92,718.75 12/16/2024 Coupon 91282CGA3 8,000,000.00 UNITED STATES TREASURY 4.0 12/15/2025 160,000.00 160,000.00 12/16/2024 Coupon 91324PDP4 6,000,000.00 UNITEDHEALTH GROUP INC 3.875 12/15/2028 116,250.00 116,250.00 12/17/2024 Coupon 3135G04Z3 12,900,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 06/17/2025 32,250.00 32,250.00
12/18/2024 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 2,577.35 2,577.35 12/18/2024 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 79,548.89 79,548.89 12/18/2024 Coupon 89236TJK2 6,840,000.00 TOYOTA MOTOR CREDIT CORP 1.125 06/18/2026 38,475.00 38,475.00 12/19/2024 Coupon 06051GJD2 6,200,000.00 BANK OF AMERICA CORP 1.319 06/19/2026 40,889.00 40,889.00 12/23/2024 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 313.93 313.93 Attachment 1

Page 72 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
12/23/2024 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 74,432.62 74,432.62 12/25/2024 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 2,483.48 2,483.48 12/25/2024 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 98,460.36 98,460.36 12/25/2024 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 12/25/2024 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 12/25/2024 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 12/25/2024 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 12/25/2024 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 12/25/2024 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,740.25 23,740.25 12/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 15,331.18 15,331.18 12/25/2024 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 12/25/2024 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 12/25/2024 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 12/25/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 12/25/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 12/25/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 12/25/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 12/25/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 12/25/2024 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 12/25/2024 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 12/25/2024 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 12/25/2024 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 12/31/2024 Coupon 91282CEW7 7,000,000.00 UNITED STATES TREASURY 3.25 06/30/2027 113,750.00 113,750.00 12/31/2024 Coupon 91282CGC9 8,000,000.00 UNITED STATES TREASURY 3.875 12/31/2027 155,000.00 155,000.00 12/31/2024 Coupon 91282CJR3 13,000,000.00 UNITED STATES TREASURY 3.75 12/31/2028 243,750.00 243,750.00 December 2024 Total 10,475,758.94 2,433,005.21 12,908,764.15 JANUARY 2025
01/07/2025 Coupon 3135G0X24 13,785,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 01/07/2025 112,003.12 112,003.12
01/07/2025 Final Maturity 3135G0X24 13,785,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 01/07/2025 13,785,000.00 13,785,000.00
Attachment 1

Page 73 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
01/10/2025 Coupon 66815L2Q1 4,500,000.00 NORTHWESTERN MUTUAL GLOBAL FUNDING

4.71 01/10/2029 105,975.00 105,975.00
01/10/2025 Coupon 69371RS31 2,500,000.00 PACCAR FINANCIAL CORP 4.6 01/10/2028 57,500.00 57,500.00 01/13/2025 Coupon 89236TJT3 5,575,000.00 TOYOTA MOTOR CREDIT CORP 1.45 01/13/2025 40,418.75 40,418.75 01/13/2025 Final Maturity 89236TJT3 5,575,000.00 TOYOTA MOTOR CREDIT CORP 1.45 01/13/2025 5,575,000.00 5,575,000.00 01/15/2025 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 01/15/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 01/15/2025 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 1,867.29 1,867.29 01/15/2025 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 154,885.86 154,885.86 01/15/2025 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 1,906.43 1,906.43 01/15/2025 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 127,126.29 127,126.29 01/15/2025 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 269.67 269.67 01/15/2025 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 134,690.78 134,690.78 01/15/2025 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 1,258.83 1,258.83 01/15/2025 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 93,862.40 93,862.40 01/15/2025 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 157.10 157.10 01/15/2025 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 112,373.43 112,373.43 01/15/2025 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 6,766.57 6,766.57 01/15/2025 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 204,330.09 204,330.09 01/15/2025 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 18,719.00 18,719.00 01/15/2025 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 313,555.24 313,555.24 01/15/2025 Coupon 756109AU8 3,000,000.00 REALTY INCOME CORP 3.65 01/15/2028 54,750.00 54,750.00 01/15/2025 Coupon 87612EBM7 3,845,000.00 TARGET CORP 1.95 01/15/2027 37,488.75 37,488.75 01/15/2025 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 1,948.05 1,948.05 01/15/2025 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 79,662.01 79,662.01 01/15/2025 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 195.90 195.90 01/15/2025 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 70,435.36 70,435.36 01/15/2025 Coupon 91282CGE5 16,000,000.00 UNITED STATES TREASURY 3.875 01/15/2026 310,000.00 310,000.00 01/16/2025 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 216.54 216.54 01/16/2025 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 52,650.37 52,650.37 01/16/2025 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 2,071.18 2,071.18 01/16/2025 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 69,288.30 69,288.30 Attachment 1

Page 74 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
01/16/2025 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 404.89 404.89 01/16/2025 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 50,761.81 50,761.81 01/17/2025 Coupon 57629W5B2 5,200,000.00 MASSMUTUAL GLOBAL FUNDING II 4.85 01/17/2029 126,100.00 126,100.00
01/20/2025 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 2,330.08 2,330.08 01/20/2025 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 77,930.36 77,930.36 01/21/2025 Coupon 24422EWR6 4,000,000.00 JOHN DEERE CAPITAL CORP 4.75 01/20/2028 95,000.00 95,000.00 01/21/2025 Coupon 3137EAEU9 8,000,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.375 07/21/2025 15,000.00 15,000.00
01/21/2025 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 259.34 259.34 01/21/2025 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 72,859.44 72,859.44 01/21/2025 Coupon 78016EYV3 5,250,000.00 ROYAL BANK OF CANADA 2.05 01/21/2027 53,812.50 53,812.50 01/21/2025 Coupon 90331HPL1 4,285,000.00 US BANK NA 2.05 01/21/2025 43,921.25 43,921.25 01/21/2025 Final Maturity 90331HPL1 4,285,000.00 US BANK NA 2.05 01/21/2025 4,285,000.00 4,285,000.00 01/23/2025 Coupon 46647PAM8 8,000,000.00 JPMORGAN CHASE & CO 3.509 01/23/2029 140,360.00 140,360.00 01/27/2025 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 2,220.10 2,220.10 01/27/2025 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 96,611.08 96,611.08 01/27/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 01/27/2025 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 01/27/2025 Coupon 3137F2LJ3 900,000.00
FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75
01/27/2025 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 01/27/2025 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 01/27/2025 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,699.54 23,699.54 01/27/2025 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,402.14 14,402.14 01/27/2025 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 01/27/2025 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 01/27/2025 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 01/27/2025 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 01/27/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 01/27/2025 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 01/27/2025 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 01/27/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 Attachment 1

Page 75 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
01/27/2025 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 01/27/2025 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 01/27/2025 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 01/27/2025 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 01/28/2025 Coupon 61747YEZ4 4,415,000.00 MORGAN STANLEY 5.05 01/28/2027 111,478.75 111,478.75 01/29/2025 Coupon 64952WFF5 3,500,000.00 NEW YORK LIFE GLOBAL FUNDING 4.7 01/29/2029 82,250.00 82,250.00
01/31/2025 Coupon 9128283V0 11,000,000.00 UNITED STATES TREASURY 2.5 01/31/2025 137,500.00 137,500.00 01/31/2025 Final Maturity 9128283V0 11,000,000.00 UNITED STATES TREASURY 2.5 01/31/2025 11,000,000.00 11,000,000.00 01/31/2025 Coupon 91282CAB7 5,000,000.00 UNITED STATES TREASURY 0.25 07/31/2025 6,250.00 6,250.00 01/31/2025 Coupon 91282CFB2 1,300,000.00 UNITED STATES TREASURY 2.75 07/31/2027 17,875.00 17,875.00 01/31/2025 Coupon 91282CGH8 16,000,000.00 UNITED STATES TREASURY 3.5 01/31/2028 280,000.00 280,000.00 01/31/2025 Coupon 91282CHR5 4,400,000.00 UNITED STATES TREASURY 4.0 07/31/2030 88,000.00 88,000.00 01/31/2025 Coupon 91282CJW2 10,000,000.00 UNITED STATES TREASURY 4.0 01/31/2029 200,000.00 200,000.00 January 2025 Total 36,370,424.94 2,502,497.32 38,872,922.27 FEBRUARY 2025
02/03/2025 Coupon 742718FV6 10,000,000.00 PROCTER & GAMBLE CO 1.9 02/01/2027 95,000.00 95,000.00 02/10/2025 Coupon 532457CK2 6,200,000.00 ELI LILLY AND CO 4.5 02/09/2029 139,500.00 139,500.00 02/10/2025 Coupon 69371RS64 4,115,000.00 PACCAR FINANCIAL CORP 4.95 08/10/2028 101,846.25 101,846.25 02/12/2025 Coupon 3137EAEP0 15,235,000.00 FEDERAL HOME LOAN MORTGAGE CORP 1.5 02/12/2025 114,262.50
114,262.50
02/12/2025 Final Maturity 3137EAEP0 15,235,000.00 FEDERAL HOME LOAN MORTGAGE CORP 1.5 02/12/2025 15,235,000.00 15,235,000.00
02/17/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 02/17/2025 Coupon 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 186.71 186.71 02/17/2025 Principal Paydown 362554AC1 937,662.29 GMCAR 2021-4 A3 0.68 09/16/2026 52,014.77 52,014.77 02/17/2025 Coupon 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 1,892.19 1,892.19 02/17/2025 Principal Paydown 362585AC5 1,583,793.44 GMCAR 2022-2 A3 3.1 02/16/2027 68,376.64 68,376.64 02/17/2025 Coupon 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 351.59 351.59 02/17/2025 Principal Paydown 380146AC4 933,806.40 GMCAR 2022-1 A3 1.23 11/16/2026 50,087.13 50,087.13 02/17/2025 Coupon 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 1,624.63 1,624.63 02/17/2025 Principal Paydown 43815BAC4 2,904,464.10 HAROT 2022-1 A3 1.88 05/15/2026 152,162.79 152,162.79 Attachment 1

Page 76 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
02/17/2025 Coupon 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 1,671.24 1,671.24 02/17/2025 Principal Paydown 448977AD0 2,402,767.15 HART 2022-A A3 2.22 10/15/2026 125,363.69 125,363.69 02/17/2025 Coupon 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 186.61 186.61 02/17/2025 Principal Paydown 44935FAD6 1,865,355.67 HART 2021-C A3 0.74 05/15/2026 132,612.51 132,612.51 02/17/2025 Coupon 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 1,077.36 1,077.36 02/17/2025 Principal Paydown 47787JAC2 1,555,343.34 JDOT 2022 A3 0.36 09/15/2026 70,457.84 70,457.84 02/17/2025 Coupon 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 108.41 108.41 02/17/2025 Principal Paydown 47789QAC4 1,187,077.90 JDOT 2021-B A3 0.52 03/16/2026 99,630.93 99,630.93 02/17/2025 Coupon 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 6,129.74 6,129.74 02/17/2025 Principal Paydown 47800AAC4 3,070,000.00 JDOT 2022-B A3 3.74 02/16/2027 168,710.16 168,710.16 02/17/2025 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 17,389.00 17,389.00 02/17/2025 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 272,696.60 272,696.60 02/17/2025 Coupon 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 1,753.55 1,753.55 02/17/2025 Principal Paydown 89238FAD5 1,703,761.97 TAOT 2022-B A3 2.93 09/15/2026 78,760.66 78,760.66 02/17/2025 Coupon 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 154.22 154.22 02/17/2025 Principal Paydown 89238JAC9 1,098,175.63 TAOT 2021-D A3 0.71 04/15/2026 69,330.54 69,330.54 02/18/2025 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 02/18/2025 Coupon 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 2,087.85 2,087.85 02/18/2025 Principal Paydown 43815PAC3 1,430,000.00 HAROT 2022-2 A3 3.73 07/20/2026 76,613.97 76,613.97 02/18/2025 Coupon 756109BG8 3,650,000.00 REALTY INCOME CORP 3.95 08/15/2027 72,087.50 72,087.50 02/21/2025 Coupon 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 205.91 205.91 02/21/2025 Principal Paydown 43815GAC3 1,151,898.67 HAROT 2021-4 A3 0.88 01/21/2026 71,501.09 71,501.09 02/25/2025 Coupon 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 1,961.67 1,961.67 02/25/2025 Principal Paydown 05602RAD3 1,866,499.81 BMWOT 2022-A A3 3.21 08/25/2026 88,450.83 88,450.83 02/25/2025 Coupon 3135G05X7 13,000,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.375 08/25/2025 24,375.00 24,375.00
02/25/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 02/25/2025 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 02/25/2025 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 02/25/2025 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 02/25/2025 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 02/25/2025 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,661.29 23,661.29 Attachment 1

Page 77 of 83 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount
02/25/2025 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,449.63 14,449.63 02/25/2025 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 02/25/2025 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 02/25/2025 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 02/25/2025 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 02/25/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 02/25/2025 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 02/25/2025 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.32 19,283.32 02/25/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 02/25/2025 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 02/25/2025 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 02/25/2025 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 02/25/2025 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 02/26/2025 Coupon 17275RBR2 4,475,000.00 CISCO SYSTEMS INC 4.85 02/26/2029 108,518.75 108,518.75 02/28/2025 Coupon 912828ZC7 11,250,000.00 UNITED STATES TREASURY 1.125 02/28/2025 63,281.25 63,281.25 02/28/2025 Final Maturity 912828ZC7 11,250,000.00 UNITED STATES TREASURY 1.125 02/28/2025 11,250,000.00 11,250,000.00 02/28/2025 Coupon 91282CCW9 3,200,000.00 UNITED STATES TREASURY 0.75 08/31/2026 12,000.00 12,000.00 02/28/2025 Coupon 91282CFH9 16,400,000.00 UNITED STATES TREASURY 3.125 08/31/2027 256,250.00 256,250.00 02/28/2025 Coupon 91282CGP0 12,400,000.00 UNITED STATES TREASURY 4.0 02/29/2028 248,000.00 248,000.00 February 2025 Total 28,076,219.80 1,618,086.90 29,694,306.70 Grand Total 126,288,395.59 21,420,644.18 147,709,039.77 Attachment 1

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IMPORTANT DISCLOSURES
Chandler Asset Management, Inc. (“Chandler”) is an SEC registered investment adviser. For additional information about our firm, please see our current disclosures (Form ADV).

To obtain a copy of our current disclosures, you may contact your client service representative by calling the number on the front of this statement or you may visit our website at www.chandlerasset.com.

Information contained in this monthly statement is confidential and is provided for informational purposes only and should not be construed as specific investment or legal advice. The information contained herein was obtained from sources believed to be reliable as of the date of this statement, but may become outdated or superseded at any time without notice.

Custody: Your qualified custodian bank maintains control of all assets reflected in this statement and we urge you to compare this statement to the one you receive from your qualified custodian. Chandler does not have any authority to withdraw or deposit funds from/to the custodian account.

Valuation: Prices are provided by IDC, an independent pricing source. In the event IDC does not provide a price or if the price provided is not reflective of fair market value, Chandler will obtain pricing from an alternative approved third party pricing source in accordance with our written valuation policy and procedures. Our valuation procedures are also disclosed in Item 5 of our Form ADV Part 2A.

Performance: Performance results are presented gross-of-advisory fees and represent the client’s Total Return. The deduction of advisory fees lowers performance results. These results include the reinvestment of dividends and other earnings. Past performance may not be indicative of future results. Therefore, clients should not assume that future performance of any specific investment or investment strategy will be profitable or equal to past performance levels. All investment strategies have the potential for profit or loss. Economic factors, market conditions or changes in investment strategies, contributions or withdrawals may materially alter the performance and results of your portfolio.

Source ice Data Indices, LLC (“ICE”), used with permission. ICE PERMITS USE OF THE ICE INDICES AND RELATED DATA ON AN “AS IS” BASIS; ICE, ITS AFFILIATES AND

THEIR RESPECTIVE THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM.

NEITHER ICE DATA, ITS AFFILIATES OR THEIR RESPECTIVE THIRD PARTY PROVIDERS GUARANTEE THE QUALITY , ADEQUACY , ACCURACY , TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF, AND THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN “AS IS” BASIS AND LICENSEE’S USE IS AT LICENSEE’S OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY DO NOT SPONSOR, ENDORSE, OR RECOMMEND CHANDLER, OR ANY OF ITS PRODUCTS OR SERVICES.

Index returns assume reinvestment of all distributions. Historical performance results for investment indexes generally do not reflect the deduction of transaction and/or custodial charges or the deduction of an investment management fee, the incurrence of which would have the effect of decreasing historical performance results. It is not possible to invest directly in an index.

Ratings: Ratings information have been provided by Moody’s, S&P and Fitch through data feeds we believe to be reliable as of the date of this statement, however we cannot guarantee its accuracy.

Security level ratings for U.S. Agency issued mortgage-backed securities (“MBS”) reflect the issuer rating because the securities themselves are not rated. The issuing U.S. Agency guarantees the full and timely payment of both principal and interest and carries a AA+/Aaa/AAA by S&P , Moody’s and Fitch respectively.

Attachment 1

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Attachment 1

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Reserve Line Balance Computation Method: Balance Subject to Interest Rate Balance Subject to Interest Rate
What To Do If You Think You Find A Mistake on Your Statement Account information:

Dollar Amount:

Description of problem:
in writing
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BALANCE YOUR ACCOUNT

IMPORTANT DISCLOSURES TO OUR CONSUMER CUSTOMERS
In Case of Errors or Questions About Your Checking, Savings, ATM, Debit Card, ACH, Bill Pay and Other Electronic Transfers

IMPORTANT DISCLOSURES TO OUR BUSINESS CUSTOMERS

CONSUMER BILLING RIGHTS SUMMARY REGARDING YOUR RESERVE LINE

REPORTS TO AND FROM CREDIT BUREAUS FOR RESERVE LINES

CONSUMER REPORT DISPUTES
Outstanding Deposits

DATE AMOUNT
TOTAL $
Outstanding Withdrawals

DATE AMOUNT
TOTAL $
If you think your statement or receipt is wrong or if you need more information about a transfer on the statement or receipt, we must hear from you no later than 60 days* after we sent you the FIRST statement on which the error or problem appeared. Telephone us at the number listed on the front of this statement or write to us at U.S. Bank, EP-MN-WS5D, 60 Livingston Ave., St. Paul, MN 55107.

Tell us your name and account number.

Describe the error or the transfer you are unsure about, and explain as clearly as you can why you believe there is an error or why you need more information.

Tell us the dollar amount of the suspected error.

We will determine whether an error occurred within 10 business days after we hear from you and will correct any error promptly. If we need more time, we may take up to 45 days to investigate your complaint. For errors involving new accounts, point-of-sale, or foreign-initiated transactions, we may take up to 90 days to investigate your complaint. If we decide to do this, we will credit your account within 10 business days for the amount you think is in error, so that you will have the use of the money during the time it takes us to complete our investigation. If we ask you to put your complaint or question in writing and we do not receive it within 10 business days, we may not credit your account. *Please note: Paper draft and paper check claims must be disputed within 30 days per Your Deposit Account Agreement.

Errors related to any transaction on a business account will be governed by any agreement between us and/or all applicable rules and regulations governing such transactions, including the rules of the National Automated Clearing House Association (NACHA Rules) as may be amended from time to time. If you think this statement is wrong, please telephone us at the number listed on the front of this statement immediately.

If you think there is an error on your statement, write to us at:

U.S. Bank, P.O. Box 3528, Oshkosh, WI 54903-3528.

In your letter, give us the following information:

Your name and account number.

The dollar amount of the suspected error.

If you think there is an error on your bill, describe what you believe is wrong and why you believe it is a mistake.

You must contact us within 60 days after the error appeared on your statement.

You must notify us of any potential errors . You may call us, but if you do we are not required to investigate any potential errors and you may have to pay the amount in question.

While we investigate whether or not there has been an error, the following are true:

We cannot try to collect the amount in question, or report you as delinquent on that amount.

The charge in question may remain on your statement, and we may continue to charge you interest on that amount. But, if we determine that we made a mistake, you will not have to pay the amount in question or any interest or other fees related to that amount.

While you do not have to pay the amount in question, you are responsible for the remainder of your balance.

We can apply any unpaid amount against your credit limit.

To determine your , use the dates and balances provided in the Reserve Line Balance Summary section.

The date next to the first Balance Subject to Interest is day one for that balance and is applicable up to (but not including) the date of the next balance (if there is one). We multiply the Balance Subject to Interest by the number of days it is applicable and add them up to get the same number of days in the billing cycle. We then divide the result by the number of billing days in the cycle. This is your . Any unpaid interest charges and unpaid fees are not included in the Balance Subject to Interest. The ***INTEREST CHARGE*** begins from the date of each advance.

We may report information about your account to credit bureaus. Late payments, missed payments or other defaults on your account may be reflected in your credit report.

We may report information about account activity on consumer and small business deposit accounts and consumer reserve lines to Consumer Reporting Agencies (CRA). As a result, this may prevent you from obtaining services at other financial institutions. If you believe we have inaccurately reported information to a CRA, you may submit a dispute by calling 844.624.8230 or by writing to: U.S. Bank Attn: Consumer Bureau Dispute Handling (CBDH), P.O. Box 3447, Oshkosh, WI 54903-3447. In order for us to assist you with your dispute, you must provide:
your name, address and phone number; the account number; the specific information you are disputing; the explanation of why it is incorrect; and any supporting documentation (e.g., affidavit of identity theft), if applicable.

Member FDIC
To keep track of all your transactions, you should balance your account every month. Please examine this statement immediately. We will assume that the balance and transactions shown are correct unless you notify us of an error.

1. List any deposits that do not appear on your statement in the Outstanding Deposits section at the left. Record the total.

2. Check off in your checkbook register all checks, withdrawals (including Debit Card and ATM) and automatic payments that appear on your statement. Withdrawals that are NOT checked off should be recorded in the Outstanding Withdrawals section at the left. Record the total.

3. Enter the ending balance shown on this statement. $_____________

4. Enter the total deposits recorded in the Outstanding Deposits section. $_____________

5. Total lines 3 and 4. $_____________

6. Enter the total withdrawals recorded in the Outstanding Withdrawals section. $_____________

7. Subtract line 6 from line 5. This is your balance. $_____________

8. Enter in your register and subtract from your register balance any checks, withdrawals or other debits (including fees, if any) that appear on your statement but have not been recorded in your register.

9. Enter in your register and add to your register balance any deposits or other credits (including interest, if any) that appear in your statement but have not been recorded in your register.

10. The balance in your register should be the same as the balance shown in #7. If it does not match, review and check all figures used, and check the addition and subtraction in your register.

If necessary, review and balance your statement from the previous month.

Attachment 1

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Date Description of Transaction Ref Number Amount
Date Description of Transaction Ref Number Amount
Date Ending Balance Date Ending Balance Date Ending Balance Business Statement

FIRST AMERICAN TREASURY OBLIGATIONS SWEEP (Y SHARES) (CONTINUED) Investment Purchases
Investment Redemptions
Balance Summary

CITY OF SUNNYVALE
456 W OLIVE AVE
SUNNYVALE CA 94086-7619
Account Number 2-527-0003-5345
Total Investment Purchases $ 17,552,602.77
Total Investment Redemptions $ 20,517,866.65-
Investment products are:

Not a bank deposit Not FDIC Insured May Lose Value Not guaranteed by the bank Not insured by any federal government agency
U.S. Bancorp Asset Management, Inc., is a federally registered investment adviser and subsidiary of U.S. Bank National Association and an indirect subsidiary of U.S. Bancorp. U.S. Bank is not responsible for and does not guarantee the products, services or performance of U.S. Bancorp Asset Management, Inc. or Quasar Distributors, LLC, distributor.

Although money market mutual funds seek to preserve the value of your investment, it is possible to lose money by investing in a money market mutual fund. Past performance does not guarantee future results.

You may obtain a prospectus for available money market mutual funds which contains more complete information, (including investment policy, fees, and expenses) from your Money Center Representative. Read the prospectus carefully before you invest. For certain mutual funds, the mutual fund's investment adviser may have elected to waive or absorb all or a portion of fees during a given period. This waiver or absorption would have the effect of increasing a mutual fund's reported yields. Information about any waivers can be found in the fund's prospectus.

Statement Period:

Mar 1, 2024
through
Mar 31, 2024

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Mar 1 Money Fund Sweep Transfer From Checking 2900003960 $ 1,094,222.85 Mar 4 Money Fund Sweep Transfer From Checking 0100003621 1,751,095.47 Mar 5 Money Fund Sweep Transfer From Checking 0400005440 285,041.77 Mar 6 Money Fund Sweep Transfer From Checking 0500003958 3,986,949.05 Mar 7 Money Fund Sweep Transfer From Checking 0600003671 1,363,320.41 Mar 12 Money Fund Sweep Transfer From Checking 1100006322 1,158,300.03 Mar 13 Money Fund Sweep Transfer From Checking 1200004077 202,189.53 Mar 18 Money Fund Sweep Transfer From Checking 1500003994 6,410,697.93 Mar 20 Money Fund Sweep Transfer From Checking 1900004326 268,904.29 Mar 21 Money Fund Sweep Transfer From Checking 2000003892 593,440.62 Mar 28 Money Fund Sweep Transfer From Checking 2700003920 438,440.82 Mar 8 Money Fund Sweep Transfer To Checking 0700003697 $ 3,570,095.52- Mar 11 Money Fund Sweep Transfer To Checking 0800003071 3,181,247.88- Mar 14 Money Fund Sweep Transfer To Checking 1300003921 1,731,740.30- Mar 15 Money Fund Sweep Transfer To Checking 1400004262 245,140.34- Mar 19 Money Fund Sweep Transfer To Checking 1800006606 1,125,876.45- Mar 22 Money Fund Sweep Transfer To Checking 2100004105 4,526,672.63- Mar 25 Money Fund Sweep Transfer To Checking 2200003498 4,824,660.29- Mar 26 Money Fund Sweep Transfer To Checking 2500006207 972,968.54- Mar 27 Money Fund Sweep Transfer To Checking 2600004203 339,464.70- Mar 1 24,216,032.31
Mar 4 25,967,127.78
Mar 5 26,252,169.55
Mar 6 30,239,118.60
Mar 7 31,602,439.01
Mar 8 28,032,343.49
Mar 11 24,851,095.61
Mar 12 26,009,395.64
Mar 13 26,211,585.17
Mar 14 24,479,844.87
Mar 15 24,234,704.53
Mar 18 30,645,402.46
Mar 19 29,519,526.01
Mar 20 29,788,430.30
Mar 21 30,381,870.92
Mar 22 25,855,198.29
Mar 25 21,030,538.00
Mar 26 20,057,569.46
Mar 27 19,718,104.76
Mar 28 20,156,545.58
Mar 29 20,262,000.90
Balances only appear for days reflecting change.
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Sunnyvale City CouncilJune 25, 2024

Sunnyvale City Council
June 25, 2024