City of Sunnyvale Investment Report Second Quarter 2024 — Sunnyvale City Council, September 10, 2024

Memorandum
Pursuant to the Calif
ornia 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 t he City’s adopted Inve stment Policy and the reporting requirements of State Law Sect ion 53607, and that sufficient funds are available to meet expenditure requirement s for the next 6 months, ending December 2024.

Dennis Jaw, Interim Director of Finance
cc: Timothy J Kirby, Interim City Manager
Sarah Johnson-Rios, Assistant City Manager
Date:

To:

From:
8/2/2024
Honorable Mayor and Councilmembers
Dennis Jaw, Interim Director of Finance
Subject: Investment Report Second Quarter 2024
Attachment 1

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TOTAL PORTFOLIO EVALUATION - SECOND QUARTER 2024

DESCRIPTION
FY 2023/2024
Quarter 2
06/30/2024
FY 2023/2024
Quarter 1
03/31/2024
FY 2022/2023
Quarter 2
06/30/2023
CORE PORTFOLIO MARKET VALUE $825,115,005 $819,079,819 $845,611,735 LAIF PORTFOLIO MARKET VALUE $18,094,702 $18,087,097 $40,118,253 TOTAL PORTFOLIO MARKET VALUE $843,209,707 $837,166,916 $885,729,988 MONEY MARKET - US BANK SWEEP ACCOUNT $43,173,122 $20,262,001 $41,631,890 TOTAL PORTFOLIO AND SWEEP BALANCE $886,382,829 $857,428,917 $927,361,878 AVERAGE LIFE OF PORTFOLIO (DAYS) 1,087 1,015 923 CITY - WEIGHTED PURCHASE YIELD 3.20% 2.99% 2.59%
CITY - WEIGHTED MARKET YIELD (Current Period) 4.88% 4.93% N/A STATE (LAIF) POOL YIELD (Current Period) 4.48% 4.23% 3.17% MONEY MARKET SWEEP AVG RATE OF RETURN 4.90% 4.92% 4.70% 90 DAY T-BILL RATE (Current Period) 5.36% 5.41% 5.30%
VARIANCE FROM CITY YIELD -0.48% -0.47% -2.71%
1 YEAR TREASURY RATE (Current Period) 5.12% 5.03% 5.42% VARIANCE FROM CITY YIELD -0.24% -0.10% -2.83%
TREASURY YIELD WITH SAME AVG LIFE AS PORTFOLIO 4.26% 4.66% 4.34% VARIANCE FROM CITY YIELD 0.62% 0.27% -1.75%
INTEREST EARNED 6,644,924 5,731,517 5,386,764 REALIZED GAIN/LOSS (1,156,188) (976,865) (892,090) LAIF INTEREST INCOME 204,162 191,281 314,791 MONEY MARKET INTEREST INCOME 444,910 391,039 439,813 TOTAL INVESTMENT INCOME 6,137,807 5,336,971 5,249,278

TOTAL INVESTMENTS MATURING
WITHIN 0 TO 1 YEAR $114,466,317 13.58% 18.11% 15.34%

TOTAL INVESTMENTS MATURING
WITHIN 1 TO 3 YEARS $291,281,262 34.54% 35.13% 45.58%

TOTAL INVESTMENTS MATURING
WITHIN 3 TO 5 YEARS $412,304,765 48.90% 43.25% 39.08%

TOTAL INVESTMENTS MATURING
OVER 5 YEARS ** $25,157,363 2.98% 3.52% 0.00%
TOTA
L $843,209,707 100.0% 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 Q2 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$ 157,013,962.41$ 144,173,472.49$ 172,122,809.34$ 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 89,472,756.49$ 77,425,299.95 64,116,200.21$ 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 96,081,350.98$ 94,052,749.17 92,743,506.09$ 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 23,152,605.30$ 20,131,963.65 12,724,461.25$ 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) (4,211,267.62)$ (6,164,719.79) (94,681.49)$ 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 63,842,746.28$ 58,239,149.35 58,603,434.75$ 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 4,278,597.15$ 5,245,041.34 5,428,966.32$ 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 4,729,391.19$ 44,154,949.39 47,936,657.26$ 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 99,817,656.59 105,758,212.95 101,338,646.06$ 103,143,230.90 101,365,838.25$ 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 90,094,429.19$ 87,729,144.57 82,148,946.56$ Housing 59,296,212.5 6 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 71,754,501.88$ 70,400,660.28 63,878,948.32$ 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 95,359,109.19 110,950,421.68 113,110,872.39 116,057,682.35 115,324,915.23 110,844,350.00$ 108,743,156.26 106,586,617.95$ Home & Community Block & PHLA 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 1,255,222.21 573,828.19$ 434,387.33 813,410.46$ 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 (1,388,281.36)$ (993,356.16) (844,981.61)$ 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$ 850,722.85 810,974.49 823,786.47 933,579.41 942,345.95 968,759.73 940,812.17$ 1,033,267.45 1,088,348.73$ 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 11,645,331.39$ 11,920,267.75 12,101,995.77$ 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 9,240,294.84$ 10,186,089.64 10,271,076.27$ 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 5,141,550.79$ 5,170,229.10 4,799,276.07$ 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$ 510,276.83 510,602.14 532,342.48 536,891.67 519,798.47 535,026.34 529,384.41$ 533,954.78 532,199.85$ 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 1,030,879.94$ 1,039,779.89 1,036,362.48$ 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 2,388,283.75$ 1,794,658.64 1,553,383.81$ 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 3,150,909.17$ (1,226,459.08) 4,296,930.36$ 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$ 843,209,707.00$

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
FY2023/24FY2022/23
INVESTMENT REPORT BALANCE BY FUND
FY2021/22FY2020/21FY2019/20
Attachment 1

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INVESTMENT PORTFOLIO BALANCE BY FUND/S
SECOND QUARTER ENDING June 30, 2024
General Fund
20%
Utilities Funds
20%
Development
Enterprise
7%
Internal Service
6% Capital Projects
22% Housing
8%
Park Dedication
13%
Other
4%
Period 12:
$843.2 Million
Attachment 1

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INVESTMENT PORTFOLIO

PORTFOLIO BALANCE TREND
600
620
640
660
680
700
720
740
760
780
800
820
840
860
880
900
$ Million
Period 12:
$843.2
Million
FY2019/20 FY2020/21 FY2021/22 FY2022/23 FY2023/24 Accounting Periods
Attachment 1

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0.00 0.50

1.00 1.50

2.00 2.50

3.00 3.50

4.00 4.50

5.00 5.50

6.00 13579 1 1 13579 1 1 13579 1 1 13579 1 1 13579 1 1
Yield Percentage
Accounting Periods
1 YR TREASURY
STATE POOL - Monthly Annualized
CITY OF SUNNYVALE - Weighted Purchase Yield
TREASURY with same avg life as Portfolio (incep 7/1/02) CITY OF SUNNYVALE - Weighted Market Yield
Sunnyvale
Weighted
Market Yield:

4.88%
FY2023/24
Sunnyvale
Weighted
Purchase Yield:

3.20%

INVESTMENT PORTFOLIO

COMPARISON OF ANNUAL YIELDS
FY2019/20 FY2020/21 FY2021/22 FY2022/23 Attachment 1

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Attachment 1

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Attachment 1

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AOD DKENFLALF AIHJEMEK

AJAJHCMBECKOFEHMF JIKK

AMI MF EBIIJBNEHKGHALK

ALIAOMKOOJN MMMGBBICOK

AFMNFMDIGEAFAHALEOFGLK

DDLDDDLDDLDLDDDDLLDDDL
800-673-3555
usbank.com
Your Deposit Account Agreement
Your Deposit Account Agreement
Date Description of Transaction Ref Number Amount
Date Description of Transaction Ref Number Amount
24-Hour Business
Solutions:

U.S. Bank accepts Relay Calls
Internet:
%
Business Statement

INFORMATION YOU SHOULD KNOW

FIRST AMERICAN TREASURY OBLIGATIONS SWEEP (Y SHARES)
Account Summary
Other Deposits
Investment Purchases
P.O. Box 1800
Saint Paul, Minnesota 55101-0800
1752 TRN S Y ST01
This Account is NOT FDIC Insured.

DTDFAFAAFFFFFAATDDTTAADTFFDDATADATTADTAATFDDFTTDDTAAAFADTTADFAFAF Products and services available in U.S. only. Eligibility requirements and restrictions apply. For additional information, contact a U.S. Bank branch or call 800-872-2657.
106481074803533 S

CITY OF SUNNYVALE
456 W OLIVE AVE
SUNNYVALE CA 94086-7619
usbank.com/YDAA-upcoming-version
Here's what you should know:

Time Deposits
usbank.com/tmtermsandconditions
# Items
Ending Balance on Jun 30, 2024 $ 43,173,122.17
Total Other Deposits $ 122,965.49
Total Investment Purchases $ 28,098,839.35
Account Number:

Statement Period:

Jun 3, 2024
through
Jun 30, 2024

Page 1 of 2 ends

Effective August 12, 2024, please review updates made to the document which may affect your rights.

Beginning July 8, 2024, you can review the full revised document at , by calling 24-Hour Banking at 800-USBANKS (872-2657) or by visiting your local U.S. Bank branch. We accept relay calls.

Under the section, the early withdrawal fee will be removed.

If you have questions or need to request a copy of the current , visit or please call your customer service team at the phone number listed at the top of this statement.

Beginning Balance on Jun 3 $ 32,413,300.76
Deposits / Credits 1 122,965.49
Investment Purchases 10 28,098,839.35
Investment Redemptions 9 17,461,983.43-
Reinvested Dividend This Period $ 122,965.49
Year-to-Date Reinvested Dividend $ 835,948.39
Average Amount Invested $ 30,534,945.10
Average Rate 4.89957%
Number of Days in Statement Period 30
Jun 28 Reinvested Dividend 2800000130 $ 122,965.49
Jun 4 Money Fund Sweep Transfer From Checking 0300005046 $ 1,693,254.58 Jun 5 Money Fund Sweep Transfer From Checking 0400003645 1,358,225.96 Jun 6 Money Fund Sweep Transfer From Checking 0500003418 458,870.38 Jun 7 Money Fund Sweep Transfer From Checking 0600003425 24,837.00 Jun 12 Money Fund Sweep Transfer From Checking 1100004145 170,638.97 Jun 13 Money Fund Sweep Transfer From Checking 1200003333 643,500.30 Jun 20 Money Fund Sweep Transfer From Checking 1800003914 539,944.14 Jun 24 Money Fund Sweep Transfer From Checking 2100003160 11,610,674.71 Jun 25 Money Fund Sweep Transfer From Checking 2400005020 928,915.76 Jun 28 Money Fund Sweep Transfer From Checking 2700003296 10,669,977.55 To Contact U.S. Bank
Attachment 1

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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 Redemptions
Balance Summary

CITY OF SUNNYVALE
456 W OLIVE AVE
SUNNYVALE CA 94086-7619
Account Number
Total Investment Redemptions $ 17,461,983.43-
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.

Account Number:

Statement Period:

Jun 3, 2024
through
Jun 30, 2024

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Jun 3 Money Fund Sweep Transfer To Checking 3100002587 $ 2,902,441.85- Jun 10 Money Fund Sweep Transfer To Checking 0700002956 2,425,232.90- Jun 11 Money Fund Sweep Transfer To Checking 1000005241 250,163.54- Jun 14 Money Fund Sweep Transfer To Checking 1300003300 1,521,485.80- Jun 17 Money Fund Sweep Transfer To Checking 1400002886 5,021,290.72- Jun 18 Money Fund Sweep Transfer To Checking 1700005685 1,581,234.59- Jun 21 Money Fund Sweep Transfer To Checking 2000004792 3,306,592.49- Jun 26 Money Fund Sweep Transfer To Checking 2500003888 271,944.59- Jun 27 Money Fund Sweep Transfer To Checking 2600003061 181,596.95- Jun 3 29,510,858.91
Jun 4 31,204,113.49
Jun 5 32,562,339.45
Jun 6 33,021,209.83
Jun 7 33,046,046.83
Jun 10 30,620,813.93
Jun 11 30,370,650.39
Jun 12 30,541,289.36
Jun 13 31,184,789.66
Jun 14 29,663,303.86
Jun 17 24,642,013.14
Jun 18 23,060,778.55
Jun 20 23,600,722.69
Jun 21 20,294,130.20
Jun 24 31,904,804.91
Jun 25 32,833,720.67
Jun 26 32,561,776.08
Jun 27 32,380,179.13
Jun 28 43,173,122.17
Balances only appear for days reflecting change.

This is a reminder of how money fund sweep services would be handled in the unlikely event of a bank failure. FDIC receivership rules indicate that in the event of a failure, you will maintain your interest in the money fund shares following a completed money fund sweep. The value of the shares in your Money Fund Sweep account will not be deemed "deposits" and will not be FDIC insured. However, on the day of failure, the FDIC may not allow that day's sweep to occur. If the sweep is not allowed, any excess balances that would have normally swept on that business day will remain in your deposit account and will be treated as deposits.

Those deposits will be insured up to the applicable FDIC insurance limits. · · · ·
Money Fund Sweep annual FDIC coverage reminder
Attachment 1

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INVESTMENT REPORT
City of Sunnyvale Managed Cons | April 1, 2024 through June 30, 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]
Attachment 1

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City of Sunnyvale Managed Cons | Account #10622 | As of June 30, 2024

PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Average Modified Duration 2.54
Average Coupon 3.04%
Average Purchase YTM 3.22%
Average Market YTM 4.88%
Average Quality AA
Average Final Maturity 2.95
Average Life 2.82
Beg. Values as of
04/01/2024
End Values as of
06/30/2024
Market Value 819,079,819.30 825,115,005.02
Accrued Interest 4,154,691.86 5,232,181.88
Total Market Value 823,234,511.16 830,347,186.89
Income Earned 1,409,739.37 6,644,923.50
Cont/WD (7,900,000.00) 0.00
Par 848,064,259.38 852,080,182.41
Book Value 842,661,564.02 846,818,832.02
Cost Value 842,895,418.26 845,784,495.85
United States 34.66%
FHLMC 16.36%
FNMA 6.96%
Federal Home Loan Banks 2.93%
American Express Credit Master Trust 2.07%
Inter-American Development Bank 1.49%
The Toronto-Dominion Bank 1.38%
Realty Income Corporation 1.25%
*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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RECONCILIATION SUMMARY
Accrual Activity Summary
Fair Market Activity Summary
Month to Date Fiscal Year to Date
(01/01/2024)
Beginning Book Value 844,861,428.77 844,998,609.92
Maturities/Calls 0.00 0.00
Principal Paydowns (1,881,329.22) (18,154,662.15)
Purchases 36,654,409.04 246,480,608.68
Sales (33,101,239.26) (225,214,384.46)
Change in Cash, Payables, Receivables 514,300.75 190,227.91 Amortization/Accretion 124,103.91 651,484.81
Realized Gain (Loss) (352,841.97) (2,133,052.70)
Ending Book Value 846,818,832.02 846,818,832.02
Month to Date Fiscal Year to Date
(01/01/2024)
Beginning Market Value 819,575,164.43 823,939,437.22
Maturities/Calls 0.00 0.00
Principal Paydowns (1,881,329.22) (18,154,662.15)
Purchases 36,654,409.04 246,480,608.68
Sales (33,101,239.26) (225,214,384.46)
Change in Cash, Payables, Receivables 514,300.75 190,227.91 Amortization/Accretion 124,103.91 651,484.81
Change in Net Unrealized Gain (Loss) 3,582,437.34 (644,654.30) Realized Gain (Loss) (352,841.97) (2,133,052.70)
Ending Market Value 825,115,005.02 825,115,005.02
Maturities / Calls
Month to Date 0.00
Fiscal Year to Date 0.00
Principal Paydowns
Month to Date (1,881,329.22)
Fiscal Year to Date (18,154,662.15)
Purchases
Month to Date 36,654,409.04
Fiscal Year to Date 246,480,608.68
Sales
Month to Date (33,101,239.26)
Fiscal Year to Date (225,214,384.46)
Interest Received
Month to Date 1,610,127.27
Fiscal Year to Date 10,763,782.04
Purchased / Sold Interest
Month to Date 89,743.16
Fiscal Year to Date 416,514.87
Attachment 1

Page 13 of 77 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
44933LAC7 HART 2021-A A3 0.38
09/15/2025 88,472.36 04/20/2021

0.39%
88,463.06
88,470.68

99.76 4.84%
88,260.75

14.94 0.01%
(209.93)
NA/AAA
AAA

1.21 0.06
47788UAC6 JDOT 2021 A3 0.36 09/15/2025 203,952.34 03/02/2021

0.37%
203,913.14
203,944.10

99.37 4.93%
202,669.38

32.63 0.02%
(1,274.72)
Aaa/NA
AAA

1.21 0.14
43815GAC3 HAROT 2021-4 A3 0.88
01/21/2026 847,099.80 11/16/2021

0.89%
846,921.23
847,041.97

97.97 4.64%
829,863.95
207.07

0.10%
(17,178.02)
Aaa/NA
AAA

1.56 0.55
47789QAC4 JDOT 2021-B A3 0.52
03/16/2026 779,245.22 07/13/2021

0.53%
779,175.71
779,223.74

98.07 4.81%
764,239.06
180.09

0.09%
(14,984.68)
Aaa/NA
AAA

1.71 0.45
89238JAC9 TAOT 2021-D A3 0.71
04/15/2026 818,044.83 11/09/2021

0.71%
818,027.41
818,038.92

98.00 4.44%
801,675.35
258.14

0.10%
(16,363.57)
NA/AAA
AAA

1.79 0.57
44935FAD6 HART 2021-C A3 0.74
05/15/2026 1,324,926.16 --

2.36%
1,290,689.65
1,311,293.73

98.36 4.11%
1,303,199.09
435.75

0.16%
(8,094.64)
NA/AAA
AAA

1.87 0.49
43815BAC4 HAROT 2022-1 A3 1.88
05/15/2026 2,266,246.16 02/15/2022

1.89%
2,265,905.31
2,266,111.70

98.11 4.63%
2,223,349.29
1,893.57

0.27%
(42,762.41)
Aaa/AAA
NA

1.87 0.70
43815PAC3 HAROT 2022-2 A3 3.73
07/20/2026 1,275,266.42 08/15/2022

3.76%
1,275,190.41
1,275,228.48

98.78 5.26%
1,259,731.25
1,717.71

0.15%
(15,497.23)
NA/AAA
AAA

2.05 0.83
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026 1,462,210.96 05/10/2022

3.23%
1,462,134.92
1,462,176.38

98.66 4.97%
1,442,659.73
782.28

0.17%
(19,516.64)
Aaa/AAA
NA

2.15 0.78
47787JAC2 JDOT 2022 A3 0.36 09/15/2026 1,243,806.29 03/10/2022

2.34%
1,243,531.16
1,243,683.01

98.03 5.46%
1,219,339.00
1,282.50

0.15%
(24,344.01)
Aaa/NA
AAA

2.21 0.64
89238FAD5 TAOT 2022-B A3 2.93
09/15/2026 1,372,882.05 04/07/2022

2.95%
1,372,849.93
1,372,867.64

98.46 4.91%
1,351,745.43
1,787.80

0.16%
(21,122.20)
Aaa/AAA
NA

2.21 0.82
362554AC1 GMCAR 2021-4 A3 0.68
09/16/2026 717,863.61 10/13/2021

0.68%
717,845.30
717,856.88

97.67 4.17%
701,155.05
203.39

0.08%
(16,701.84)
Aaa/AAA
NA

2.21 0.69
448977AD0 HART 2022-A A3 2.22
10/15/2026 1,885,629.30 03/09/2022

2.23%
1,885,556.70
1,885,597.42

98.19 4.60%
1,851,451.70
1,860.49

0.22%
(34,145.72)
NA/AAA
AAA

2.29 0.78
380146AC4 GMCAR 2022-1 A3 1.26
11/16/2026 728,708.53 01/11/2022

1.27%
728,645.21
728,681.99

97.78 4.27%
712,565.30
382.57

0.09%
(16,116.69)
NA/AAA
AAA

2.38 0.76
02582JJR2 AMXCA 2021-1 A 0.9 11/15/2024 4,500,000.00 06/10/2022

3.42%
4,236,328.13
4,430,056.54

98.25 5.67%
4,421,134.35
1,800.00

0.54%
(8,922.19)
Aaa/NA
AAA

0.38 0.44
362585AC5 GMCAR 2022-2 A3 3.1
02/16/2027 1,304,775.26 04/05/2022

3.13%
1,304,502.56
1,304,642.60

98.42 4.81%
1,284,161.12
1,685.33

0.16%
(20,481.48)
Aaa/AAA
NA

2.63 0.97
47800AAC4 JDOT 2022-B A3 3.74
02/16/2027 2,702,080.60 07/12/2022

3.77%
2,701,822.56
2,701,939.91

98.59 5.33%
2,663,981.26
4,491.46

0.32%
(37,958.65)
Aaa/NA
AAA

2.63 0.88
Attachment 1

Page 14 of 77 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
44934FAD7 HALST 24B A3 5.41 05/17/2027 3,225,000.00 05/14/2024

5.41%
3,224,910.35
3,224,913.64
100.22

5.36%
3,232,025.66
7,754.33

0.39%
7,112.02
NA/AAA
AAA

2.88 1.69
02582JJT8 AMXCA 2022-2 A 05/17/2027 6,135,000.00 05/17/2022

3.42%
6,133,642.94
6,134,456.17

98.21 5.54%
6,025,183.50
9,243.40

0.73%
(109,272.67)
NA/AAA
AAA

0.87 0.92
47800BAC2 JDOT 2022-C A3 5.09
06/15/2027 4,940,000.00 10/12/2022

5.15%
4,939,616.66
4,939,763.79

99.64 5.50%
4,922,359.75
11,175.38

0.60%
(17,404.04)
Aaa/NA
AAA

2.96 1.05
36269WAD1 GMALT 2024-2 A3 5.39
07/20/2027 2,980,000.00 05/07/2024

5.85%
2,979,826.86
2,979,833.73
100.29

5.30%
2,988,633.36
4,907.89

0.36%
8,799.63
NA/AAA
AAA

3.05 1.71
58770JAD6 MBALT 2024-A A3 5.32
01/18/2028 2,170,000.00 05/17/2024

5.73%
2,169,746.11
2,169,753.53
100.29

5.25%
2,176,213.58
5,130.84

0.26%
6,460.05
Aaa/NA
AAA

3.55 2.00
161571HT4 CHAIT 2023-1 A 5.16 09/15/2028 8,975,000.00 09/07/2023

5.17%
8,972,512.13
8,972,907.03
100.26

5.11%
8,997,911.38
20,582.67

1.09%
25,004.35
NR/AAA
AAA

4.21 2.03
437930AC4 HONDO-242-A3 5.27 11/20/2028 2,830,000.00 05/14/2024

5.27%
2,829,656.15
2,829,664.73
100.27

5.21%
2,837,638.45
5,385.65

0.34%
7,973.73
NA/AAA
AAA

4.39 2.06
096919AD7 BMWOT 2024-A A3 5.18
02/26/2029 3,700,000.00 06/04/2024

5.18%
3,699,437.97
3,699,444.50
100.10

5.21%
3,703,655.23
10,647.78

0.45%
4,210.73
Aaa/AAA
NA

4.66 2.10
02582JKH2 AMXCA 2024-1 A 5.23
04/16/2029 6,540,000.00 04/16/2024

5.30%
6,538,659.30
6,538,710.16
100.94

4.99%
6,601,217.02
15,201.87

0.80%
62,506.86
NA/AAA
AAA

4.79 2.53
05522RDJ4 BACCT 2024-1 A 4.93
03/15/2029 4,200,000.00 06/06/2024

4.93%
4,199,764.38
4,199,766.82
100.04

4.99%
4,201,665.72
10,353.00

0.51%
1,898.90
Aaa/AAA
NA

4.71 2.61
Total ABS 69,216,209.88 4.21%
68,909,275.24
69,126,069.78

99.42 5.15%
68,807,684.71
119,398.55

8.34%
(318,385.07)
Aaa/AAA
AAA

3.01 1.46
AGENCY
3135G0X24 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 1.625 01/07/2025 13,785,000.00 --

1.31%
13,993,685.85
13,807,452.61

98.13 5.31%
13,527,806.22
108,269.69

1.64%
(279,646.38)
Aaa/AA+
AA+

0.52 0.50
3137EAEP0

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

1.52%
15,223,269.05
15,233,547.29

97.70 5.34%
14,884,463.67
88,236.04

1.80%
(349,083.62)
Aaa/AA+
AA+

0.62 0.60
3135G04Z3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 06/17/2025 12,900,000.00 --

0.47%
12,919,382.20
12,904,216.89

95.66 5.17%
12,340,656.00
2,508.33

1.50%
(563,560.89)
Aaa/AA+
AA+

0.96 0.94
3137EAEU9

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

0.41%
7,987,040.00
7,996,951.98

95.27 5.01%
7,621,974.16
13,333.33

0.92%
(374,977.82)
Aaa/AA+
AA+

1.06 1.03
3135G05X7 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.375 08/25/2025 13,000,000.00 --

0.47%
12,942,071.80
12,986,607.85

94.81 5.07%
12,325,341.34
17,062.50

1.49%
(661,266.51)
Aaa/AA+
AA+

1.15 1.12
Attachment 1

Page 15 of 77 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
3137EAEX3

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
09/23/2025
13,000,000.00 --

0.44%
12,961,478.40
12,990,345.48

94.51 5.03%
12,286,547.13
13,270.83

1.49%
(703,798.35)
Aaa/AA+
AA+

1.23 1.20
3135G06G3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 11/07/2025 12,900,000.00 --

0.56%
12,864,817.00
12,890,481.69

94.22 4.97%
12,154,964.37
9,675.00

1.47%
(735,517.32)
Aaa/AA+
AA+

1.36 1.32
3130AAUF3 FEDERAL HOME LOAN BANKS

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

2.14%
5,642,367.30
5,484,475.68

96.53 4.90%
5,241,654.75
44,797.50

0.64%
(242,820.93)
Aaa/AA+
AA+

1.70 1.62
3135G05Y5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.75 10/08/2027 8,000,000.00 --

0.78%
7,985,914.90
7,993,264.84

88.50 4.57%
7,080,248.72
13,833.33

0.86%
(913,016.12)
Aaa/AA+
AA+

3.27 3.16
880591EZ1 TENNESSEE VALLEY AUTHORITY

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

3.56%
4,835,432.17
4,819,609.64

97.82 4.52%
4,665,039.33
54,412.97

0.57%
(154,570.31)
Aaa/AA+
AA+

3.71 3.37
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
9,965,761.90

98.09 4.41%
9,808,564.40
24,756.94

1.19%
(157,197.50)
Aaa/AA+
AA+

3.94 3.60
3130AWTR1 FEDERAL HOME LOAN BANKS

4.375 09/08/2028 19,000,000.00 --

4.48%
18,911,860.50
18,926,018.19

99.66 4.46%
18,936,162.09
260,920.14

2.29%
10,143.90
Aaa/AA+
AA+

4.19 3.74
Total Agency 136,019,000.00 1.71%
136,223,819.17
135,998,734.06

96.29 4.93%
130,873,422.19
651,076.61

15.86%
(5,125,311.87)
Aaa/AA+
AA+

1.91 1.78

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
6,750,628.07

95.49 5.05%
6,352,963.67
14,248.51

0.77%
(397,664.40)
Aaa/AA+
AAA

2.07 1.78
3137BSRE5 FHMS K-059 A2 3.12 09/25/2026 6,000,000.00 02/18/2022

2.07%
6,256,875.00
6,123,300.00

96.11 4.99%
5,766,787.80
15,600.00

0.70%
(356,512.20)
Aaa/AAA
AAA

2.24 2.02
3137FQXJ7 FHMS K-737 A2 2.525
10/25/2026 5,000,000.00 06/07/2022

3.25%
4,850,195.31
4,921,766.55

94.87 4.98%
4,743,472.00
10,520.83

0.57%
(178,294.55)
Aaa/AA+
AAA

2.32 2.07
3137F2LJ3 FHMS K-066 A2 3.117
06/25/2027 900,000.00 09/28/2022

4.38%
852,011.72
869,972.08

95.14 4.92%
856,241.28
2,337.75

0.10%
(13,730.80)
Aaa/AA+
AAA

2.99 2.66
3137FBBX3 FHMS K-068 A2 3.244
08/25/2027 15,000,000.00 --

4.42%
14,237,890.63
14,499,353.11

95.27 4.87%
14,289,765.00
40,550.00

1.73%
(209,588.11)
Aaa/AA+
AA+

3.15 2.86
3137FBU79 FHMS K-069 A2 3.187
09/25/2027 9,000,000.00 04/11/2023

4.10%
8,666,718.75
8,759,146.53

95.02 4.89%
8,551,450.80
23,902.50

1.04%
(207,695.73)
Aaa/AAA
AA+

3.24 2.89
3137FCLD4 FHMS K-071 A2 3.286
11/25/2027 3,729,334.00 05/03/2023

3.94%
3,625,611.90
3,652,207.31

95.03 4.87%
3,544,110.66
10,212.16

0.43%
(108,096.65)
Aaa/AA+
AAA

3.41 3.10
3137FCJK1 FHMS K-070 A2 3.303
11/25/2027 5,321,000.00 11/21/2022

4.40%
5,061,225.27
5,145,239.21

95.19 4.87%
5,065,137.59
14,646.05

0.61%
(80,101.62)
Aaa/AA+
AA+

3.41 3.03
Attachment 1

Page 16 of 77 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
3137FEBQ2 FHMS K-072 A2 3.444
12/25/2027 1,854,000.00 05/03/2023

3.94%
1,814,023.13
1,824,089.25

95.44 4.87%
1,769,372.13
5,320.98

0.21%
(54,717.12)
Aaa/AA+
AAA

3.49 3.14
3137FETN0 FHMS K-073 A2 3.35 01/25/2028 12,200,000.00 --

4.19%
11,761,131.88
11,869,319.07

95.10 4.87%
11,602,479.38
34,058.33

1.41%
(266,839.69)
Aaa/AA+
AAA

3.57 3.18
3137F4X72 FHMS K-075 A2 3.65 02/25/2028 3,500,000.00 04/28/2023

4.04%
3,437,109.38
3,452,514.86

95.92 4.86%
3,357,243.40
10,645.83

0.41%
(95,271.46)
Aaa/AA+
AAA

3.66 3.31
3137FEZU7 FHMS K-076 A2 3.9 04/25/2028 2,867,500.00 05/04/2023

3.79%
2,877,805.08
2,875,391.54

96.65 4.86%
2,771,519.04
9,319.38

0.34%
(103,872.50)
Aaa/AA+
AAA

3.82 3.38
3137FKUP9 FHMS K-087 A2 3.771
12/25/2028 12,000,000.00 --

4.70%
11,473,046.88
11,563,566.05

95.88 4.80%
11,505,004.80
37,710.00

1.39%
(58,561.25)
Aaa/AAA
AA+

4.49 3.95
3137H5YC5 FHMS K-748 A2 2.26 01/25/2029 1,400,000.00 03/25/2024

4.61%
1,260,765.63
1,268,367.51

89.66 4.84%
1,255,189.88
2,636.67

0.15%
(13,177.63)
Aaa/AA+
AAA

4.57 4.15
3137FKZZ2 FHMS K-088 A2 3.69 01/25/2029 6,271,000.00 08/21/2023

4.92%
5,910,172.54
5,967,698.43

95.51 4.79%
5,989,545.61
19,283.33

0.73%
21,847.17
Aaa/AA+
AA+

4.57 4.03
3137FMTY8 FHMS K-094 A2 2.903
06/25/2029 4,000,000.00 03/18/2024

4.73%
3,665,625.00
3,683,594.57

91.92 4.75%
3,676,888.00
9,676.67

0.45%
(6,706.57)
Aaa/AA+
AAA

4.99 4.45
3137H9D71 FHMS K-750 A2 3.0 09/25/2029 4,600,000.00 03/08/2024

4.45%
4,293,093.75
4,309,990.49

92.20 4.81%
4,241,384.92
11,500.00

0.51%
(68,605.57)
Aaa/AA+
AAA

5.24 4.38
3137HB2L7 FHMS K-753 A2 4.4 10/25/2030 5,000,000.00 11/27/2023

5.13%
4,795,117.19
4,812,676.23

97.80 4.80%
4,889,845.50
18,333.33

0.59%
77,169.27
Aaa/AA+
AAA

6.32 5.29
Total Agency
CMBS 105,295,834.00 4.06%
101,706,602.01
102,348,820.85

95.21 4.87%
100,228,401.45
290,502.32

12.15%
(2,120,419.39)
Aaa/AA+
AAA

3.68 3.25
CASH
CCYUSD Receivable 0.05 --

0.00%

0.05 0.05

1.00 0.00%

0.05 0.00

0.00%

0.00 Aaa/AAA
AAA

0.00 0.00
CCYUSD Receivable 528,582.86 --

0.00%
528,582.86
528,582.86

1.00 0.00%
528,582.86

0.00 0.06%

0.00 Aaa/AAA
AAA

0.00 0.00
Total Cash 528,582.91 0.00%
528,582.91
528,582.91

1.00 0.00%
528,582.91

0.00 0.06%

0.00 Aaa/AAA
AAA

0.00 0.00

CORPORATE
89236TJT3 TOYOTA MOTOR CREDIT CORP

1.45 01/13/2025 1,825,000.00 01/10/2022

1.50%
1,822,554.50
1,824,562.67

97.92 5.44%
1,787,032.81
12,349.17

0.22%
(37,529.86)
A1/A+
A+

0.54 0.52
89788JAA7 TRUIST BANK 1.5 03/10/2025 7,550,000.00 01/26/2022

1.63%
7,520,706.00
7,543,507.40

97.13 5.77%
7,333,516.21
34,918.75

0.89%
(209,991.19)
A3/A
A

0.69 0.67
Attachment 1

Page 17 of 77 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
06367WB85 BANK OF MONTREAL 1.85
05/01/2025 5,683,000.00 07/23/2021

0.86%
5,892,248.06
5,729,296.52

97.00 5.57%
5,512,527.90
17,522.58

0.67%
(216,768.61)
A2/A-
AA-

0.84 0.81
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
4,326,238.81

98.31 5.23%
4,214,569.93
20,226.30

0.51%
(111,668.87)
A1/A
AA-

1.39 1.32
46647PBK1 JPMORGAN CHASE & CO 2.083
04/22/2026 1,999,000.00 05/20/2021

1.11%
2,073,622.67
2,014,404.96

97.11 6.58%
1,941,149.98
7,980.84

0.24%
(73,254.98)
A1/A-
AA-

1.81 0.78
023135BX3 AMAZON.COM INC 1.0
05/12/2026 9,990,000.00 05/10/2021

1.09%
9,946,843.20
9,973,928.47

93.03 4.95%
9,293,939.36
13,597.50

1.13%
(679,989.11)
A1/AA
AA-

1.87 1.81
91324PEC2 UNITEDHEALTH GROUP INC 1.15
05/15/2026 1,660,000.00 --

1.08%
1,665,371.00
1,661,988.60

92.96 5.14%
1,543,085.49
2,439.28

0.19%
(118,903.12)
A2/A+
A

1.87 1.81
756109BF0 REALTY INCOME CORP 4.875
06/01/2026 4,000,000.00 02/06/2023

4.75%
4,013,840.00
4,007,533.32

99.10 5.38%
3,963,808.00
16,250.00

0.48%
(43,725.32)
A3/A-
NA

1.92 1.80
89236TJK2 TOYOTA MOTOR CREDIT CORP

1.125 06/18/2026 6,840,000.00 06/15/2021

1.13%
6,836,990.40
6,838,818.24

92.61 5.12%
6,334,356.76
2,778.75

0.77%
(504,461.48)
A1/A+
A+

1.97 1.90
06051GJD2 BANK OF AMERICA CORP 1.319
06/19/2026 6,200,000.00 --

1.25%
6,216,368.00
6,203,987.86

95.82 6.18%
5,940,896.79
2,725.93

0.72%
(263,091.07)
A1/A-
AA-

1.97 0.94
037833DN7 APPLE INC 2.05 09/11/2026 6,000,000.00 12/02/2021

1.49%
6,149,040.00
6,065,726.82

94.01 4.96%
5,640,553.74
37,583.33

0.68%
(425,173.08)
Aaa/AA+
NA

2.20 2.09
06368FAC3 BANK OF MONTREAL 1.25
09/15/2026 3,000,000.00 09/13/2021

1.27%
2,996,370.00
2,998,397.71

91.60 5.33%
2,747,928.84
11,041.67

0.33%
(250,468.87)
A2/A-
AA-

2.21 2.12
931142ER0 WALMART INC 1.05 09/17/2026 1,610,000.00 09/08/2021

1.09%
1,606,957.10
1,608,653.53

92.18 4.81%
1,484,157.75
4,883.67

0.18%
(124,495.78)
Aa2/AA
AA

2.22 2.14
74340XBK6 PROLOGIS LP 3.25 10/01/2026 5,000,000.00 12/07/2021

1.63%
5,357,850.00
5,156,895.20

95.90 5.20%
4,795,246.50
40,625.00

0.58%
(361,648.70)
A3/A
WR

2.25 2.12
87612EBM7 TARGET CORP 1.95 01/15/2027 3,845,000.00 01/19/2022

1.99%
3,838,463.50
3,841,661.60

93.06 4.89%
3,578,165.46
34,572.96

0.43%
(263,496.14)
A2/A
A

2.54 2.41
78016EYV3 ROYAL BANK OF CANADA 2.05
01/21/2027 5,250,000.00 01/13/2022

2.04%
5,251,732.50
5,250,886.17

92.87 5.06%
4,875,437.91
47,833.33

0.59%
(375,448.26)
A1/A
AA-

2.56 2.42
61747YEZ4
MORGAN STANLEY 5.05
01/28/2027 4,415,000.00 01/17/2023

4.99%
4,422,270.45
4,418,790.25

99.43 5.89%
4,390,034.15
94,756.94

0.53%
(28,756.10)
A1/A-
A+

2.58 1.47
742718FV6 PROCTER & GAMBLE CO 1.9
02/01/2027 10,000,000.00 01/27/2022

1.93%
9,985,800.00
9,992,651.15

93.08 4.78%
9,307,795.00
79,166.67

1.13%
(684,856.15)
Aa3/AA-
NA

2.59 2.45
808513BY0 CHARLES SCHWAB CORP 2.45
03/03/2027 5,580,000.00 03/09/2022

2.73%
5,506,455.60
5,540,557.87

93.27 5.18%
5,204,243.13
44,810.50

0.63%
(336,314.74)
A2/A-
A

2.67 2.52
89114TZT2 TORONTO-DOMINION BANK 2.8
03/10/2027 5,000,000.00 03/09/2022

2.97%
4,960,350.00
4,978,665.04

93.89 5.26%
4,694,412.50
43,166.67

0.57%
(284,252.54)
A1/A
NA

2.69 2.52
Attachment 1

Page 18 of 77 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
084664CZ2 BERKSHIRE HATHAWAY FINANCE
CORP 2.3 03/15/2027 6,400,000.00 03/07/2022

2.30%
6,398,784.00
6,399,342.72

93.74 4.79%
5,999,186.75
43,342.22

0.73%
(400,155.97)
Aa2/AA
A+

2.71 2.56
06051GHT9 BANK OF AMERICA CORP 3.559
04/23/2027 3,500,000.00 --

4.51%
3,390,758.45
3,444,305.97

96.70 5.91%
3,384,398.68
23,528.94

0.41%
(59,907.30)
A1/A-
AA-

2.81 1.71
665859AW4 NORTHERN TRUST CORP 4.0
05/10/2027 2,975,000.00 05/05/2022

4.03%
2,970,180.50
2,972,247.13

97.61 4.90%
2,904,017.01
16,858.33

0.35%
(68,230.13)
A2/A+
A+

2.86 2.65
91324PEG3 UNITEDHEALTH GROUP INC 3.7
05/15/2027 3,020,000.00 05/17/2022

3.69%
3,021,408.40
3,020,801.08

96.77 4.92%
2,922,518.63
14,277.89

0.35%
(98,282.45)
A2/A+
A

2.87 2.67
22160KAM7 COSTCO WHOLESALE CORP 3.0
05/18/2027 5,300,000.00 07/15/2022

3.52%
5,176,987.00
5,226,708.24

95.59 4.65%
5,066,140.42
18,991.67

0.61%
(160,567.83)
Aa3/A+
WR

2.88 2.71
89115A2C5 TORONTO-DOMINION BANK

4.108 06/08/2027 1,800,000.00 08/26/2022

4.18%
1,793,970.00
1,796,291.36

97.05 5.20%
1,746,871.99
4,724.20

0.21%
(49,419.36)
A1/A
NA

2.94 2.72
756109BG8 REALTY INCOME CORP 3.95
08/15/2027 3,650,000.00 12/15/2022

4.63%
3,545,680.00
3,580,044.23

96.42 5.20%
3,519,393.95
54,466.11

0.43%
(60,650.28)
A3/A-
NA

3.13 2.85
74340XBV2 PROLOGIS LP 3.375 12/15/2027 4,968,000.00 01/10/2023

4.54%
4,712,893.20
4,788,942.84

94.83 5.02%
4,711,070.99
7,452.00

0.57%
(77,871.85)
A3/A
NA

3.46 3.20
69371RS31 PACCAR FINANCIAL CORP 4.6
01/10/2028 2,500,000.00 01/05/2023

4.71%
2,487,875.00
2,491,447.43

99.03 4.90%
2,475,746.45
54,625.00

0.30%
(15,700.98)
A1/A+
NA

3.53 3.15
756109AU8 REALTY INCOME CORP 3.65
01/15/2028 3,000,000.00 01/12/2023

4.61%
2,872,410.00
2,909,553.80

95.18 5.16%
2,855,418.96
50,491.67

0.35%
(54,134.84)
A3/A-
WR

3.54 3.21
24422EWR6 JOHN DEERE CAPITAL CORP 4.75
01/20/2028 4,000,000.00 01/17/2023

4.38%
4,066,040.00
4,046,944.10

99.57 4.88%
3,982,958.48
84,972.22

0.48%
(63,985.62)
A1/A
A+

3.56 3.17
037833ET3 APPLE INC 4.0 05/10/2028 3,960,000.00 05/08/2023

4.01%
3,957,753.15
3,958,267.21

97.92 4.59%
3,877,742.17
22,440.00

0.47%
(80,525.04)
Aaa/AA+
NA

3.86 3.51
58933YBH7 MERCK & CO INC 4.05
05/17/2028 4,805,000.00 05/08/2023

4.05%
4,805,921.95
4,805,705.29

97.90 4.65%
4,703,946.19
23,784.75

0.57%
(101,759.10)
A1/A+
NA

3.88 3.53
66815L2M0 NORTHWESTERN MUTUAL LIFE
INSURANCE CO 4.9 06/12/2028 5,000,000.00 07/10/2023

5.20%
4,935,650.00
4,948,362.44

99.28 5.10%
4,963,794.45
12,930.56

0.60%
15,432.01
Aaa/AA+
AAA

3.95 3.54
64952WFD0 NEW YORK LIFE GLOBAL
FUNDING 4.9 06/13/2028 4,000,000.00 09/12/2023

5.31%
3,930,840.00
3,942,446.44

99.52 5.04%
3,980,755.00
9,800.00

0.48%
38,308.56
Aaa/AA+
AAA

3.96 3.54
69371RS64 PACCAR FINANCIAL CORP 4.95
08/10/2028 4,115,000.00 08/03/2023

4.99%
4,108,498.30
4,109,658.43
100.18

4.90%
4,122,567.86
79,779.56

0.50%
12,909.43
A1/A+
NA

4.11 3.61
59217GFQ7 METROPOLITAN LIFE GLOBAL
FUNDING I 5.4 09/12/2028 6,000,000.00 --

5.12%
6,068,770.00
6,060,779.83
101.55

4.98%
6,092,873.40
98,100.00

0.74%
32,093.57
Aa3/AA-
AA-

4.20 3.67
91324PDP4 UNITEDHEALTH GROUP INC

3.875 12/15/2028 6,000,000.00 12/12/2023

4.77%
5,763,360.00
5,789,135.24

95.81 4.93%
5,748,575.10
10,333.33

0.70%
(40,560.14)
A2/A+
A

4.46 4.02
Attachment 1

Page 19 of 77 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
66815L2Q1

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

4.67%
4,508,387.80
4,507,593.55

98.99 4.96%
4,454,624.16
100,676.25

0.54%
(52,969.39)
Aaa/AA+
AAA

4.53 3.94
57629W5B2 MASSMUTUAL GLOBAL
FUNDING II 4.85 01/17/2029 5,200,000.00 01/09/2024

4.85%
5,199,324.00
5,199,385.42

99.27 5.03%
5,161,966.94
114,891.11

0.63%
(37,418.48)
Aa3/AA+
AA+

4.55 3.95
46647PAM8 JPMORGAN CHASE & CO 3.509
01/23/2029 8,000,000.00 01/18/2024

5.07%
7,554,320.00
7,603,128.21

94.57 5.48%
7,565,301.68
123,204.89

0.92%
(37,826.53)
A1/A-
AA-

4.57 3.24
64952WFF5 NEW YORK LIFE GLOBAL
FUNDING 4.7 01/29/2029 3,500,000.00 01/22/2024

4.74%
3,493,665.00
3,494,198.98

99.23 4.89%
3,473,220.73
69,455.56

0.42%
(20,978.25)
Aaa/AA+
AAA

4.58 3.99
532457CK2 ELI LILLY AND CO 4.5 02/09/2029 6,200,000.00 02/07/2024

4.51%
6,195,908.00
6,196,228.28

99.16 4.70%
6,147,705.67
110,050.00

0.75%
(48,522.62)
A1/A+
NA

4.61 4.04
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029 4,475,000.00 02/21/2024

4.86%
4,473,433.75
4,473,541.77

99.98 4.85%
4,474,210.52
75,360.24

0.54%
668.75
A1/AA-
NA

4.66 4.06
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

99.15 5.20%
4,932,518.03
59,352.30

0.60%
(42,481.97)
A1/A
AA-

4.76 4.14
58989V2H6 MET TOWER GLOBAL FUNDING

5.25 04/12/2029 3,685,000.00 04/08/2024

5.30%
3,677,482.60
3,677,811.95
100.50

5.13%
3,703,531.24
42,454.27

0.45%
25,719.29
Aa3/AA-
AA-

4.78 4.14
24422EXT1 JOHN DEERE CAPITAL CORP 4.85
06/11/2029 5,180,000.00 06/06/2024

4.88%
5,173,084.70
5,173,160.44

99.68 4.92%
5,163,240.78
13,957.22

0.63%
(9,919.66)
A1/A
A+

4.95 4.34
341081GT8 FLORIDA POWER & LIGHT CO

5.15 06/15/2029 5,000,000.00 06/13/2024

4.82%
5,069,323.88
5,068,773.38
100.84

4.96%
5,041,879.90
20,027.78

0.61%
(26,893.48)
Aa2/A+
AA-

4.96 4.19
Total Corporate 225,442,000.00 3.44%
224,785,331.83
224,636,957.94

96.67 5.12%
217,759,034.31
1,929,557.91

26.39%
(6,877,923.63)
A1/A+
AA-

3.13 2.75

MONEY MARKET
FUND
60934N807 FEDERATED HRMS GV O SVC 13.09 --

4.97%

13.09 13.09

1.00 4.97%

13.09 0.00

0.00%

0.00 Aaa/
AAAm
AAA

0.00 0.00
60934N807 FEDERATED HRMS GV O SVC 3,088,542.53 --

4.97%
3,088,542.53
3,088,542.53

1.00 4.97%
3,088,542.53

0.00 0.37%

0.00 Aaa/
AAAm
AAA

0.00 0.00
Total Money
Market Fund 3,088,555.62 4.97%
3,088,555.62
3,088,555.62

1.00 4.97%
3,088,555.62

0.00 0.37%

0.00 Aaa/
AAAm
AAA

0.00 0.00
Attachment 1

Page 20 of 77 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
5,913,228.35

94.26 5.02%
5,575,320.95
5,175.63

0.68%
(337,907.40)
Aaa/AAA
NA

1.33 1.29
4581X0DV7

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

0.97%
13,094,750.10
13,133,288.92

93.15 4.88%
12,253,769.50
22,701.51

1.49%
(879,519.42)
Aaa/AAA
NA

1.80 1.75
Total
Supranational 19,070,000.00 0.83%
19,003,066.15
19,046,517.27

93.50 4.93%
17,829,090.45
27,877.14

2.16%
(1,217,426.82)
Aaa/AAA
NA

1.66 1.61

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

1.90%
11,356,640.63
11,037,951.81

98.39 5.32%
10,823,183.58
114,835.16

1.31%
(214,768.23)
Aaa/AA+
AA+

0.59 0.56
912828ZC7 UNITED STATES TREASURY 1.125
02/28/2025 11,250,000.00 03/18/2020

0.81%
11,423,583.98
11,273,247.00

97.33 5.24%
10,949,304.15
42,302.14

1.33%
(323,942.85)
Aaa/AA+
AA+

0.67 0.65
91282CED9 UNITED STATES TREASURY 1.75
03/15/2025 6,000,000.00 04/08/2022

2.70%
5,839,218.75
5,961,310.13

97.58 5.26%
5,854,999.98
30,815.22

0.71%
(106,310.15)
Aaa/AA+
AA+

0.71 0.69
91282CEQ0 UNITED STATES TREASURY 2.75
05/15/2025 3,500,000.00 06/06/2022

2.91%
3,483,867.19
3,495,218.79

97.93 5.19%
3,427,607.44
12,292.80

0.42%
(67,611.36)
Aaa/AA+
AA+

0.87 0.85
91282CEU1 UNITED STATES TREASURY 2.875
06/15/2025 6,450,000.00 06/13/2022

3.38%
6,356,273.44
6,420,154.59

97.88 5.17%
6,313,378.42
8,106.56

0.77%
(106,776.17)
Aaa/AA+
AA+

0.96 0.93
91282CAB7 UNITED STATES TREASURY 0.25
07/31/2025 5,000,000.00 01/18/2022

1.45%
4,792,773.44
4,936,497.68

94.96 5.08%
4,748,242.20
5,219.78

0.58%
(188,255.48)
Aaa/AA+
AA+

1.08 1.06
91282CAT8 UNITED STATES TREASURY 0.25
10/31/2025 12,500,000.00 03/26/2021

0.75%
12,218,750.00
12,418,325.13

93.98 4.97%
11,747,558.63
5,264.95

1.42%
(670,766.51)
Aaa/AA+
AA+

1.34 1.30
91282CGA3 UNITED STATES TREASURY 4.0
12/15/2025 8,000,000.00 12/27/2022

4.17%
7,960,937.50
7,980,811.41

98.71 4.93%
7,896,875.04
13,989.07

0.96%
(83,936.37)
Aaa/AA+
AA+

1.46 1.40
91282CGE5 UNITED STATES TREASURY 3.875
01/15/2026 16,000,000.00 --

3.96%
15,960,000.00
15,978,946.02

98.50 4.90%
15,759,375.04
286,153.85

1.91%
(219,570.98)
Aaa/AA+
AA+

1.54 1.45
91282CCW9 UNITED STATES TREASURY 0.75
08/31/2026 3,200,000.00 09/17/2021

0.86%
3,182,625.00
3,192,390.02

91.97 4.69%
2,943,000.00
8,021.74

0.36%
(249,390.02)
Aaa/AA+
AA+

2.17 2.10
91282CCZ2 UNITED STATES TREASURY 0.875
09/30/2026 19,350,000.00 --

1.08%
19,157,605.47
19,262,781.21

92.04 4.64%
17,808,802.69
42,559.43

2.16%
(1,453,978.53)
Aaa/AA+
AA+

2.25 2.18
91282CDG3 UNITED STATES TREASURY 1.125
10/31/2026 6,420,000.00 11/15/2021

1.25%
6,380,878.13
6,401,574.44

92.29 4.65%
5,924,707.02
12,168.34

0.72%
(476,867.43)
Aaa/AA+
AA+

2.34 2.25
Attachment 1

Page 21 of 77 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
91282CEW7 UNITED STATES TREASURY 3.25
06/30/2027 7,000,000.00 07/13/2022

3.12%
7,042,656.25
7,025,768.05

96.49 4.51%
6,754,179.67
618.21

0.82%
(271,588.38)
Aaa/AA+
AA+

3.00 2.82
91282CFB2 UNITED STATES TREASURY 2.75
07/31/2027 1,300,000.00 08/22/2022

3.12%
1,277,960.94
1,286,248.50

94.95 4.52%
1,234,390.63
14,928.57

0.15%
(51,857.88)
Aaa/AA+
AA+

3.08 2.88
91282CFH9 UNITED STATES TREASURY 3.125
08/31/2027 16,400,000.00 --

3.41%
16,182,777.35
16,261,755.47

95.94 4.51%
15,733,750.00
171,297.55

1.91%
(528,005.47)
Aaa/AA+
AA+

3.17 2.94
91282CFM8 UNITED STATES TREASURY 4.125
09/30/2027 12,150,000.00 10/20/2022

4.45%
11,974,394.53
12,034,359.75

98.87 4.50%
12,012,363.34
125,981.56

1.46%
(21,996.41)
Aaa/AA+
AA+

3.25 2.98
91282CFZ9 UNITED STATES TREASURY 3.875
11/30/2027 8,000,000.00 12/27/2022

3.92%
7,984,687.50
7,989,380.04

98.10 4.48%
7,847,812.48
26,256.83

0.95%
(141,567.56)
Aaa/AA+
AA+

3.42 3.15
91282CGC9 UNITED STATES TREASURY 3.875
12/31/2027 8,000,000.00 01/05/2023

3.95%
7,972,812.50
7,980,909.00

98.08 4.47%
7,846,562.48
842.39

0.95%
(134,346.52)
Aaa/AA+
AA+

3.50 3.23
91282CGH8 UNITED STATES TREASURY 3.5
01/31/2028 16,000,000.00 02/03/2023

3.61%
15,916,875.00
15,940,213.95

96.85 4.46%
15,495,624.96
233,846.15

1.88%
(444,588.99)
Aaa/AA+
AA+

3.59 3.27
91282CGP0 UNITED STATES TREASURY 4.0
02/29/2028 12,400,000.00 --

3.92%
12,445,562.50
12,433,877.69

98.48 4.45%
12,211,093.69
165,782.61

1.48%
(222,784.00)
Aaa/AA+
AA+

3.67 3.33
91282CHA2 UNITED STATES TREASURY 3.5
04/30/2028 7,500,000.00 05/22/2023

3.75%
7,416,210.94
7,434,949.56

96.73 4.44%
7,254,492.15
44,225.54

0.88%
(180,457.41)
Aaa/AA+
AA+

3.84 3.52
91282CHE4 UNITED STATES TREASURY 3.625
05/31/2028 12,000,000.00 06/14/2023

4.00%
11,801,718.75
11,843,086.78

97.15 4.42%
11,658,281.28
36,844.26

1.41%
(184,805.50)
Aaa/AA+
AA+

3.92 3.59
91282CJA0 UNITED STATES TREASURY 4.625
09/30/2028 14,000,000.00 10/04/2023

4.77%
13,908,125.00
13,921,739.85
100.85

4.40%
14,118,671.84
162,759.56

1.71%
196,931.99
Aaa/AA+
AA+

4.25 3.78
91282CJR3 UNITED STATES TREASURY 3.75
12/31/2028 13,000,000.00 --

3.99%
12,861,054.69
12,873,985.75

97.45 4.38%
12,667,890.56
1,324.73

1.54%
(206,095.19)
Aaa/AA+
AA+

4.50 4.09
91282CJW2 UNITED STATES TREASURY 4.0
01/31/2029 10,000,000.00 02/16/2024

4.31%
9,862,500.00
9,872,473.70

98.46 4.37%
9,846,093.80
167,032.97

1.19%
(26,379.90)
Aaa/AA+
AA+

4.59 4.07
91282CKG5 UNITED STATES TREASURY 4.125
03/31/2029 12,000,000.00 04/10/2024

4.57%
11,763,281.25
11,773,845.56

98.98 4.36%
11,877,656.28
124,426.23

1.44%
103,810.72
Aaa/AA+
AA+

4.75 4.23
91282CKP5 UNITED STATES TREASURY 4.625
04/30/2029 19,000,000.00 --

4.47%
19,133,125.00
19,129,661.77
101.15

4.36%
19,218,203.22
148,050.27

2.33%
88,541.45
Aaa/AA+
AA+

4.83 4.27
91282CHR5 UNITED STATES TREASURY 4.0
07/31/2030 9,000,000.00 --

4.26%
8,877,171.88
8,878,430.39

98.09 4.36%
8,828,437.50
150,329.67

1.07%
(49,992.89)
Aaa/AA+
AA+

6.08 5.25
91282CJG7 UNITED STATES TREASURY 4.875
10/31/2030 7,000,000.00 10/27/2023

4.86%
7,005,195.31
7,004,699.55
102.82

4.36%
7,197,695.33
57,493.21

0.87%
192,995.78
Aaa/AA+
AA+

6.34 5.38
Total US Treasury 293,420,000.00 3.36%
291,539,262.92
292,044,593.58

97.54 4.63%
286,000,233.38
2,213,769.35

34.66%
(6,044,360.20)
Aaa/AA+
AA+

3.13 2.85
Attachment 1

Page 22 of 77 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 Portfolio 852,080,182.41 3.22%
845,784,495.85
846,818,832.02

96.47 4.88%
825,115,005.02
5,232,181.88
100.00%
(21,703,827.00)
Aa2/AA-
AA

2.95 2.54
Total Market
Value + Accrued 830,347,186.89
Attachment 1

Page 23 of 77 ends

City of Sunnyvale Managed Cons | Account #10622|04/01/2024 Through 06/30/2024|

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

ACQUISITIONS
Purchase 04/11/2024 91282CKG5 12,000,000.00 UNITED STATES TREASURY 4.125
03/31/2029

98.027 4.57% (11,763,281.25) (14,877.05) (11,778,158.30) 0.00 Purchase 04/12/2024 58989V2H6 3,685,000.00 MET TOWER GLOBAL FUNDING 5.25
04/12/2029

99.796 5.30% (3,677,482.60) 0.00 (3,677,482.60) 0.00
Purchase 04/23/2024 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029

99.980 5.30% (6,538,659.30) 0.00 (6,538,659.30) 0.00
Purchase 04/30/2024 91282CHR5 4,600,000.00 UNITED STATES TREASURY 4.0
07/31/2030

96.422 4.67% (4,435,406.25) (45,494.51) (4,480,900.76) 0.00 Purchase 05/06/2024 91282CKP5 5,000,000.00 UNITED STATES TREASURY 4.625
04/30/2029
100.730 4.46% (5,036,523.44) (3,770.38) (5,040,293.82) 0.00 Purchase 05/06/2024 91282CKP5 5,000,000.00 UNITED STATES TREASURY 4.625
04/30/2029
100.547 4.50% (5,027,343.75) (3,770.38) (5,031,114.13) 0.00 Purchase 05/16/2024 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027

99.994 5.85% (2,979,826.86) 0.00 (2,979,826.86) 0.00
Purchase 05/21/2024 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028

99.988 5.27% (2,829,656.15) 0.00 (2,829,656.15) 0.00
Purchase 05/22/2024 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027

99.997 5.41% (3,224,910.35) 0.00 (3,224,910.35) 0.00
Purchase 05/23/2024 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028

99.988 5.73% (2,169,746.11) 0.00 (2,169,746.11) 0.00
Purchase 05/23/2024 91282CKP5 9,000,000.00 UNITED STATES TREASURY 4.625
04/30/2029
100.770 4.45% (9,069,257.81) (26,015.63) (9,095,273.44) 0.00 Purchase 06/11/2024 096919AD7 3,700,000.00 BMWOT 2024-A A3

5.18 02/26/2029

99.985 5.24% (3,699,437.97) 0.00 (3,699,437.97) 0.00
Attachment 1

Page 24 of 77 ends

City of Sunnyvale Managed Cons | Account #10622|04/01/2024 Through 06/30/2024|

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Purchase 06/11/2024 24422EXT1 2,590,000.00 JOHN DEERE CAPITAL CORP 4.85 06/11/2029

99.895 4.87% (2,587,280.50) 0.00 (2,587,280.50) 0.00
Purchase 06/11/2024 24422EXT1 2,590,000.00 JOHN DEERE CAPITAL CORP 4.85 06/11/2029

99.838 4.89% (2,585,804.20) 0.00 (2,585,804.20) 0.00
Purchase 06/13/2024 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029

99.994 4.93% (4,199,764.38) 0.00 (4,199,764.38) 0.00
Purchase 06/17/2024 341081GT8 1,632,000.00 FLORIDA POWER & LIGHT CO 5.15
06/15/2029
101.390 4.82% (1,654,684.80) (3,268.53) (1,657,953.33) 0.00 Purchase 06/17/2024 341081GT8 1,296,000.00 FLORIDA POWER & LIGHT CO 5.15
06/15/2029
101.390 4.82% (1,314,014.40) (2,595.60) (1,316,610.00) 0.00 Purchase 06/17/2024 341081GT8 1,036,000.00 FLORIDA POWER & LIGHT CO 5.15
06/15/2029
101.390 4.82% (1,050,400.40) (2,074.88) (1,052,475.28) 0.00 Purchase 06/17/2024 341081GT8 1,036,000.00 FLORIDA POWER & LIGHT CO 5.15
06/15/2029
101.373 4.83% (1,050,224.28) (2,074.88) (1,052,299.16) 0.00 Total Purchase 75,110,000.00 (74,893,704.80) (103,941.84) (74,997,646.64) 0.00 TOTAL
ACQUISITIONS 75,110,000.00 (74,893,704.80) (103,941.84) (74,997,646.64) 0.00

DISPOSITIONS
Sale 04/11/2024 90331HPL1 (5,200,000.00) US BANK NA 2.05 01/21/2025

97.336 2.09% 5,061,472.00 23,688.89 5,085,160.89 (136,800.22) Sale 04/11/2024 912828D56 (9,500,000.00) UNITED STATES
TREASURY 2.375
08/15/2024

98.992 1.78% 9,404,257.81 34,711.54 9,438,969.35 (121,241.50) Sale 04/18/2024 3130A2UW4 (5,000,000.00) FEDERAL HOME
LOAN BANKS 2.875
09/13/2024

98.991 1.82% 4,949,550.00 13,975.70 4,963,525.70 (71,461.29) Attachment 1

Page 25 of 77 ends

City of Sunnyvale Managed Cons | Account #10622|04/01/2024 Through 06/30/2024|

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Sale 04/29/2024 06051GHT9 (3,000,000.00) BANK OF AMERICA CORP 3.559
04/23/2027

95.985 4.30% 2,879,550.00 1,779.50 2,881,329.50 (68,162.37) Sale 05/03/2024 3135G0W66 (7,590,000.00) FEDERAL NATIONAL

MORTGAGE
ASSOCIATION 1.625
10/15/2024

98.332 1.66% 7,463,398.80 6,166.88 7,469,565.68 (127,249.33) Sale 05/03/2024 3130A2UW4 (4,350,000.00) FEDERAL HOME
LOAN BANKS 2.875
09/13/2024

99.076 1.82% 4,309,806.00 17,369.79 4,327,175.79 (56,621.14) Sale 05/21/2024 13063DRK6 (4,475,000.00) CALIFORNIA STATE 2.4 10/01/2024

98.881 1.92% 4,424,924.75 14,916.67 4,439,841.42 (57,653.50) Sale 05/21/2024 9128283D0 (11,000,000.00) UNITED STATES TREASURY 2.25
10/31/2024

98.664 1.89% 10,853,046.88 14,123.64 10,867,170.52 (164,156.33) Sale 06/07/2024 91282CDN8 (9,000,000.00) UNITED STATES
TREASURY 1.0
12/15/2024

97.824 1.49% 8,804,179.69 43,032.79 8,847,212.48 (174,872.40) Sale 06/10/2024 90331HPL1 (4,285,000.00) US BANK NA 2.05 01/21/2025

97.814 2.09% 4,191,329.90 33,916.97 4,225,246.87 (92,546.08) Sale 06/14/2024 89236TJT3 (3,750,000.00) TOYOTA MOTOR
CREDIT CORP 1.45
01/13/2025

97.696 1.50% 3,663,600.00 22,807.29 3,686,407.29 (85,423.43) Total Sale (67,150,000.00) 66,005,115.83 226,489.66 66,231,605.49 TOTAL
DISPOSITIONS (67,150,000.00) 66,005,115.83 226,489.66 66,231,605.49 Attachment 1

Page 26 of 77 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
3,088,555.62
1,017,887.18
18,512,798.11
(16,442,129.67)
3,088,555.62

0.00 14,282.16

0.00 0.00

0.00 14,282.16
14,282.16
Total 3,088,555.62
1,017,887.18
18,512,798.11
(16,442,129.67)
3,088,555.62

0.00 14,282.16

0.00 0.00

0.00 14,282.16 14,282.16

CASH & EQUIVALENTS
CCYUSD Receivable
528,582.91
14,282.16

0.00 0.00
528,582.91

0.00 0.00

0.00 Total Cash & Equivalents 528,582.91
14,282.16

0.00 0.00
528,582.91

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
9,973,219.43

0.00 0.00
9,973,928.47
5,272.50

0.00 13,597.50
8,325.00
709.04

0.00 709.04
9,034.04
9,034.04
02582JJR2 AMXCA 2021-1 A 0.9
11/15/2024
06/10/2022
06/14/2022
4,500,000.00
4,414,740.46

0.00 0.00
4,430,056.54
1,800.00
3,375.00
1,800.00
3,375.00
15,316.09

0.00 15,316.09
18,691.09
18,691.09
02582JJT8 AMXCA 2022-2 A 05/17/2027
05/17/2022
05/24/2022
6,135,000.00
6,134,404.87

0.00 0.00
6,134,456.17
9,243.40
17,331.38
9,243.40
17,331.38

51.30 0.00

51.30 17,382.68
17,382.68
02582JKH2 AMXCA 2024-1 A 5.23
04/16/2029
04/16/2024
04/23/2024
6,540,000.00
6,538,688.05

0.00 0.00
6,538,710.16
15,201.87
28,503.50
15,201.87
28,503.50

22.11 0.00

22.11 28,525.61
28,525.61
Attachment 1

Page 27 of 77 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
6,068,391.42

0.00 0.00
6,065,726.82
27,333.33

0.00 37,583.33
10,250.00

0.00 (2,664.60)
(2,664.60)
7,585.40
7,585.40
037833ET3 APPLE INC 4.0 05/10/2028
05/08/2023
05/10/2023
3,960,000.00
3,958,230.31

0.00 0.00
3,958,267.21
9,240.00

0.00 22,440.00
13,200.00

36.89 0.00

36.89 13,236.89
13,236.89
05522RDJ4 BACCT 2024-1 A 4.93
03/15/2029
06/06/2024
06/13/2024
4,200,000.00

0.00 4,199,764.38

0.00 4,199,766.82

0.00 0.00
10,353.00
10,353.00

2.44 0.00

2.44 10,355.44
10,355.44
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026
05/10/2022
05/18/2022
1,462,210.96
1,596,120.63

0.00 (133,948.86)
1,462,176.38
853.95
4,269.73
782.28
4,198.07

4.61 0.00

4.61 4,202.68
4,202.68
06051GHT9 BANK OF AMERICA CORP

3.559 04/23/2027 3,500,000.00
3,441,778.26

0.00 0.00
3,444,305.97
13,148.53

0.00 23,528.94
10,380.42
2,527.72

0.00 2,527.72
12,908.13
12,908.13
06051GJD2 BANK OF AMERICA CORP

1.319 06/19/2026 6,200,000.00
6,204,326.77

0.00 0.00
6,203,987.86
36,800.10
40,889.00
2,725.93
6,814.83

0.00 (338.91)
(338.91)
6,475.92
6,475.92
06367WB85 BANK OF MONTREAL 1.85
05/01/2025
07/23/2021
07/27/2021
5,683,000.00
5,733,865.25

0.00 0.00
5,729,296.52
8,761.29

0.00 17,522.58
8,761.29

0.00 (4,568.74)
(4,568.74)
4,192.56
4,192.56
06368FAC3 BANK OF MONTREAL 1.25
09/15/2026
09/13/2021
09/15/2021
3,000,000.00
2,998,338.07

0.00 0.00
2,998,397.71
7,916.67

0.00 11,041.67
3,125.00

59.64 0.00

59.64 3,184.64
3,184.64
06406HCQ0 BANK OF NEW YORK MELLON
CORP 3.95 11/18/2025
04/05/2022
04/07/2022
4,287,000.00
4,328,722.28

0.00 0.00
4,326,238.81
6,114.93

0.00 20,226.30
14,111.38

0.00 (2,483.47)
(2,483.47)
11,627.91
11,627.91
Attachment 1

Page 28 of 77 ends

BERKSHIRE HATHAWAY
FINANCE CORP 2.3
03/15/2027
03/07/2022
03/15/2022
6,400,000.00
6,399,322.74

0.00 0.00
6,399,342.72
31,075.56

0.00 43,342.22
12,266.67

19.98 0.00

19.98 12,286.64
12,286.64
096919AD7 BMWOT 2024-A A3 5.18
02/26/2029
06/04/2024
06/11/2024
3,700,000.00

0.00 3,699,437.97

0.00 3,699,444.50

0.00 0.00
10,647.78
10,647.78

6.53 0.00

6.53 10,654.31
10,654.31
161571HT4 CHAIT 2023-1 A 5.16
09/15/2028
09/07/2023
09/15/2023
8,975,000.00
8,972,866.18

0.00 0.00
8,972,907.03
20,582.67
38,592.50
20,582.67
38,592.50

40.85 0.00

40.85 38,633.35
38,633.35
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029
02/21/2024
02/26/2024
4,475,000.00
4,473,516.05

0.00 0.00
4,473,541.77
57,273.78

0.00 75,360.24
18,086.46

25.72 0.00

25.72 18,112.18
18,112.18
22160KAM7 COSTCO WHOLESALE CORP

3.0 05/18/2027
07/15/2022
07/19/2022
5,300,000.00
5,224,616.19

0.00 0.00
5,226,708.24
5,741.67

0.00 18,991.67
13,250.00
2,092.06

0.00 2,092.06
15,342.06
15,342.06
24422EWR6 JOHN DEERE CAPITAL CORP

4.75 01/20/2028
01/17/2023
01/20/2023
4,000,000.00
4,048,029.09

0.00 0.00
4,046,944.10
69,138.89

0.00 84,972.22
15,833.33

0.00 (1,084.99)
(1,084.99)
14,748.34
14,748.34
24422EXT1

JOHN DEERE CAPITAL CORP

4.85 06/11/2029
06/06/2024
06/11/2024
5,180,000.00

0.00 5,173,084.70

0.00 5,173,160.44

0.00 0.00
13,957.22
13,957.22

75.74 0.00

75.74 14,032.96
14,032.96
3130AAUF3 FEDERAL HOME LOAN BANKS

2.75 03/13/2026
07/30/2019
07/31/2019
5,430,000.00
5,487,111.60

0.00 0.00
5,484,475.68
32,353.75

0.00 44,797.50
12,443.75

0.00 (2,635.92)
(2,635.92)
9,807.83
9,807.83
3130AWTR1 FEDERAL HOME LOAN BANKS

4.375 09/08/2028 19,000,000.00
18,924,567.57

0.00 0.00
18,926,018.19
191,649.31

0.00 260,920.14
69,270.83
1,450.62

0.00 1,450.62
70,721.46
70,721.46
Attachment 1

Page 29 of 77 ends

FEDERAL FARM CREDIT
BANKS FUNDING CORP 3.875
06/08/2028
06/06/2023
06/08/2023
10,000,000.00
9,965,047.62

0.00 0.00
9,965,761.90
186,215.28
193,750.00
24,756.94
32,291.67
714.29

0.00 714.29
33,005.95
33,005.95
3135G04Z3

FEDERAL NATIONAL
MORTGAGE ASSOCIATION 0.5
06/17/2025 12,900,000.00
12,904,577.31

0.00 0.00
12,904,216.89
29,383.33
32,250.00
2,508.33
5,375.00
132.72
(493.14)
(360.42)
5,014.58
5,014.58
3135G05X7

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

0.375 08/25/2025 13,000,000.00
12,985,651.27

0.00 0.00
12,986,607.85
13,000.00

0.00 17,062.50
4,062.50
956.58

0.00 956.58
5,019.08
5,019.08
3135G05Y5

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

0.75 10/08/2027 8,000,000.00
7,993,095.62

0.00 0.00
7,993,264.84
8,833.33

0.00 13,833.33
5,000.00
185.85
(16.63)
169.23
5,169.23
5,169.23
3135G06G3

FEDERAL NATIONAL
MORTGAGE ASSOCIATION 0.5
11/07/2025 12,900,000.00
12,889,903.66

0.00 0.00
12,890,481.69
4,300.00

0.00 9,675.00
5,375.00
660.56
(82.53)
578.04
5,953.04
5,953.04
3135G0X24

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

1.625 01/07/2025 13,785,000.00
13,810,997.76

0.00 0.00
13,807,452.61
89,602.50

0.00 108,269.69
18,667.19
251.06
(3,796.20)
(3,545.15)
15,122.04
15,122.04
3137BRQJ7 FHMS K-057 A2 2.57
07/25/2026
01/31/2022
02/03/2022
6,653,000.00
6,754,640.18

0.00 0.00
6,750,628.07
14,248.51
14,248.51
14,248.51
14,248.51

0.00 (4,012.11)
(4,012.11)
10,236.40
10,236.40
3137BSRE5 FHMS K-059 A2 3.12
09/25/2026
02/18/2022
02/24/2022
6,000,000.00
6,127,970.45

0.00 0.00
6,123,300.00
15,600.00
15,600.00
15,600.00
15,600.00

0.00 (4,670.45)
(4,670.45)
10,929.55
10,929.55
3137EAEP0

FEDERAL HOME LOAN
MORTGAGE CORP 1.5
02/12/2025
02/13/2020
02/14/2020
15,235,000.00
15,233,354.45

0.00 0.00
15,233,547.29
69,192.29

0.00 88,236.04
19,043.75
192.84

0.00 192.84
19,236.59
19,236.59
Attachment 1

Page 30 of 77 ends

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
07/21/2025
01/25/2021
01/26/2021
8,000,000.00
7,996,714.48

0.00 0.00
7,996,951.98
10,833.33

0.00 13,333.33
2,500.00
237.51

0.00 237.51
2,737.51
2,737.51
3137EAEX3

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
09/23/2025 13,000,000.00
12,989,700.42

0.00 0.00
12,990,345.48
9,208.33

0.00 13,270.83
4,062.50
645.07

0.00 645.07
4,707.57
4,707.57
3137F2LJ3 FHMS K-066 A2 3.117
06/25/2027
09/28/2022
10/03/2022
900,000.00
869,126.22

0.00 0.00
869,972.08
2,337.75
2,337.75
2,337.75
2,337.75
845.86

0.00 845.86
3,183.61
3,183.61
3137F4X72 FHMS K-075 A2 3.65
02/25/2028
04/28/2023
05/03/2023
3,500,000.00
3,451,427.42

0.00 0.00
3,452,514.86
10,645.83
10,645.83
10,645.83
10,645.83
1,087.45

0.00 1,087.45
11,733.28
11,733.28
3137FBBX3 FHMS K-068 A2 3.244
08/25/2027 15,000,000.00
14,486,014.38

0.00 0.00
14,499,353.11
40,550.00
40,550.00
40,550.00
40,550.00
13,338.73

0.00 13,338.73
53,888.73
53,888.73
3137FBU79 FHMS K-069 A2 3.187
09/25/2027
04/11/2023
04/14/2023
9,000,000.00
8,752,901.41

0.00 0.00
8,759,146.53
23,902.50
23,902.50
23,902.50
23,902.50
6,245.12

0.00 6,245.12
30,147.62
30,147.62
3137FCJK1 FHMS K-070 A2 3.303
11/25/2027
11/21/2022
11/25/2022
5,321,000.00
5,140,910.13

0.00 0.00
5,145,239.21
14,646.05
14,646.05
14,646.05
14,646.05
4,329.08

0.00 4,329.08
18,975.13
18,975.13
3137FCLD4 FHMS K-071 A2 3.286
11/25/2027
05/03/2023
05/08/2023
3,729,334.00
3,650,307.64

0.00 0.00
3,652,207.31
10,212.16
10,212.16
10,212.16
10,212.16
1,899.67

0.00 1,899.67
12,111.83
12,111.83
3137FEBQ2 FHMS K-072 A2 3.444
12/25/2027
05/03/2023
05/08/2023
1,854,000.00
1,823,370.24

0.00 0.00
1,824,089.25
5,320.98
5,320.98
5,320.98
5,320.98
719.01

0.00 719.01
6,039.99
6,039.99
Attachment 1

Page 31 of 77 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
3137FETN0 FHMS K-073 A2 3.35
01/25/2028 12,200,000.00
11,861,562.67

0.00 0.00
11,869,319.07
34,058.33
34,058.32
34,058.33
34,058.32
7,756.39

0.00 7,756.39
41,814.71
41,814.71
3137FEZU7 FHMS K-076 A2 3.9
04/25/2028
05/04/2023
05/09/2023
2,867,500.00
2,875,564.34

0.00 0.00
2,875,391.54
9,319.38
9,319.38
9,319.38
9,319.38

0.00 (172.81)
(172.81)
9,146.57
9,146.57
3137FKUP9 FHMS K-087 A2 3.771
12/25/2028 12,000,000.00
11,555,453.89

0.00 0.00
11,563,566.05
37,710.00
37,710.00
37,710.00
37,710.00
8,112.16

0.00 8,112.16
45,822.16
45,822.16
3137FKZZ2 FHMS K-088 A2 3.69
01/25/2029
08/21/2023
08/24/2023
6,271,000.00
5,962,167.09

0.00 0.00
5,967,698.43
19,283.33
19,283.33
19,283.33
19,283.33
5,531.34

0.00 5,531.34
24,814.67
24,814.67
3137FMTY8 FHMS K-094 A2 2.903
06/25/2029
03/18/2024
03/21/2024
4,000,000.00
3,678,309.40

0.00 0.00
3,683,594.57
9,676.67
9,676.67
9,676.67
9,676.67
5,285.17

0.00 5,285.17
14,961.84
14,961.84
3137FQXJ7 FHMS K-737 A2 2.525
10/25/2026
06/07/2022
06/10/2022
5,000,000.00
4,918,911.31

0.00 0.00
4,921,766.55
10,520.83
10,520.83
10,520.83
10,520.83
2,855.24

0.00 2,855.24
13,376.07
13,376.07
3137H5YC5 FHMS K-748 A2 2.26
01/25/2029
03/25/2024
03/28/2024
1,400,000.00
1,265,966.91

0.00 0.00
1,268,367.51
2,636.67
2,636.67
2,636.67
2,636.67
2,400.59

0.00 2,400.59
5,037.26
5,037.26
3137H9D71 FHMS K-750 A2 3.0
09/25/2029
03/08/2024
03/13/2024
4,600,000.00
4,305,382.29

0.00 0.00
4,309,990.49
11,500.00
11,500.00
11,500.00
11,500.00
4,608.20

0.00 4,608.20
16,108.20
16,108.20
3137HB2L7 FHMS K-753 A2 4.4
10/25/2030
11/27/2023
11/30/2023
5,000,000.00
4,810,214.68

0.00 0.00
4,812,676.23
18,333.33
18,333.34
18,333.33
18,333.34
2,461.55

0.00 2,461.55
20,794.89
20,794.89
Attachment 1

Page 32 of 77 ends

5.15 06/15/2029
06/13/2024
06/17/2024
5,000,000.00

0.00 5,069,323.88

0.00 5,068,773.38

0.00 (10,013.89)
20,027.78
10,013.89

0.00 (550.50)
(550.50)
9,463.39
9,463.39
362554AC1 GMCAR 2021-4 A3 0.68
09/16/2026
10/13/2021
10/21/2021
717,863.61
790,100.98

0.00 (72,245.05)
717,856.88
223.86
447.73
203.39
427.26

0.95 0.00

0.95 428.21
428.21
362585AC5 GMCAR 2022-2 A3 3.1
02/16/2027
04/05/2022
04/13/2022
1,304,775.26
1,396,616.32

0.00 (91,987.51)
1,304,642.60
1,804.15
3,608.31
1,685.33
3,489.49

13.79 0.00

13.79 3,503.28
3,503.28
36269WAD1 GMALT 2024-2 A3 5.39
07/20/2027
05/07/2024
05/16/2024
2,980,000.00
2,979,829.25

0.00 0.00
2,979,833.73
6,692.58
15,169.86
4,907.89
13,385.17

4.48 0.00

4.48 13,389.65
13,389.65
380146AC4 GMCAR 2022-1 A3 1.26
11/16/2026
01/11/2022
01/19/2022
728,708.53
797,679.58

0.00 (69,001.11)
728,681.99
418.80
837.60
382.57
801.37

3.52 0.00

3.52 804.89
804.89
437930AC4 HONDO-242-A3 5.27
11/20/2028
05/14/2024
05/21/2024
2,830,000.00
2,829,658.45

0.00 0.00
2,829,664.73
4,142.81
11,185.58
5,385.65
12,428.42

6.27 0.00

6.27 12,434.70
12,434.70
43813GAC5 HAROT 2021-1 A3 0.27
04/21/2025
02/17/2021
02/24/2021

0.00 3,180.14

0.00 (3,180.15)

0.00 0.24

0.72 0.00

0.48 0.01

0.00 0.01

0.49 0.49
43815BAC4 HAROT 2022-1 A3 1.88
05/15/2026
02/15/2022
02/23/2022
2,266,246.16
2,474,361.05

0.00 (208,268.16)
2,266,111.70
2,067.59
3,876.74
1,893.57
3,702.72

18.81 0.00

18.81 3,721.53
3,721.53
43815GAC3 HAROT 2021-4 A3 0.88
01/21/2026
11/16/2021
11/24/2021
847,099.80
946,319.55

0.00 (99,287.76)
847,041.97
231.34
694.02
207.07
669.75

10.18 0.00

10.18 679.93
679.93
Attachment 1

Page 33 of 77 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
1,275,266.42
1,372,294.45

0.00 (97,070.50)
1,275,228.48
1,848.46
4,265.68
1,717.71
4,134.93

4.52 0.00

4.52 4,139.45
4,139.45
448977AD0 HART 2022-A A3 2.22
10/15/2026
03/09/2022
03/16/2022
1,885,629.30
2,055,589.30

0.00 (169,996.00)
1,885,597.42
2,028.22
3,802.91
1,860.49
3,635.18

4.12 0.00

4.12 3,639.30
3,639.30
44933LAC7 HART 2021-A A3 0.38
09/15/2025
04/20/2021
04/28/2021
88,472.36
200,991.69

0.00 (112,523.41)
88,470.68

33.95 63.65

14.94 44.65

2.40 0.00

2.40 47.05

47.05 44934FAD7 HALST 24B A3 5.41
05/17/2027
05/14/2024
05/22/2024
3,225,000.00
3,224,911.17

0.00 0.00
3,224,913.64
4,361.81
11,146.85
7,754.33
14,539.37

2.47 0.00

2.47 14,541.84
14,541.84
44935FAD6 HART 2021-C A3 0.74
05/15/2026 1,324,926.16
1,483,300.52

0.00 (174,479.69)
1,311,293.73
493.14
924.63
435.75
867.25
2,472.90

0.00 2,472.90
3,340.15
3,340.15
4581X0DV7

INTER-AMERICAN
DEVELOPMENT BANK 0.875
04/20/2026
04/13/2021
04/20/2021
13,155,000.00
13,132,299.05

0.00 0.00
13,133,288.92
13,109.32

0.00 22,701.51
9,592.19
989.87

0.00 989.87
10,582.05
10,582.05
459058JL8

INTERNATIONAL BANK FOR

RECONSTRUCTION AND
DEVELOPM 0.5 10/28/2025
10/21/2020
10/28/2020
5,915,000.00
5,913,118.54

0.00 0.00
5,913,228.35
2,711.04

0.00 5,175.63
2,464.58
109.81

0.00 109.81
2,574.40
2,574.40
46647PAM8 JPMORGAN CHASE & CO

3.509 01/23/2029
01/18/2024
01/23/2024
8,000,000.00
7,593,976.67

0.00 0.00
7,603,128.21
99,811.56

0.00 123,204.89
23,393.33
9,151.54

0.00 9,151.54
32,544.87
32,544.87
46647PBK1 JPMORGAN CHASE & CO

2.083 04/22/2026
05/20/2021
05/24/2021
1,999,000.00
2,015,971.56

0.00 0.00
2,014,404.96
4,510.91

0.00 7,980.84
3,469.93

0.00 (1,566.61)
(1,566.61)
1,903.32
1,903.32
Attachment 1

Page 34 of 77 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
1,243,806.29
1,327,903.69

0.00 (84,233.93)
1,243,683.01
1,369.36
2,567.54
1,282.50
2,480.69

13.25 0.00

13.25 2,493.93
2,493.93
47788UAC6 JDOT 2021 A3 0.36
09/15/2025
03/02/2021
03/10/2021
203,952.34
261,962.48

0.00 (58,021.44)
203,944.10

41.92 78.59

32.63 69.31

3.06 0.00

3.06 72.37

72.37 47789QAC4 JDOT 2021-B A3 0.52
03/16/2026
07/13/2021
07/21/2021
779,245.22
885,965.76

0.00 (106,746.14)
779,223.74
204.76
383.93
180.09
359.26

4.12 0.00

4.12 363.38
363.38
47800AAC4 JDOT 2022-B A3 3.74
02/16/2027
07/12/2022
07/20/2022
2,702,080.60
2,855,060.07

0.00 (153,132.78)
2,701,939.91
4,746.00
8,898.75
4,491.46
8,644.21

12.62 0.00

12.62 8,656.83
8,656.83
47800BAC2 JDOT 2022-C A3 5.09
06/15/2027
10/12/2022
10/19/2022
4,940,000.00
4,939,757.23

0.00 0.00
4,939,763.79
11,175.38
20,953.83
11,175.38
20,953.83

6.57 0.00

6.57 20,960.40
20,960.40
532457CK2 ELI LILLY AND CO 4.5
02/09/2029
02/07/2024
02/09/2024
6,200,000.00
6,196,161.09

0.00 0.00
6,196,228.28
86,800.00

0.00 110,050.00
23,250.00

67.19 0.00

67.19 23,317.19
23,317.19
57629W5B2 MASSMUTUAL GLOBAL
FUNDING II 4.85 01/17/2029
01/09/2024
01/17/2024
5,200,000.00
5,199,374.32

0.00 0.00
5,199,385.42
93,874.44

0.00 114,891.11
21,016.67

11.10 0.00

11.10 21,027.77
21,027.77
58770JAD6 MBALT 2024-A A3 5.32
01/18/2028
05/17/2024
05/23/2024
2,170,000.00
2,169,747.82

0.00 0.00
2,169,753.53
2,565.42
7,054.91
5,130.84
9,620.33

5.71 0.00

5.71 9,626.04
9,626.04
58933YBH7 MERCK & CO INC 4.05
05/17/2028
05/08/2023
05/17/2023
4,805,000.00
4,805,721.11

0.00 0.00
4,805,705.29
7,567.88

0.00 23,784.75
16,216.88

25.34 (41.15)
(15.81)
16,201.06
16,201.06
Attachment 1

Page 35 of 77 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
58989V2H6 MET TOWER GLOBAL
FUNDING 5.25 04/12/2029
04/08/2024
04/12/2024
3,685,000.00
3,677,688.44

0.00 0.00
3,677,811.95
26,332.40

0.00 42,454.27
16,121.88
123.51

0.00 123.51
16,245.38
16,245.38
59217GFQ7 METROPOLITAN LIFE GLOBAL
FUNDING I 5.4 09/12/2028 6,000,000.00
6,061,968.48

0.00 0.00
6,060,779.83
71,100.00

0.00 98,100.00
27,000.00

0.00 (1,188.65)
(1,188.65)
25,811.35
25,811.35
61747YEZ4 MORGAN STANLEY 5.05
01/28/2027
01/17/2023
01/19/2023
4,415,000.00
4,418,987.66

0.00 0.00
4,418,790.25
76,177.15

0.00 94,756.94
18,579.79

0.41 (197.82)
(197.41)
18,382.38
18,382.38
64952WFD0 NEW YORK LIFE GLOBAL
FUNDING 4.9 06/13/2028
09/12/2023
09/14/2023
4,000,000.00
3,941,249.90

0.00 0.00
3,942,446.44
91,466.67
98,000.00
9,800.00
16,333.33
1,196.54

0.00 1,196.54
17,529.87
17,529.87
64952WFF5 NEW YORK LIFE GLOBAL
FUNDING 4.7 01/29/2029
01/22/2024
01/29/2024
3,500,000.00
3,494,094.96

0.00 0.00
3,494,198.98
55,747.22

0.00 69,455.56
13,708.33
104.02

0.00 104.02
13,812.36
13,812.36
665859AW4 NORTHERN TRUST CORP 4.0
05/10/2027
05/05/2022
05/10/2022
2,975,000.00
2,972,167.95

0.00 0.00
2,972,247.13
6,941.67

0.00 16,858.33
9,916.67

79.18 0.00

79.18 9,995.85
9,995.85
66815L2M0

NORTHWESTERN MUTUAL
LIFE INSURANCE CO 4.9
06/12/2028
07/10/2023
07/12/2023
5,000,000.00
4,947,288.15

0.00 0.00
4,948,362.44
115,013.89
122,500.00
12,930.56
20,416.67
1,074.29

0.00 1,074.29
21,490.96
21,490.96
66815L2Q1

NORTHWESTERN MUTUAL
GLOBAL FUNDING 4.71
01/10/2029
01/10/2024
4,500,000.00
4,507,731.28

0.00 0.00
4,507,593.55
83,013.75

0.00 100,676.25
17,662.50

5.73 (143.46)
(137.73)
17,524.77
17,524.77
69371RS31 PACCAR FINANCIAL CORP 4.6
01/10/2028
01/05/2023
01/10/2023
2,500,000.00
2,491,248.22

0.00 0.00
2,491,447.43
45,041.67

0.00 54,625.00
9,583.33
199.21

0.00 199.21
9,782.54
9,782.54
Attachment 1

Page 36 of 77 ends

4.95 08/10/2028
08/03/2023
08/10/2023
4,115,000.00
4,109,551.67

0.00 0.00
4,109,658.43
62,805.19

0.00 79,779.56
16,974.38
106.76

0.00 106.76
17,081.14
17,081.14
742718FV6 PROCTER & GAMBLE CO 1.9
02/01/2027
01/27/2022
02/01/2022
10,000,000.00
9,992,417.85

0.00 0.00
9,992,651.15
63,333.33

0.00 79,166.67
15,833.33
233.30

0.00 233.30
16,066.63
16,066.63
74340XBK6 PROLOGIS LP 3.25
10/01/2026
12/07/2021
12/09/2021
5,000,000.00
5,163,342.95

0.00 0.00
5,156,895.20
27,083.33

0.00 40,625.00
13,541.67

0.00 (6,447.75)
(6,447.75)
7,093.92
7,093.92
74340XBV2 PROLOGIS LP 3.375
12/15/2027
01/10/2023
01/12/2023
4,968,000.00
4,784,686.33

0.00 0.00
4,788,942.84
77,314.50
83,835.00
7,452.00
13,972.50
4,256.51

0.00 4,256.51
18,229.01
18,229.01
756109AU8 REALTY INCOME CORP 3.65
01/15/2028
01/12/2023
01/17/2023
3,000,000.00
2,907,455.28

0.00 0.00
2,909,553.80
41,366.67

0.00 50,491.67
9,125.00
2,098.52

0.00 2,098.52
11,223.52
11,223.52
756109BF0 REALTY INCOME CORP 4.875
06/01/2026
02/06/2023
02/08/2023
4,000,000.00
4,007,905.03

0.00 0.00
4,007,533.32
97,500.00
97,500.00
16,250.00
16,250.00

0.00 (371.71)
(371.71)
15,878.29
15,878.29
756109BG8 REALTY INCOME CORP 3.95
08/15/2027
12/15/2022
12/19/2022
3,650,000.00
3,578,203.29

0.00 0.00
3,580,044.23
42,451.53

0.00 54,466.11
12,014.58
1,840.94

0.00 1,840.94
13,855.52
13,855.52
78016EYV3 ROYAL BANK OF CANADA

2.05 01/21/2027
01/13/2022
01/21/2022
5,250,000.00
5,250,914.64

0.00 0.00
5,250,886.17
38,864.58

0.00 47,833.33
8,968.75

0.00 (28.46)
(28.46)
8,940.29
8,940.29
808513BY0 CHARLES SCHWAB CORP 2.45
03/03/2027
03/09/2022
03/11/2022
5,580,000.00
5,539,344.27

0.00 0.00
5,540,557.87
33,418.00

0.00 44,810.50
11,392.50
1,213.60

0.00 1,213.60
12,606.10
12,606.10
Attachment 1

Page 37 of 77 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
87612EBM7 TARGET CORP 1.95
01/15/2027
01/19/2022
01/24/2022
3,845,000.00
3,841,553.68

0.00 0.00
3,841,661.60
28,324.83

0.00 34,572.96
6,248.13
107.92

0.00 107.92
6,356.05
6,356.05
880591EZ1

TENNESSEE VALLEY
AUTHORITY 3.875
03/15/2028
05/04/2023
05/05/2023
4,769,000.00
4,820,731.81

0.00 0.00
4,819,609.64
39,013.07

0.00 54,412.97
15,399.90

0.00 (1,122.17)
(1,122.17)
14,277.73
14,277.73
89114TZT2 TORONTO-DOMINION BANK

2.8 03/10/2027
03/09/2022
03/11/2022
5,000,000.00
4,978,013.26

0.00 0.00
4,978,665.04
31,500.00

0.00 43,166.67
11,666.67
651.78

0.00 651.78
12,318.45
12,318.45
89115A2C5 TORONTO-DOMINION BANK

4.108 06/08/2027
08/26/2022
08/30/2022
1,800,000.00
1,796,187.57

0.00 0.00
1,796,291.36
35,534.20
36,972.00
4,724.20
6,162.00
103.79

0.00 103.79
6,265.79
6,265.79
89115A2Y7 TORONTO-DOMINION BANK

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

0.00 0.00
4,975,000.00
38,648.01

0.00 59,352.30
20,704.29

0.00 0.00

0.00 20,704.29
20,704.29
89236TJK2 TOYOTA MOTOR CREDIT
CORP 1.125 06/18/2026
06/15/2021
06/18/2021
6,840,000.00
6,838,768.80

0.00 0.00
6,838,818.24
34,841.25
38,475.00
2,778.75
6,412.50

49.45 0.00

49.45 6,461.95
6,461.95
89236TJT3

TOYOTA MOTOR CREDIT
CORP 1.45 01/13/2025
01/10/2022
01/13/2022
1,825,000.00
5,573,459.55

0.00 (3,749,023.43)
1,824,562.67
30,987.71
22,807.29
12,349.17
4,168.75
126.54

0.00 126.54
4,295.29
4,295.29
89238FAD5 TAOT 2022-B A3 2.93
09/15/2026
04/07/2022
04/13/2022
1,372,882.05
1,483,241.70

0.00 (110,375.80)
1,372,867.64
1,931.53
3,621.62
1,787.80
3,477.89

1.74 0.00

1.74 3,479.62
3,479.62
89238JAC9 TAOT 2021-D A3 0.71
04/15/2026
11/09/2021
11/15/2021
818,044.83
908,229.75

0.00 (90,191.79)
818,038.92
286.60
537.37
258.14
508.91

0.95 0.00

0.95 509.86
509.86
Attachment 1

Page 38 of 77 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
89240BAC2 TAOT 2021-A A3 0.26
05/15/2025
02/02/2021
02/08/2021

0.00 46,638.01

0.00 (46,639.21)

0.00 5.39

10.11 0.00

4.72 1.20

0.00 1.20

5.92 5.92
89788JAA7 TRUIST BANK 1.5 03/10/2025
01/26/2022
01/28/2022
7,550,000.00
7,542,734.47

0.00 0.00
7,543,507.40
25,481.25

0.00 34,918.75
9,437.50
772.93

0.00 772.93
10,210.43
10,210.43
90331HPL1 US BANK NA 2.05 01/21/2025
01/16/2020
01/21/2020

0.00 4,283,831.02

0.00 (4,283,875.98)

0.00 31,720.90
33,916.97

0.00 2,196.07

44.96 0.00

44.96 2,241.03
2,241.03
9128283V0 UNITED STATES TREASURY 2.5
01/31/2025
07/30/2019
07/31/2019
11,000,000.00
11,043,272.16

0.00 0.00
11,037,951.81
92,170.33

0.00 114,835.16
22,664.84

0.00 (5,320.35)
(5,320.35)
17,344.49
17,344.49
912828ZC7 UNITED STATES TREASURY

1.125 02/28/2025
03/18/2020
03/19/2020
11,250,000.00
11,276,128.86

0.00 0.00
11,273,247.00
31,984.54

0.00 42,302.14
10,317.60

0.00 (2,881.86)
(2,881.86)
7,435.74
7,435.74
91282CAB7 UNITED STATES TREASURY

0.25 07/31/2025
01/18/2022
01/19/2022
5,000,000.00
4,931,674.72

0.00 0.00
4,936,497.68
4,189.56

0.00 5,219.78
1,030.22
4,822.96

0.00 4,822.96
5,853.18
5,853.18
91282CAT8 UNITED STATES TREASURY

0.25 10/31/2025
03/26/2021
03/29/2021
12,500,000.00
12,413,293.83

0.00 0.00
12,418,325.13
2,717.39

0.00 5,264.95
2,547.55
5,031.31

0.00 5,031.31
7,578.86
7,578.86
91282CCW9 UNITED STATES TREASURY

0.75 08/31/2026
09/17/2021
09/20/2021
3,200,000.00
3,192,101.40

0.00 0.00
3,192,390.02
6,065.22

0.00 8,021.74
1,956.52
288.62

0.00 288.62
2,245.14
2,245.14
91282CCZ2 UNITED STATES TREASURY

0.875 09/30/2026 19,350,000.00
19,259,594.17

0.00 0.00
19,262,781.21
28,681.35

0.00 42,559.43
13,878.07
3,187.04

0.00 3,187.04
17,065.12
17,065.12
Attachment 1

Page 39 of 77 ends

1.125 10/31/2026
11/15/2021
11/17/2021
6,420,000.00
6,400,925.66

0.00 0.00
6,401,574.44
6,280.43

0.00 12,168.34
5,887.91
648.79

0.00 648.79
6,536.69
6,536.69
91282CDN8 UNITED STATES TREASURY 1.0
12/15/2024 0.00
8,978,394.04

0.00 (8,979,052.09)

0.00 41,557.38
43,032.79

0.00 1,475.41
658.05

0.00 658.05
2,133.46
2,133.46
91282CED9 UNITED STATES TREASURY

1.75 03/15/2025
04/08/2022
04/12/2022
6,000,000.00
5,956,793.80

0.00 0.00
5,961,310.13
22,255.43

0.00 30,815.22
8,559.78
4,516.33

0.00 4,516.33
13,076.11
13,076.11
91282CEQ0 UNITED STATES TREASURY

2.75 05/15/2025
06/06/2022
06/07/2022
3,500,000.00
3,494,767.74

0.00 0.00
3,495,218.79
4,446.33

0.00 12,292.80
7,846.47
451.06

0.00 451.06
8,297.52
8,297.52
91282CEU1 UNITED STATES TREASURY

2.875 06/15/2025
06/13/2022
06/15/2022
6,450,000.00
6,417,589.08

0.00 0.00
6,420,154.59
85,625.51
92,718.75
8,106.56
15,199.80
2,565.51

0.00 2,565.51
17,765.30
17,765.30
91282CEW7 UNITED STATES TREASURY

3.25 06/30/2027
07/13/2022
07/15/2022
7,000,000.00
7,026,474.67

0.00 0.00
7,025,768.05
95,625.00

0.00 618.21
(95,006.79)

0.00 (706.62)
(706.62)
(95,713.41)
(95,713.41)
91282CFB2 UNITED STATES TREASURY

2.75 07/31/2027
08/22/2022
08/23/2022
1,300,000.00
1,285,881.80

0.00 0.00
1,286,248.50
11,982.14

0.00 14,928.57
2,946.43
366.71

0.00 366.71
3,313.14
3,313.14
91282CFH9 UNITED STATES TREASURY

3.125 08/31/2027 16,400,000.00
16,258,167.80

0.00 0.00
16,261,755.47
129,517.66

0.00 171,297.55
41,779.89
3,587.66

0.00 3,587.66
45,367.55
45,367.55
91282CFM8 UNITED STATES TREASURY

4.125 09/30/2027
10/20/2022
10/25/2022
12,150,000.00
12,031,434.62

0.00 0.00
12,034,359.75
84,900.61

0.00 125,981.56
41,080.94
2,925.13

0.00 2,925.13
44,006.08
44,006.08
Attachment 1

Page 40 of 77 ends

3.875 11/30/2027
12/27/2022
12/28/2022
8,000,000.00
7,989,124.55

0.00 0.00
7,989,380.04
846.99

0.00 26,256.83
25,409.84
255.49

0.00 255.49
25,665.33
25,665.33
91282CGA3 UNITED STATES TREASURY 4.0
12/15/2025
12/27/2022
12/28/2022
8,000,000.00
7,979,729.34

0.00 0.00
7,980,811.41
147,759.56
160,000.00
13,989.07
26,229.51
1,082.06

0.00 1,082.06
27,311.57
27,311.57
91282CGC9 UNITED STATES TREASURY

3.875 12/31/2027
01/05/2023
01/06/2023
8,000,000.00
7,980,460.85

0.00 0.00
7,980,909.00
130,302.20

0.00 842.39
(129,459.81)
448.15

0.00 448.15
(129,011.66)
(129,011.66)
91282CGE5 UNITED STATES TREASURY

3.875 01/15/2026 16,000,000.00
15,977,824.14

0.00 0.00
15,978,946.02
235,054.95

0.00 286,153.85
51,098.90
1,301.84
(179.96)
1,121.88
52,220.78
52,220.78
91282CGH8 UNITED STATES TREASURY 3.5
01/31/2028
02/03/2023
02/06/2023
16,000,000.00
15,938,843.75

0.00 0.00
15,940,213.95
187,692.31

0.00 233,846.15
46,153.85
1,370.19

0.00 1,370.19
47,524.04
47,524.04
91282CGP0 UNITED STATES TREASURY 4.0
02/29/2028 12,400,000.00
12,434,637.28

0.00 0.00
12,433,877.69
125,347.83

0.00 165,782.61
40,434.78
469.52
(1,229.11)
(759.59)
39,675.19
39,675.19
91282CHA2 UNITED STATES TREASURY 3.5
04/30/2028
05/22/2023
05/25/2023
7,500,000.00
7,433,554.62

0.00 0.00
7,434,949.56
22,826.09

0.00 44,225.54
21,399.46
1,394.93

0.00 1,394.93
22,794.39
22,794.39
91282CHE4 UNITED STATES TREASURY

3.625 05/31/2028
06/14/2023
06/20/2023
12,000,000.00
11,839,794.89

0.00 0.00
11,843,086.78
1,188.52

0.00 36,844.26
35,655.74
3,291.89

0.00 3,291.89
38,947.62
38,947.62
91282CHR5 UNITED STATES TREASURY 4.0
07/31/2030 9,000,000.00
8,876,788.30

0.00 0.00
8,878,430.39
120,659.34

0.00 150,329.67
29,670.33
2,162.86
(520.77)
1,642.09
31,312.42
31,312.42
Attachment 1

Page 41 of 77 ends

4.625 09/30/2028
10/04/2023
10/05/2023
14,000,000.00
13,920,227.09

0.00 0.00
13,921,739.85
109,685.79

0.00 162,759.56
53,073.77
1,512.76

0.00 1,512.76
54,586.53
54,586.53
91282CJG7 UNITED STATES TREASURY

4.875 10/31/2030
10/27/2023
10/31/2023
7,000,000.00
7,004,760.50

0.00 0.00
7,004,699.55
29,673.91

0.00 57,493.21
27,819.29

0.00 (60.95)
(60.95)
27,758.34
27,758.34
91282CJR3 UNITED STATES TREASURY

3.75 12/31/2028 13,000,000.00
12,871,686.22

0.00 0.00
12,873,985.75
204,910.71

0.00 1,324.73
(203,585.99)
2,299.53

0.00 2,299.53
(201,286.46)
(201,286.46)
91282CJW2 UNITED STATES TREASURY 4.0
01/31/2029
02/16/2024
02/21/2024
10,000,000.00
9,870,189.65

0.00 0.00
9,872,473.70
134,065.93

0.00 167,032.97
32,967.03
2,284.05

0.00 2,284.05
35,251.09
35,251.09
91282CKG5 UNITED STATES TREASURY

4.125 03/31/2029
04/10/2024
04/11/2024
12,000,000.00
11,769,932.85

0.00 0.00
11,773,845.56
83,852.46

0.00 124,426.23
40,573.77
3,912.71

0.00 3,912.71
44,486.48
44,486.48
91282CKP5 UNITED STATES TREASURY

4.625 04/30/2029 19,000,000.00
19,131,866.90

0.00 0.00
19,129,661.77
76,413.04

0.00 148,050.27
71,637.23

0.00 (2,205.13)
(2,205.13)
69,432.10
69,432.10
91324PDP4 UNITEDHEALTH GROUP INC

3.875 12/15/2028
12/12/2023
12/15/2023
6,000,000.00
5,785,249.52

0.00 0.00
5,789,135.24
107,208.33
116,250.00
10,333.33
19,375.00
3,885.71

0.00 3,885.71
23,260.71
23,260.71
91324PEC2 UNITEDHEALTH GROUP INC

1.15 05/15/2026 1,660,000.00
1,662,079.96

0.00 0.00
1,661,988.60
848.44

0.00 2,439.28
1,590.83

0.00 (91.36)
(91.36)
1,499.47
1,499.47
91324PEG3 UNITEDHEALTH GROUP INC

3.7 05/15/2027
05/17/2022
05/20/2022
3,020,000.00
3,020,824.87

0.00 0.00
3,020,801.08
4,966.22

0.00 14,277.89
9,311.67

6.23 (30.02)
(23.79)
9,287.88
9,287.88
Attachment 1

Page 42 of 77 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
1,608,603.53

0.00 0.00
1,608,653.53
3,474.92

0.00 4,883.67
1,408.75

49.99 0.00

49.99 1,458.74
1,458.74
Total Fixed Income 848,463,043.88
843,829,259.43
18,141,610.93
(18,893,280.78)
843,201,693.49
5,341,430.58
1,685,588.27
5,232,181.88
1,576,339.57
176,008.81
(51,904.90)
124,103.91
1,700,443.48 1,700,443.48
TOTAL PORTFOLIO 852,080,182.41
844,861,428.77
36,654,409.04
(35,335,410.45)
846,818,832.02
5,341,430.58
1,699,870.43
5,232,181.88
1,590,621.73
176,008.81
(51,904.90)
124,103.91
1,714,725.64 1,714,725.64
Attachment 1

Page 43 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount JULY 2024
07/01/2024 Dividend 60934N807 0.00 0.05 0.05
07/01/2024 Dividend 60934N807 0.00 16,082.86 16,082.86
07/01/2024 Coupon 91282CEW7 0.00 UNITED STATES TREASURY 3.25 06/30/2027 113,750.00 113,750.00 07/01/2024 Coupon 91282CJR3 0.00 UNITED STATES TREASURY 3.75 12/31/2028 243,750.00 243,750.00 07/01/2024 Coupon 91282CGC9 0.00 UNITED STATES TREASURY 3.875 12/31/2027 155,000.00 155,000.00 07/08/2024 Coupon 3135G0X24 13,785,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 01/07/2025 112,003.13 112,003.13
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 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 07/15/2024 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 18,405.33 18,405.33 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 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 3,550.45 3,550.45 07/15/2024 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 199,429.10 199,429.10 07/15/2024 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 3,496.59 3,496.59 07/15/2024 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 162,146.49 162,146.49 07/15/2024 Coupon 44933LAC7 88,472.36 HART 2021-A A3 0.38 09/15/2025 30.09

30.09 07/15/2024 Effective Maturity 44933LAC7 88,472.36 HART 2021-A A3 0.38 09/15/2025 95,020.51 95,020.51 07/15/2024 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 07/15/2024 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 817.36 817.36 07/15/2024 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 165,044.57 165,044.57 07/15/2024 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 2,390.84 2,390.84 07/15/2024 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 108,458.73 108,458.73 07/15/2024 Coupon 47788UAC6 203,952.34 JDOT 2021 A3 0.36 09/15/2025 61.19 61.19 07/15/2024 Principal Paydown 47788UAC6 203,952.34 JDOT 2021 A3 0.36 09/15/2025 55,744.80 55,744.80 07/15/2024 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 337.67 337.67 07/15/2024 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 64,582.37 64,582.37 07/15/2024 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 8,421.48 8,421.48 Attachment 1

Page 44 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/15/2024 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 137,024.98 137,024.98 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 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 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 1,825,000.00 TOYOTA MOTOR CREDIT CORP 1.45 01/13/2025 13,231.25 13,231.25 07/15/2024 Coupon 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 3,352.12 3,352.12 07/15/2024 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 108,792.67 108,792.67 07/15/2024 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 481.41 481.41 07/15/2024 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 90,788.70 90,788.70 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 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 410.78 410.78 07/16/2024 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 63,437.43 63,437.43 07/16/2024 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 3,342.37 3,342.37 07/16/2024 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 93,899.68 93,899.68 07/16/2024 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 764.46 764.46 07/16/2024 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 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 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 07/18/2024 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 3,955.16 3,955.16 07/18/2024 Principal Paydown 43815PAC3 1,275,266.42 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 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 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 07/22/2024 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 621.21 621.21 07/22/2024 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 89,483.09 89,483.09 07/22/2024 Coupon 78016EYV3 5,250,000.00 ROYAL BANK OF CANADA 2.05 01/21/2027 53,812.50 53,812.50 07/23/2024 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 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 3,911.41 3,911.41 07/25/2024 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 129,487.21 129,487.21 Attachment 1

Page 45 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/25/2024 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 23,425.11 23,425.11 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 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 19,283.33 19,283.33 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 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 9,000,000.00 UNITED STATES TREASURY 4.0 07/31/2030 180,000.00 180,000.00 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 1,736,403.24 3,176,081.21 4,912,484.45
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 Attachment 1

Page 46 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 08/15/2024 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 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 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 3,238.01 3,238.01 08/15/2024 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 193,687.23 193,687.23 08/15/2024 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 3,196.62 3,196.62 08/15/2024 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 156,779.28 156,779.28 08/15/2024 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 08/15/2024 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 715.58 715.58 08/15/2024 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 159,328.84 159,328.84 08/15/2024 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 2,181.15 2,181.15 08/15/2024 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 96,901.30 96,901.30 08/15/2024 Coupon 47788UAC6 203,952.34 JDOT 2021 A3 0.36 09/15/2025 44.46 44.46 08/15/2024 Principal Paydown 47788UAC6 203,952.34 JDOT 2021 A3 0.36 09/15/2025 65,063.92 65,063.92 08/15/2024 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 309.69 309.69 08/15/2024 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 70,387.43 70,387.43 08/15/2024 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 7,994.42 7,994.42 08/15/2024 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 124,340.79 124,340.79 08/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 20,953.83 20,953.83 08/15/2024 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 226,266.95 226,266.95 08/15/2024 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 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 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 3,086.48 3,086.48 08/15/2024 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 105,546.96 105,546.96 08/15/2024 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 427.69 427.69 08/15/2024 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 87,635.81 87,635.81 08/16/2024 Coupon 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 374.83 374.83 Attachment 1

Page 47 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/16/2024 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 61,478.78 61,478.78 08/16/2024 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 3,099.80 3,099.80 08/16/2024 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 90,452.60 90,452.60 08/16/2024 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 698.63 698.63 08/16/2024 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 59,537.34 59,537.34 08/19/2024 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 08/19/2024 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 3,662.09 3,662.09 08/19/2024 Principal Paydown 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 91,158.97 91,158.97 08/20/2024 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 08/21/2024 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 555.59 555.59 08/21/2024 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 86,928.89 86,928.89 08/26/2024 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 3,565.04 3,565.04 08/26/2024 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 124,761.03 124,761.03 08/26/2024 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 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 23,894.00 23,894.00 08/26/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,163.05 14,163.05 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 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 19,283.33 19,283.33 08/26/2024 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 Attachment 1

Page 48 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 1,814,419.17 1,171,190.06 2,985,609.23 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 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 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 09/16/2024 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 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 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 339.99 339.99 09/16/2024 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 60,191.75 60,191.75 09/16/2024 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 2,866.13 2,866.13 09/16/2024 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 88,209.14 88,209.14 09/16/2024 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 636.12 636.12 Attachment 1

Page 49 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/16/2024 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 58,158.09 58,158.09 09/16/2024 Coupon 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 2,934.57 2,934.57 09/16/2024 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 188,903.48 188,903.48 09/16/2024 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 2,906.58 2,906.58 09/16/2024 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 152,960.80 152,960.80 09/16/2024 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 09/16/2024 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 617.33 617.33 09/16/2024 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 155,311.44 155,311.44 09/16/2024 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 1,993.81 1,993.81 09/16/2024 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 95,789.62 95,789.62 09/16/2024 Coupon 47788UAC6 203,952.34 JDOT 2021 A3 0.36 09/15/2025 24.94 24.94 09/16/2024 Principal Paydown 47788UAC6 203,952.34 JDOT 2021 A3 0.36 09/15/2025 67,154.75 67,154.75 09/16/2024 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 279.19 279.19 09/16/2024 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 69,470.87 69,470.87 09/16/2024 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 7,606.89 7,606.89 09/16/2024 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 132,174.66 132,174.66 09/16/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 19,994.08 19,994.08 09/16/2024 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 260,928.24 260,928.24 09/16/2024 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 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 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 2,828.77 2,828.77 09/16/2024 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 103,220.06 103,220.06 09/16/2024 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 375.84 375.84 09/16/2024 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 81,357.06 81,357.06 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 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 09/18/2024 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 3,378.74 3,378.74 09/18/2024 Principal Paydown 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 88,893.11 88,893.11 09/20/2024 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 Attachment 1

Page 50 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 491.84 491.84 09/23/2024 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 84,695.89 84,695.89 09/25/2024 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 3,231.30 3,231.30 09/25/2024 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 115,137.02 115,137.02 09/25/2024 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 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 23,856.39 23,856.39 09/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,209.11 14,209.11 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 19,283.33 19,283.33 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 1,816,765.09 3,176,840.27 4,993,605.36
Attachment 1

Page 51 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount OCTOBER 2024
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 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 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 10/15/2024 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 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 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 2,638.62 2,638.62 10/15/2024 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 181,850.62 181,850.62 10/15/2024 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 2,623.60 2,623.60 10/15/2024 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 141,656.30 141,656.30 10/15/2024 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 10/15/2024 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 521.55 521.55 10/15/2024 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 148,996.23 148,996.23 10/15/2024 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 1,808.61 1,808.61 10/15/2024 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 105,953.84 105,953.84 10/15/2024 Coupon 47788UAC6 203,952.34 JDOT 2021 A3 0.36 09/15/2025 4.80 4.80 10/15/2024 Effective Maturity 47788UAC6 203,952.34 JDOT 2021 A3 0.36 09/15/2025 15,988.87 15,988.87 10/15/2024 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 249.08 249.08 10/15/2024 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 72,884.43 72,884.43 10/15/2024 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 7,194.95 7,194.95 10/15/2024 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 148,194.92 148,194.92 10/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 18,887.31 18,887.31 10/15/2024 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 205,526.17 205,526.17 10/15/2024 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 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 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 2,576.75 2,576.75 10/15/2024 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 99,361.47 99,361.47 Attachment 1

Page 52 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/15/2024 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 327.70 327.70 10/15/2024 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 78,162.34 78,162.34 10/16/2024 Coupon 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 305.88 305.88 10/16/2024 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 57,892.86 57,892.86 10/16/2024 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 2,638.25 2,638.25 10/16/2024 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 83,643.73 83,643.73 10/16/2024 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 575.05 575.05 10/16/2024 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 55,822.70 55,822.70 10/18/2024 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 10/18/2024 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 3,102.43 3,102.43 10/18/2024 Principal Paydown 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 85,512.07 85,512.07 10/21/2024 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 10/21/2024 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 429.73 429.73 10/21/2024 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 81,579.03 81,579.03 10/21/2024 Coupon 4581X0DV7 13,155,000.00 INTER-AMERICAN DEVELOPMENT BANK 0.875 04/20/2026 57,553.13 57,553.13
10/22/2024 Coupon 46647PBK1 1,999,000.00 JPMORGAN CHASE & CO 2.083 04/22/2026 20,819.59 20,819.59 10/23/2024 Coupon 06051GHT9 3,500,000.00 BANK OF AMERICA CORP 3.559 04/23/2027 62,282.50 62,282.50 10/25/2024 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 2,923.31 2,923.31 10/25/2024 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 110,069.76 110,069.76 10/25/2024 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 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 23,818.65 23,818.65 10/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 15,238.59 15,238.59 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 Attachment 1

Page 53 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 19,283.33 19,283.33 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 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 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 10/31/2024 Coupon 91282CKP5 19,000,000.00 UNITED STATES TREASURY 4.625 04/30/2029 439,375.00 439,375.00 October 2024
Total 1,688,333.93 1,788,865.64 3,477,199.57
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 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 11/15/2024 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 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 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 2,353.72 2,353.72 11/15/2024 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 166,650.48 166,650.48 Attachment 1

Page 54 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2024 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 2,361.54 2,361.54 11/15/2024 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 137,801.97 137,801.97 11/15/2024 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 11/15/2024 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 429.67 429.67 11/15/2024 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 145,232.80 145,232.80 11/15/2024 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 1,603.77 1,603.77 11/15/2024 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 113,597.45 113,597.45 11/15/2024 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 217.50 217.50 11/15/2024 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 86,569.20 86,569.20 11/15/2024 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 6,733.08 6,733.08 11/15/2024 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 154,428.71 154,428.71 11/15/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 18,015.54 18,015.54 11/15/2024 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 224,398.51 224,398.51 11/15/2024 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 11/15/2024 Coupon 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 2,334.14 2,334.14 11/15/2024 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 91,521.63 91,521.63 11/15/2024 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 281.45 281.45 11/15/2024 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 76,207.68 76,207.68 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 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 273.08 273.08 11/18/2024 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 56,564.34 56,564.34 11/18/2024 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 2,422.17 2,422.17 11/18/2024 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 76,642.13 76,642.13 11/18/2024 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 516.44 516.44 11/18/2024 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 54,537.18 54,537.18 11/18/2024 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 11/18/2024 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 2,836.63 2,836.63 Attachment 1

Page 55 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/18/2024 Principal Paydown 43815PAC3 1,275,266.42 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 11/20/2024 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 11/21/2024 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 369.90 369.90 11/21/2024 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 79,402.72 79,402.72 11/25/2024 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 2,628.87 2,628.87 11/25/2024 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 106,819.25 106,819.25 11/25/2024 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 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 23,778.18 23,778.18 11/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,305.04 14,305.04 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 19,283.33 19,283.33 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 6,168,093.70 1,153,235.07 7,321,328.78
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 Attachment 1

Page 56 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 12/11/2024 Coupon 24422EXT1 5,180,000.00 JOHN DEERE CAPITAL CORP 4.85 06/11/2029 125,615.00 125,615.00 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 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 12/16/2024 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 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 341081GT8 5,000,000.00 FLORIDA POWER & LIGHT CO 5.15 06/15/2029 137,333.33 137,333.33 12/16/2024 Coupon 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 241.02 241.02 12/16/2024 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 53,883.67 53,883.67 12/16/2024 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 2,224.18 2,224.18 12/16/2024 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 71,687.30 71,687.30 12/16/2024 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 459.17 459.17 12/16/2024 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 51,701.22 51,701.22 12/16/2024 Coupon 43815BAC4 2,266,246.16
HAROT 2022-1 A3 1.88 05/15/2026 2,092.64 2,092.64
12/16/2024 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 158,741.46 158,741.46 12/16/2024 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 2,106.60 2,106.60 12/16/2024 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 130,663.17 130,663.17 12/16/2024 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 12/16/2024 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 340.11 340.11 12/16/2024 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 138,124.55 138,124.55 12/16/2024 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 1,384.15 1,384.15 12/16/2024 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 81,044.62 81,044.62 12/16/2024 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 179.99 179.99 12/16/2024 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 61,848.41 61,848.41 12/16/2024 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 6,251.77 6,251.77 Attachment 1

Page 57 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/16/2024 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 122,234.01 122,234.01 12/16/2024 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 17,063.72 17,063.72 12/16/2024 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 184,531.97 184,531.97 12/16/2024 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 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 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 2,110.67 2,110.67 12/16/2024 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 83,270.38 83,270.38 12/16/2024 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 236.37 236.37 12/16/2024 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 72,682.68 72,682.68 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 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 12/18/2024 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 2,577.35 2,577.35 12/18/2024 Principal Paydown 43815PAC3 1,275,266.42 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
12/20/2024 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 12/23/2024 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 311.67 311.67 12/23/2024 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 75,889.12 75,889.12 12/25/2024 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 2,343.13 2,343.13 12/25/2024 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 101,333.26 101,333.26 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 23,740.19 23,740.19 12/25/2024 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 15,331.26 15,331.26 Attachment 1

Page 58 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 19,283.33 19,283.33 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 12/26/2024 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 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 1,482,515.96 2,758,977.96 4,241,493.92
JANUARY 2025
01/07/2025 Coupon 3135G0X24 13,785,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 01/07/2025 112,003.13 112,003.13
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
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 1,825,000.00 TOYOTA MOTOR CREDIT CORP 1.45 01/13/2025 13,231.25 13,231.25 01/13/2025 Final Maturity 89236TJT3 1,825,000.00 TOYOTA MOTOR CREDIT CORP 1.45 01/13/2025 1,825,000.00 1,825,000.00 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 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 01/15/2025 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 01/15/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 Attachment 1

Page 59 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/15/2025 Coupon 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 1,843.94 1,843.94 01/15/2025 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 155,034.65 155,034.65 01/15/2025 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 1,864.88 1,864.88 01/15/2025 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 127,877.04 127,877.04 01/15/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 01/15/2025 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 254.93 254.93 01/15/2025 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 135,088.17 135,088.17 01/15/2025 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 1,227.46 1,227.46 01/15/2025 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 95,070.63 95,070.63 01/15/2025 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 153.18 153.18 01/15/2025 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 111,693.34 111,693.34 01/15/2025 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 5,870.81 5,870.81 01/15/2025 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 189,844.10 189,844.10 01/15/2025 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 16,280.99 16,280.99 01/15/2025 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 291,706.04 291,706.04 01/15/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 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 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 1,907.35 1,907.35 01/15/2025 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 79,735.27 79,735.27 01/15/2025 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 193.36 193.36 01/15/2025 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 71,107.91 71,107.91 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 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 210.49 210.49 01/16/2025 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 52,863.58 52,863.58 01/16/2025 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 2,038.99 2,038.99 01/16/2025 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 70,068.85 70,068.85 01/16/2025 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 404.89 404.89 01/16/2025 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 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 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 Attachment 1

Page 60 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/20/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 01/20/2025 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 2,330.08 2,330.08 01/20/2025 Principal Paydown 43815PAC3 1,275,266.42 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 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 256.02 256.02 01/21/2025 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 74,094.67 74,094.67 01/21/2025 Coupon 78016EYV3 5,250,000.00 ROYAL BANK OF CANADA 2.05 01/21/2027 53,812.50 53,812.50 01/23/2025 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 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 2,072.06 2,072.06 01/27/2025 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 98,855.28 98,855.28 01/27/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 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 23,699.47 23,699.47 01/27/2025 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,401.57 14,401.57 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 19,283.33 19,283.33 01/27/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 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 Attachment 1

Page 61 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 9,000,000.00 UNITED STATES TREASURY 4.0 07/31/2030 180,000.00 180,000.00 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 28,306,133.28 2,631,410.44 30,937,543.72 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 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 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 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 180.53 180.53
02/17/2025 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 52,106.18 52,106.18 02/17/2025 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 1,857.98 1,857.98 02/17/2025 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 68,941.30 68,941.30 02/17/2025 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 351.59 351.59 02/17/2025 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 50,087.13 50,087.13 02/17/2025 Coupon 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 1,601.05 1,601.05 02/17/2025 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 152,004.85 152,004.85 02/17/2025 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 1,628.30 1,628.30 02/17/2025 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 125,808.38 125,808.38 02/17/2025 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 171.63 171.63 Attachment 1

Page 62 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/17/2025 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 132,714.59 132,714.59 02/17/2025 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 1,043.66 1,043.66 02/17/2025 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 71,917.79 71,917.79 02/17/2025 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 104.78 104.78 02/17/2025 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 99,021.19 99,021.19 02/17/2025 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 5,279.13 5,279.13 02/17/2025 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 157,940.10 157,940.10 02/17/2025 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 15,043.67 15,043.67 02/17/2025 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 255,443.63 255,443.63 02/17/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 02/17/2025 Coupon 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 1,712.67 1,712.67 02/17/2025 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 78,650.96 78,650.96 02/17/2025 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 151.29 151.29 02/17/2025 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 69,844.65 69,844.65 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 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 02/18/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 02/18/2025 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 2,087.85 2,087.85 02/18/2025 Principal Paydown 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 76,613.97 76,613.97 02/18/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 02/18/2025 Coupon 756109BG8 3,650,000.00 REALTY INCOME CORP 3.95 08/15/2027 72,087.50 72,087.50 02/20/2025 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 02/21/2025 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 201.69 201.69 02/21/2025 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 72,570.03 72,570.03 02/25/2025 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 1,807.63 1,807.63 02/25/2025 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 87,662.99 87,662.99 02/25/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 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 Attachment 1

Page 63 of 77 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 23,661.22 23,661.22 02/25/2025 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,448.38 14,448.38 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 19,283.33 19,283.33 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 28,050,776.12 1,726,233.07 29,777,009.19
MARCH 2025
03/03/2025 Coupon 808513BY0 5,580,000.00 CHARLES SCHWAB CORP 2.45 03/03/2027 68,355.00 68,355.00 03/10/2025 Coupon 3130AWTR1 19,000,000.00 FEDERAL HOME LOAN BANKS 4.375 09/08/2028 415,625.00 415,625.00
03/10/2025 Coupon 89114TZT2 5,000,000.00 TORONTO-DOMINION BANK 2.8 03/10/2027 70,000.00 70,000.00 03/10/2025 Coupon 89788JAA7 7,550,000.00 TRUIST BANK 1.5 03/10/2025 56,625.00 56,625.00 03/10/2025 Final Maturity 89788JAA7 7,550,000.00 TRUIST BANK 1.5 03/10/2025 7,550,000.00 7,550,000.00 03/11/2025 Coupon 037833DN7 6,000,000.00 APPLE INC 2.05 09/11/2026 61,500.00 61,500.00 Attachment 1

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CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/12/2025 Coupon 59217GFQ7 6,000,000.00 METROPOLITAN LIFE GLOBAL FUNDING I 5.4 09/12/2028 162,000.00 162,000.00
03/13/2025 Coupon 3130AAUF3 5,430,000.00 FEDERAL HOME LOAN BANKS 2.75 03/13/2026 74,662.50 74,662.50 03/17/2025 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 03/17/2025 Coupon 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 03/17/2025 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 03/17/2025 Coupon 06368FAC3 3,000,000.00 BANK OF MONTREAL 1.25 09/15/2026 18,750.00 18,750.00 03/17/2025 Coupon 084664CZ2 6,400,000.00 BERKSHIRE HATHAWAY FINANCE CORP 2.3 03/15/2027 73,600.00 73,600.00
03/17/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 03/17/2025 Coupon 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 151.01 151.01 03/17/2025 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 50,740.72 50,740.72 03/17/2025 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 1,679.88 1,679.88 03/17/2025 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 66,672.05 66,672.05 03/17/2025 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 298.99 298.99 03/17/2025 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 48,605.20 48,605.20 03/17/2025 Coupon 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 1,362.91 1,362.91 03/17/2025 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 147,366.71 147,366.71 03/17/2025 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 1,395.56 1,395.56 03/17/2025 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 121,959.53 121,959.53
03/17/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 03/17/2025 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 89.79 89.79 03/17/2025 Principal Paydown 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 128,729.29 128,729.29 03/17/2025 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 904.62 904.62 03/17/2025 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 58,756.84 58,756.84 03/17/2025 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 61.87 61.87 03/17/2025 Principal Paydown 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 83,348.10 83,348.10 03/17/2025 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 4,786.88 4,786.88 03/17/2025 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 138,944.77 138,944.77 03/17/2025 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 13,960.17 13,960.17 03/17/2025 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 233,498.03 233,498.03 03/17/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 Attachment 1

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CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/17/2025 Coupon 880591EZ1 4,769,000.00 TENNESSEE VALLEY AUTHORITY 3.875 03/15/2028 92,399.38 92,399.38
03/17/2025 Coupon 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 1,520.63 1,520.63 03/17/2025 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 76,637.74 76,637.74 03/17/2025 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 109.96 109.96 03/17/2025 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 67,838.87 67,838.87 03/17/2025 Coupon 91282CED9 6,000,000.00 UNITED STATES TREASURY 1.75 03/15/2025 52,500.00 52,500.00 03/17/2025 Final Maturity 91282CED9 6,000,000.00 UNITED STATES TREASURY 1.75 03/15/2025 6,000,000.00 6,000,000.00 03/17/2025 Coupon 931142ER0 1,610,000.00 WALMART INC 1.05 09/17/2026 8,452.50 8,452.50 03/18/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 03/18/2025 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 1,849.71 1,849.71 03/18/2025 Principal Paydown 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 74,405.08 74,405.08 03/20/2025 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 03/21/2025 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 148.47 148.47 03/21/2025 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 70,433.47 70,433.47 03/24/2025 Coupon 3137EAEX3 13,000,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.375 09/23/2025 24,375.00 24,375.00
03/25/2025 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 1,573.13 1,573.13 03/25/2025 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 82,861.56 82,861.56 03/25/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67
03/25/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 03/25/2025 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 03/25/2025 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 03/25/2025 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 03/25/2025 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 03/25/2025 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,622.85 23,622.85 03/25/2025 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 17,418.48 17,418.48 03/25/2025 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 03/25/2025 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 03/25/2025 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 03/25/2025 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 03/25/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 Attachment 1

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CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/25/2025 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 03/25/2025 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.33 19,283.33 03/25/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 03/25/2025 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 03/25/2025 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 03/25/2025 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 03/25/2025 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 03/31/2025 Coupon 91282CCZ2 19,350,000.00 UNITED STATES TREASURY 0.875 09/30/2026 84,656.25 84,656.25 03/31/2025 Coupon 91282CFM8 12,150,000.00 UNITED STATES TREASURY 4.125 09/30/2027 250,593.75 250,593.75 03/31/2025 Coupon 91282CJA0 14,000,000.00 UNITED STATES TREASURY 4.625 09/30/2028 323,750.00 323,750.00 03/31/2025 Coupon 91282CKG5 12,000,000.00 UNITED STATES TREASURY 4.125 03/31/2029 247,500.00 247,500.00 March 2025 Total 15,018,216.42 2,573,087.95 17,591,304.37 APRIL 2025
04/01/2025 Coupon 74340XBK6 5,000,000.00 PROLOGIS LP 3.25 10/01/2026 81,250.00 81,250.00 04/07/2025 Coupon 89115A2Y7 4,975,000.00 TORONTO-DOMINION BANK 4.994 04/05/2029 124,225.75 124,225.75 04/08/2025 Coupon 3135G05Y5 8,000,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.75 10/08/2027 30,000.00 30,000.00
04/14/2025 Coupon 58989V2H6 3,685,000.00 MET TOWER GLOBAL FUNDING 5.25 04/12/2029 96,731.25 96,731.25
04/15/2025 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 04/15/2025 Coupon 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 04/15/2025 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 04/15/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 04/15/2025 Coupon 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 1,132.04 1,132.04 04/15/2025 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 148,989.66 148,989.66 04/15/2025 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 1,169.93 1,169.93 04/15/2025 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 125,111.41 125,111.41 04/15/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 04/15/2025 Coupon 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 10.40 10.40 04/15/2025 Effective Maturity 44935FAD6 1,324,926.16 HART 2021-C A3 0.74 05/15/2026 16,871.24 16,871.24 04/15/2025 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 791.02 791.02 04/15/2025 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 74,716.47 74,716.47 Attachment 1

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CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/15/2025 Coupon 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 25.76 25.76 04/15/2025 Effective Maturity 47789QAC4 779,245.22 JDOT 2021-B A3 0.52 03/16/2026 59,439.87 59,439.87 04/15/2025 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 4,353.84 4,353.84 04/15/2025 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 185,915.30 185,915.30 04/15/2025 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 12,969.75 12,969.75 04/15/2025 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 278,406.29 278,406.29 04/15/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 04/15/2025 Coupon 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 1,333.50 1,333.50 04/15/2025 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 78,714.37 78,714.37 04/15/2025 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 69.83 69.83 04/15/2025 Principal Paydown 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 68,707.82 68,707.82 04/16/2025 Coupon 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 122.25 122.25 04/16/2025 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 52,177.18 52,177.18 04/16/2025 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 1,507.64 1,507.64 04/16/2025 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 69,691.66 69,691.66 04/16/2025 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 247.96 247.96 04/16/2025 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 50,225.29 50,225.29 04/18/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 04/18/2025 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 1,618.43 1,618.43 04/18/2025 Principal Paydown 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 75,571.28 75,571.28 04/21/2025 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 04/21/2025 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 96.82 96.82 04/21/2025 Principal Paydown 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 70,648.10 70,648.10 04/21/2025 Coupon 4581X0DV7 13,155,000.00 INTER-AMERICAN DEVELOPMENT BANK 0.875 04/20/2026 57,553.13 57,553.13
04/22/2025 Coupon 46647PBK1 1,999,000.00 JPMORGAN CHASE & CO 2.083 04/22/2026 20,819.59 20,819.59 04/22/2025 Effective Maturity 46647PBK1 1,999,000.00 JPMORGAN CHASE & CO 2.083 04/22/2026 1,999,000.00 1,999,000.00 04/23/2025 Coupon 06051GHT9 3,500,000.00 BANK OF AMERICA CORP 3.559 04/23/2027 62,282.50 62,282.50 04/25/2025 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 1,351.47 1,351.47 04/25/2025 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 84,926.82 84,926.82 04/25/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 04/25/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,248.51 14,248.51 Attachment 1

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CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/25/2025 Principal Paydown 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 7,885.22 7,885.22 04/25/2025 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 04/25/2025 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 04/25/2025 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 04/25/2025 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 04/25/2025 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,576.59 23,576.59 04/25/2025 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 14,552.48 14,552.48 04/25/2025 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 04/25/2025 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 04/25/2025 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 04/25/2025 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 04/25/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 04/25/2025 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 04/25/2025 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.33 19,283.33 04/25/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 04/25/2025 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 04/25/2025 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 04/25/2025 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 04/25/2025 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 04/28/2025 Coupon 459058JL8 5,915,000.00 INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPM 0.5 10/28/2025 14,787.50 14,787.50
04/30/2025 Coupon 91282CAT8 12,500,000.00 UNITED STATES TREASURY 0.25 10/31/2025 15,625.00 15,625.00 04/30/2025 Coupon 91282CDG3 6,420,000.00 UNITED STATES TREASURY 1.125 10/31/2026 36,112.50 36,112.50 04/30/2025 Coupon 91282CHA2 7,500,000.00 UNITED STATES TREASURY 3.5 04/30/2028 131,250.00 131,250.00 04/30/2025 Coupon 91282CJG7 7,000,000.00 UNITED STATES TREASURY 4.875 10/31/2030 170,625.00 170,625.00 04/30/2025 Coupon 91282CKP5 19,000,000.00 UNITED STATES TREASURY 4.625 04/30/2029 439,375.00 439,375.00 April 2025 Total 3,461,550.46 1,765,241.60 5,226,792.06 MAY 2025
05/01/2025 Coupon 06367WB85 5,683,000.00 BANK OF MONTREAL 1.85 05/01/2025 52,567.75 52,567.75 05/01/2025 Final Maturity 06367WB85 5,683,000.00 BANK OF MONTREAL 1.85 05/01/2025 5,683,000.00 5,683,000.00 05/07/2025 Coupon 3135G06G3 12,900,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 11/07/2025 32,250.00 32,250.00
Attachment 1

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CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/12/2025 Coupon 023135BX3 9,990,000.00 AMAZON.COM INC 1.0 05/12/2026 49,950.00 49,950.00 05/12/2025 Coupon 037833ET3 3,960,000.00 APPLE INC 4.0 05/10/2028 79,200.00 79,200.00 05/12/2025 Coupon 665859AW4 2,975,000.00 NORTHERN TRUST CORP 4.0 05/10/2027 59,500.00 59,500.00 05/15/2025 Coupon 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 17,331.38 17,331.38 05/15/2025 Final Maturity 02582JJT8 6,135,000.00 AMXCA 2022-2 A 05/17/2027 6,135,000.00 6,135,000.00 05/15/2025 Coupon 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 05/15/2025 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 05/15/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 05/15/2025 Coupon 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 898.62 898.62 05/15/2025 Principal Paydown 43815BAC4 2,266,246.16 HAROT 2022-1 A3 1.88 05/15/2026 143,491.28 143,491.28 05/15/2025 Coupon 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 938.48 938.48 05/15/2025 Principal Paydown 448977AD0 1,885,629.30 HART 2022-A A3 2.22 10/15/2026 120,357.08 120,357.08 05/15/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 05/15/2025 Coupon 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 646.57 646.57 05/15/2025 Principal Paydown 47787JAC2 1,243,806.29 JDOT 2022 A3 0.36 09/15/2026 68,578.17 68,578.17 05/15/2025 Coupon 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 3,774.40 3,774.40 05/15/2025 Principal Paydown 47800AAC4 2,702,080.60 JDOT 2022-B A3 3.74 02/16/2027 164,116.33 164,116.33 05/15/2025 Coupon 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 11,788.84 11,788.84 05/15/2025 Principal Paydown 47800BAC2 4,940,000.00 JDOT 2022-C A3 5.09 06/15/2027 243,993.47 243,993.47 05/15/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,620.33 9,620.33 05/15/2025 Coupon 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 1,141.31 1,141.31 05/15/2025 Principal Paydown 89238FAD5 1,372,882.05 TAOT 2022-B A3 2.93 09/15/2026 76,172.31 76,172.31 05/15/2025 Coupon 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 29.17 29.17 05/15/2025 Effective Maturity 89238JAC9 818,044.83 TAOT 2021-D A3 0.71 04/15/2026 49,308.74 49,308.74 05/15/2025 Coupon 91282CEQ0 3,500,000.00 UNITED STATES TREASURY 2.75 05/15/2025 48,125.00 48,125.00 05/15/2025 Final Maturity 91282CEQ0 3,500,000.00 UNITED STATES TREASURY 2.75 05/15/2025 3,500,000.00 3,500,000.00 05/15/2025 Coupon 91324PEC2 1,660,000.00 UNITEDHEALTH GROUP INC 1.15 05/15/2026 9,545.00 9,545.00 05/15/2025 Coupon 91324PEG3 3,020,000.00 UNITEDHEALTH GROUP INC 3.7 05/15/2027 55,870.00 55,870.00 05/16/2025 Coupon 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 92.69 92.69 05/16/2025 Principal Paydown 362554AC1 717,863.61 GMCAR 2021-4 A3 0.68 09/16/2026 50,461.44 50,461.44 05/16/2025 Coupon 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 1,327.61 1,327.61 05/16/2025 Principal Paydown 362585AC5 1,304,775.26 GMCAR 2022-2 A3 3.1 02/16/2027 66,790.08 66,790.08 Attachment 1

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CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/16/2025 Coupon 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 195.22 195.22 05/16/2025 Principal Paydown 380146AC4 728,708.53 GMCAR 2022-1 A3 1.26 11/16/2026 48,344.18 48,344.18 05/19/2025 Coupon 06406HCQ0 4,287,000.00 BANK OF NEW YORK MELLON CORP 3.95 11/18/2025 84,668.25 84,668.25
05/19/2025 Coupon 22160KAM7 5,300,000.00 COSTCO WHOLESALE CORP 3.0 05/18/2027 79,500.00 79,500.00 05/19/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 05/19/2025 Coupon 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 1,383.53 1,383.53 05/19/2025 Principal Paydown 43815PAC3 1,275,266.42 HAROT 2022-2 A3 3.73 07/20/2026 72,889.86 72,889.86 05/19/2025 Coupon 58933YBH7 4,805,000.00 MERCK & CO INC 4.05 05/17/2028 97,301.25 97,301.25 05/20/2025 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 05/21/2025 Coupon 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 45.01 45.01 05/21/2025 Effective Maturity 43815GAC3 847,099.80 HAROT 2021-4 A3 0.88 01/21/2026 61,374.80 61,374.80 05/26/2025 Coupon 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 1,124.29 1,124.29 05/26/2025 Principal Paydown 05602RAD3 1,462,210.96 BMWOT 2022-A A3 3.21 08/25/2026 81,709.02 81,709.02 05/26/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,231.62 14,231.62 05/26/2025 Principal Paydown 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 12,282.10 12,282.10 05/26/2025 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 05/26/2025 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 05/26/2025 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 05/26/2025 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 05/26/2025 Coupon 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 23,537.94 23,537.94 05/26/2025 Principal Paydown 3137FBU79 9,000,000.00 FHMS K-069 A2 3.187 09/25/2027 15,570.31 15,570.31 05/26/2025 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 05/26/2025 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 05/26/2025 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 05/26/2025 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 05/26/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 05/26/2025 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 05/26/2025 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.33 19,283.33 05/26/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 05/26/2025 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 05/26/2025 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 Attachment 1

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CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/26/2025 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 05/26/2025 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 05/27/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 May 2025 Total 16,593,439.19 1,129,611.20 17,723,050.39 Grand Total 3,547,764,668.56 106,136,646.54 23,050,774.47 129,187,421.02 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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STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes

AGENCY MORTGAGE SECURITIES (CMOS)
Max % (MV) 20.0 11.8 Compliant
Max % Issuer (MV; Agencies & Agency CMOs) 30.0 6.8 Compliant Max Maturity (Years) 7.0 0.0 Compliant

ASSET-BACKED SECURITIES (ABS)
Max % (MV; Non Agency ABS & MBS) 20.0 8.1 Compliant
Max % Issuer (MV) 5.0 1.5 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 25.9 Compliant
Max % Issuer (MV) 5.0 1.4 Compliant
Attachment 1

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STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
Max Maturity (Years) 5 4 Compliant
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 15.5 Compliant
Max % Issuer (MV; Agencies & Agency CMOs) 30.0 6.8 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 18.1 Compliant

MONEY MARKET MUTUAL FUNDS
Max % (MV) 20.0 0.4 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 0.0 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

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
Max % Issuer (MV) 5.0 0.0 Compliant
Attachment 1

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STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
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 1.4 Compliant
Max Maturity (Years) 5 1 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
U.S. TREASURIES
Max % (MV) 100.0 34.0 Compliant
Max Maturity (Years) 7 6 Compliant
Attachment 1

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Attachment 1

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Sunnyvale City CouncilSeptember 10, 2024

Sunnyvale City Council
September 10, 2024