City of Sunnyvale Third Quarter Investment Report 2024 — Sunnyvale City Council, December 10, 2024

Memorandum
Pursuant to the California Government Code Section 53646, attached is detailed information on all securities, investments, and moneys held by the City. I hereby certify that the City’s portfolio complies with 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 requirements for the next 6 months, ending March 2025.

Dennis Jaw, Interim Director of Finance
cc: Timothy J Kirby, City Manager
Sarah Johnson-Rios, Assistant City Manager
Date: 10/25/2024
To: Honorable Mayor and Councilmembers
From: Dennis Jaw, Interim Director of Finance
Subject: Investment Report Third Quarter 2024
Attachment 1

Page 1 of 95 ends

TOTAL PORTFOLIO EVALUATION - THIRD QUARTER 2024

DESCRIPTION
FY 2024/2025
Quarter 3
09/30/2024
FY 2023/2024
Quarter 2
06/30/2024
FY 2023/2024
Quarter 3
09/30/2023
CORE PORTFOLIO MARKET VALUE $830,183,669 $825,115,005 $798,939,465 LAIF PORTFOLIO MARKET VALUE $13,298,864 $18,094,702 $22,433,044 TOTAL PORTFOLIO MARKET VALUE $843,482,533 $843,209,707 $821,372,509 MONEY MARKET - US BANK SWEEP ACCOUNT $16,971,133 $43,173,112 $18,567,677 TOTAL PORTFOLIO AND SWEEP BALANCE $860,453,665 $886,382,819 $839,940,186 AVERAGE LIFE OF PORTFOLIO (DAYS) 1,111 1,087 1,030
CITY - WEIGHTED PURCHASE YIELD 3.31% 3.20% 2.76%
CITY - WEIGHTED MARKET YIELD (Current Period) 3.93% 4.88% 5.29% STATE (LAIF) POOL YIELD (Current Period) 4.58% 4.48% 3.53% MONEY MARKET SWEEP AVG RATE OF RETURN 4.71% 4.90% 4.94% 90 DAY T-BILL RATE (Current Period) 4.63% 5.36% 5.45%
VARIANCE FROM CITY YIELD -0.70% -0.48% -2.69%
1 YEAR TREASURY RATE (Current Period) 4.01% 5.12% 5.46% VARIANCE FROM CITY YIELD -0.08% -0.24% -2.70%
TREASURY YIELD WITH SAME AVG LIFE AS PORTFOLIO 3.86% 4.26% 4.97% VARIANCE FROM CITY YIELD 0.07% 0.62% -2.21%
INTEREST EARNED 7,395,202 6,644,924 5,539,054
REALIZED GAIN/LOSS (600,354) (1,156,188) (1,059,873)
LAIF INTEREST INCOME 193,763 204,162 282,184
MONEY MARKET INTEREST INCOME 260,217 444,910 365,093
TOTAL INVESTMENT INCOME 7,248,829 6,137,808 5,126,458

TOTAL INVESTMENTS MATURING
WITHIN 0 TO 1 YEAR $110,409,579 13.09% 13.58% 9.59%

TOTAL INVESTMENTS MATURING
WITHIN 1 TO 3 YEARS $277,040,012 32.84% 34.54% 45.84%

TOTAL INVESTMENTS MATURING
WITHIN 3 TO 5 YEARS $434,308,717 51.49% 48.90% 42.48%

TOTAL INVESTMENTS MATURING
OVER 5 YEARS ** $21,724,225 2.58% 2.98% 2.08%
TOTA
L $843,482,533 100.0% 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

Page 2 of 95 ends

FY2024/25
FUND Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 General 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$    150,641,089.30$ Wastewater 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$      80,353,545.33 Water 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$      93,988,936.16 Solid Waste 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$      20,779,759.22 SMaRT Station 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)$             (6,389,782.30) Development
Enterprise 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$      61,381,050.04 Community Recreation (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$         5,721,725.13 Internal Service 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$      33,748,432.31 Capital Projects 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$    109,794,545.56 Infrastructure Renovation & Replacement 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$      82,938,116.47 Housing 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$      72,272,655.50 Park Dedication 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$    105,081,175.81 Home & Community Block & PHLA Grants 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$            802,242.54 Employment Development 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)$           (1,146,643.98) Parking District 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$         1,080,965.22 Gas Tax Street Improvement 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$      12,527,688.19 Road Maintenance & Rehab Account (RMRA) 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$      9,814,536.99 VRF Local Road Improvement Program 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$         4,476,710.36 Dorolou Swirsky Youth Opp Fund 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$            525,437.55 Fremont Pool Trust Fund 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$         1,023,194.12 Other Special Revenue 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$         1,628,440.41 Other Trust & Agency Funds 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$          2,438,712.91 TOTAL INVESTMENT PORTFOLIO 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$    843,482,532.84$

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

Page 3 of 95 ends

INVESTMENT PORTFOLIO BALANCE BY FUND/S
THIRD QUARTER ENDING September 30, 2024
General Fund
18%
Utilities Funds
22%
Development
Enterprise
7%
Internal Service
4%
Capital Projects
23% Housing
9%
Park Dedication
12%
Other
5%
Period 3:
$843.5 Million
Attachment 1

Page 4 of 95 ends

INVESTMENT PORTFOLIO

PORTFOLIO BALANCE TREND
600
620
640
660
680
700
720
740
760
780
800
820
840
860
880
900
$ Million
Period 3:
$843.5
Million
FY2020/21 FY2021/22 FY2022/23 FY2023/24 FY2024/25 Accounting Periods
Attachment 1

Page 5 of 95 ends

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 13
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:

3.93%
FY2024/25
Sunnyvale
Weighted
Purchase Yield:

3.31%

INVESTMENT PORTFOLIO

COMPARISON OF ANNUAL YIELDS
FY2020/21 FY2021/22 FY2022/23 FY2023/24
Attachment 1

Page 6 of 95 ends

September 4.575
August 4.579
July 4.516
June 4.480
May 4.332
April 4.272
LAIF Apportionment Rate(2): 4.71
LAIF Earnings Ratio(2): 0.00012912073474208
LAIF Administrative Cost(1)*: TBD
PMIA Average Life(1): 231
LAIF Fair Value Factor(1): 1.002061084
PMIA Daily(1): 4.58
PMIA Quarter to Date(1): 4.56
Treasuries

55.49%
Agencies

25.71%
Certificates of
Deposit/Bank Notes

8.76%
Time
Deposits

3.19%
Commercial
Paper

6.08%
Corporate
Bonds

0.51%
Loans

0.26%
Notes: The apportionment rate includes interest earned on the CalPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) and interest earned on the Wildfire Fund loan pursuant to Public Utility Code 3288 (a). *The percentage of administrative cost equals the total administrative cost divided by the quarterly interest earnings. The law provides that administrative costs are not to exceed 5% of quarterly EARNINGS of the fund. However, if the 13-week Daily Treasury Bill Rate on the last day of the fiscal year is below 1%, then administrative costs shall not exceed 8% of quarterly EARNINGS of the fund for the subsequent fiscal year.

Source:
(1) State of California, Office of the Treasurer
(2) State of Calfiornia, Office of the Controller
PMIA Average Monthly
Effective Yields(1)
PMIA/LAIF Performance Report
as of 10/16/24
Daily rates are now available here. View PMIA Daily Rates Quarterly Performance
Quarter Ended 09/30/24
Chart does not include $1,343,000.00 in mortgages, which equates to 0.001%. Percentages may not total 100% due to rounding.

Pooled Money Investment Account
Monthly Portfolio Composition (1)
9/30/24
$161.6 billion
Attachment 1

Page 7 of 95 ends

MALIA M. COHEN
California State Controller

LOCAL AGENCY INVESTMENT FUND

REMITTANCE ADVICE
Agency Name SUNNYV ALE
Account Number
As of 10/15/2024, your Local Agency Investment Fund account has been directly credited with the interest earned on your deposits for the quarter ending 09/30/2024.

Earnings Ratio .00012912073474208
Interest Rate 4.71%
Dollar Day Total $ 1,500,637,218.94
Quarter End Principal Balance $ 13,298,863.99
Quarterly Interest Earned $ 193,763.38
Attachment 1

Page 8 of 95 ends

AOD DKENFLALF AJHNDNEK

AJAJHCMBECKOFEHA GGMK

AMI MF EBIIJCMDGGBNALK

A IAOMKO KOIFNMGGBOAMK

AFMNGNEAGEMLJLMDO MALK

DDLDDLDDDLDLDLLDLLDDDL
800-673-3555
usbank.com
Date Description of Transaction Ref Number Amount
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

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

AFDADTTFDATFDADDDTFFTTAATATAFFTAAFAFTTDFFDTFTDFADADTATFADFAFTDFTA 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.
106481145985960 S

CITY OF SUNNYVALE
456 W OLIVE AVE
SUNNYVALE CA 94086-7619
Account Number
# Items
Ending Balance on Sep 30, 2024 $ 16,971,132.61
Total Other Deposits $ 83,734.75
Total Investment Purchases $ 21,530,643.34
Total Investment Redemptions $ 19,024,285.03-
Account Number:

Statement Period:

Sep 3, 2024
through
Sep 30, 2024

Page 1 of 2 ends

Beginning Balance on Sep 3 $ 14,381,039.55
Deposits / Credits 1 83,734.75
Investment Purchases 10 21,530,643.34
Investment Redemptions 10 19,024,285.03-
Reinvested Dividend This Period $ 83,734.75
Year-to-Date Reinvested Dividend $ 1,096,165.65
Average Amount Invested $ 21,650,659.65
Average Rate 4.70550%
Number of Days in Statement Period 30
Sep 30 Reinvested Dividend 3000000128 $ 83,734.75
Sep 3 Money Fund Sweep Transfer From Checking 3000003488 $ 1,539,018.97 Sep 4 Money Fund Sweep Transfer From Checking 0300007730 1,000,789.83 Sep 5 Money Fund Sweep Transfer From Checking 0400004868 1,309,459.21 Sep 6 Money Fund Sweep Transfer From Checking 0500004731 958,144.52 Sep 11 Money Fund Sweep Transfer From Checking 1000004532 69,258.66 Sep 12 Money Fund Sweep Transfer From Checking 1100004328 651,221.83 Sep 13 Money Fund Sweep Transfer From Checking 1200004181 13,366,235.88 Sep 16 Money Fund Sweep Transfer From Checking 1300003648 1,529,689.72 Sep 18 Money Fund Sweep Transfer From Checking 1700004623 874,228.28 Sep 27 Money Fund Sweep Transfer From Checking 2600003564 232,596.44 Sep 9 Money Fund Sweep Transfer To Checking 0600003869 $ 1,425,271.84- Sep 10 Money Fund Sweep Transfer To Checking 0900006639 1,302,885.01- Sep 17 Money Fund Sweep Transfer To Checking 1600007210 3,296,025.98- Sep 19 Money Fund Sweep Transfer To Checking 1800004250 2,683,562.44- Sep 20 Money Fund Sweep Transfer To Checking 1900004448 2,046,697.29- Sep 23 Money Fund Sweep Transfer To Checking 2000003713 404,596.18- Sep 24 Money Fund Sweep Transfer To Checking 2300005688 2,564,087.10- Sep 25 Money Fund Sweep Transfer To Checking 2400003229 2,314,794.89- Sep 26 Money Fund Sweep Transfer To Checking 2500003014 494,569.31- Sep 30 Money Fund Sweep Transfer To Checking 2700009174 2,491,794.99- To Contact U.S. Bank
Attachment 1

Page 9 of 95 ends

Date Ending Balance Date Ending Balance Date Ending Balance Business Statement

FIRST AMERICAN TREASURY OBLIGATIONS SWEEP (Y SHARES) (CONTINUED) Balance Summary

CITY OF SUNNYVALE
456 W OLIVE AVE
SUNNYVALE CA 94086-7619
Account Number
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:

Sep 3, 2024
through
Sep 30, 2024

Page 2 of 2 ends

Sep 3 15,920,058.52
Sep 4 16,920,848.35
Sep 5 18,230,307.56
Sep 6 19,188,452.08
Sep 9 17,763,180.24
Sep 10 16,460,295.23
Sep 11 16,529,553.89
Sep 12 17,180,775.72
Sep 13 30,547,011.60
Sep 16 32,076,701.32
Sep 17 28,780,675.34
Sep 18 29,654,903.62
Sep 19 26,971,341.18
Sep 20 24,924,643.89
Sep 23 24,520,047.71
Sep 24 21,955,960.61
Sep 25 19,641,165.72
Sep 26 19,146,596.41
Sep 27 19,379,192.85
Sep 30 16,971,132.61
Balances only appear for days reflecting change.
· · · ·
Attachment 1

Page 10 of 95 ends

MONTHLY ACCOUNT STATEMENT
City of Sunnyvale Managed Cons | July 1, 2024 through September 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]
Custodian:

Attachment 1

Page 11 of 95 ends

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes

AGENCY MORTGAGE SECURITIES (CMOS)
Max % (MV) 20.0 12.3 Compliant
Max % Issuer (MV; Agencies & Agency CMOs) 30.0 6.0 Compliant Max Maturity (Years) 7.0 6.1 Compliant

ASSET-BACKED SECURITIES (ABS)
Max % (MV; Non Agency ABS & MBS) 20.0 8.2 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 27.1 Compliant
Max % Issuer (MV) 5.0 1.4 Compliant
Attachment 1

Page 12 of 95 ends

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 14.9 Compliant
Max % Issuer (MV; Agencies & Agency CMOs) 30.0 6.0 Compliant Max Callables (MV) 20.0 0.0 Compliant
Max Maturity (Years) 7 3 Compliant

LOCAL AGENCY INVESTMENT FUND (LAIF)
Max Concentration (MV) 75.0 13.3 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

Page 13 of 95 ends

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 2.2 Compliant
Max % Issuer (MV) 10.0 1.5 Compliant
Max Maturity (Years) 5 1 Compliant
Min Rating (AA- by 1) 0.0 0.0 Compliant
U.S. TREASURIES
Max % (MV) 100.0 33.3 Compliant
Max Maturity (Years) 7 6 Compliant
Attachment 1

Page 14 of 95 ends

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

PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Average Modified Duration 2.61
Average Coupon 3.13%
Average Purchase YTM 3.32%
Average Market YTM 3.93%
Average Quality AA
Average Final Maturity 3.01
Average Life 2.69
Beg. Values as
of 07/01/2024
End Values as of
09/30/2024
Market Value 825,115,005.02 830,183,668.85
Accrued Interest 5,232,181.88 4,353,055.38
Total Market
Value 830,347,186.89 834,536,724.23
Income Earned 1,714,725.64 7,395,202.40
Cont/WD 0.00 (23,999,998.37)
Par 852,080,182.41 834,546,421.77
Book Value 846,818,832.02 829,898,481.27
Cost Value 845,784,495.85 828,172,298.51
United States 33.86%
FHLMC 16.72%
FNMA 6.10%
Federal Home Loan Banks 3.00%
American Express Credit Master Trust 2.08%
Inter-American Development Bank 1.51%
The Toronto-Dominion Bank 1.42%
UnitedHealth Group Incorporated 1.27%
*See Footnote
The credit quality is a weighted average calculation of the highest of S&P , Moody’s’ and Fitch Attachment 1

Page 15 of 95 ends

RECONCILIATION SUMMARY
Accrual Activity Summary
Fair Market Activity Summary
Month to Date Fiscal Year to Date
(01/01/2024)
Beginning Book Value 836,876,978.07 844,998,609.92
Maturities/Calls 0.00 0.00
Principal Paydowns (1,834,129.29) (23,537,573.14)
Purchases 55,117,935.05 361,299,285.94
Sales (59,908,562.90) (350,846,887.51)
Change in Cash, Payables, Receivables (587,140.88) (319,897.44) Amortization/Accretion 124,997.00 1,038,350.65
Realized Gain (Loss) 108,404.22 (2,733,407.16)
Ending Book Value 829,898,481.27 829,898,481.27
Month to Date Fiscal Year to Date
(01/01/2024)
Beginning Market Value 831,991,778.84 823,939,437.22
Maturities/Calls 0.00 0.00
Principal Paydowns (1,834,129.29) (23,537,573.14)
Purchases 55,117,935.05 361,299,285.94
Sales (59,908,562.90) (350,846,887.51)
Change in Cash, Payables, Receivables (587,140.88) (319,897.44) Amortization/Accretion 124,997.00 1,038,350.65
Change in Net Unrealized Gain (Loss) 5,170,386.81 21,344,360.28 Realized Gain (Loss) 108,404.22 (2,733,407.16)
Ending Market Value 830,183,668.85 830,183,668.85
Maturities / Calls
Month to Date 0.00
Fiscal Year to Date 0.00
Principal Paydowns
Month to Date (1,834,129.29)
Fiscal Year to Date (23,537,573.14)
Purchases
Month to Date 55,117,935.05
Fiscal Year to Date 361,299,285.94
Sales
Month to Date (59,908,562.90)
Fiscal Year to Date (350,846,887.51)
Interest Received
Month to Date 3,166,026.61
Fiscal Year to Date 18,175,045.11
Purchased / Sold Interest
Month to Date 236,940.64
Fiscal Year to Date 892,714.86
Attachment 1

Page 16 of 95 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
47788UAC6 JDOT 2021 A3 0.36 09/15/2025 11,942.27 03/02/2021

0.37%
11,939.98
11,941.89

99.81 5.41%
11,919.15

1.91 0.00%
(22.74)
Aaa/NA
AAA

0.96 0.04
43815GAC3 HAROT 2021-4 A3 0.88
01/21/2026 575,724.49 11/16/2021

0.89%
575,603.13
575,691.55

98.70 5.24%
568,228.56
140.73

0.07%
(7,462.98)
Aaa/NA
AAA

1.31 0.30
47789QAC4 JDOT 2021-B A3 0.52
03/16/2026 562,085.62 07/13/2021

0.53%
562,035.48
562,072.42

98.83 4.69%
555,500.84
129.90

0.07%
(6,571.57)
Aaa/NA
AAA

1.46 0.28
89238JAC9 TAOT 2021-D A3 0.71
04/15/2026 565,495.28 11/09/2021

0.71%
565,483.24
565,491.76

98.81 4.64%
558,776.12
178.45

0.07%
(6,715.64)
NA/AAA
AAA

1.54 0.30
44935FAD6 HART 2021-C A3 0.74
05/15/2026 824,254.26 --

2.36%
802,955.28
816,915.73

99.08 5.23%
816,663.54
271.09

0.10%
(252.18)
NA/AAA
AAA

1.62 0.20
43815BAC4 HAROT 2022-1 A3 1.88
05/15/2026 1,681,633.30 02/15/2022

1.89%
1,681,380.38
1,681,546.97

98.81 4.89%
1,661,586.05
1,405.10

0.20%
(19,960.92)
Aaa/AAA
NA

1.62 0.39
43815PAC3 HAROT 2022-2 A3 3.73
07/20/2026 998,489.96 08/15/2022

3.76%
998,430.45
998,463.90

99.47 4.82%
993,154.93
1,344.91

0.12%
(5,308.98)
NA/AAA
AAA

1.80 0.50
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026 1,098,520.98 05/10/2022

3.23%
1,098,463.86
1,098,498.04

99.33 4.75%
1,091,141.44
587.71

0.13%
(7,356.60)
Aaa/AAA
NA

1.90 0.44
47787JAC2 JDOT 2022 A3 0.36 09/15/2026 954,918.84 03/10/2022

2.34%
954,707.61
954,835.00

98.85 4.69%
943,936.03
984.63

0.11%
(10,898.97)
Aaa/NA
AAA

1.96 0.49
89238FAD5 TAOT 2022-B A3 2.93
09/15/2026 1,073,593.26 04/07/2022

2.95%
1,073,568.14
1,073,583.27

99.18 4.65%
1,064,821.46
1,398.06

0.13%
(8,761.81)
Aaa/AAA
NA

1.96 0.48
362554AC1 GMCAR 2021-4 A3 0.68
09/16/2026 523,309.37 10/13/2021

0.68%
523,296.02
523,305.02

98.52 4.96%
515,578.00
148.27

0.06%
(7,727.03)
Aaa/AAA
NA

1.96 0.34
448977AD0 HART 2022-A A3 2.22
10/15/2026 1,415,068.38 03/09/2022

2.23%
1,415,013.90
1,415,047.09

98.90 4.95%
1,399,497.67
1,396.20

0.17%
(15,549.42)
NA/AAA
AAA

2.04 0.40
380146AC4 GMCAR 2022-1 A3 1.26
11/16/2026 543,266.15 01/11/2022

1.27%
543,218.94
543,248.46

98.64 4.79%
535,889.30
285.21

0.06%
(7,359.16)
NA/AAA
AAA

2.13 0.38
02582JJR2 AMXCA 2021-1 A 0.9 11/15/2024 4,500,000.00 06/10/2022

3.42%
4,236,328.13
4,477,025.87

99.50 5.07%
4,477,453.20
1,800.00

0.54%
427.33
Aaa/NA
AAA

0.13 0.12
362585AC5 GMCAR 2022-2 A3 3.1
02/16/2027 1,046,881.02 04/05/2022

3.13%
1,046,662.23
1,046,784.78

99.15 4.69%
1,038,026.50
1,352.22

0.13%
(8,758.28)
Aaa/AAA
NA

2.38 0.54
47800AAC4 JDOT 2022-B A3 3.74
02/16/2027 2,296,728.89 07/12/2022

3.77%
2,296,509.55
2,296,620.76

99.44 4.62%
2,283,920.49
3,817.67

0.28%
(12,700.27)
Aaa/NA
AAA

2.38 0.66
44934FAD7 HALST 24B A3 5.41 05/17/2027 3,225,000.00 05/14/2024

5.41%
3,224,910.35
3,224,921.21
101.70

4.37%
3,279,848.22
7,754.33

0.40%
54,927.01
NA/AAA
AAA

2.63 1.54
Attachment 1

Page 17 of 95 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
02582JJT8 AMXCA 2022-2 A 05/17/2027 6,135,000.00 05/17/2022

3.42%
6,133,642.94
6,134,613.51

99.28 4.61%
6,090,834.14
9,243.40

0.73%
(43,779.37)
NA/AAA
AAA

0.62 0.60
47800BAC2 JDOT 2022-C A3 5.09
06/15/2027 4,437,981.59 10/12/2022

5.15%
4,437,637.20
4,437,787.48
100.44

4.58%
4,457,728.39
10,039.70

0.54%
19,940.91
Aaa/NA
AAA

2.71 0.79
36269WAD1 GMALT 2024-2 A3 5.39
07/20/2027 2,980,000.00 05/07/2024

5.85%
2,979,826.86
2,979,847.46
101.83

4.31%
3,034,533.11
4,907.89

0.37%
54,685.65
NA/AAA
AAA

2.80 1.59
58770JAD6 MBALT 2024-A A3 5.32
01/18/2028 2,170,000.00 05/17/2024

5.73%
2,169,746.11
2,169,771.02
102.19

4.33%
2,217,580.29
5,130.84

0.27%
47,809.26
Aaa/NA
AAA

3.30 2.06
161571HT4 CHAIT 2023-1 A 5.16 09/15/2028 8,975,000.00 09/07/2023

5.17%
8,972,512.13
8,973,032.31
102.17

4.04%
9,169,796.99
20,582.67

1.10%
196,764.68
NR/AAA
AAA

3.96 1.82
437930AC4 HONDO-242-A3 5.27 11/20/2028 2,830,000.00 05/14/2024

5.27%
2,829,656.15
2,829,683.97
102.19

4.16%
2,891,957.19
5,385.65

0.35%
62,273.22
NA/AAA
AAA

4.14 1.86
096919AD7 BMWOT 2024-A A3 5.18
02/26/2029 3,700,000.00 06/04/2024

5.24%
3,699,437.97
3,699,474.55
102.19

4.05%
3,781,113.99
3,194.33

0.46%
81,639.44
Aaa/AAA
NA

4.41 1.84
43813YAC6 HAROT 2024-3 A3 4.57
03/21/2029 5,175,000.00 08/09/2024

4.62%
5,174,187.01
5,174,206.93
100.97

4.15%
5,224,986.36
6,569.38

0.63%
50,779.43
Aaa/NA
AAA

4.47 2.07
02582JKH2 AMXCA 2024-1 A 5.23
04/16/2029 6,540,000.00 04/16/2024

5.30%
6,538,659.30
6,538,777.97
102.98

4.03%
6,735,164.72
15,201.87

0.81%
196,386.75
NA/AAA
AAA

4.54 2.33
05522RDJ4 BACCT 2024-1 A 4.93
03/15/2029 4,200,000.00 06/06/2024

4.93%
4,199,764.38
4,199,779.31
102.32

4.03%
4,297,483.26
9,202.67

0.52%
97,703.95
Aaa/AAA
NA

4.45 2.41
Total ABS 69,039,893.65 4.39%
68,745,576.70
69,002,968.21
100.97

4.39%
69,697,119.93
112,454.79

8.40%
694,151.71
Aaa/AAA
AAA

2.96 1.35
AGENCY
3135G0X24 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 1.625 01/07/2025 5,785,000.00 --

1.31%
5,872,383.28
5,789,860.00

99.19 4.67%
5,738,337.32
21,934.79

0.69%
(51,522.67)
Aaa/AA+
AA+

0.27 0.26
3137EAEP0

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

1.52%
15,223,269.05
15,234,138.66

98.85 4.70%
15,059,808.47
31,104.79

1.81%
(174,330.19)
Aaa/AA+
AA+

0.37 0.36
3135G04Z3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 06/17/2025 12,900,000.00 --

0.47%
12,919,382.20
12,903,111.61

97.43 4.20%
12,568,867.06
18,633.33

1.51%
(334,244.55)
Aaa/AA+
AA+

0.71 0.70
3137EAEU9

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

0.41%
7,987,040.00
7,997,680.34

97.12 4.04%
7,769,986.72
5,833.33

0.94%
(227,693.62)
Aaa/AA+
AA+

0.80 0.79
3135G05X7 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.375 08/25/2025 13,000,000.00 --

0.47%
12,942,071.80
12,989,541.37

96.87 3.95%
12,592,508.37
4,875.00

1.52%
(397,033.00)
Aaa/AA+
AA+

0.90 0.88
Attachment 1

Page 18 of 95 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
12,992,323.69

96.53 4.03%
12,549,339.79
1,083.33

1.51%
(442,983.90)
Aaa/AA+
AA+

0.98 0.96
3135G06G3 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.5 11/07/2025 12,900,000.00 --

0.56%
12,864,817.00
12,892,254.33

96.23 4.04%
12,413,248.17
25,800.00

1.50%
(479,006.16)
Aaa/AA+
AA+

1.10 1.07
3130AAUF3 FEDERAL HOME LOAN BANKS

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

2.14%
5,642,367.30
5,476,392.19

98.67 3.70%
5,357,984.84
7,466.25

0.65%
(118,407.35)
Aaa/AA+
AA+

1.45 1.40
3135G05Y5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION 0.75 10/08/2027 8,000,000.00 --

0.78%
7,985,914.90
7,993,783.80

91.96 3.58%
7,356,655.76
28,833.33

0.89%
(637,128.04)
Aaa/AA+
AA+

3.02 2.93
880591EZ1 TENNESSEE VALLEY AUTHORITY

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

3.56%
4,835,432.17
4,816,168.34
100.99

3.57%
4,816,415.59
8,213.28

0.58%
247.25
Aaa/AA+
AA+

3.46 3.21
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
9,967,952.38
100.81

3.64%
10,081,059.30
121,631.94

1.21%
113,106.92
Aaa/AA+
AA+

3.69 3.37
3130AWTR1 FEDERAL HOME LOAN BANKS

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

4.48%
18,911,860.50
18,930,466.77
102.73

3.62%
19,519,601.55
53,107.64

2.35%
589,134.78
Aaa/AA+
AA+

3.94 3.59
Total Agency 128,019,000.00 1.74%
128,102,516.60
127,983,673.48

98.36 4.00%
125,823,812.95
328,517.03

15.16%
(2,159,860.53)
Aaa/AA+
AA+

1.75 1.64

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
6,738,324.26

97.57 4.05%
6,491,199.04
14,248.51

0.78%
(247,125.22)
Aaa/AA+
AAA

1.82 1.56
3137BSRE5 FHMS K-059 A2 3.12 09/25/2026 6,000,000.00 02/18/2022

2.07%
6,256,875.00
6,108,977.27

98.29 3.98%
5,897,695.20
15,600.00

0.71%
(211,282.07)
Aaa/AAA
AAA

1.99 1.80
3137FQXJ7 FHMS K-737 A2 2.525
10/25/2026 5,000,000.00 06/07/2022

3.25%
4,850,195.31
4,930,522.60

97.33 3.90%
4,866,652.50
10,520.83

0.59%
(63,870.10)
Aaa/AA+
AAA

2.07 1.85
3137F2LJ3 FHMS K-066 A2 3.117
06/25/2027 900,000.00 09/28/2022

4.38%
852,011.72
872,566.04

97.84 3.94%
880,529.22
2,337.75

0.11%
7,963.18
Aaa/AA+
AAA

2.73 2.45
3137FBBX3 FHMS K-068 A2 3.244
08/25/2027 15,000,000.00 --

4.42%
14,237,890.63
14,540,258.54

98.16 3.88%
14,723,715.00
40,550.00

1.77%
183,456.46
Aaa/AA+
AA+

2.90 2.66
3137FBU79 FHMS K-069 A2 3.187
09/25/2027 8,968,405.23 04/11/2023

4.10%
8,636,293.97
8,747,481.75

97.89 3.92%
8,779,065.16
23,818.59

1.06%
31,583.40
Aaa/AAA
AA+

2.99 2.70
3137FCLD4 FHMS K-071 A2 3.286
11/25/2027 3,729,334.00 05/03/2023

3.94%
3,625,611.90
3,658,032.97

98.17 3.87%
3,661,098.75
10,212.16

0.44%
3,065.78
Aaa/AA+
AAA

3.15 2.90
3137FCJK1 FHMS K-070 A2 3.303
11/25/2027 5,321,000.00 11/21/2022

4.40%
5,061,225.27
5,158,515.07

98.26 3.87%
5,228,162.38
14,646.05

0.63%
69,647.32
Aaa/AA+
AA+

3.15 2.84
Attachment 1

Page 19 of 95 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
1,826,294.21

98.60 3.87%
1,828,101.84
5,320.98

0.22%
1,807.64
Aaa/AA+
AAA

3.24 2.94
3137FETN0 FHMS K-073 A2 3.35 01/25/2028 12,200,000.00 --

4.19%
11,761,131.88
11,893,105.34

98.31 3.87%
11,993,841.96
34,058.33

1.44%
100,736.62
Aaa/AA+
AAA

3.32 2.99
3137F4X72 FHMS K-075 A2 3.65 02/25/2028 3,500,000.00 04/28/2023

4.04%
3,437,109.38
3,455,849.70

99.10 3.89%
3,468,585.40
10,645.83

0.42%
12,735.70
Aaa/AA+
AAA

3.41 3.12
3137FEZU7 FHMS K-076 A2 3.9 04/25/2028 2,867,500.00 05/04/2023

3.79%
2,877,805.08
2,874,861.59

99.84 3.90%
2,863,043.04
9,319.38

0.34%
(11,818.55)
Aaa/AA+
AAA

3.57 3.20
3137FKUP9 FHMS K-087 A2 3.771
12/25/2028 12,000,000.00 --

4.70%
11,473,046.88
11,588,443.32

99.26 3.93%
11,910,927.60
37,710.00

1.43%
322,484.28
Aaa/AAA
AA+

4.24 3.76
3137H5YC5 FHMS K-748 A2 2.26 01/25/2029 1,400,000.00 03/25/2024

4.61%
1,260,765.63
1,275,729.32

93.32 3.97%
1,306,421.20
2,636.67

0.16%
30,691.88
Aaa/AA+
AAA

4.32 3.95
3137FKZZ2 FHMS K-088 A2 3.69 01/25/2029 6,271,000.00 08/21/2023

4.92%
5,910,172.54
5,984,661.19

98.93 3.93%
6,204,152.39
19,283.33

0.75%
219,491.20
Aaa/AA+
AA+

4.32 3.86
3137FMTY8 FHMS K-094 A2 2.903
06/25/2029 4,000,000.00 03/18/2024

4.73%
3,665,625.00
3,699,802.42

95.52 3.95%
3,820,798.00
9,676.67

0.46%
120,995.58
Aaa/AA+
AAA

4.73 4.27
3137H9D71 FHMS K-750 A2 3.0 09/25/2029 4,600,000.00 03/08/2024

4.45%
4,293,093.75
4,324,122.31

95.73 4.00%
4,403,800.80
11,500.00

0.53%
79,678.49
Aaa/AA+
AAA

4.99 4.21
3137HB2L7 FHMS K-753 A2 4.4 10/25/2030 5,000,000.00 11/27/2023

5.13%
4,795,117.19
4,820,224.98
101.53

4.09%
5,076,685.50
18,333.33

0.61%
256,460.52
Aaa/AA+
AAA

6.07 5.16
Total Agency
CMBS 105,264,239.23 4.07%
101,676,177.23
102,497,772.89

98.25 3.93%
103,404,474.99
290,418.41

12.46%
906,702.10
Aaa/AA+
AAA

3.43 3.06
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 18,457.51 --

0.00%
18,457.51
18,457.51

1.00 0.00%
18,457.51

0.00 0.00%

0.00 Aaa/AAA
AAA

0.00 0.00
Total Cash 18,457.56 0.00%
18,457.56
18,457.56

1.00 0.00%
18,457.56

0.00 0.00%

0.00 Aaa/AAA
AAA

0.00 0.00

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

0.86%
5,892,248.06
5,715,285.73

98.41 4.64%
5,592,738.67
43,806.46

0.67%
(122,547.06)
A2/A-
AA-

0.58 0.57
46647PBK1 JPMORGAN CHASE & CO 2.083
04/22/2026 1,999,000.00 05/20/2021

1.11%
2,073,622.67
2,009,600.70

98.40 6.11%
1,967,103.34
18,390.63

0.24%
(42,497.36)
A1/A-
AA-

1.56 0.54
Attachment 1

Page 20 of 95 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
023135BX3 AMAZON.COM INC 1.0
05/12/2026 9,990,000.00 05/10/2021

1.09%
9,946,843.20
9,976,102.85

95.61 3.83%
9,551,590.05
38,572.50

1.15%
(424,512.80)
A1/AA
AA-

1.61 1.57
91324PEC2 UNITEDHEALTH GROUP INC 1.15
05/15/2026 1,660,000.00 --

1.08%
1,665,371.00
1,661,708.43

95.60 3.97%
1,587,031.26
7,211.78

0.19%
(74,677.17)
A2/A+
A

1.62 1.57
89236TJK2 TOYOTA MOTOR CREDIT CORP

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

1.13%
6,836,990.40
6,838,969.88

95.34 3.96%
6,521,223.92
22,016.25

0.79%
(317,745.96)
A1/A+
A+

1.71 1.66
06051GJD2 BANK OF AMERICA CORP 1.319
06/19/2026 6,200,000.00 --

1.25%
6,216,368.00
6,202,948.53

97.54 5.53%
6,047,272.36
23,170.43

0.73%
(155,676.17)
A1/A-
AA-

1.72 0.70
037833DN7 APPLE INC 2.05 09/11/2026 6,000,000.00 12/02/2021

1.49%
6,149,040.00
6,057,555.38

96.77 3.79%
5,806,453.44
6,833.33

0.70%
(251,101.94)
Aaa/AA+
NA

1.95 1.88
06368FAC3 BANK OF MONTREAL 1.25
09/15/2026 3,000,000.00 09/13/2021

1.27%
2,996,370.00
2,998,580.60

94.67 4.11%
2,840,173.26
1,666.67

0.34%
(158,407.34)
A2/A-
AA-

1.96 1.90
931142ER0 WALMART INC 1.05 09/17/2026 1,610,000.00 09/08/2021

1.09%
1,606,957.10
1,608,806.84

94.97 3.74%
1,528,948.80
657.42

0.18%
(79,858.04)
Aa2/AA
AA

1.96 1.91
74340XBK6 PROLOGIS LP 3.25 10/01/2026 5,000,000.00 12/07/2021

1.63%
5,357,850.00
5,137,122.10

98.46 4.06%
4,922,951.70
81,250.00

0.59%
(214,170.40)
A3/A
WR

2.00 1.91
87612EBM7 TARGET CORP 1.95 01/15/2027 3,845,000.00 01/19/2022

1.99%
3,838,463.50
3,841,992.56

96.06 3.76%
3,693,489.04
15,828.58

0.44%
(148,503.52)
A2/A
A

2.29 2.20
78016EYV3 ROYAL BANK OF CANADA 2.05
01/21/2027 5,250,000.00 01/13/2022

2.04%
5,251,732.50
5,250,798.88

95.81 3.97%
5,029,771.53
20,927.08

0.61%
(221,027.35)
A1/A
AA-

2.31 2.21
742718FV6 PROCTER & GAMBLE CO 1.9
02/01/2027 10,000,000.00 01/27/2022

1.93%
9,985,800.00
9,993,366.59

95.91 3.75%
9,590,994.50
31,666.67

1.16%
(402,372.09)
Aa3/AA-
NA

2.34 2.24
808513BY0 CHARLES SCHWAB CORP 2.45
03/03/2027 5,580,000.00 03/09/2022

2.73%
5,506,455.60
5,544,279.59

96.04 4.19%
5,358,928.16
10,633.00

0.65%
(185,351.44)
A2/A-
A

2.42 2.31
89114TZT2 TORONTO-DOMINION BANK 2.8
03/10/2027 5,000,000.00 03/09/2022

2.97%
4,960,350.00
4,980,663.84

96.95 4.13%
4,847,534.00
8,166.67

0.58%
(133,129.84)
A1/A
NA

2.44 2.32
084664CZ2 BERKSHIRE HATHAWAY FINANCE
CORP 2.3 03/15/2027 6,400,000.00 03/07/2022

2.30%
6,398,784.00
6,399,403.99

96.79 3.68%
6,194,602.05
6,542.22

0.75%
(204,801.94)
Aa2/AA
A+

2.45 2.35
665859AW4
NORTHERN TRUST CORP 4.0
05/10/2027 2,975,000.00 05/05/2022

4.03%
2,970,180.50
2,972,489.96
100.16

3.93%
2,979,840.41
46,608.33

0.36%
7,350.46
A2/A+
A+

2.61 2.34
91324PEG3 UNITEDHEALTH GROUP INC 3.7
05/15/2027 3,020,000.00 05/17/2022

3.69%
3,021,408.40
3,020,728.12

99.53 3.89%
3,005,805.85
42,212.89

0.36%
(14,922.27)
A2/A+
A

2.62 2.44
22160KAM7 COSTCO WHOLESALE CORP 3.0
05/18/2027 5,300,000.00 07/15/2022

3.52%
5,176,987.00
5,233,123.89

98.30 3.68%
5,209,840.69
58,741.67

0.63%
(23,283.19)
Aa3/A+
WR

2.63 2.48
89115A2C5 TORONTO-DOMINION BANK

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

4.18%
1,793,970.00
1,796,609.64

99.99 4.11%
1,799,800.09
23,210.20

0.22%
3,190.46
A1/A
NA

2.69 2.49
Attachment 1

Page 21 of 95 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
756109BG8 REALTY INCOME CORP 3.95
08/15/2027 3,650,000.00 12/15/2022

4.63%
3,545,680.00
3,585,689.79

99.39 4.18%
3,627,664.45
18,422.36

0.44%
41,974.66
A3/A-
NA

2.87 2.67
74340XBV2 PROLOGIS LP 3.375 12/15/2027 4,968,000.00 01/10/2023

4.54%
4,712,893.20
4,801,996.13

97.96 4.06%
4,866,503.16
49,369.50

0.59%
64,507.03
A3/A
NA

3.21 2.97
69371RS31 PACCAR FINANCIAL CORP 4.6
01/10/2028 2,500,000.00 01/05/2023

4.71%
2,487,875.00
2,492,058.33
101.65

4.06%
2,541,237.68
25,875.00

0.31%
49,179.35
A1/A+
NA

3.28 2.99
756109AU8 REALTY INCOME CORP 3.65
01/15/2028 3,000,000.00 01/12/2023

4.61%
2,872,410.00
2,915,989.26

98.18 4.25%
2,945,469.69
23,116.67

0.35%
29,480.43
A3/A-
WR

3.29 3.04
24422EWR6 JOHN DEERE CAPITAL CORP 4.75
01/20/2028 4,000,000.00 01/17/2023

4.38%
4,066,040.00
4,043,616.78
102.40

3.97%
4,095,972.68
37,472.22

0.49%
52,355.90
A1/A
A+

3.31 3.01
037833ET3 APPLE INC 4.0 05/10/2028 3,960,000.00 05/08/2023

4.01%
3,957,753.15
3,958,380.35
101.09

3.67%
4,003,307.19
62,040.00

0.48%
44,926.84
Aaa/AA+
NA

3.61 3.21
58933YBH7 MERCK & CO INC 4.05
05/17/2028 4,805,000.00 05/08/2023

4.05%
4,805,921.95
4,805,656.79
100.84

3.80%
4,845,446.62
72,435.38

0.58%
39,789.82
A1/A+
NA

3.63 3.23
66815L2M0

NORTHWESTERN MUTUAL
GLOBAL FUNDING 4.9
06/12/2028
5,000,000.00 07/10/2023

5.20%
4,935,650.00
4,951,656.93
102.59

4.14%
5,129,447.50
74,180.56

0.62%
177,790.57
Aaa/AA+
AAA

3.70 3.31
64952WFD0 NEW YORK LIFE GLOBAL
FUNDING 4.9 06/13/2028 4,000,000.00 09/12/2023

5.31%
3,930,840.00
3,946,115.82
102.62

4.13%
4,104,739.60
58,800.00

0.49%
158,623.78
Aaa/AA+
AAA

3.70 3.32
69371RS64 PACCAR FINANCIAL CORP 4.95
08/10/2028 4,115,000.00 08/03/2023

4.99%
4,108,498.30
4,109,985.83
103.52

3.96%
4,259,802.41
28,856.44

0.51%
149,816.58
A1/A+
NA

3.86 3.47
59217GFQ7 METROPOLITAN LIFE GLOBAL
FUNDING I 5.4 09/12/2028 6,000,000.00 --

5.12%
6,068,770.00
6,057,134.62
104.35

4.19%
6,260,936.58
17,100.00

0.75%
203,801.96
Aa3/AA-
AA-

3.95 3.53
91324PDP4 UNITEDHEALTH GROUP INC

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

4.77%
5,763,360.00
5,801,051.43

99.42 4.02%
5,965,488.54
68,458.33

0.72%
164,437.11
A2/A+
A

4.21 3.80
66815L2Q1

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

4.67%
4,508,387.80
4,507,171.18
102.02

4.19%
4,591,093.73
47,688.75

0.55%
83,922.55
Aaa/AA+
AAA

4.28 3.81
57629W5B2 MASSMUTUAL GLOBAL
FUNDING II 4.85 01/17/2029 5,200,000.00 01/09/2024

4.85%
5,199,324.00
5,199,419.46
102.85

4.12%
5,348,300.52
51,841.11

0.64%
148,881.05
Aa3/AA+
AA+

4.30 3.82
46647PAM8 JPMORGAN CHASE & CO 3.509
01/23/2029 8,000,000.00 01/18/2024

5.07%
7,554,320.00
7,631,192.94

97.66 4.61%
7,812,931.60
53,024.89

0.94%
181,738.66
A1/A-
AA-

4.31 3.07
64952WFF5 NEW YORK LIFE GLOBAL
FUNDING 4.7 01/29/2029 3,500,000.00 01/22/2024

4.74%
3,493,665.00
3,494,517.99
102.39

4.09%
3,583,774.99
28,330.56

0.43%
89,257.00
Aaa/AA+
AAA

4.33 3.86
532457CK2 ELI LILLY AND CO 4.5 02/09/2029 6,200,000.00 02/07/2024

4.51%
6,195,908.00
6,196,434.34
102.42

3.89%
6,349,915.50
40,300.00

0.76%
153,481.17
A1/A+
NA

4.36 3.84
Attachment 1

Page 22 of 95 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
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029 4,475,000.00 02/21/2024

4.86%
4,473,433.75
4,473,620.64
103.42

3.99%
4,627,969.91
21,100.87

0.56%
154,349.27
A1/AA-
NA

4.41 3.86
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
103.04

4.25%
5,126,437.46
121,465.18

0.62%
151,437.46
A1/A
AA-

4.51 3.92
58989V2H6 MET TOWER GLOBAL FUNDING

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

5.30%
3,677,482.60
3,678,190.70
104.51

4.15%
3,851,101.45
90,819.90

0.46%
172,910.75
Aa3/AA-
AA-

4.53 3.93
24422EXT1 JOHN DEERE CAPITAL CORP 4.85
06/11/2029 5,180,000.00 06/06/2024

4.88%
5,173,084.70
5,173,508.86
103.28

4.07%
5,350,160.10
76,764.72

0.64%
176,651.24
A1/A
A+

4.70 4.12
341081GT8 FLORIDA POWER & LIGHT CO

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

4.82%
5,069,323.88
5,065,155.80
104.31

4.13%
5,215,477.35
84,402.78

0.63%
150,321.55
Aa2/A+
AA-

4.71 3.97
713448FX1 PEPSICO INC 4.5 07/17/2029 7,560,000.00 07/15/2024

4.53%
7,548,282.00
7,548,769.72
103.07

3.79%
7,791,775.39
69,930.00

0.94%
243,005.67
A1/A+
NA

4.79 4.19
30303M8S4 META PLATFORMS INC 4.3
08/15/2029 4,560,000.00 08/12/2024

4.33%
4,552,920.72
4,553,102.94
101.54

3.95%
4,630,295.59
28,322.67

0.56%
77,192.66
Aa3/AA-
NA

4.87 4.27
171239AL0 CHUBB INA HOLDINGS LLC 4.65
08/15/2029 8,390,000.00 --

4.51%
8,440,816.54
8,439,500.28
102.32

4.12%
8,584,908.01
66,106.21

1.03%
145,407.72
A3/A
A

4.87 4.24
69371RT48 PACCAR FINANCIAL CORP 4.0
09/26/2029 3,000,000.00 09/26/2024

4.01%
2,999,040.01
2,999,042.11

99.75 4.06%
2,992,396.56
1,666.67

0.36%
(6,645.55)
A1/A+
NA

4.99 4.48
40139LBJ1 GUARDIAN LIFE GLOBAL
FUNDING 4.179 09/26/2029 5,955,000.00 09/23/2024

4.18%
5,955,000.00
5,955,000.00

99.68 4.25%
5,935,721.88
3,456.38

0.71%
(19,278.12)
Aa1/AA+
NA

4.99 4.45
Total Corporate 229,330,000.00 3.57%
228,717,472.53
228,599,097.10

99.73 4.09%
228,514,369.24
1,829,459.90

27.53%
(84,727.86)
A1/A+
A+

3.32 2.94

MONEY MARKET
FUND
60934N807 FEDERATED HRMS GV O SVC 13.26 --

4.61%

13.26 13.26

1.00 4.61%

13.26 0.00

0.00%

0.00 Aaa/
AAAm
AAA

0.00 0.00
60934N807 FEDERATED HRMS GV O SVC 3,334,818.07 --

4.61%
3,334,818.07
3,334,818.07

1.00 4.61%
3,334,818.07

0.00 0.40%

0.00 Aaa/
AAAm
AAA

0.00 0.00
Total Money
Market Fund 3,334,831.33 4.61%
3,334,831.33
3,334,831.33

1.00 4.61%
3,334,831.33

0.00 0.40%

0.00 Aaa/
AAAm
AAA

0.00 0.00

SUPRANATIONAL
Attachment 1

Page 23 of 95 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
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
5,913,565.11

96.30 4.06%
5,695,892.02
12,569.38

0.69%
(217,673.09)
Aaa/AAA
NA

1.08 1.05
4581X0DV7

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

0.97%
13,094,750.10
13,136,324.51

95.52 3.87%
12,566,268.63
51,478.07

1.51%
(570,055.88)
Aaa/AAA
NA

1.55 1.51
Total
Supranational 19,070,000.00 0.83%
19,003,066.15
19,049,889.62

95.77 3.93%
18,262,160.64
64,047.45

2.20%
(787,728.98)
Aaa/AAA
NA

1.40 1.37

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

0.81%
11,423,583.98
11,264,409.30

98.65 4.45%
11,097,729.45
10,838.23

1.34%
(166,679.85)
Aaa/AA+
AA+

0.41 0.41
91282CED9 UNITED STATES TREASURY 1.75
03/15/2025 6,000,000.00 04/08/2022

2.70%
5,839,218.75
5,975,160.20

98.85 4.31%
5,931,152.34
4,640.88

0.71%
(44,007.86)
Aaa/AA+
AA+

0.45 0.45
91282CAB7 UNITED STATES TREASURY 0.25
07/31/2025 5,000,000.00 01/18/2022

1.45%
4,792,773.44
4,951,288.09

96.90 4.08%
4,845,039.05
2,105.98

0.58%
(106,249.04)
Aaa/AA+
AA+

0.83 0.81
91282CAT8 UNITED STATES TREASURY 0.25
10/31/2025 12,500,000.00 03/26/2021

0.75%
12,218,750.00
12,433,754.47

96.13 3.94%
12,016,113.25
13,077.45

1.45%
(417,641.22)
Aaa/AA+
AA+

1.08 1.06
91282CGA3 UNITED STATES TREASURY 4.0
12/15/2025 4,000,000.00 12/27/2022

4.17%
3,980,468.75
3,992,064.87
100.16

3.86%
4,006,406.24
47,213.11

0.48%
14,341.37
Aaa/AA+
AA+

1.21 1.15
91282CGE5 UNITED STATES TREASURY 3.875
01/15/2026 4,000,000.00 --

3.96%
3,990,000.00
3,995,596.61
100.05

3.83%
4,002,031.24
32,853.26

0.48%
6,434.63
Aaa/AA+
AA+

1.29 1.24
91282CCW9 UNITED STATES TREASURY 0.75
08/31/2026 3,200,000.00 09/17/2021

0.86%
3,182,625.00
3,193,275.13

94.65 3.67%
3,028,875.01
2,055.25

0.36%
(164,400.12)
Aaa/AA+
AA+

1.92 1.87
91282CCZ2 UNITED STATES TREASURY 0.875
09/30/2026 19,350,000.00 --

1.08%
19,157,605.47
19,272,554.82

94.73 3.64%
18,329,589.75
465.14

2.21%
(942,965.07)
Aaa/AA+
AA+

2.00 1.95
91282CDG3 UNITED STATES TREASURY 1.125
10/31/2026 6,420,000.00 11/15/2021

1.25%
6,380,878.13
6,403,564.06

94.98 3.65%
6,097,746.11
30,224.59

0.73%
(305,817.95)
Aaa/AA+
AA+

2.08 2.02
91282CEW7 UNITED STATES TREASURY 3.25
06/30/2027 7,000,000.00 07/13/2022

3.12%
7,042,656.25
7,023,601.09

99.16 3.57%
6,940,937.50
57,493.21

0.84%
(82,663.59)
Aaa/AA+
AA+

2.75 2.58
91282CFB2 UNITED STATES TREASURY 2.75
07/31/2027 1,300,000.00 08/22/2022

3.12%
1,277,960.94
1,287,373.07

97.77 3.58%
1,271,003.90
6,023.10

0.15%
(16,369.17)
Aaa/AA+
AA+

2.83 2.68
91282CFH9 UNITED STATES TREASURY 3.125
08/31/2027 16,400,000.00 --

3.41%
16,182,777.35
16,272,757.63

98.76 3.58%
16,196,921.92
43,888.12

1.95%
(75,835.71)
Aaa/AA+
AA+

2.92 2.75
91282CFM8 UNITED STATES TREASURY 4.125
09/30/2027 12,150,000.00 10/20/2022

4.45%
11,974,394.53
12,043,330.16
101.61

3.56%
12,345,064.48
1,376.89

1.49%
301,734.32
Aaa/AA+
AA+

3.00 2.80
Attachment 1

Page 24 of 95 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
91282CFZ9 UNITED STATES TREASURY 3.875
11/30/2027 8,000,000.00 12/27/2022

3.92%
7,984,687.50
7,990,163.55
100.88

3.58%
8,070,000.00
104,180.33

0.97%
79,836.45
Aaa/AA+
AA+

3.17 2.92
91282CGC9 UNITED STATES TREASURY 3.875
12/31/2027 8,000,000.00 01/05/2023

3.95%
7,972,812.50
7,982,283.31
100.95

3.56%
8,076,250.00
78,342.39

0.97%
93,966.69
Aaa/AA+
AA+

3.25 3.00
91282CGH8 UNITED STATES TREASURY 3.5
01/31/2028 16,000,000.00 02/03/2023

3.61%
15,916,875.00
15,944,415.87

99.77 3.57%
15,963,750.08
94,347.83

1.92%
19,334.21
Aaa/AA+
AA+

3.34 3.10
91282CGP0 UNITED STATES TREASURY 4.0
02/29/2028 12,400,000.00 --

3.92%
12,445,562.50
12,431,548.28
101.36

3.57%
12,568,562.50
42,475.14

1.51%
137,014.22
Aaa/AA+
AA+

3.42 3.16
91282CHA2 UNITED STATES TREASURY 3.5
04/30/2028 7,500,000.00 05/22/2023

3.75%
7,416,210.94
7,439,227.36

99.75 3.57%
7,481,542.95
109,850.54

0.90%
42,315.59
Aaa/AA+
AA+

3.58 3.29
91282CHE4 UNITED STATES TREASURY 3.625
05/31/2028 12,000,000.00 06/14/2023

4.00%
11,801,718.75
11,853,181.90
100.16

3.58%
12,018,750.00
146,188.52

1.45%
165,568.10
Aaa/AA+
AA+

3.67 3.36
91282CJA0 UNITED STATES TREASURY 4.625
09/30/2028 14,000,000.00 10/04/2023

4.77%
13,908,125.00
13,926,378.98
103.88

3.57%
14,543,593.68
1,778.85

1.75%
617,214.70
Aaa/AA+
AA+

4.00 3.64
91282CJR3 UNITED STATES TREASURY 3.75
12/31/2028 13,000,000.00 --

3.99%
12,861,054.69
12,881,037.64
100.67

3.58%
13,087,343.75
123,199.73

1.58%
206,306.11
Aaa/AA+
AA+

4.25 3.86
91282CJW2 UNITED STATES TREASURY 4.0
01/31/2029 10,000,000.00 02/16/2024

4.31%
9,862,500.00
9,879,478.13
101.69

3.58%
10,168,750.00
67,391.30

1.22%
289,271.87
Aaa/AA+
AA+

4.34 3.93
91282CKG5 UNITED STATES TREASURY 4.125
03/31/2029 12,000,000.00 04/10/2024

4.57%
11,763,281.25
11,785,844.52
102.27

3.57%
12,272,343.72
1,359.89

1.48%
486,499.20
Aaa/AA+
AA+

4.50 4.08
91282CKP5 UNITED STATES TREASURY 4.625
04/30/2029 19,000,000.00 --

4.47%
19,133,125.00
19,122,899.36
104.42

3.57%
19,840,156.25
367,737.77

2.39%
717,256.89
Aaa/AA+
AA+

4.58 4.04
91282CKX8 UNITED STATES TREASURY 4.25
06/30/2029 8,000,000.00 07/18/2024

4.09%
8,056,562.50
8,054,246.16
102.92

3.57%
8,233,750.00
85,923.91

0.99%
179,503.84
Aaa/AA+
AA+

4.75 4.24
91282CLK5 UNITED STATES TREASURY 3.625
08/31/2029 16,000,000.00 09/11/2024

3.45%
16,125,625.00
16,124,377.76
100.30

3.56%
16,047,500.00
49,668.51

1.93%
(76,877.76)
Aaa/AA+
AA+

4.92 4.45
91282CHR5 UNITED STATES TREASURY 4.0
07/31/2030 9,000,000.00 --

4.26%
8,877,171.88
8,883,466.14
101.96

3.62%
9,176,132.79
60,652.17

1.11%
292,666.65
Aaa/AA+
AA+

5.83 5.14
91282CJG7 UNITED STATES TREASURY 4.875
10/31/2030 7,000,000.00 10/27/2023

4.86%
7,005,195.31
7,004,512.63
106.73

3.63%
7,471,406.25
142,805.71

0.90%
466,893.62
Aaa/AA+
AA+

6.08 5.17
Total US Treasury 280,470,000.00 3.42%
278,574,200.41
279,411,791.07
100.31

3.66%
281,128,442.21
1,728,157.80

33.86%
1,716,651.14
Aaa/AA+
AA+

3.33 3.04
Total Portfolio 834,546,421.77 3.32%
828,172,298.51
829,898,481.27

99.16 3.93%
830,183,668.85
4,353,055.38
100.00%
285,187.58
Aa2/AA
AA

3.01 2.61
Attachment 1

Page 25 of 95 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 Market
Value + Accrued 834,536,724.23
Attachment 1

Page 26 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of July 31, 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 07/01/2024 60934N807 512,500.00 FEDERATED HRMS GV O SVC 1.000 4.93% (512,500.00) 0.00 (512,500.00) 0.00
Purchase 07/02/2024 60934N807 0.05 FEDERATED HRMS GV O
SVC 1.000 4.97% (0.05) 0.00 (0.05) 0.00
Purchase 07/02/2024 60934N807 16,082.86 FEDERATED HRMS GV O SVC 1.000 4.97% (16,082.86) 0.00 (16,082.86) 0.00
Purchase 07/08/2024 60934N807 112,003.13 FEDERATED HRMS GV O SVC 1.000 4.95% (112,003.13) 0.00 (112,003.13) 0.00
Purchase 07/10/2024 60934N807 163,250.00 FEDERATED HRMS GV O SVC 1.000 4.96% (163,250.00) 0.00 (163,250.00) 0.00
Purchase 07/10/2024 60934N807 1.63 FEDERATED HRMS GV O
SVC 1.000 4.96% (1.63) 0.00 (1.63) 0.00
Purchase 07/12/2024 60934N807 225.00 FEDERATED HRMS GV O SVC 1.000 4.96% (225.00) 0.00 (225.00) 0.00
Purchase 07/15/2024 60934N807 88,472.35 FEDERATED HRMS GV O SVC 1.000 4.97% (88,472.35) 0.00 (88,472.35) 0.00
Purchase 07/15/2024 60934N807 1,619,840.55 FEDERATED HRMS GV O SVC 1.000 4.97% (1,619,840.55) 0.00 (1,619,840.55) 0.00 Purchase 07/16/2024 60934N807 216,624.85 FEDERATED HRMS GV O SVC 1.000 4.97% (216,624.85) 0.00
(216,624.85) 0.00
Purchase 07/17/2024 713448FX1 7,560,000.00 PEPSICO INC 4.5 07/17/2029 99.845 4.53% (7,548,282.00) 0.00 (7,548,282.00) 0.00 Purchase 07/17/2024 60934N807 58,301.77 FEDERATED HRMS GV O SVC 1.000 4.97% (58,301.77) 0.00 (58,301.77) 0.00
Purchase 07/18/2024 60934N807 107,404.79 FEDERATED HRMS GV O SVC 1.000 4.97% (107,404.79) 0.00 (107,404.79) 0.00
Purchase 07/19/2024 91282CKX8 8,000,000.00 UNITED STATES TREASURY

4.25 06/30/2029 100.707 4.09% (8,056,562.50) (17,554.35) (8,074,116.85) 0.00 Purchase 07/22/2024 60934N807 267,505.65 FEDERATED HRMS GV O SVC 1.000 4.96% (267,505.65) 0.00 (267,505.65) 0.00
Purchase 07/23/2024 60934N807 140,360.00 FEDERATED HRMS GV O SVC 1.000 4.96% (140,360.00) 0.00 (140,360.00) 0.00
Attachment 1

Page 27 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of July 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Purchase 07/24/2024 60934N807 5,286,544.55 FEDERATED HRMS GV O SVC 1.000 4.97% (5,286,544.55) 0.00 (5,286,544.55) 0.00 Purchase 07/25/2024 60934N807 183,388.77 FEDERATED HRMS GV O SVC 1.000 4.98% (183,388.77) 0.00 (183,388.77) 0.00
Purchase 07/25/2024 60934N807 257,914.89 FEDERATED HRMS GV O SVC 1.000 4.98% (257,914.89) 0.00 (257,914.89) 0.00
Purchase 07/29/2024 60934N807 111,478.75 FEDERATED HRMS GV O SVC 1.000 4.98% (111,478.75) 0.00 (111,478.75) 0.00
Purchase 07/29/2024 60934N807 82,250.00 FEDERATED HRMS GV O SVC 1.000 4.98% (82,250.00) 0.00 (82,250.00) 0.00
Purchase 07/31/2024 60934N807 684,125.00 FEDERATED HRMS GV O SVC 1.000 4.97% (684,125.00) 0.00 (684,125.00) 0.00
Total Purchase 25,468,274.59 (25,513,119.09) (17,554.35) (25,530,673.44) 0.00 TOTAL
ACQUISITIONS 25,468,274.59 (25,513,119.09) (17,554.35) (25,530,673.44) 0.00

DISPOSITIONS
Sale 07/08/2024 60934N807 (28,190.80) FEDERATED HRMS GV O SVC 1.000 4.95% 28,190.80 0.00 28,190.80 0.00
Sale 07/17/2024 9128283V0 (7,500,000.00) UNITED STATES TREASURY

2.5 01/31/2025 98.586 1.90% 7,393,945.31 (86,538.46) 7,480,483.77 (129,996.25) Sale 07/19/2024 3135G0X24 (8,000,000.00)

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

1.625 01/07/2025

98.339 1.69%
7,867,120.00 (4,333.33) 7,871,453.33 (144,675.73)
Sale 07/19/2024 60934N807 (202,663.52) FEDERATED HRMS GV O SVC 1.000 4.96% 202,663.52 0.00 202,663.52 0.00
Sale 07/24/2024 89236TJT3 (1,825,000.00) TOYOTA MOTOR CREDIT CORP 1.45 01/13/2025 98.158 1.50% 1,791,383.50 (808.58) 1,792,192.08 (33,230.49) Sale 07/24/2024 9128283V0 (3,500,000.00) UNITED STATES TREASURY

2.5 01/31/2025 98.637 1.90% 3,452,285.16 (42,067.31) 3,494,352.47 (58,492.57) Sale 07/26/2024 60934N807 (10,000,000.00) FEDERATED HRMS GV O SVC 1.000 4.98% 10,000,000.00 0.00 10,000,000.00 0.00
Total Sale (31,055,854.32) 30,735,588.29 (133,747.68) 30,869,335.97 (366,395.05) Attachment 1

Page 28 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of July 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
TOTAL
DISPOSITIONS (31,055,854.32) 30,735,588.29 (133,747.68) 30,869,335.97 (366,395.05) OTHER
Cash Transfer 07/10/2024 CCYUSD 1.63 Cash 0.00% 1.63 0.00 1.63 0.00 Cash Transfer 07/26/2024 CCYUSD (10,000,000.00) Cash 0.00% (10,000,000.00) 0.00 (10,000,000.00) 0.00 Total Cash
Transfer (9,999,998.37) (9,999,998.37) 0.00 (9,999,998.37) 0.00 Coupon 07/01/2024 3137BSRE5 0.00 FHMS K-059 A2 3.12
09/25/2026 2.05% 15,600.00 0.00 15,600.00 0.00
Coupon 07/01/2024 3137F2LJ3 0.00 FHMS K-066 A2 3.117
06/25/2027 4.33% 2,337.75 0.00 2,337.75 0.00
Coupon 07/01/2024 3137BRQJ7 0.00 FHMS K-057 A2 2.57
07/25/2026 1.69% 14,248.51 0.00 14,248.51 0.00
Coupon 07/01/2024 3137FBBX3 0.00 FHMS K-068 A2 3.244
08/25/2027 4.37% 40,550.00 0.00 40,550.00 0.00
Coupon 07/01/2024 3137FBU79 0.00 FHMS K-069 A2 3.187
09/25/2027 4.07% 23,902.50 0.00 23,902.50 0.00
Coupon 07/01/2024 3137FCJK1 0.00 FHMS K-070 A2 3.303
11/25/2027 4.35% 14,646.05 0.00 14,646.05 0.00
Coupon 07/01/2024 3137FCLD4 0.00 FHMS K-071 A2 3.286
11/25/2027 3.91% 10,212.16 0.00 10,212.16 0.00
Coupon 07/01/2024 3137FEBQ2 0.00 FHMS K-072 A2 3.444
12/25/2027 3.91%
5,320.98 0.00 5,320.98 0.00
Coupon 07/01/2024 3137FETN0 0.00 FHMS K-073 A2 3.35
01/25/2028 4.16% 34,058.32 0.00 34,058.32 0.00
Coupon 07/01/2024 3137F4X72 0.00 FHMS K-075 A2 3.65
02/25/2028 4.02% 10,645.83 0.00 10,645.83 0.00
Coupon 07/01/2024 3137FEZU7 0.00 FHMS K-076 A2 3.9
04/25/2028 3.77% 9,319.38 0.00 9,319.38 0.00
Coupon 07/01/2024 3137FKUP9 0.00 FHMS K-087 A2 3.771
12/25/2028 4.67% 37,710.00 0.00 37,710.00 0.00
Coupon 07/01/2024 3137FKZZ2 0.00 FHMS K-088 A2 3.69
01/25/2029 4.89% 19,283.33 0.00 19,283.33 0.00
Attachment 1

Page 29 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of July 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 07/01/2024 3137FMTY8 0.00 FHMS K-094 A2 2.903
06/25/2029 4.71% 9,676.67 0.00 9,676.67 0.00
Coupon 07/01/2024 3137FQXJ7 0.00 FHMS K-737 A2 2.525
10/25/2026 3.21% 10,520.83 0.00 10,520.83 0.00
Coupon 07/01/2024 3137H5YC5 0.00 FHMS K-748 A2 2.26
01/25/2029 4.59% 2,636.67 0.00 2,636.67 0.00
Coupon 07/01/2024 3137H9D71 0.00 FHMS K-750 A2 3.0
09/25/2029 4.44% 11,500.00 0.00 11,500.00 0.00
Coupon 07/01/2024 3137HB2L7 0.00 FHMS K-753 A2 4.4
10/25/2030 5.11% 18,333.34 0.00 18,333.34 0.00
Coupon 07/07/2024 3135G0X24 0.00

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

1.625 01/07/2025

1.31% 112,003.13 0.00 112,003.13 0.00
Coupon 07/10/2024 69371RS31 0.00 PACCAR FINANCIAL CORP

4.6 01/10/2028 4.71% 57,500.00 0.00 57,500.00 0.00
Coupon 07/10/2024 66815L2Q1 0.00

NORTHWESTERN

MUTUAL GLOBAL
FUNDING 4.71
01/10/2029

4.67% 105,975.00 0.00 105,975.00 0.00
Coupon 07/13/2024 89236TJT3 0.00 TOYOTA MOTOR CREDIT
CORP 1.45 01/13/2025 1.50% 13,231.25 0.00 13,231.25 0.00 Coupon 07/15/2024 756109AU8 0.00 REALTY INCOME CORP

3.65 01/15/2028 4.61% 54,750.00 0.00 54,750.00 0.00
Coupon 07/15/2024 47788UAC6 0.00 JDOT 2021 A3 0.36
09/15/2025

0.39% 61.19 0.00 61.19 0.00
Coupon 07/15/2024 44933LAC7 0.00 HART 2021-A A3 0.38
09/15/2025 0.00% 28.02 0.00 28.02 0.00
Coupon 07/15/2024 47789QAC4 0.00 JDOT 2021-B A3 0.52
03/16/2026 0.53% 337.67 0.00 337.67 0.00
Coupon 07/15/2024 89238JAC9 0.00 TAOT 2021-D A3 0.71
04/15/2026 0.71% 484.01 0.00 484.01 0.00
Coupon 07/15/2024 44935FAD6 0.00 HART 2021-C A3 0.74
05/15/2026 3.58% 817.03 0.00 817.03 0.00
Coupon 07/15/2024 87612EBM7 0.00 TARGET CORP 1.95
01/15/2027 1.99% 37,488.75 0.00 37,488.75 0.00
Attachment 1

Page 30 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of July 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 07/15/2024 43815BAC4 0.00 HAROT 2022-1 A3 1.88
05/15/2026 1.90% 3,550.45 0.00 3,550.45 0.00
Coupon 07/15/2024 448977AD0 0.00 HART 2022-A A3 2.22
10/15/2026 2.23% 3,488.41 0.00 3,488.41 0.00
Coupon 07/15/2024 47787JAC2 0.00 JDOT 2022 A3 0.36
09/15/2026 2.35% 2,404.69 0.00 2,404.69 0.00
Coupon 07/15/2024 89238FAD5 0.00 TAOT 2022-B A3 2.93
09/15/2026 2.95% 3,352.12 0.00 3,352.12 0.00
Coupon 07/15/2024 47800AAC4 0.00 JDOT 2022-B A3 3.74
02/16/2027 3.78% 8,421.49 0.00 8,421.49 0.00
Coupon 07/15/2024 47800BAC2 0.00 JDOT 2022-C A3 5.09
06/15/2027 5.15% 20,953.83 0.00 20,953.83 0.00
Coupon 07/15/2024 91282CGE5 0.00 UNITED STATES TREASURY

3.875 01/15/2026 3.96% 310,000.00 0.00 310,000.00 0.00
Coupon 07/15/2024 161571HT4 0.00 CHAIT 2023-1 A 5.16
09/15/2028 5.23% 38,592.50 0.00 38,592.50 0.00
Coupon 07/15/2024 02582JKH2 0.00 AMXCA 2024-1 A 5.23
04/16/2029 5.29% 28,503.50 0.00 28,503.50 0.00
Coupon 07/15/2024 44934FAD7 0.00 HALST 24B A3 5.41
05/17/2027 5.47% 14,539.37 0.00 14,539.37 0.00
Coupon 07/15/2024 58770JAD6 0.00 MBALT 2024-A A3 5.32
01/18/2028 5.39% 9,620.33 0.00
9,620.33 0.00
Coupon 07/15/2024 05522RDJ4 0.00 BACCT 2024-1 A 4.93
03/15/2029 4.93% 18,405.33 0.00 18,405.33 0.00
Coupon 07/15/2024 02582JJR2 0.00 AMXCA 2021-1 A 0.9
11/15/2024 5.19% 3,375.00 0.00 3,375.00 0.00
Coupon 07/15/2024 02582JJT8 0.00 AMXCA 2022-2 A
05/17/2027 3.42% 17,331.38 0.00 17,331.38 0.00
Coupon 07/16/2024 362554AC1 0.00 GMCAR 2021-4 A3 0.68
09/16/2026 0.68% 406.79 0.00 406.79 0.00
Coupon 07/16/2024 380146AC4 0.00 GMCAR 2022-1 A3 1.26
11/16/2026 1.27% 765.14 0.00 765.14 0.00
Coupon 07/16/2024 362585AC5 0.00 GMCAR 2022-2 A3 3.1
02/16/2027 3.13% 3,370.67 0.00 3,370.67 0.00
Attachment 1

Page 31 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of July 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 07/17/2024 57629W5B2 0.00

MASSMUTUAL GLOBAL
FUNDING II 4.85
01/17/2029

4.85% 126,100.00 0.00 126,100.00 0.00
Coupon 07/18/2024 43815PAC3 0.00 HAROT 2022-2 A3 3.73
07/20/2026 3.76% 3,963.95 0.00 3,963.95 0.00
Coupon 07/18/2024 437930AC4 0.00 HONDO-242-A3 5.27
11/20/2028 5.33% 12,428.42 0.00 12,428.42 0.00
Coupon 07/20/2024 24422EWR6 0.00 JOHN DEERE CAPITAL
CORP 4.75 01/20/2028 4.38% 95,000.00 0.00 95,000.00 0.00 Coupon 07/20/2024 36269WAD1 0.00 GMALT 2024-2 A3 5.39
07/20/2027 5.45% 13,385.17 0.00 13,385.17 0.00
Coupon 07/21/2024 3137EAEU9 0.00

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
07/21/2025

0.41% 15,000.00 0.00 15,000.00 0.00
Coupon 07/21/2024 43815GAC3 0.00 HAROT 2021-4 A3 0.88
01/21/2026 0.90% 621.21 0.00 621.21 0.00
Coupon 07/21/2024 78016EYV3 0.00 ROYAL BANK OF CANADA

2.05 01/21/2027 2.04% 53,812.50 0.00 53,812.50 0.00
Coupon 07/23/2024 46647PAM8 0.00 JPMORGAN CHASE & CO

3.509 01/23/2029 4.78% 140,360.00 0.00 140,360.00 0.00
Coupon 07/25/2024 05602RAD3 0.00 BMWOT 2022-A A3 3.21
08/25/2026 3.24% 3,911.42 0.00 3,911.42 0.00
Coupon 07/25/2024 096919AD7 0.00 BMWOT 2024-A A3 5.18
02/26/2029 5.18%
23,425.11 0.00 23,425.11 0.00
Coupon 07/28/2024 61747YEZ4 0.00 MORGAN STANLEY 5.05
01/28/2027 4.99% 111,478.75 0.00 111,478.75 0.00
Coupon 07/29/2024 64952WFF5 0.00 NEW YORK LIFE GLOBAL
FUNDING 4.7 01/29/2029 4.74% 82,250.00 0.00 82,250.00 0.00 Coupon 07/31/2024 91282CAB7 0.00 UNITED STATES TREASURY

0.25 07/31/2025 1.45% 6,250.00 0.00 6,250.00 0.00
Coupon 07/31/2024 91282CFB2 0.00 UNITED STATES TREASURY

2.75 07/31/2027 3.12% 17,875.00 0.00 17,875.00 0.00
Coupon 07/31/2024 91282CGH8 0.00 UNITED STATES TREASURY

3.5 01/31/2028 3.61% 280,000.00 0.00 280,000.00 0.00
Attachment 1

Page 32 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of July 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 07/31/2024 91282CHR5 0.00 UNITED STATES TREASURY

4.0 07/31/2030 4.26% 180,000.00 0.00 180,000.00 0.00
Coupon 07/31/2024 91282CJW2 0.00 UNITED STATES TREASURY

4.0 01/31/2029 4.31% 200,000.00 0.00 200,000.00 0.00
Total Coupon 0.00 2,526,120.90 0.00 2,526,120.90 0.00
Dividend 07/31/2024 60934N807 0.00 FEDERATED HRMS GV O
SVC 4.98% 19,120.49 0.00 19,120.49 0.00
Total Dividend 0.00 19,120.49 0.00 19,120.49 0.00
Other Expense 07/08/2024 CCYUSD (28,190.80) Cash 0.00% (28,190.80) 0.00 (28,190.80) 0.00 Total Other
Expense (28,190.80) (28,190.80) 0.00 (28,190.80) 0.00
Principal
Paydown 07/01/2024 3137FBU79 3,206.97 FHMS K-069 A2 3.187 09/25/2027 4.07% 3,206.97 -- 3,206.97 0.00
Principal
Paydown 07/15/2024 44933LAC7 88,472.35 HART 2021-A A3 0.38 09/15/2025 0.00% 88,472.35 -- 88,472.35 (0.01)
Principal
Paydown 07/15/2024 47788UAC6 53,209.45 JDOT 2021 A3 0.36 09/15/2025 0.39% 53,209.45 -- 53,209.45 0.01
Principal
Paydown 07/15/2024 47789QAC4 65,566.19 JDOT 2021-B A3 0.52 03/16/2026 0.53% 65,566.19 -- 65,566.19 0.00
Principal
Paydown 07/15/2024 89238JAC9 81,454.32 TAOT 2021-D A3 0.71 04/15/2026 0.71% 81,454.32
-- 81,454.32 (0.01)
Principal
Paydown 07/15/2024 44935FAD6 166,830.46 HART 2021-C A3 0.74 05/15/2026 5.71% 166,830.46 -- 166,830.46 (0.00)
Principal
Paydown 07/15/2024 43815BAC4 192,331.57 HAROT 2022-1 A3 1.88 05/15/2026 1.90% 192,331.57 -- 192,331.57 0.00
Principal
Paydown 07/15/2024 448977AD0 157,140.00 HART 2022-A A3 2.22 10/15/2026 2.23% 157,140.00 -- 157,140.00 0.00
Principal
Paydown 07/15/2024 47787JAC2 91,818.85 JDOT 2022 A3 0.36 09/15/2026 2.35% 91,818.85 -- 91,818.85 (0.02)
Principal
Paydown 07/15/2024 89238FAD5 96,262.23 TAOT 2022-B A3 2.93 09/15/2026 2.95% 96,262.23 -- 96,262.23 0.01
Principal
Paydown 07/15/2024 47800AAC4 125,491.16 JDOT 2022-B A3 3.74 02/16/2027 3.78% 125,491.16 -- 125,491.16 0.01
Attachment 1

Page 33 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of July 31, 2024

TOTAL OTHER
TRANSACTIONS (8,393,366.34) (5,848,124.95) 0.00 (5,848,124.95) 0.02 Attachment 1

Page 34 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of August 31, 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 08/01/2024 60934N807 95,000.00 FEDERATED HRMS GV O SVC 1.000 4.99% (95,000.00) 0.00 (95,000.00) 0.00
Purchase 08/02/2024 60934N807 0.06 FEDERATED HRMS GV O
SVC 1.000 4.97% (0.06) 0.00 (0.06) 0.00
Purchase 08/02/2024 60934N807 19,120.43 FEDERATED HRMS GV O SVC 1.000 4.97% (19,120.43) 0.00 (19,120.43) 0.00
Purchase 08/09/2024 60934N807 139,500.00 FEDERATED HRMS GV O SVC 1.000 4.95% (139,500.00) 0.00 (139,500.00) 0.00
Purchase 08/12/2024 60934N807 216,108.75 FEDERATED HRMS GV O SVC 1.000 4.95% (216,108.75) 0.00 (216,108.75) 0.00
Purchase 08/13/2024 60934N807 14,145,284.97 FEDERATED HRMS GV O SVC 1.000 4.95% (14,145,284.97) 0.00 (14,145,284.97) 0.00 Purchase 08/15/2024 30303M8S4 3,336,000.00 META PLATFORMS INC

4.3 08/15/2029 99.852 4.33% (3,331,062.72) (2,390.80) (3,333,453.52) 0.00 Purchase 08/15/2024 30303M8S4 1,224,000.00 META PLATFORMS INC

4.3 08/15/2029 99.825 4.34% (1,221,858.00) (877.20) (1,222,735.20) 0.00 Purchase 08/15/2024 171239AL0 3,019,000.00 CHUBB INA HOLDINGS LLC 4.65 08/15/2029 100.584 4.52% (3,036,630.96) (5,849.31) (3,042,480.27) 0.00 Purchase 08/15/2024 171239AL0 400,000.00 CHUBB INA HOLDINGS LLC 4.65 08/15/2029 100.562 4.52% (402,248.00) (775.00) (403,023.00) 0.00
Purchase 08/15/2024 171239AL0 907,000.00 CHUBB INA HOLDINGS LLC 4.65 08/15/2029 100.503 4.53% (911,562.21) (1,757.31) (913,319.52) 0.00 Purchase 08/16/2024 171239AL0 4,064,000.00 CHUBB INA HOLDINGS LLC 4.65 08/15/2029 100.649 4.50% (4,090,375.37) (8,398.93) (4,098,774.30) 0.00 Purchase 08/16/2024 60934N807 608,150.66 FEDERATED HRMS GV O SVC 1.000 4.95% (608,150.66) 0.00 (608,150.66) 0.00
Purchase 08/19/2024 60934N807 109,785.12 FEDERATED HRMS GV O SVC 1.000 4.95% (109,785.12) 0.00 (109,785.12) 0.00
Purchase 08/20/2024 60934N807 13,385.17 FEDERATED HRMS GV O SVC 1.000 4.93% (13,385.17) 0.00 (13,385.17) 0.00
Purchase 08/21/2024 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 99.984 4.66% (5,174,187.01) 0.00 (5,174,187.01) 0.00 Attachment 1

Page 35 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of August 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Purchase 08/21/2024 60934N807 93,441.80 FEDERATED HRMS GV O SVC 1.000 4.94% (93,441.80) 0.00 (93,441.80) 0.00
Purchase 08/26/2024 60934N807 387,808.63 FEDERATED HRMS GV O SVC 1.000 4.94% (387,808.63) 0.00 (387,808.63) 0.00
Purchase 08/26/2024 60934N807 192,113.26 FEDERATED HRMS GV O SVC 1.000 4.94% (192,113.26) 0.00 (192,113.26) 0.00
Total Purchase 34,144,698.85 (34,187,623.12) (20,048.55) (34,207,671.67) 0.00 TOTAL
ACQUISITIONS 34,144,698.85 (34,187,623.12) (20,048.55) (34,207,671.67) 0.00 OTHER
Sale 08/12/2024 60934N807 (28,286.27) FEDERATED HRMS GV O SVC 1.000 4.95% 28,286.27 0.00 28,286.27 0.00
Sale 08/13/2024 91282CEQ0 (3,500,000.00) UNITED STATES TREASURY

2.75 05/15/2025 98.563 2.91% 3,449,687.50 (23,539.40) 3,473,226.90 (46,177.81) Sale 08/13/2024 06406HCQ0 (4,287,000.00)

BANK OF NEW YORK
MELLON CORP 3.95
11/18/2025

99.018 3.21% 4,244,901.66 (39,982.23) 4,284,883.89 (77,777.51) Sale 08/13/2024 91282CEU1 (6,450,000.00) UNITED STATES TREASURY

2.875 06/15/2025 98.562 3.38% 6,357,281.25 (29,892.93) 6,387,174.18 (66,550.57) Sale 08/15/2024 60934N807 (7,300,047.17) FEDERATED HRMS GV O SVC 1.000 4.95% 7,300,047.17 0.00 7,300,047.17 0.00
Sale 08/16/2024 89788JAA7 (4,550,000.00) TRUIST BANK 1.5 03/10/2025 97.892 1.63%
4,454,086.00 (29,575.00) 4,483,661.00 (92,715.47)
Sale 08/21/2024 89788JAA7 (3,000,000.00) TRUIST BANK 1.5 03/10/2025 97.960 1.63% 2,938,800.00 (20,125.00) 2,958,925.00 (59,142.27) Sale 08/21/2024 60934N807 (2,215,262.01) FEDERATED HRMS GV O SVC 1.000 4.94% 2,215,262.01 0.00 2,215,262.01 0.00
Sale 08/23/2024 60934N807 (4,000,000.00) FEDERATED HRMS GV O SVC 1.000 4.94% 4,000,000.00 0.00 4,000,000.00 0.00
Total Sale (35,330,595.45) 34,988,351.86 (143,114.56) 35,131,466.42 (342,363.63)

TOTAL OTHER
TRANSACTIONS (35,330,595.45) 34,988,351.86 (143,114.56) 35,131,466.42 (342,363.63) OTHER
Attachment 1

Page 36 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of August 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Cash Transfer 08/23/2024 CCYUSD (4,000,000.00) Cash 0.00% (4,000,000.00) 0.00 (4,000,000.00) 0.00 Total Cash
Transfer (4,000,000.00) (4,000,000.00) 0.00 (4,000,000.00) 0.00 Coupon 08/01/2024 3137BRQJ7 0.00 FHMS K-057 A2 2.57
07/25/2026 1.68% 14,248.51 0.00 14,248.51 0.00
Coupon 08/01/2024 742718FV6 0.00 PROCTER & GAMBLE CO

1.9 02/01/2027 1.93% 95,000.00 0.00 95,000.00 0.00
Coupon 08/01/2024 3137BSRE5 0.00 FHMS K-059 A2 3.12
09/25/2026 2.05% 15,600.00 0.00 15,600.00 0.00
Coupon 08/01/2024 3137FQXJ7 0.00 FHMS K-737 A2 2.525
10/25/2026 3.20% 10,520.83 0.00 10,520.83 0.00
Coupon 08/01/2024 3137FEZU7 0.00 FHMS K-076 A2 3.9
04/25/2028 3.77% 9,319.38 0.00 9,319.38 0.00
Coupon 08/01/2024 3137FCLD4 0.00 FHMS K-071 A2 3.286
11/25/2027 3.90% 10,212.16 0.00 10,212.16 0.00
Coupon 08/01/2024 3137FEBQ2 0.00 FHMS K-072 A2 3.444
12/25/2027 3.91% 5,320.98 0.00 5,320.98 0.00
Coupon 08/01/2024 3137F4X72 0.00 FHMS K-075 A2 3.65
02/25/2028 4.01% 10,645.83 0.00 10,645.83 0.00
Coupon 08/01/2024 3137FBU79 0.00 FHMS K-069 A2 3.187
09/25/2027 4.06% 23,893.98 0.00 23,893.98 0.00
Coupon 08/01/2024 3137FETN0

0.00 FHMS K-073 A2 3.35
01/25/2028 4.16% 34,058.32 0.00 34,058.32 0.00
Coupon 08/01/2024 3137F2LJ3 0.00 FHMS K-066 A2 3.117
06/25/2027 4.32% 2,337.75 0.00 2,337.75 0.00
Coupon 08/01/2024 3137FCJK1 0.00 FHMS K-070 A2 3.303
11/25/2027 4.35% 14,646.06 0.00 14,646.06 0.00
Coupon 08/01/2024 3137FBBX3 0.00 FHMS K-068 A2 3.244
08/25/2027 4.36% 40,550.00 0.00 40,550.00 0.00
Coupon 08/01/2024 3137H9D71 0.00 FHMS K-750 A2 3.0
09/25/2029 4.44% 11,500.00 0.00 11,500.00 0.00
Coupon 08/01/2024 3137H5YC5 0.00 FHMS K-748 A2 2.26
01/25/2029 4.59% 2,636.67 0.00 2,636.67 0.00
Attachment 1

Page 37 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of August 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 08/01/2024 3137FKUP9 0.00 FHMS K-087 A2 3.771
12/25/2028 4.67% 37,710.00 0.00 37,710.00 0.00
Coupon 08/01/2024 3137FMTY8 0.00 FHMS K-094 A2 2.903
06/25/2029 4.71% 9,676.67 0.00 9,676.67 0.00
Coupon 08/01/2024 3137FKZZ2 0.00 FHMS K-088 A2 3.69
01/25/2029 4.88% 19,283.33 0.00 19,283.33 0.00
Coupon 08/01/2024 3137HB2L7 0.00 FHMS K-753 A2 4.4
10/25/2030 5.11% 18,333.34 0.00 18,333.34 0.00
Coupon 08/09/2024 532457CK2 0.00 ELI LILLY AND CO 4.5
02/09/2029 4.51% 139,500.00 0.00 139,500.00 0.00
Coupon 08/10/2024 69371RS64 0.00 PACCAR FINANCIAL CORP

4.95 08/10/2028 4.99% 101,846.25 0.00 101,846.25 0.00
Coupon 08/12/2024 3137EAEP0 0.00

FEDERAL HOME LOAN
MORTGAGE CORP 1.5
02/12/2025

1.52% 114,262.50 0.00 114,262.50 0.00
Coupon 08/15/2024 47788UAC6 0.00 JDOT 2021 A3 0.36
09/15/2025 0.40% 45.22 0.00 45.22 0.00
Coupon 08/15/2024 47789QAC4 0.00 JDOT 2021-B A3 0.52
03/16/2026 0.53% 309.26 0.00 309.26 0.00
Coupon 08/15/2024 89238JAC9 0.00 TAOT 2021-D A3 0.71
04/15/2026 0.71% 435.82 0.00 435.82 0.00
Coupon 08/15/2024 43815BAC4 0.00 HAROT 2022-1 A3 1.88
05/15/2026 1.90% 3,249.13

0.00 3,249.13 0.00
Coupon 08/15/2024 448977AD0 0.00 HART 2022-A A3 2.22
10/15/2026 2.23% 3,197.71 0.00 3,197.71 0.00
Coupon 08/15/2024 47787JAC2 0.00 JDOT 2022 A3 0.36
09/15/2026 2.35% 2,227.18 0.00 2,227.18 0.00
Coupon 08/15/2024 89238FAD5 0.00 TAOT 2022-B A3 2.93
09/15/2026 2.95% 3,117.08 0.00 3,117.08 0.00
Coupon 08/15/2024 02582JJT8 0.00 AMXCA 2022-2 A
05/17/2027 3.42% 17,331.38 0.00 17,331.38 0.00
Coupon 08/15/2024 44935FAD6 0.00 HART 2021-C A3 0.74
05/15/2026 3.77% 714.16 0.00 714.16 0.00
Coupon 08/15/2024 47800AAC4 0.00 JDOT 2022-B A3 3.74
02/16/2027 3.78% 8,030.37 0.00 8,030.37 0.00
Attachment 1

Page 38 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of August 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 08/15/2024 756109BG8 0.00 REALTY INCOME CORP

3.95 08/15/2027 4.63% 72,087.50 0.00 72,087.50 0.00
Coupon 08/15/2024 05522RDJ4 0.00 BACCT 2024-1 A 4.93
03/15/2029 4.93% 17,255.00 0.00 17,255.00 0.00
Coupon 08/15/2024 47800BAC2 0.00 JDOT 2022-C A3 5.09
06/15/2027 5.15% 20,953.83 0.00 20,953.83 0.00
Coupon 08/15/2024 02582JJR2 0.00 AMXCA 2021-1 A 0.9
11/15/2024 5.17% 3,375.00 0.00 3,375.00 0.00
Coupon 08/15/2024 161571HT4 0.00 CHAIT 2023-1 A 5.16
09/15/2028 5.23% 38,592.50 0.00 38,592.50 0.00
Coupon 08/15/2024 02582JKH2 0.00 AMXCA 2024-1 A 5.23
04/16/2029 5.29% 28,503.50 0.00 28,503.50 0.00
Coupon 08/15/2024 58770JAD6 0.00 MBALT 2024-A A3 5.32
01/18/2028 5.39% 9,620.33 0.00 9,620.33 0.00
Coupon 08/15/2024 44934FAD7 0.00 HALST 24B A3 5.41
05/17/2027 5.47% 14,539.37 0.00 14,539.37 0.00
Coupon 08/16/2024 362554AC1 0.00 GMCAR 2021-4 A3 0.68
09/16/2026 0.68% 369.93 0.00 369.93 0.00
Coupon 08/16/2024 380146AC4 0.00 GMCAR 2022-1 A3 1.26
11/16/2026 1.27% 700.69 0.00 700.69 0.00
Coupon 08/16/2024 362585AC5 0.00 GMCAR 2022-2 A3 3.1
02/16/2027 3.14% 3,149.41 0.00
3,149.41 0.00
Coupon 08/18/2024 43815PAC3 0.00 HAROT 2022-2 A3 3.73
07/20/2026 3.76% 3,681.06 0.00 3,681.06 0.00
Coupon 08/18/2024 437930AC4 0.00 HONDO-242-A3 5.27
11/20/2028 5.33% 12,428.42 0.00 12,428.42 0.00
Coupon 08/20/2024 36269WAD1 0.00 GMALT 2024-2 A3 5.39
07/20/2027 5.45% 13,385.17 0.00 13,385.17 0.00
Coupon 08/21/2024 43815GAC3 0.00 HAROT 2021-4 A3 0.88
01/21/2026 0.90% 555.44 0.00 555.44 0.00
Coupon 08/25/2024 3135G05X7 0.00

FEDERAL NATIONAL

MORTGAGE ASSOCIATION

0.375 08/25/2025

0.47% 24,375.00 0.00 24,375.00 0.00
Coupon 08/25/2024 05602RAD3 0.00 BMWOT 2022-A A3 3.21
08/25/2026 3.24% 3,589.72 0.00 3,589.72 0.00
Attachment 1

Page 39 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of August 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 08/25/2024 096919AD7 0.00 BMWOT 2024-A A3 5.18
02/26/2029 5.24% 15,971.67 0.00 15,971.67 0.00
Coupon 08/26/2024 17275RBR2 0.00 CISCO SYSTEMS INC 4.85 02/26/2029 4.86% 108,518.75 0.00 108,518.75 0.00
Coupon 08/31/2024 912828ZC7 0.00 UNITED STATES TREASURY

1.125 02/28/2025 0.81% 63,281.25 0.00 63,281.25 0.00
Coupon 08/31/2024 91282CCW9 0.00 UNITED STATES TREASURY

0.75 08/31/2026 0.86% 12,000.00 0.00 12,000.00 0.00
Coupon 08/31/2024 91282CFH9 0.00 UNITED STATES TREASURY

3.125 08/31/2027 3.41% 256,250.00 0.00 256,250.00 0.00
Coupon 08/31/2024 91282CGP0 0.00 UNITED STATES TREASURY

4.0 02/29/2028 3.92% 248,000.00 0.00 248,000.00 0.00
Total Coupon 0.00 1,750,943.41 0.00 1,750,943.41 0.00
Dividend 08/31/2024 60934N807 0.00 FEDERATED HRMS GV O
SVC 4.94% 26,067.19 0.00 26,067.19 0.00
Total Dividend 0.00 26,067.19 0.00 26,067.19 0.00
Other Expense 08/12/2024 CCYUSD (28,286.27) Cash 0.00% (28,286.27) 0.00 (28,286.27) 0.00 Total Other
Expense (28,286.27) (28,286.27) 0.00 (28,286.27) 0.00
Principal
Paydown 08/01/2024 3137FBU79 14,169.69 FHMS K-069 A2 3.187 09/25/2027 4.06% 14,169.69 -- 14,169.69 0.00
Principal
Paydown 08/15/2024 47788UAC6 71,527.46 JDOT 2021 A3 0.36 09/15/2025 0.40% 71,527.46 -- 71,527.46 (0.01)
Principal
Paydown 08/15/2024 47789QAC4 84,770.40 JDOT 2021-B A3 0.52 03/16/2026 0.53% 84,770.40 -- 84,770.40 0.00
Principal
Paydown 08/15/2024 89238JAC9 88,543.82 TAOT 2021-D A3 0.71 04/15/2026 0.71% 88,543.82 -- 88,543.82 0.01
Principal
Paydown 08/15/2024 43815BAC4 200,743.06 HAROT 2022-1 A3 1.88 05/15/2026 1.90% 200,743.06 -- 200,743.06 (0.01)
Principal
Paydown 08/15/2024 448977AD0 157,234.62 HART 2022-A A3 2.22 10/15/2026 2.23% 157,234.62 -- 157,234.62 0.00
Principal
Paydown 08/15/2024 47787JAC2 111,741.95 JDOT 2022 A3 0.36 09/15/2026 2.35% 111,741.95 -- 111,741.95 (0.00)
Attachment 1

Page 40 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of August 31, 2024

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Principal
Paydown 08/15/2024 89238FAD5 103,976.03 TAOT 2022-B A3 2.93 09/15/2026 2.95% 103,976.03 -- 103,976.03 0.01
Principal
Paydown 08/15/2024 47800AAC4 149,760.56 JDOT 2022-B A3 3.74 02/16/2027 3.78% 149,760.56 -- 149,760.56 (0.01)
Principal
Paydown 08/15/2024 47800BAC2 237,338.40 JDOT 2022-C A3 5.09 06/15/2027 5.15% 237,338.40 -- 237,338.40 (0.00)
Principal
Paydown 08/15/2024 44935FAD6 165,743.70 HART 2021-C A3 0.74 05/15/2026 6.03% 165,743.70 -- 165,743.70 (0.00)
Principal
Paydown 08/16/2024 362554AC1 66,146.46 GMCAR 2021-4 A3 0.68 09/16/2026 0.68% 66,146.46 -- 66,146.46 (0.01)
Principal
Paydown 08/16/2024 380146AC4 63,868.16 GMCAR 2022-1 A3 1.26 11/16/2026 1.27% 63,868.16 -- 63,868.16 0.01
Principal
Paydown 08/16/2024 362585AC5 89,029.31 GMCAR 2022-2 A3 3.1 02/16/2027 3.14% 89,029.31 -- 89,029.31 0.01
Principal
Paydown 08/18/2024 43815PAC3 93,675.64 HAROT 2022-2 A3 3.73 07/20/2026 3.76% 93,675.64 -- 93,675.64 0.00
Principal
Paydown 08/21/2024 43815GAC3 92,886.36 HAROT 2021-4 A3 0.88 01/21/2026 0.90% 92,886.36 -- 92,886.36 (0.00)
Principal
Paydown 08/25/2024 05602RAD3 122,803.25 BMWOT 2022-A A3 3.21 08/25/2026 3.24% 122,803.25 -- 122,803.25
(0.01)
Total Principal
Paydown 1,913,958.87 1,913,958.87 -- 1,913,958.87 (0.03)

TOTAL OTHER
TRANSACTIONS (2,114,327.40) (337,316.80) 0.00 (337,316.80) (0.03) Attachment 1

Page 41 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of September 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 09/03/2024 60934N807 647,886.25 FEDERATED HRMS GV O SVC 1.000 4.94% (647,886.25) 0.00 (647,886.25) 0.00
Purchase 09/04/2024 60934N807 0.06 FEDERATED HRMS GV O
SVC 1.000 4.87% (0.06) 0.00 (0.06) 0.00
Purchase 09/04/2024 60934N807 26,067.13 FEDERATED HRMS GV O SVC 1.000 4.87% (26,067.13) 0.00 (26,067.13) 0.00
Purchase 09/09/2024 60934N807 415,625.00 FEDERATED HRMS GV O SVC 1.000 4.93% (415,625.00) 0.00 (415,625.00) 0.00
Purchase 09/10/2024 60934N807 70,000.00 FEDERATED HRMS GV O SVC 1.000 4.92% (70,000.00) 0.00 (70,000.00) 0.00
Purchase 09/11/2024 60934N807 61,500.00 FEDERATED HRMS GV O SVC 1.000 4.92% (61,500.00) 0.00 (61,500.00) 0.00
Purchase 09/12/2024 60934N807 16,325,278.71 FEDERATED HRMS GV O SVC 1.000 4.91% (16,325,278.71) 0.00 (16,325,278.71) 0.00 Purchase 09/13/2024 91282CLK5 16,000,000.00 UNITED STATES TREASURY

3.625 08/31/2029 100.785 3.45% (16,125,625.00) (20,828.73) (16,146,453.73) 0.00 Purchase 09/16/2024 60934N807 3,041,164.68 FEDERATED HRMS GV O SVC 1.000 4.91% (3,041,164.68) 0.00 (3,041,164.68) 0.00 Purchase 09/16/2024 60934N807 893,843.70 FEDERATED HRMS GV O SVC 1.000 4.91% (893,843.70) 0.00
(893,843.70) 0.00
Purchase 09/17/2024 60934N807 17,331.38 FEDERATED HRMS GV O SVC 1.000 4.92% (17,331.38) 0.00 (17,331.38) 0.00
Purchase 09/17/2024 60934N807 2,033,217.70 FEDERATED HRMS GV O SVC 1.000 4.92% (2,033,217.70) 0.00 (2,033,217.70) 0.00 Purchase 09/18/2024 60934N807 107,906.70 FEDERATED HRMS GV O SVC 1.000 4.92% (107,906.70) 0.00 (107,906.70) 0.00
Purchase 09/20/2024 60934N807 13,385.17 FEDERATED HRMS GV O SVC 1.000 4.69% (13,385.17) 0.00 (13,385.17) 0.00
Purchase 09/23/2024 60934N807 24,375.00 FEDERATED HRMS GV O SVC 1.000 4.59% (24,375.00) 0.00 (24,375.00) 0.00
Purchase 09/24/2024 60934N807 4,496,304.68 FEDERATED HRMS GV O SVC 1.000 4.57% (4,496,304.68) 0.00 (4,496,304.68) 0.00 Attachment 1

Page 42 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of September 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 09/25/2024 60934N807 183,109.62 FEDERATED HRMS GV O SVC 1.000 4.57% (183,109.62) 0.00 (183,109.62) 0.00
Purchase 09/25/2024 60934N807 261,426.46 FEDERATED HRMS GV O SVC 1.000 4.57% (261,426.46) 0.00 (261,426.46) 0.00
Purchase 09/26/2024 40139LBJ1 5,955,000.00

GUARDIAN LIFE GLOBAL
FUNDING 4.179
09/26/2029
100.000 4.18% (5,955,000.00) 0.00 (5,955,000.00) 0.00
Purchase 09/27/2024 69371RT48 3,000,000.00 PACCAR FINANCIAL CORP

4.0 09/26/2029 99.968 4.01% (2,999,040.01) (333.33) (2,999,373.34) 0.00 Purchase 09/27/2024 60934N807 513,347.80 FEDERATED HRMS GV O SVC 1.000 4.57% (513,347.80) 0.00 (513,347.80) 0.00
Purchase 09/30/2024 60934N807 906,500.00 FEDERATED HRMS GV O SVC 1.000 4.57% (906,500.00) 0.00 (906,500.00) 0.00
Total Purchase 54,993,270.04 (55,117,935.05) (21,162.06) (55,139,097.11) 0.00 TOTAL
ACQUISITIONS 54,993,270.04 (55,117,935.05) (21,162.06) (55,139,097.11) 0.00 OTHER
Sale 09/06/2024 60934N807 (5,000,000.00) FEDERATED HRMS GV O SVC 1.000 4.93% 5,000,000.00 0.00 5,000,000.00 0.00
Sale 09/09/2024 60934N807 (27,724.39) FEDERATED HRMS GV O SVC 1.000 4.93% 27,724.39 0.00 27,724.39 0.00
Sale 09/12/2024 91282CGE5 (12,000,000.00) UNITED STATES TREASURY

3.875 01/15/2026 100.035 4.09%
12,004,218.75 (74,551.63) 12,078,770.38 17,961.80
Sale 09/12/2024 756109BF0 (4,000,000.00) REALTY INCOME CORP

4.875 06/01/2026 100.745 4.75% 4,029,800.00 (54,708.33) 4,084,508.33 23,171.17 Sale 09/13/2024 60934N807 (16,071,791.23) FEDERATED HRMS GV O SVC 1.000 4.91% 16,071,791.23 0.00 16,071,791.23 0.00
Sale 09/16/2024 91282CGA3 (2,000,000.00) UNITED STATES TREASURY

4.0 12/15/2025 100.188 4.17% 2,003,750.00 (20,327.87) 2,024,077.87 7,852.82 Sale 09/17/2024 91282CGA3 (2,000,000.00) UNITED STATES TREASURY

4.0 12/15/2025 100.211 4.17% 2,004,218.75 (20,546.45) 2,024,765.20 8,312.56 Sale 09/23/2024 60934N807 (4,889,965.10) FEDERATED HRMS GV O SVC 1.000 4.59% 4,889,965.10 0.00 4,889,965.10 0.00
Attachment 1

Page 43 of 95 ends

City of Sunnyvale Managed Cons | Account #10622 | As of September 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 09/24/2024 61747YEZ4 (4,415,000.00) MORGAN STANLEY 5.05 01/28/2027 101.056 5.05% 4,461,622.40 (34,682.28) 4,496,304.68 43,391.48 Sale 09/26/2024 60934N807 (5,955,000.00) FEDERATED HRMS GV O SVC 1.000 4.57% 5,955,000.00 0.00 5,955,000.00 0.00
Sale 09/27/2024 06051GHT9 (3,500,000.00) BANK OF AMERICA CORP

3.559 04/23/2027 98.841 4.30% 3,459,435.00 (53,286.14) 3,512,721.14 7,714.39 Sale 09/27/2024 60934N807 (1,037.28) FEDERATED HRMS GV O SVC 1.000 4.57% 1,037.28 0.00 1,037.28 0.00
Total Sale (59,860,518.00) 59,908,562.90 (258,102.70) 60,166,665.60 108,404.22

TOTAL OTHER
TRANSACTIONS (59,860,518.00) 59,908,562.90 (258,102.70) 60,166,665.60 108,404.22 OTHER
Cash Transfer 09/06/2024 CCYUSD (5,000,000.00) Cash 0.00% (5,000,000.00) 0.00 (5,000,000.00) 0.00 Cash Transfer 09/23/2024 CCYUSD (5,000,000.00) Cash 0.00% (5,000,000.00) 0.00 (5,000,000.00) 0.00 Total Cash
Transfer (10,000,000.00) (10,000,000.00) 0.00 (10,000,000.00) 0.00 Coupon 09/01/2024 3137BRQJ7 0.00 FHMS K-057 A2 2.57
07/25/2026 1.68% 14,248.51 0.00 14,248.51 0.00
Coupon 09/01/2024 3137BSRE5 0.00 FHMS K-059 A2 3.12
09/25/2026 2.04% 15,600.00 0.00 15,600.00 0.00
Coupon 09/01/2024 3137FQXJ7 0.00 FHMS K-737 A2 2.525
10/25/2026 3.20% 10,520.83

0.00 10,520.83 0.00
Coupon 09/01/2024 3137FEZU7 0.00 FHMS K-076 A2 3.9
04/25/2028 3.77% 9,319.38 0.00 9,319.38 0.00
Coupon 09/01/2024 3137FCLD4 0.00 FHMS K-071 A2 3.286
11/25/2027 3.90% 10,212.16 0.00 10,212.16 0.00
Coupon 09/01/2024 3137FEBQ2 0.00 FHMS K-072 A2 3.444
12/25/2027 3.90% 5,320.98 0.00 5,320.98 0.00
Coupon 09/01/2024 3137F4X72 0.00 FHMS K-075 A2 3.65
02/25/2028 4.01% 10,645.83 0.00 10,645.83 0.00
Coupon 09/01/2024 3137FBU79 0.00 FHMS K-069 A2 3.187
09/25/2027 4.06% 23,856.36 0.00 23,856.36 0.00
Coupon 09/01/2024 3137FETN0 0.00 FHMS K-073 A2 3.35
01/25/2028 4.16% 34,058.32 0.00 34,058.32 0.00
Attachment 1

Page 44 of 95 ends

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

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 09/01/2024 3137F2LJ3 0.00 FHMS K-066 A2 3.117
06/25/2027 4.32% 2,337.75 0.00 2,337.75 0.00
Coupon 09/01/2024 3137FCJK1 0.00 FHMS K-070 A2 3.303
11/25/2027 4.34% 14,646.06 0.00 14,646.06 0.00
Coupon 09/01/2024 3137FBBX3 0.00 FHMS K-068 A2 3.244
08/25/2027 4.36% 40,550.00 0.00 40,550.00 0.00
Coupon 09/01/2024 3137H9D71 0.00 FHMS K-750 A2 3.0
09/25/2029 4.44% 11,500.00 0.00 11,500.00 0.00
Coupon 09/01/2024 3137H5YC5 0.00 FHMS K-748 A2 2.26
01/25/2029 4.58% 2,636.67 0.00 2,636.67 0.00
Coupon 09/01/2024 3137FKUP9 0.00 FHMS K-087 A2 3.771
12/25/2028 4.67% 37,710.00 0.00 37,710.00 0.00
Coupon 09/01/2024 3137FMTY8 0.00 FHMS K-094 A2 2.903
06/25/2029 4.70% 9,676.67 0.00 9,676.67 0.00
Coupon 09/01/2024 3137FKZZ2 0.00 FHMS K-088 A2 3.69
01/25/2029 4.88% 19,283.33 0.00 19,283.33 0.00
Coupon 09/01/2024 3137HB2L7 0.00 FHMS K-753 A2 4.4
10/25/2030 5.10% 18,333.34 0.00 18,333.34 0.00
Coupon 09/03/2024 808513BY0 0.00 CHARLES SCHWAB CORP

2.45 03/03/2027 2.73% 68,355.00 0.00 68,355.00 0.00
Coupon 09/08/2024 3130AWTR1 0.00 FEDERAL HOME LOAN
BANKS 4.375 09/08/2028 4.48% 415,625.00 0.00
415,625.00 0.00
Coupon 09/10/2024 89114TZT2 0.00 TORONTO-DOMINION
BANK 2.8 03/10/2027 2.97% 70,000.00 0.00 70,000.00 0.00 Coupon 09/11/2024 037833DN7 0.00 APPLE INC 2.05
09/11/2026 1.49% 61,500.00 0.00 61,500.00 0.00
Coupon 09/12/2024 59217GFQ7 0.00

METROPOLITAN LIFE
GLOBAL FUNDING I 5.4
09/12/2028

5.12% 162,000.00 0.00 162,000.00 0.00
Coupon 09/13/2024 3130AAUF3 0.00 FEDERAL HOME LOAN
BANKS 2.75 03/13/2026 2.14% 74,662.50 0.00 74,662.50 0.00 Coupon 09/15/2024 47788UAC6 0.00 JDOT 2021 A3 0.36
09/15/2025 0.40% 23.76 0.00 23.76 0.00
Coupon 09/15/2024 47789QAC4 0.00 JDOT 2021-B A3 0.52
03/16/2026 0.53% 272.53 0.00 272.53 0.00
Attachment 1

Page 45 of 95 ends

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

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 09/15/2024 89238JAC9 0.00 TAOT 2021-D A3 0.71
04/15/2026 0.71% 383.43 0.00 383.43 0.00
Coupon 09/15/2024 06368FAC3 0.00 BANK OF MONTREAL 1.25
09/15/2026 1.27% 18,750.00 0.00 18,750.00 0.00
Coupon 09/15/2024 43815BAC4 0.00 HAROT 2022-1 A3 1.88
05/15/2026 1.90% 2,934.64 0.00 2,934.64 0.00
Coupon 09/15/2024 448977AD0 0.00 HART 2022-A A3 2.22
10/15/2026 2.23% 2,906.82 0.00 2,906.82 0.00
Coupon 09/15/2024 084664CZ2 0.00

BERKSHIRE HATHAWAY
FINANCE CORP 2.3
03/15/2027

2.30% 73,600.00 0.00 73,600.00 0.00
Coupon 09/15/2024 47787JAC2 0.00 JDOT 2022 A3 0.36
09/15/2026 2.35% 2,011.14 0.00 2,011.14 0.00
Coupon 09/15/2024 91282CED9 0.00 UNITED STATES TREASURY

1.75 03/15/2025 2.70% 52,500.00 0.00 52,500.00 0.00
Coupon 09/15/2024 89238FAD5 0.00 TAOT 2022-B A3 2.93
09/15/2026 2.95% 2,863.21 0.00 2,863.21 0.00
Coupon 09/15/2024 02582JJT8 0.00 AMXCA 2022-2 A
05/17/2027 3.42% 17,331.38 0.00 17,331.38 0.00
Coupon 09/15/2024 880591EZ1 0.00

TENNESSEE VALLEY
AUTHORITY 3.875
03/15/2028

3.56% 92,399.38 0.00 92,399.38 0.00
Coupon 09/15/2024 47800AAC4 0.00 JDOT 2022-B A3 3.74
02/16/2027 3.78%
7,563.62 0.00 7,563.62 0.00
Coupon 09/15/2024 44935FAD6 0.00 HART 2021-C A3 0.74
05/15/2026 4.07% 611.95 0.00 611.95 0.00
Coupon 09/15/2024 05522RDJ4 0.00 BACCT 2024-1 A 4.93
03/15/2029 4.98% 17,255.00 0.00 17,255.00 0.00
Coupon 09/15/2024 02582JJR2 0.00 AMXCA 2021-1 A 0.9
11/15/2024 5.13% 3,375.00 0.00 3,375.00 0.00
Coupon 09/15/2024 47800BAC2 0.00 JDOT 2022-C A3 5.09
06/15/2027 5.15% 19,947.12 0.00 19,947.12 0.00
Coupon 09/15/2024 161571HT4 0.00 CHAIT 2023-1 A 5.16
09/15/2028 5.23% 38,592.50 0.00 38,592.50 0.00
Attachment 1

Page 46 of 95 ends

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

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 09/15/2024 02582JKH2 0.00 AMXCA 2024-1 A 5.23
04/16/2029 5.29% 28,503.50 0.00 28,503.50 0.00
Coupon 09/15/2024 58770JAD6 0.00 MBALT 2024-A A3 5.32
01/18/2028 5.39% 9,620.33 0.00 9,620.33 0.00
Coupon 09/15/2024 44934FAD7 0.00 HALST 24B A3 5.41
05/17/2027 5.47% 14,539.37 0.00 14,539.37 0.00
Coupon 09/16/2024 362554AC1 0.00 GMCAR 2021-4 A3 0.68
09/16/2026 0.68% 332.45 0.00 332.45 0.00
Coupon 09/16/2024 380146AC4 0.00 GMCAR 2022-1 A3 1.26
11/16/2026 1.27% 633.63 0.00 633.63 0.00
Coupon 09/16/2024 362585AC5 0.00 GMCAR 2022-2 A3 3.1
02/16/2027 3.14% 2,919.41 0.00 2,919.41 0.00
Coupon 09/17/2024 931142ER0 0.00 WALMART INC 1.05
09/17/2026 1.09% 8,452.50 0.00 8,452.50 0.00
Coupon 09/18/2024 43815PAC3 0.00 HAROT 2022-2 A3 3.73
07/20/2026 3.76% 3,389.88 0.00 3,389.88 0.00
Coupon 09/18/2024 437930AC4 0.00 HONDO-242-A3 5.27
11/20/2028 5.33% 12,428.42 0.00 12,428.42 0.00
Coupon 09/20/2024 36269WAD1 0.00 GMALT 2024-2 A3 5.39
07/20/2027 5.45% 13,385.17 0.00 13,385.17 0.00
Coupon 09/21/2024 43815GAC3 0.00 HAROT 2021-4 A3 0.88
01/21/2026 0.90% 487.32 0.00
487.32 0.00
Coupon 09/21/2024 43813YAC6 0.00 HAROT 2024-3 A3 4.57
03/21/2029 4.62% 19,708.12 0.00 19,708.12 0.00
Coupon 09/23/2024 3137EAEX3 0.00

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
09/23/2025

0.44% 24,375.00 0.00 24,375.00 0.00
Coupon 09/25/2024 05602RAD3 0.00 BMWOT 2022-A A3 3.21
08/25/2026 3.24% 3,261.23 0.00 3,261.23 0.00
Coupon 09/25/2024 096919AD7 0.00 BMWOT 2024-A A3 5.18
02/26/2029 5.24% 15,971.67 0.00 15,971.67 0.00
Coupon 09/30/2024 91282CCZ2 0.00 UNITED STATES TREASURY

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

4.125 09/30/2027 4.45% 250,593.75 0.00 250,593.75 0.00
Attachment 1

Page 47 of 95 ends

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

TRANSACTION LEDGER
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/
Sold Total Amount Gain/Loss
Coupon 09/30/2024 91282CKG5 0.00 UNITED STATES TREASURY

4.125 03/31/2029 4.57% 247,500.00 0.00 247,500.00 0.00
Coupon 09/30/2024 91282CJA0 0.00 UNITED STATES TREASURY

4.625 09/30/2028 4.77% 323,750.00 0.00 323,750.00 0.00
Total Coupon 0.00 2,560,428.17 0.00 2,560,428.17 0.00
Dividend 09/30/2024 60934N807 0.00 FEDERATED HRMS GV O
SVC 4.67% 18,457.56 0.00 18,457.56 0.00
Total Dividend 0.00 18,457.56 0.00 18,457.56 0.00
Other Expense 09/09/2024 CCYUSD (27,724.39) Cash 0.00% (27,724.39) 0.00 (27,724.39) 0.00 Total Other
Expense (27,724.39) (27,724.39) 0.00 (27,724.39) 0.00
Principal
Paydown 09/01/2024 3137FBU79 14,218.11 FHMS K-069 A2 3.187 09/25/2027 4.06% 14,218.11 -- 14,218.11 0.00
Principal
Paydown 09/15/2024 47788UAC6 67,273.16 JDOT 2021 A3 0.36 09/15/2025 0.40% 67,273.16 -- 67,273.16 0.01
Principal
Paydown 09/15/2024 47789QAC4 66,823.01 JDOT 2021-B A3 0.52 03/16/2026 0.53% 66,823.01 -- 66,823.01 (0.00)
Principal
Paydown 09/15/2024 89238JAC9 82,551.40 TAOT 2021-D A3 0.71 04/15/2026 0.71% 82,551.40 -- 82,551.40 (0.01)
Principal
Paydown 09/15/2024 43815BAC4 191,538.23 HAROT 2022-1 A3 1.88 05/15/2026 1.90% 191,538.23
-- 191,538.23 0.01
Principal
Paydown 09/15/2024 448977AD0 156,186.30 HART 2022-A A3 2.22 10/15/2026 2.23% 156,186.30 -- 156,186.30 (0.01)
Principal
Paydown 09/15/2024 47787JAC2 85,326.64 JDOT 2022 A3 0.36 09/15/2026 2.35% 85,326.64 -- 85,326.64 0.01
Principal
Paydown 09/15/2024 89238FAD5 99,050.54 TAOT 2022-B A3 2.93 09/15/2026 2.95% 99,050.54 -- 99,050.54 (0.00)
Principal
Paydown 09/15/2024 47800AAC4 130,100.00 JDOT 2022-B A3 3.74 02/16/2027 3.78% 130,100.00 -- 130,100.00 (0.00)
Principal
Paydown 09/15/2024 47800BAC2 264,680.01 JDOT 2022-C A3 5.09 06/15/2027 5.15% 264,680.01 -- 264,680.01 0.00
Principal
Paydown 09/15/2024 44935FAD6 168,097.73 HART 2021-C A3 0.74 05/15/2026 6.61% 168,097.73 -- 168,097.73 0.00
Attachment 1

Page 48 of 95 ends

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

TOTAL OTHER
TRANSACTIONS (8,193,595.10) (5,614,709.37) 0.00 (5,614,709.37) (0.01) Attachment 1

Page 49 of 95 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
3,334,831.33
5,242,079.29
30,038,270.04
(31,945,518.00)
3,334,831.33

0.00 26,067.19

0.00 0.00

0.00 26,067.19
26,067.19
Total 3,334,831.33
5,242,079.29
30,038,270.04
(31,945,518.00)
3,334,831.33

0.00 26,067.19

0.00 0.00

0.00 26,067.19 26,067.19

CASH & EQUIVALENTS
CCYUSD Receivable
18,457.56
605,598.44

0.00 0.00
18,457.56

0.00 0.00

0.00 CCYUSD Cash

0.00 0.00

0.00 0.00
Total Cash & Equivalents 18,457.56
605,598.44

0.00 0.00
18,457.56

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
9,975,393.81

0.00 0.00
9,976,102.85
30,247.50

0.00 38,572.50
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
4,461,709.79

0.00 0.00
4,477,025.87
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
6,134,562.20

0.00 0.00
6,134,613.51
9,243.40
17,331.38
9,243.40
17,331.38

51.30 0.00

51.30 17,382.68
17,382.68
Attachment 1

Page 50 of 95 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
02582JKH2 AMXCA 2024-1 A 5.23
04/16/2029
04/16/2024
04/23/2024
6,540,000.00
6,538,755.85

0.00 0.00
6,538,777.97
15,201.87
28,503.50
15,201.87
28,503.50

22.11 0.00

22.11 28,525.61
28,525.61
037833DN7 APPLE INC 2.05 09/11/2026
12/02/2021
12/06/2021
6,000,000.00
6,060,219.98

0.00 0.00
6,057,555.38
58,083.33
61,500.00
6,833.33
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
3,958,343.46

0.00 0.00
3,958,380.35
48,840.00

0.00 62,040.00
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
4,199,775.24

0.00 0.00
4,199,779.31
9,202.67
17,255.00
9,202.67
17,255.00

4.07 0.00

4.07 17,259.07
17,259.07
05602RAD3 BMWOT 2022-A A3 3.21
08/25/2026
05/10/2022
05/18/2022
1,098,520.98
1,219,123.31

0.00 (120,628.88)
1,098,498.04
652.25
3,261.23
587.71
3,196.69

3.62 0.00

3.62 3,200.31
3,200.31
06051GHT9 BANK OF AMERICA CORP

3.559 04/23/2027 0.00
3,449,529.92

0.00 (3,451,720.61)

0.00 44,289.78
53,286.14

0.00 8,996.36
2,190.69

0.00 2,190.69
11,187.05
11,187.05
06051GJD2 BANK OF AMERICA CORP

1.319 06/19/2026 6,200,000.00
6,203,287.44

0.00 0.00
6,202,948.53
16,355.60

0.00 23,170.43
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
5,719,854.46

0.00 0.00
5,715,285.73
35,045.17

0.00 43,806.46
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
2,998,520.97

0.00 0.00
2,998,580.60
17,291.67
18,750.00
1,666.67
3,125.00

59.64 0.00

59.64 3,184.64
3,184.64
Attachment 1

Page 51 of 95 ends

BERKSHIRE HATHAWAY
FINANCE CORP 2.3
03/15/2027
03/07/2022
03/15/2022
6,400,000.00
6,399,384.01

0.00 0.00
6,399,403.99
67,875.56
73,600.00
6,542.22
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
3,699,464.75

0.00 0.00
3,699,474.55
3,194.33
15,971.67
3,194.33
15,971.67

9.80 0.00

9.80 15,981.47
15,981.47
161571HT4 CHAIT 2023-1 A 5.16
09/15/2028
09/07/2023
09/15/2023
8,975,000.00
8,972,991.46

0.00 0.00
8,973,032.31
20,582.67
38,592.50
20,582.67
38,592.50

40.85 0.00

40.85 38,633.35
38,633.35
171239AL0 CHUBB INA HOLDINGS LLC

4.65 08/15/2029 8,390,000.00
8,440,349.83

0.00 0.00
8,439,500.28
33,594.96

0.00 66,106.21
32,511.25

0.00 (849.55)
(849.55)
31,661.70
31,661.70
17275RBR2 CISCO SYSTEMS INC 4.85
02/26/2029
02/21/2024
02/26/2024
4,475,000.00
4,473,594.92

0.00 0.00
4,473,620.64
3,014.41

0.00 21,100.87
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
5,231,031.83

0.00 0.00
5,233,123.89
45,491.67

0.00 58,741.67
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
4,044,701.77

0.00 0.00
4,043,616.78
21,638.89

0.00 37,472.22
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
5,173,395.24

0.00 0.00
5,173,508.86
55,828.89

0.00 76,764.72
20,935.83
113.61

0.00 113.61
21,049.45
21,049.45
30303M8S4 META PLATFORMS INC 4.3
08/15/2029
08/12/2024
08/15/2024
4,560,000.00
4,552,986.63

0.00 0.00
4,553,102.94
11,982.67

0.00 28,322.67
16,340.00
116.31

0.00 116.31
16,456.31
16,456.31
Attachment 1

Page 52 of 95 ends

2.75 03/13/2026
07/30/2019
07/31/2019
5,430,000.00
5,479,028.11

0.00 0.00
5,476,392.19
69,685.00
74,662.50
7,466.25
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
18,929,016.15

0.00 0.00
18,930,466.77
399,461.81
415,625.00
53,107.64
69,270.83
1,450.62

0.00 1,450.62
70,721.46
70,721.46
3133EPME2

FEDERAL FARM CREDIT
BANKS FUNDING CORP 3.875
06/08/2028
06/06/2023
06/08/2023
10,000,000.00
9,967,238.10

0.00 0.00
9,967,952.38
89,340.28

0.00 121,631.94
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
12,903,472.03

0.00 0.00
12,903,111.61
13,258.33

0.00 18,633.33
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
12,988,584.78

0.00 0.00
12,989,541.37
812.50

0.00 4,875.00
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
7,993,614.57

0.00 0.00
7,993,783.80
23,833.33

0.00 28,833.33
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
12,891,676.30

0.00 0.00
12,892,254.33
20,425.00

0.00 25,800.00
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 5,785,000.00
5,791,347.75

0.00 0.00
5,789,860.00
14,100.94

0.00 21,934.79
7,833.85
158.04
(1,645.80)
(1,487.75)
6,346.10
6,346.10
3137BRQJ7 FHMS K-057 A2 2.57
07/25/2026
01/31/2022
02/03/2022
6,653,000.00
6,742,336.37

0.00 0.00
6,738,324.26
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
Attachment 1

Page 53 of 95 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137BSRE5 FHMS K-059 A2 3.12
09/25/2026
02/18/2022
02/24/2022
6,000,000.00
6,113,647.73

0.00 0.00
6,108,977.27
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
15,233,945.82

0.00 0.00
15,234,138.66
12,061.04

0.00 31,104.79
19,043.75
192.84

0.00 192.84
19,236.59
19,236.59
3137EAEU9

FEDERAL HOME LOAN
MORTGAGE CORP 0.375
07/21/2025
01/25/2021
01/26/2021
8,000,000.00
7,997,442.83

0.00 0.00
7,997,680.34
3,333.33

0.00 5,833.33
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
12,991,678.62

0.00 0.00
12,992,323.69
21,395.83
24,375.00
1,083.33
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
871,720.18

0.00 0.00
872,566.04
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
3,454,762.25

0.00 0.00
3,455,849.70
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
14,526,919.81

0.00 0.00
14,540,258.54
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
8,968,405.23
8,755,116.56

0.00 (14,218.11)
8,747,481.75
23,856.35
23,856.36
23,818.59
23,818.60
6,583.30

0.00 6,583.30
30,401.90
30,401.90
3137FCJK1 FHMS K-070 A2 3.303
11/25/2027
11/21/2022
11/25/2022
5,321,000.00
5,154,185.98

0.00 0.00
5,158,515.07
14,646.05
14,646.06
14,646.05
14,646.06
4,329.08

0.00 4,329.08
18,975.14
18,975.14
Attachment 1

Page 54 of 95 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137FCLD4 FHMS K-071 A2 3.286
11/25/2027
05/03/2023
05/08/2023
3,729,334.00
3,656,133.30

0.00 0.00
3,658,032.97
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
1,825,575.20

0.00 0.00
1,826,294.21
5,320.98
5,320.98
5,320.98
5,320.98
719.01

0.00 719.01
6,039.99
6,039.99
3137FETN0 FHMS K-073 A2 3.35
01/25/2028 12,200,000.00
11,885,348.95

0.00 0.00
11,893,105.34
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
2,875,034.40

0.00 0.00
2,874,861.59
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
11,580,331.17

0.00 0.00
11,588,443.32
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
5,979,129.86

0.00 0.00
5,984,661.19
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
3,694,517.26

0.00 0.00
3,699,802.42
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
4,927,667.37

0.00 0.00
4,930,522.60
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
1,273,328.73

0.00 0.00
1,275,729.32
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
Attachment 1

Page 55 of 95 ends

INCOME EARNED
Cusip Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137H9D71 FHMS K-750 A2 3.0
09/25/2029
03/08/2024
03/13/2024
4,600,000.00
4,319,514.11

0.00 0.00
4,324,122.31
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
4,817,763.43

0.00 0.00
4,820,224.98
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
341081GT8 FLORIDA POWER & LIGHT CO

5.15 06/15/2029
06/13/2024
06/17/2024
5,000,000.00
5,066,335.44

0.00 0.00
5,065,155.80
62,944.44

0.00 84,402.78
21,458.33

0.00 (1,179.65)
(1,179.65)
20,278.69
20,278.69
362554AC1 GMCAR 2021-4 A3 0.68
09/16/2026
10/13/2021
10/21/2021
523,309.37
586,667.24

0.00 (63,362.94)
523,305.02
166.22
332.45
148.27
314.50

0.73 0.00

0.73 315.23
315.23
362585AC5 GMCAR 2022-2 A3 3.1
02/16/2027
04/05/2022
04/13/2022
1,046,881.02
1,129,987.32

0.00 (83,213.78)
1,046,784.78
1,459.71
2,919.41
1,352.22
2,811.93

11.24 0.00

11.24 2,823.17
2,823.17
36269WAD1 GMALT 2024-2 A3 5.39
07/20/2027
05/07/2024
05/16/2024
2,980,000.00
2,979,842.98

0.00 0.00
2,979,847.46
4,907.89
13,385.17
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
543,266.15
603,433.72

0.00 (60,187.98)
543,248.46
316.81
633.63
285.21
602.03

2.72 0.00

2.72 604.75
604.75
40139LBJ1 GUARDIAN LIFE GLOBAL
FUNDING 4.179 09/26/2029
09/23/2024
09/26/2024
5,955,000.00

0.00 5,955,000.00

0.00 0.00
3,456.38
3,456.38

0.00 0.00

0.00 3,456.38
3,456.38
437930AC4 HONDO-242-A3 5.27
11/20/2028
05/14/2024
05/21/2024
2,830,000.00
2,829,677.69

0.00 0.00
2,829,683.97
5,385.65
12,428.42
5,385.65
12,428.42

6.27 0.00

6.27 12,434.69
12,434.69
Attachment 1

Page 56 of 95 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
43813YAC6 HAROT 2024-3 A3 4.57
03/21/2029
08/09/2024
08/21/2024
5,175,000.00
5,174,192.36

0.00 0.00
5,174,206.93
6,569.38
19,708.12
6,569.38
19,708.12

14.58 0.00

14.58 19,722.70
19,722.70
43815BAC4 HAROT 2022-1 A3 1.88
05/15/2026
02/15/2022
02/23/2022
1,681,633.30
1,873,070.47

0.00 (191,538.22)
1,681,546.97
1,565.14
2,934.64
1,405.10
2,774.60

14.71 0.00

14.71 2,789.31
2,789.31
43815GAC3 HAROT 2021-4 A3 0.88
01/21/2026
11/16/2021
11/24/2021
575,724.49
664,486.25

0.00 (88,802.18)
575,691.55
162.44
487.32
140.73
465.61

7.47 0.00

7.47 473.09
473.09
43815PAC3 HAROT 2022-2 A3 3.73
07/20/2026
08/15/2022
08/24/2022
998,489.96
1,090,548.60

0.00 (92,088.40)
998,463.90
1,468.95
3,389.88
1,344.91
3,265.84

3.70 0.00

3.70 3,269.54
3,269.54
448977AD0 HART 2022-A A3 2.22
10/15/2026
03/09/2022
03/16/2022
1,415,068.38
1,571,230.09

0.00 (156,186.31)
1,415,047.09
1,550.30
2,906.82
1,396.20
2,752.72

3.30 0.00

3.30 2,756.02
2,756.02
44934FAD7 HALST 24B A3 5.41
05/17/2027
05/14/2024
05/22/2024
3,225,000.00
3,224,918.74

0.00 0.00
3,224,921.21
7,754.33
14,539.37
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 824,254.26
983,068.35

0.00 (168,097.73)
816,915.73
326.37
611.95
271.09
556.66
1,945.10

0.00 1,945.10
2,501.76
2,501.76
4581X0DV7

INTER-AMERICAN
DEVELOPMENT BANK 0.875
04/20/2026
04/13/2021
04/20/2021
13,155,000.00
13,135,334.65

0.00 0.00
13,136,324.51
41,885.89

0.00 51,478.07
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
5,913,455.30

0.00 0.00
5,913,565.11
10,104.79

0.00 12,569.38
2,464.58
109.81

0.00 109.81
2,574.40
2,574.40
Attachment 1

Page 57 of 95 ends

3.509 01/23/2029
01/18/2024
01/23/2024
8,000,000.00
7,622,041.40

0.00 0.00
7,631,192.94
29,631.56

0.00 53,024.89
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
2,011,167.31

0.00 0.00
2,009,600.70
14,920.70

0.00 18,390.63
3,469.93

0.00 (1,566.61)
(1,566.61)
1,903.32
1,903.32
47787JAC2 JDOT 2022 A3 0.36
09/15/2026
03/10/2022
03/16/2022
954,918.84
1,040,150.30

0.00 (85,326.63)
954,835.00
1,072.61
2,011.14
984.63
1,923.16

11.33 0.00

11.33 1,934.49
1,934.49
47788UAC6 JDOT 2021 A3 0.36
09/15/2025
03/02/2021
03/10/2021
11,942.27
79,212.67

0.00 (67,273.15)
11,941.89

12.67 23.76

1.91 13.00

2.37 0.00

2.37 15.37

15.37 47789QAC4 JDOT 2021-B A3 0.52
03/16/2026
07/13/2021
07/21/2021
562,085.62
628,893.03

0.00 (66,823.01)
562,072.42
145.35
272.53
129.90
257.09

2.40 0.00

2.40 259.49
259.49
47800AAC4 JDOT 2022-B A3 3.74
02/16/2027
07/12/2022
07/20/2022
2,296,728.89
2,426,710.69

0.00 (130,100.00)
2,296,620.76
4,033.93
7,563.62
3,817.67
7,347.36

10.07 0.00

10.07 7,357.44
7,357.44
47800BAC2 JDOT 2022-C A3 5.09
06/15/2027
10/12/2022
10/19/2022
4,437,981.59
4,702,449.66

0.00 (264,680.01)
4,437,787.48
10,638.47
19,947.12
10,039.70
19,348.36

17.83 0.00

17.83 19,366.18
19,366.18
532457CK2 ELI LILLY AND CO 4.5
02/09/2029
02/07/2024
02/09/2024
6,200,000.00
6,196,367.15

0.00 0.00
6,196,434.34
17,050.00

0.00 40,300.00
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
5,199,408.36

0.00 0.00
5,199,419.46
30,824.44

0.00 51,841.11
21,016.67

11.10 0.00

11.10 21,027.77
21,027.77
Attachment 1

Page 58 of 95 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
58770JAD6 MBALT 2024-A A3 5.32
01/18/2028
05/17/2024
05/23/2024
2,170,000.00
2,169,765.32

0.00 0.00
2,169,771.02
5,130.84
9,620.33
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
4,805,672.61

0.00 0.00
4,805,656.79
56,218.50

0.00 72,435.38
16,216.88

25.34 (41.15)
(15.81)
16,201.06
16,201.06
58989V2H6 MET TOWER GLOBAL
FUNDING 5.25 04/12/2029
04/08/2024
04/12/2024
3,685,000.00
3,678,067.20

0.00 0.00
3,678,190.70
74,698.02

0.00 90,819.90
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
6,058,323.28

0.00 0.00
6,057,134.62
152,100.00
162,000.00
17,100.00
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

0.00 4,418,382.27

0.00 (4,418,230.92)

0.00 20,437.77
34,682.28

0.00 14,244.51

0.31 (151.66)
(151.35)
14,093.16
14,093.16
64952WFD0 NEW YORK LIFE GLOBAL
FUNDING 4.9 06/13/2028
09/12/2023
09/14/2023
4,000,000.00
3,944,919.28

0.00 0.00
3,946,115.82
42,466.67

0.00 58,800.00
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
3,494,413.97

0.00 0.00
3,494,517.99
14,622.22

0.00 28,330.56
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
2,972,410.77

0.00 0.00
2,972,489.96
36,691.67

0.00 46,608.33
9,916.67

79.18 0.00

79.18 9,995.85
9,995.85
66815L2M0

NORTHWESTERN MUTUAL
GLOBAL FUNDING 4.9
06/12/2028
07/10/2023
07/12/2023
5,000,000.00
4,950,582.64

0.00 0.00
4,951,656.93
53,763.89

0.00 74,180.56
20,416.67
1,074.29

0.00 1,074.29
21,490.96
21,490.96
Attachment 1

Page 59 of 95 ends

NORTHWESTERN MUTUAL
GLOBAL FUNDING 4.71
01/10/2029
01/10/2024
4,500,000.00
4,507,308.91

0.00 0.00
4,507,171.18
30,026.25

0.00 47,688.75
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
2,491,859.12

0.00 0.00
2,492,058.33
16,291.67

0.00 25,875.00
9,583.33
199.21

0.00 199.21
9,782.54
9,782.54
69371RS64 PACCAR FINANCIAL CORP

4.95 08/10/2028
08/03/2023
08/10/2023
4,115,000.00
4,109,879.07

0.00 0.00
4,109,985.83
11,882.06

0.00 28,856.44
16,974.38
106.76

0.00 106.76
17,081.14
17,081.14
69371RT48 PACCAR FINANCIAL CORP 4.0
09/26/2029
09/26/2024
09/27/2024
3,000,000.00

0.00 2,999,040.01

0.00 2,999,042.11

0.00 (333.33)
1,666.67
1,333.34

2.10 0.00

2.10 1,335.44
1,335.44
713448FX1 PEPSICO INC 4.5 07/17/2029
07/15/2024
07/17/2024
7,560,000.00
7,548,577.20

0.00 0.00
7,548,769.72
41,580.00

0.00 69,930.00
28,350.00
192.52

0.00 192.52
28,542.52
28,542.52
742718FV6 PROCTER & GAMBLE CO 1.9
02/01/2027
01/27/2022
02/01/2022
10,000,000.00
9,993,133.30

0.00 0.00
9,993,366.59
15,833.33

0.00 31,666.67
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
5,143,569.85

0.00 0.00
5,137,122.10
67,708.33

0.00 81,250.00
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
4,797,739.62

0.00 0.00
4,801,996.13
35,397.00

0.00 49,369.50
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
2,913,890.74

0.00 0.00
2,915,989.26
13,991.67

0.00 23,116.67
9,125.00
2,098.52

0.00 2,098.52
11,223.52
11,223.52
Attachment 1

Page 60 of 95 ends

0.00 4,006,765.12

0.00 (4,006,628.83)

0.00 48,750.00
54,708.33

0.00 5,958.33

0.00 (136.29)
(136.29)
5,822.04
5,822.04
756109BG8 REALTY INCOME CORP 3.95
08/15/2027
12/15/2022
12/19/2022
3,650,000.00
3,583,848.84

0.00 0.00
3,585,689.79
6,407.78

0.00 18,422.36
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
5,250,827.35

0.00 0.00
5,250,798.88
11,958.33

0.00 20,927.08
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
5,543,065.99

0.00 0.00
5,544,279.59
67,595.50
68,355.00
10,633.00
11,392.50
1,213.60

0.00 1,213.60
12,606.10
12,606.10
87612EBM7 TARGET CORP 1.95
01/15/2027
01/19/2022
01/24/2022
3,845,000.00
3,841,884.64

0.00 0.00
3,841,992.56
9,580.46

0.00 15,828.58
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
4,817,290.50

0.00 0.00
4,816,168.34
85,212.76
92,399.38
8,213.28
15,399.90

0.00 (1,122.17)
(1,122.17)
14,277.74
14,277.74
89114TZT2

TORONTO-DOMINION BANK

2.8 03/10/2027
03/09/2022
03/11/2022
5,000,000.00
4,980,012.06

0.00 0.00
4,980,663.84
66,500.00
70,000.00
8,166.67
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
1,796,505.85

0.00 0.00
1,796,609.64
17,048.20

0.00 23,210.20
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
100,760.89

0.00 121,465.18
20,704.29

0.00 0.00

0.00 20,704.29
20,704.29
Attachment 1

Page 61 of 95 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
89236TJK2 TOYOTA MOTOR CREDIT
CORP 1.125 06/18/2026
06/15/2021
06/18/2021
6,840,000.00
6,838,920.43

0.00 0.00
6,838,969.88
15,603.75

0.00 22,016.25
6,412.50

49.45 0.00

49.45 6,461.95
6,461.95
89238FAD5 TAOT 2022-B A3 2.93
09/15/2026
04/07/2022
04/13/2022
1,073,593.26
1,172,632.44

0.00 (99,050.54)
1,073,583.27
1,527.04
2,863.21
1,398.06
2,734.22

1.38 0.00

1.38 2,735.60
2,735.60
89238JAC9 TAOT 2021-D A3 0.71
04/15/2026
11/09/2021
11/15/2021
565,495.28
648,042.45

0.00 (82,551.41)
565,491.76
204.49
383.43
178.45
357.38

0.73 0.00

0.73 358.11
358.11
912828ZC7 UNITED STATES TREASURY

1.125 02/28/2025
03/18/2020
03/19/2020
11,250,000.00
11,267,291.16

0.00 0.00
11,264,409.30
349.62
63,281.25
10,838.23
73,769.85

0.00 (2,881.86)
(2,881.86)
70,888.00
70,888.00
91282CAB7 UNITED STATES TREASURY

0.25 07/31/2025
01/18/2022
01/19/2022
5,000,000.00
4,946,465.13

0.00 0.00
4,951,288.09
1,086.96

0.00 2,105.98
1,019.02
4,822.96

0.00 4,822.96
5,841.98
5,841.98
91282CAT8 UNITED STATES TREASURY

0.25 10/31/2025
03/26/2021
03/29/2021
12,500,000.00
12,428,723.16

0.00 0.00
12,433,754.47
10,529.89

0.00 13,077.45
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
3,192,986.51

0.00 0.00
3,193,275.13

66.30 12,000.00
2,055.25
13,988.95
288.62

0.00 288.62
14,277.57
14,277.57
91282CCZ2 UNITED STATES TREASURY

0.875 09/30/2026 19,350,000.00
19,269,367.77

0.00 0.00
19,272,554.82
71,240.78
84,656.25
465.14
13,880.62
3,187.04

0.00 3,187.04
17,067.66
17,067.66
91282CDG3 UNITED STATES TREASURY

1.125 10/31/2026
11/15/2021
11/17/2021
6,420,000.00
6,402,915.27

0.00 0.00
6,403,564.06
24,336.68

0.00 30,224.59
5,887.91
648.79

0.00 648.79
6,536.69
6,536.69
Attachment 1

Page 62 of 95 ends

1.75 03/15/2025
04/08/2022
04/12/2022
6,000,000.00
5,970,643.87

0.00 0.00
5,975,160.20
48,505.43
52,500.00
4,640.88
8,635.45
4,516.33

0.00 4,516.33
13,151.78
13,151.78
91282CEW7 UNITED STATES TREASURY

3.25 06/30/2027
07/13/2022
07/15/2022
7,000,000.00
7,024,307.71

0.00 0.00
7,023,601.09
38,947.01

0.00 57,493.21
18,546.20

0.00 (706.62)
(706.62)
17,839.58
17,839.58
91282CFB2 UNITED STATES TREASURY

2.75 07/31/2027
08/22/2022
08/23/2022
1,300,000.00
1,287,006.36

0.00 0.00
1,287,373.07
3,108.70

0.00 6,023.10
2,914.40
366.71

0.00 366.71
3,281.11
3,281.11
91282CFH9 UNITED STATES TREASURY

3.125 08/31/2027 16,400,000.00
16,269,169.96

0.00 0.00
16,272,757.63
1,415.75
256,250.00
43,888.12
298,722.38
3,587.66

0.00 3,587.66
302,310.04
302,310.04
91282CFM8 UNITED STATES TREASURY

4.125 09/30/2027
10/20/2022
10/25/2022
12,150,000.00
12,040,405.03

0.00 0.00
12,043,330.16
210,882.17
250,593.75
1,376.89
41,088.47
2,925.13

0.00 2,925.13
44,013.60
44,013.60
91282CFZ9 UNITED STATES TREASURY

3.875 11/30/2027
12/27/2022
12/28/2022
8,000,000.00
7,989,908.06

0.00 0.00
7,990,163.55
78,770.49

0.00 104,180.33
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
4,000,000.00
7,983,047.67

0.00 (3,991,803.37)
3,992,064.87
68,196.72
40,874.32
47,213.11
19,890.71
820.56

0.00 820.56
20,711.28
20,711.28
91282CGC9 UNITED STATES TREASURY

3.875 12/31/2027
01/05/2023
01/06/2023
8,000,000.00
7,981,835.17

0.00 0.00
7,982,283.31
53,070.65

0.00 78,342.39
25,271.74
448.15

0.00 448.15
25,719.88
25,719.88
91282CGE5 UNITED STATES TREASURY

3.875 01/15/2026 4,000,000.00
15,981,264.57

0.00 (11,986,256.95)
3,995,596.61
80,869.57
74,551.63
32,853.26
26,535.33
683.47
(94.48)
588.99
27,124.31
27,124.31
Attachment 1

Page 63 of 95 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
91282CGH8 UNITED STATES TREASURY 3.5
01/31/2028
02/03/2023
02/06/2023
16,000,000.00
15,943,045.68

0.00 0.00
15,944,415.87
48,695.65

0.00 94,347.83
45,652.17
1,370.19

0.00 1,370.19
47,022.37
47,022.37
91282CGP0 UNITED STATES TREASURY 4.0
02/29/2028 12,400,000.00
12,432,307.87

0.00 0.00
12,431,548.28
1,370.17
248,000.00
42,475.14
289,104.97
469.52
(1,229.11)
(759.59)
288,345.38
288,345.38
91282CHA2 UNITED STATES TREASURY 3.5
04/30/2028
05/22/2023
05/25/2023
7,500,000.00
7,437,832.42

0.00 0.00
7,439,227.36
88,451.09

0.00 109,850.54
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
11,849,890.01

0.00 0.00
11,853,181.90
110,532.79

0.00 146,188.52
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
8,881,824.05

0.00 0.00
8,883,466.14
31,304.35

0.00 60,652.17
29,347.83
2,162.86
(520.77)
1,642.09
30,989.92
30,989.92
91282CJA0 UNITED STATES TREASURY

4.625 09/30/2028
10/04/2023
10/05/2023
14,000,000.00
13,924,866.22

0.00 0.00
13,926,378.98
272,445.36
323,750.00
1,778.85
53,083.49
1,512.76

0.00 1,512.76
54,596.25
54,596.25
91282CJG7 UNITED STATES TREASURY

4.875 10/31/2030
10/27/2023
10/31/2023
7,000,000.00
7,004,573.58

0.00 0.00
7,004,512.63
114,986.41

0.00 142,805.71
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
12,878,738.11

0.00 0.00
12,881,037.64
83,457.88

0.00 123,199.73
39,741.85
2,299.53

0.00 2,299.53
42,041.38
42,041.38
91282CJW2 UNITED STATES TREASURY 4.0
01/31/2029
02/16/2024
02/21/2024
10,000,000.00
9,877,194.08

0.00 0.00
9,879,478.13
34,782.61

0.00 67,391.30
32,608.70
2,284.05

0.00 2,284.05
34,892.75
34,892.75
Attachment 1

Page 64 of 95 ends

4.125 03/31/2029
04/10/2024
04/11/2024
12,000,000.00
11,781,931.82

0.00 0.00
11,785,844.52
208,278.69
247,500.00
1,359.89
40,581.20
3,912.71

0.00 3,912.71
44,493.91
44,493.91
91282CKP5 UNITED STATES TREASURY

4.625 04/30/2029 19,000,000.00
19,125,104.49

0.00 0.00
19,122,899.36
296,100.54

0.00 367,737.77
71,637.23

0.00 (2,205.13)
(2,205.13)
69,432.10
69,432.10
91282CKX8 UNITED STATES TREASURY

4.25 06/30/2029
07/18/2024
07/19/2024
8,000,000.00
8,055,185.22

0.00 0.00
8,054,246.16
58,206.52

0.00 85,923.91
27,717.39

0.00 (939.06)
(939.06)
26,778.33
26,778.33
91282CLK5 UNITED STATES TREASURY

3.625 08/31/2029
09/11/2024
09/13/2024
16,000,000.00

0.00 16,125,625.00

0.00 16,124,377.76

0.00 (20,828.73)
49,668.51
28,839.78

0.00 (1,247.24)
(1,247.24)
27,592.54
27,592.54
91324PDP4 UNITEDHEALTH GROUP INC

3.875 12/15/2028
12/12/2023
12/15/2023
6,000,000.00
5,797,165.71

0.00 0.00
5,801,051.43
49,083.33

0.00 68,458.33
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
1,661,799.79

0.00 0.00
1,661,708.43
5,620.94

0.00 7,211.78
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
3,020,751.91

0.00 0.00
3,020,728.12
32,901.22

0.00 42,212.89
9,311.67

6.23 (30.02)
(23.79)
9,287.88
9,287.88
931142ER0 WALMART INC 1.05
09/17/2026
09/08/2021
09/17/2021
1,610,000.00
1,608,756.85

0.00 0.00
1,608,806.84
7,701.17
8,452.50
657.42
1,408.75

49.99 0.00

49.99 1,458.74
1,458.74
Total Fixed Income 831,193,132.88
831,029,300.34
25,079,665.01
(29,688,769.97)
826,545,192.38
5,017,803.40
3,376,900.06
4,353,055.38
2,712,152.04
170,245.61
(45,248.61)
124,997.00
2,837,149.04 2,837,149.04
Attachment 1

Page 65 of 95 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
TOTAL PORTFOLIO 834,546,421.77
836,876,978.07
55,117,935.05
(61,634,287.97)
829,898,481.27
5,017,803.40
3,402,967.25
4,353,055.38
2,738,219.23
170,245.61
(45,248.61)
124,997.00
2,863,216.23 2,863,216.23
Attachment 1

Page 66 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount OCTOBER 2024
10/01/2024 Dividend 60934N807 0.00 0.05 0.05
10/01/2024 Dividend 60934N807 0.00 18,457.51 18,457.51
10/01/2024 Coupon 74340XBK6 0.00 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 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 2,636.28 2,636.28 10/15/2024 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 182,924.67 182,924.67 10/15/2024 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 2,614.63 2,614.63 10/15/2024 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 143,825.35 143,825.35 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 824,254.26 HART 2021-C A3 0.74 05/15/2026 515.22 515.22 10/15/2024 Principal Paydown 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 150,521.46 150,521.46 10/15/2024 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 1,808.61 1,808.61 10/15/2024 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 105,953.84 105,953.84 10/15/2024 Coupon 47788UAC6 11,942.27 JDOT 2021 A3 0.36 09/15/2025 3.58 3.58 10/15/2024 Effective Maturity 47788UAC6 11,942.27 JDOT 2021 A3 0.36 09/15/2025 11,942.27 11,942.27 10/15/2024 Coupon 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 243.89 243.89 10/15/2024 Principal Paydown 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 72,772.43 72,772.43 10/15/2024 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 7,158.14 7,158.14 10/15/2024 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 147,586.02 147,586.02 10/15/2024 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 18,824.44 18,824.44 10/15/2024 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 200,504.48 200,504.48 10/15/2024 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 10/15/2024 Coupon 58989V2H6 3,685,000.00 MET TOWER GLOBAL FUNDING 5.25 04/12/2029 96,731.25 96,731.25
Attachment 1

Page 67 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/15/2024 Coupon 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 2,607.14 2,607.14 10/15/2024 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 100,827.02 100,827.02 10/15/2024 Coupon 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 332.39 332.39 10/15/2024 Principal Paydown 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 82,747.71 82,747.71 10/16/2024 Coupon 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 305.88 305.88 10/16/2024 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 57,892.86 57,892.86 10/16/2024 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 2,687.17 2,687.17 10/16/2024 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 85,514.57 85,514.57 10/16/2024 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 575.05 575.05 10/16/2024 Principal Paydown 380146AC4 543,266.15 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 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 3,103.64 3,103.64 10/18/2024 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 86,528.86 86,528.86 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 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 10/21/2024 Coupon 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 422.20 422.20 10/21/2024 Principal Paydown 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 80,044.41 80,044.41 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 10/25/2024 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 2,938.54 2,938.54 10/25/2024 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 111,010.21 111,010.21 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 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,818.59 23,818.59 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 Attachment 1

Page 68 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/25/2024 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 10/25/2024 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 10/25/2024 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 10/25/2024 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.33 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 1,694,876.42 1,746,261.51 3,441,137.93
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 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 2,349.70 2,349.70 Attachment 1

Page 69 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2024 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 167,774.97 167,774.97 11/15/2024 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 2,348.55 2,348.55 11/15/2024 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 139,665.30 139,665.30 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 824,254.26 HART 2021-C A3 0.74 05/15/2026 422.40 422.40 11/15/2024 Principal Paydown 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 146,528.07 146,528.07 11/15/2024 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 1,603.77 1,603.77 11/15/2024 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 113,597.45 113,597.45 11/15/2024 Coupon 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 212.36 212.36 11/15/2024 Principal Paydown 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 86,226.11 86,226.11 11/15/2024 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 6,698.16 6,698.16 11/15/2024 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 154,333.52 154,333.52 11/15/2024 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 17,973.97 17,973.97 11/15/2024 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 226,059.12 226,059.12 11/15/2024 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 11/15/2024 Coupon 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 2,360.95 2,360.95 11/15/2024 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 92,840.42 92,840.42 11/15/2024 Coupon 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 283.43 283.43 11/15/2024 Principal Paydown 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 80,379.83 80,379.83 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 22160KAM7 5,300,000.00 COSTCO WHOLESALE CORP 3.0 05/18/2027 79,500.00 79,500.00 11/18/2024 Coupon 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 273.08 273.08 11/18/2024 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 56,564.34 56,564.34 11/18/2024 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 2,466.25 2,466.25 11/18/2024 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 82,179.19 82,179.19 11/18/2024 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 516.44 516.44 11/18/2024 Principal Paydown 380146AC4 543,266.15 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 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 2,834.68 2,834.68 11/18/2024 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 84,374.45 84,374.45 11/18/2024 Coupon 58933YBH7 4,805,000.00 MERCK & CO INC 4.05 05/17/2028 97,301.25 97,301.25 Attachment 1

Page 70 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 11/21/2024 Coupon 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 363.50 363.50 11/21/2024 Principal Paydown 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 78,150.07 78,150.07 11/25/2024 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 2,641.59 2,641.59 11/25/2024 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 107,719.68 107,719.68 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 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,778.09 23,778.09 11/25/2024 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 14,313.95 14,313.95 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 6,185,243.64 1,040,122.32 7,225,365.96
DECEMBER 2024
12/02/2024 Coupon 91282CFZ9 8,000,000.00 UNITED STATES TREASURY 3.875 11/30/2027 155,000.00 155,000.00 12/02/2024 Coupon 91282CHE4 12,000,000.00 UNITED STATES TREASURY 3.625 05/31/2028 217,500.00 217,500.00 Attachment 1

Page 71 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 GLOBAL FUNDING

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 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 241.02 241.02 12/16/2024 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 53,883.67 53,883.67 12/16/2024 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 2,253.96 2,253.96 12/16/2024 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 76,855.22 76,855.22 12/16/2024 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 459.17 459.17 12/16/2024 Principal Paydown 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 51,701.22 51,701.22 12/16/2024 Coupon 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 2,086.85 2,086.85 12/16/2024 Principal Paydown 43815BAC4 1,681,633.30
HAROT 2022-1 A3 1.88 05/15/2026 159,820.45 159,820.45
12/16/2024 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 2,090.17 2,090.17 12/16/2024 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 131,958.20 131,958.20 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 824,254.26 HART 2021-C A3 0.74 05/15/2026 332.04 332.04 12/16/2024 Principal Paydown 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 138,775.66 138,775.66 12/16/2024 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 1,384.15 1,384.15 12/16/2024 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 81,044.62 81,044.62 12/16/2024 Coupon 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 174.99 174.99 12/16/2024 Principal Paydown 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 61,368.32 61,368.32 12/16/2024 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 6,217.16 6,217.16 12/16/2024 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 123,218.90 123,218.90 Attachment 1

Page 72 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/16/2024 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 17,015.10 17,015.10 12/16/2024 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 185,835.70 185,835.70 12/16/2024 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 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 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 2,134.26 2,134.26 12/16/2024 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 88,367.96 88,367.96 12/16/2024 Coupon 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 235.87 235.87 12/16/2024 Principal Paydown 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 73,251.01 73,251.01 12/16/2024 Coupon 91282CGA3 4,000,000.00 UNITED STATES TREASURY 4.0 12/15/2025 80,000.00 80,000.00 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 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 2,572.42 2,572.42 12/18/2024 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 80,190.14 80,190.14 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 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13
12/23/2024 Coupon 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 306.19 306.19 12/23/2024 Principal Paydown 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 74,645.10 74,645.10 12/25/2024 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 2,353.44 2,353.44 12/25/2024 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 102,061.55 102,061.55 12/25/2024 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 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 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,740.08 23,740.08 12/25/2024 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 15,340.73 15,340.73 Attachment 1

Page 73 of 95 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 12/31/2024 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 12/31/2024 Coupon 91282CKX8 8,000,000.00 UNITED STATES TREASURY 4.25 06/30/2029 170,000.00 170,000.00 December 2024
Total 1,498,318.45 2,678,402.61 4,176,721.06
JANUARY 2025
01/07/2025 Coupon 3135G0X24 5,785,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 01/07/2025 47,003.13 47,003.13
01/07/2025 Final Maturity 3135G0X24 5,785,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

1.625 01/07/2025 5,785,000.00 5,785,000.00
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 01/15/2025 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 01/15/2025 Coupon 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 1,836.47 1,836.47 01/15/2025 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 155,709.77 155,709.77 Attachment 1

Page 74 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/15/2025 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 1,846.05 1,846.05 01/15/2025 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 128,779.62 128,779.62 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 824,254.26 HART 2021-C A3 0.74 05/15/2026 246.46 246.46 01/15/2025 Principal Paydown 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 135,371.56 135,371.56 01/15/2025 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 1,227.46 1,227.46 01/15/2025 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 95,070.63 95,070.63 01/15/2025 Coupon 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 148.40 148.40 01/15/2025 Principal Paydown 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 110,739.24 110,739.24 01/15/2025 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 5,833.12 5,833.12 01/15/2025 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 189,410.03 189,410.03 01/15/2025 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 16,226.84 16,226.84 01/15/2025 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 291,645.78 291,645.78 01/15/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 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 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 1,918.50 1,918.50 01/15/2025 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 86,391.01 86,391.01 01/15/2025 Coupon 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 192.53 192.53 01/15/2025 Principal Paydown 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 71,268.97 71,268.97 01/15/2025 Coupon 91282CGE5 4,000,000.00 UNITED STATES TREASURY 3.875 01/15/2026 77,500.00 77,500.00 01/16/2025 Coupon 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 210.49 210.49 01/16/2025 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 52,863.58 52,863.58 01/16/2025 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 2,055.41 2,055.41 01/16/2025 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 74,833.77 74,833.77 01/16/2025 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 404.89 404.89 01/16/2025 Principal Paydown 380146AC4 543,266.15 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
01/17/2025 Coupon 713448FX1 7,560,000.00 PEPSICO INC 4.5 07/17/2029 170,100.00 170,100.00 01/20/2025 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 01/20/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 Attachment 1

Page 75 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/20/2025 Coupon 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 2,323.16 2,323.16 01/20/2025 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 78,473.87 78,473.87 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 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 01/21/2025 Coupon 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 251.45 251.45 01/21/2025 Principal Paydown 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 72,941.12 72,941.12 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 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 2,080.43 2,080.43 01/27/2025 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 99,439.53 99,439.53 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 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,699.34 23,699.34 01/27/2025 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 14,410.40 14,410.40 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 76 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 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 7,493,110.68 2,261,401.78 9,754,512.46 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 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 180.53 180.53 02/17/2025 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 52,106.18 52,106.18 02/17/2025 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 1,862.09 1,862.09 02/17/2025 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 73,407.25 73,407.25
02/17/2025 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 351.59 351.59 02/17/2025 Principal Paydown 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 50,087.13 50,087.13 02/17/2025 Coupon 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 1,592.52 1,592.52 02/17/2025 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 152,394.49 152,394.49 02/17/2025 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 1,607.81 1,607.81 02/17/2025 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 126,435.33 126,435.33 02/17/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 02/17/2025 Coupon 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 162.99 162.99 02/17/2025 Principal Paydown 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 132,740.01 132,740.01 02/17/2025 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 1,043.66 1,043.66 Attachment 1

Page 77 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/17/2025 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 71,917.79 71,917.79 02/17/2025 Coupon 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 100.41 100.41 02/17/2025 Principal Paydown 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 98,170.33 98,170.33 02/17/2025 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 5,242.80 5,242.80 02/17/2025 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 157,587.47 157,587.47 02/17/2025 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 14,989.78 14,989.78 02/17/2025 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 255,409.48 255,409.48 02/17/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 02/17/2025 Coupon 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 1,707.56 1,707.56 02/17/2025 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 81,362.81 81,362.81 02/17/2025 Coupon 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 150.37 150.37 02/17/2025 Principal Paydown 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 69,875.51 69,875.51 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 171239AL0 8,390,000.00 CHUBB INA HOLDINGS LLC 4.65 08/15/2029 211,323.13 211,323.13 02/18/2025 Coupon 30303M8S4 4,560,000.00 META PLATFORMS INC 4.3 08/15/2029 101,308.00 101,308.00 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 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 2,079.23 2,079.23 02/18/2025 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 76,931.91 76,931.91 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 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 02/21/2025 Coupon 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 197.96 197.96 02/21/2025 Principal Paydown 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 71,383.55 71,383.55 02/25/2025 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 1,814.43 1,814.43 02/25/2025 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 91,091.03 91,091.03 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 78 of 95 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 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,661.06 23,661.06 02/25/2025 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 14,457.17 14,457.17 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 02/28/2025 Coupon 91282CLK5 16,000,000.00 UNITED STATES TREASURY 3.625 08/31/2029 290,000.00 290,000.00 February 2025
Total 28,060,357.45 2,348,433.56 30,408,791.02
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 03/11/2025 Coupon 037833DN7 6,000,000.00 APPLE INC 2.05 09/11/2026 61,500.00 61,500.00 Attachment 1

Page 79 of 95 ends

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 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 151.01 151.01 03/17/2025 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 50,740.72 50,740.72 03/17/2025 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 1,672.46 1,672.46 03/17/2025 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 68,277.86 68,277.86 03/17/2025 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 298.99 298.99 03/17/2025 Principal Paydown 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 48,605.20 48,605.20 03/17/2025 Coupon 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 1,353.77 1,353.77 03/17/2025 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 147,460.66 147,460.66 03/17/2025 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 1,373.90 1,373.90 03/17/2025 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 122,296.63 122,296.63
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 824,254.26 HART 2021-C A3 0.74 05/15/2026 81.13 81.13 03/17/2025 Principal Paydown 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 128,489.82 128,489.82 03/17/2025 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 904.62 904.62 03/17/2025 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 58,756.84 58,756.84 03/17/2025 Coupon 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 57.87 57.87 03/17/2025 Principal Paydown 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 82,629.49 82,629.49 03/17/2025 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 4,751.65 4,751.65 03/17/2025 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 138,642.30 138,642.30 03/17/2025 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 13,906.42 13,906.42 03/17/2025 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 233,481.69 233,481.69 03/17/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 Attachment 1

Page 80 of 95 ends

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 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 1,508.90 1,508.90 03/17/2025 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 77,062.31 77,062.31 03/17/2025 Coupon 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 109.02 109.02 03/17/2025 Principal Paydown 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 67,734.20 67,734.20 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 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 1,840.10 1,840.10 03/18/2025 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 74,459.00 74,459.00 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 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 03/21/2025 Coupon 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 145.61 145.61 03/21/2025 Principal Paydown 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 69,198.56 69,198.56 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 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 1,570.76 1,570.76 03/25/2025 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 88,189.19 88,189.19
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 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,622.67 23,622.67 03/25/2025 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 17,428.99 17,428.99 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 Attachment 1

Page 81 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/25/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 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 03/26/2025 Coupon 40139LBJ1 5,955,000.00 GUARDIAN LIFE GLOBAL FUNDING 4.179 09/26/2029 124,429.73 124,429.73
03/26/2025 Coupon 69371RT48 3,000,000.00 PACCAR FINANCIAL CORP 4.0 09/26/2029 60,000.00 60,000.00 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 7,473,453.45 2,720,434.38 10,193,887.83 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 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 1,122.75 1,122.75 04/15/2025 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 149,133.81 149,133.81 04/15/2025 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 1,147.65 1,147.65 04/15/2025 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 125,520.01 125,520.01 04/15/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 Attachment 1

Page 82 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/15/2025 Coupon 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 1.89 1.89 04/15/2025 Effective Maturity 44935FAD6 824,254.26 HART 2021-C A3 0.74 05/15/2026 3,070.11 3,070.11 04/15/2025 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 791.02 791.02 04/15/2025 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 74,716.47 74,716.47 04/15/2025 Coupon 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 22.07 22.07 04/15/2025 Effective Maturity 47789QAC4 562,085.62 JDOT 2021-B A3 0.52 03/16/2026 50,923.84 50,923.84 04/15/2025 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 4,319.55 4,319.55 04/15/2025 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 185,483.18 185,483.18 04/15/2025 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 12,916.07 12,916.07 04/15/2025 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 278,338.21 278,338.21 04/15/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 04/15/2025 Coupon 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 1,320.74 1,320.74 04/15/2025 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 79,175.49 79,175.49 04/15/2025 Coupon 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 68.95 68.95 04/15/2025 Principal Paydown 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 68,631.50 68,631.50 04/16/2025 Coupon 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 122.25 122.25 04/16/2025 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 52,177.18 52,177.18 04/16/2025 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 1,496.07 1,496.07 04/16/2025 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 70,164.90 70,164.90 04/16/2025 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 247.96 247.96 04/16/2025 Principal Paydown 380146AC4 543,266.15 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 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 1,608.66 1,608.66 04/18/2025 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 75,691.73 75,691.73 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 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 04/21/2025 Coupon 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 94.87 94.87 04/21/2025 Principal Paydown 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 69,470.03 69,470.03 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 Attachment 1

Page 83 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/25/2025 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 1,334.85 1,334.85 04/25/2025 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 90,093.61 90,093.61 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 04/25/2025 Principal Paydown 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 7,903.30 7,903.30 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 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,576.38 23,576.38 04/25/2025 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 14,561.20 14,561.20 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 3,444,279.86 1,722,482.84 5,166,762.70 MAY 2025
Attachment 1

Page 84 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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
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 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 889.11 889.11 05/15/2025 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 143,395.19 143,395.19 05/15/2025 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 915.44 915.44 05/15/2025 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 120,533.83 120,533.83 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 954,918.84 JDOT 2022 A3 0.36 09/15/2026 646.57 646.57 05/15/2025 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 68,578.17 68,578.17 05/15/2025 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 3,741.46 3,741.46 05/15/2025 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 163,737.28 163,737.28 05/15/2025 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 11,735.45 11,735.45 05/15/2025 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 243,947.84 243,947.84 05/15/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 05/15/2025 Coupon 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 1,127.42 1,127.42 05/15/2025 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 76,478.25 76,478.25 05/15/2025 Coupon 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 28.34 28.34 05/15/2025 Effective Maturity 89238JAC9 565,495.28 TAOT 2021-D A3 0.71 04/15/2026 47,898.55 47,898.55 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 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 92.69 92.69 05/16/2025 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 50,461.44 50,461.44 Attachment 1

Page 85 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/16/2025 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 1,314.81 1,314.81 05/16/2025 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 67,084.20 67,084.20 05/16/2025 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 195.22 195.22 05/16/2025 Principal Paydown 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 48,344.18 48,344.18 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 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 1,373.39 1,373.39 05/19/2025 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 72,724.84 72,724.84 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 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 05/21/2025 Coupon 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 43.92 43.92 05/21/2025 Effective Maturity 43815GAC3 575,724.49 HAROT 2021-4 A3 0.88 01/21/2026 59,891.65 59,891.65 05/26/2025 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 1,093.85 1,093.85 05/26/2025 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 83,855.04 83,855.04 05/26/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 05/26/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,231.58 14,231.58 05/26/2025 Principal Paydown 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 12,255.86 12,255.86 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 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,537.71 23,537.71 05/26/2025 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 15,579.56 15,579.56 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 Attachment 1

Page 86 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 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 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 May 2025 Total 13,092,765.90 1,016,338.85 14,109,104.75 JUNE 2025
06/02/2025 Coupon 91282CFZ9 8,000,000.00 UNITED STATES TREASURY 3.875 11/30/2027 155,000.00 155,000.00 06/02/2025 Coupon 91282CHE4 12,000,000.00 UNITED STATES TREASURY 3.625 05/31/2028 217,500.00 217,500.00 06/09/2025 Coupon 3133EPME2 10,000,000.00 FEDERAL FARM CREDIT BANKS FUNDING CORP

3.875 06/08/2028 193,750.00 193,750.00
06/09/2025 Coupon 89115A2C5 1,800,000.00 TORONTO-DOMINION BANK 4.108 06/08/2027 36,972.00 36,972.00 06/11/2025 Coupon 24422EXT1 5,180,000.00 JOHN DEERE CAPITAL CORP 4.85 06/11/2029 125,615.00 125,615.00 06/12/2025 Coupon 66815L2M0 5,000,000.00 NORTHWESTERN MUTUAL GLOBAL FUNDING

4.9 06/12/2028 122,500.00 122,500.00
06/13/2025 Coupon 64952WFD0 4,000,000.00 NEW YORK LIFE GLOBAL FUNDING 4.9 06/13/2028 98,000.00 98,000.00
06/16/2025 Coupon 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 06/16/2025 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 06/16/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 06/16/2025 Coupon 341081GT8 5,000,000.00 FLORIDA POWER & LIGHT CO 5.15 06/15/2029 128,750.00 128,750.00 06/16/2025 Coupon 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 64.09 64.09 06/16/2025 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 48,261.54 48,261.54
06/16/2025 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 1,141.51 1,141.51 06/16/2025 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 65,695.09 65,695.09 06/16/2025 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 144.46 144.46 06/16/2025 Principal Paydown 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 47,489.44 47,489.44 06/16/2025 Coupon 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 664.45 664.45 06/16/2025 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 139,829.24 139,829.24 06/16/2025 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 692.45 692.45 06/16/2025 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 117,950.87 117,950.87 06/16/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 06/16/2025 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 513.98 513.98 Attachment 1

Page 87 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/16/2025 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 55,491.24 55,491.24 06/16/2025 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 3,231.14 3,231.14 06/16/2025 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 103,699.46 103,699.46 06/16/2025 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 10,700.70 10,700.70 06/16/2025 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 210,796.45 210,796.45 06/16/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 06/16/2025 Coupon 74340XBV2 4,968,000.00 PROLOGIS LP 3.375 12/15/2027 83,835.00 83,835.00 06/16/2025 Coupon 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 940.69 940.69 06/16/2025 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 75,108.15 75,108.15 06/16/2025 Coupon 91282CGA3 4,000,000.00 UNITED STATES TREASURY 4.0 12/15/2025 80,000.00 80,000.00 06/16/2025 Coupon 91324PDP4 6,000,000.00 UNITEDHEALTH GROUP INC 3.875 12/15/2028 116,250.00 116,250.00 06/17/2025 Coupon 3135G04Z3 12,900,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 06/17/2025 32,250.00 32,250.00
06/17/2025 Final Maturity 3135G04Z3 12,900,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.5 06/17/2025 12,900,000.00 12,900,000.00
06/18/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 06/18/2025 Coupon 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 1,147.33 1,147.33 06/18/2025 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 65,285.54 65,285.54 06/18/2025 Coupon 89236TJK2 6,840,000.00 TOYOTA MOTOR CREDIT CORP 1.125 06/18/2026 38,475.00 38,475.00
06/19/2025 Coupon 06051GJD2 6,200,000.00
BANK OF AMERICA CORP 1.319 06/19/2026 40,889.00 40,889.00 06/19/2025 Effective Maturity 06051GJD2 6,200,000.00 BANK OF AMERICA CORP 1.319 06/19/2026 6,200,000.00 6,200,000.00 06/20/2025 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 06/23/2025 Coupon 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 06/25/2025 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 869.54 869.54 06/25/2025 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 79,994.84 79,994.84 06/25/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 06/25/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 14,205.33 14,205.33 06/25/2025 Principal Paydown 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 282,828.20 282,828.20 06/25/2025 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 06/25/2025 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 06/25/2025 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 Attachment 1

Page 88 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/25/2025 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 06/25/2025 Coupon 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,496.33 23,496.33 06/25/2025 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 14,659.17 14,659.17 06/25/2025 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 06/25/2025 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 06/25/2025 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 06/25/2025 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 06/25/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 06/25/2025 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 06/25/2025 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.33 19,283.33 06/25/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 06/25/2025 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 06/25/2025 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 06/25/2025 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 06/25/2025 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 06/30/2025 Coupon 91282CEW7 7,000,000.00 UNITED STATES TREASURY 3.25 06/30/2027 113,750.00 113,750.00 06/30/2025 Coupon 91282CGC9 8,000,000.00 UNITED STATES TREASURY 3.875 12/31/2027 155,000.00 155,000.00 06/30/2025 Coupon 91282CJR3 13,000,000.00 UNITED STATES TREASURY 3.75 12/31/2028 243,750.00 243,750.00 06/30/2025 Coupon 91282CKX8 8,000,000.00 UNITED STATES TREASURY 4.25 06/30/2029 170,000.00 170,000.00 June 2025 Total 20,407,089.26 2,632,454.55 23,039,543.80 JULY 2025
07/10/2025 Coupon 66815L2Q1 4,500,000.00 NORTHWESTERN MUTUAL GLOBAL FUNDING

4.71 01/10/2029 105,975.00 105,975.00
07/10/2025 Coupon 69371RS31 2,500,000.00 PACCAR FINANCIAL CORP 4.6 01/10/2028 57,500.00 57,500.00 07/15/2025 Coupon 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 07/15/2025 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 07/15/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 07/15/2025 Coupon 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 445.39 445.39 07/15/2025 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 136,218.73 136,218.73 07/15/2025 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 474.25 474.25 07/15/2025 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 115,306.67 115,306.67 07/15/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 Attachment 1

Page 89 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/15/2025 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 406.70 406.70 07/15/2025 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 65,731.47 65,731.47 07/15/2025 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 2,907.95 2,907.95 07/15/2025 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 87,840.63 87,840.63 07/15/2025 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 9,806.58 9,806.58 07/15/2025 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 230,100.56 230,100.56 07/15/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 07/15/2025 Coupon 756109AU8 3,000,000.00 REALTY INCOME CORP 3.65 01/15/2028 54,750.00 54,750.00 07/15/2025 Coupon 87612EBM7 3,845,000.00 TARGET CORP 1.95 01/15/2027 37,488.75 37,488.75 07/15/2025 Coupon 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 757.30 757.30 07/15/2025 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 73,658.79 73,658.79 07/15/2025 Coupon 91282CGE5 4,000,000.00 UNITED STATES TREASURY 3.875 01/15/2026 77,500.00 77,500.00 07/16/2025 Coupon 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 36.74 36.74 07/16/2025 Principal Paydown 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 46,364.74 46,364.74 07/16/2025 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 971.80 971.80 07/16/2025 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 64,186.53 64,186.53 07/16/2025 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 94.60 94.60 07/16/2025 Principal Paydown 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 46,614.11 46,614.11 07/17/2025 Coupon 57629W5B2 5,200,000.00 MASSMUTUAL GLOBAL FUNDING II 4.85 01/17/2029 126,100.00 126,100.00
07/17/2025 Coupon 713448FX1 7,560,000.00 PEPSICO INC 4.5 07/17/2029 170,100.00 170,100.00 07/18/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 07/18/2025 Coupon 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 944.40 944.40 07/18/2025 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 63,656.95 63,656.95 07/21/2025 Coupon 24422EWR6 4,000,000.00 JOHN DEERE CAPITAL CORP 4.75 01/20/2028 95,000.00 95,000.00 07/21/2025 Coupon 3137EAEU9 8,000,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.375 07/21/2025 15,000.00 15,000.00
07/21/2025 Final Maturity 3137EAEU9 8,000,000.00 FEDERAL HOME LOAN MORTGAGE CORP 0.375 07/21/2025 8,000,000.00 8,000,000.00
07/21/2025 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 07/21/2025 Coupon 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 07/21/2025 Coupon 78016EYV3 5,250,000.00 ROYAL BANK OF CANADA 2.05 01/21/2027 53,812.50 53,812.50 Attachment 1

Page 90 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/23/2025 Coupon 46647PAM8 8,000,000.00 JPMORGAN CHASE & CO 3.509 01/23/2029 140,360.00 140,360.00 07/25/2025 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 655.55 655.55 07/25/2025 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 77,926.55 77,926.55 07/25/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 07/25/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 13,599.61 13,599.61 07/25/2025 Principal Paydown 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 179,960.90 179,960.90 07/25/2025 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 07/25/2025 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 07/25/2025 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 07/25/2025 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 07/25/2025 Coupon 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,457.40 23,457.40 07/25/2025 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 15,674.19 15,674.19 07/25/2025 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05 07/25/2025 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 07/25/2025 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 07/25/2025 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 07/25/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 07/25/2025 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 07/25/2025 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.33 19,283.33 07/25/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 07/25/2025 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 07/25/2025 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 07/25/2025 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 07/25/2025 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 07/29/2025 Coupon 64952WFF5 3,500,000.00 NEW YORK LIFE GLOBAL FUNDING 4.7 01/29/2029 82,250.00 82,250.00
07/31/2025 Coupon 91282CAB7 5,000,000.00 UNITED STATES TREASURY 0.25 07/31/2025 6,250.00 6,250.00 07/31/2025 Final Maturity 91282CAB7 5,000,000.00 UNITED STATES TREASURY 0.25 07/31/2025 5,000,000.00 5,000,000.00 07/31/2025 Coupon 91282CFB2 1,300,000.00 UNITED STATES TREASURY 2.75 07/31/2027 17,875.00 17,875.00 07/31/2025 Coupon 91282CGH8 16,000,000.00 UNITED STATES TREASURY 3.5 01/31/2028 280,000.00 280,000.00 07/31/2025 Coupon 91282CHR5 9,000,000.00 UNITED STATES TREASURY 4.0 07/31/2030 180,000.00 180,000.00 07/31/2025 Coupon 91282CJW2 10,000,000.00 UNITED STATES TREASURY 4.0 01/31/2029 200,000.00 200,000.00 Attachment 1

Page 91 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount July 2025 Total 14,203,240.81 2,176,876.03 16,380,116.84 AUGUST 2025
08/01/2025 Coupon 742718FV6 10,000,000.00 PROCTER & GAMBLE CO 1.9 02/01/2027 95,000.00 95,000.00 08/11/2025 Coupon 532457CK2 6,200,000.00 ELI LILLY AND CO 4.5 02/09/2029 139,500.00 139,500.00 08/11/2025 Coupon 69371RS64 4,115,000.00 PACCAR FINANCIAL CORP 4.95 08/10/2028 101,846.25 101,846.25 08/15/2025 Coupon 02582JKH2 6,540,000.00 AMXCA 2024-1 A 5.23 04/16/2029 28,503.50 28,503.50 08/15/2025 Coupon 05522RDJ4 4,200,000.00 BACCT 2024-1 A 4.93 03/15/2029 17,255.00 17,255.00 08/15/2025 Coupon 161571HT4 8,975,000.00 CHAIT 2023-1 A 5.16 09/15/2028 38,592.50 38,592.50 08/15/2025 Coupon 171239AL0 8,390,000.00 CHUBB INA HOLDINGS LLC 4.65 08/15/2029 195,067.50 195,067.50 08/15/2025 Coupon 30303M8S4 4,560,000.00 META PLATFORMS INC 4.3 08/15/2029 98,040.00 98,040.00 08/15/2025 Coupon 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 231.98 231.98 08/15/2025 Principal Paydown 43815BAC4 1,681,633.30 HAROT 2022-1 A3 1.88 05/15/2026 132,097.58 132,097.58 08/15/2025 Coupon 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 260.93 260.93 08/15/2025 Principal Paydown 448977AD0 1,415,068.38 HART 2022-A A3 2.22 10/15/2026 112,010.05 112,010.05 08/15/2025 Coupon 44934FAD7 3,225,000.00 HALST 24B A3 5.41 05/17/2027 14,539.38 14,539.38 08/15/2025 Coupon 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 279.62 279.62 08/15/2025 Principal Paydown 47787JAC2 954,918.84 JDOT 2022 A3 0.36 09/15/2026 59,557.21 59,557.21 08/15/2025 Coupon 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 2,634.18 2,634.18 08/15/2025 Principal Paydown 47800AAC4 2,296,728.89 JDOT 2022-B A3 3.74 02/16/2027 82,427.00 82,427.00 08/15/2025 Coupon 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 8,830.57 8,830.57 08/15/2025 Principal Paydown 47800BAC2 4,437,981.59 JDOT 2022-C A3 5.09 06/15/2027 222,200.94 222,200.94 08/15/2025 Coupon 58770JAD6 2,170,000.00 MBALT 2024-A A3 5.32 01/18/2028 9,621.46 9,621.46 08/15/2025 Coupon 756109BG8 3,650,000.00 REALTY INCOME CORP 3.95 08/15/2027 72,087.50 72,087.50 08/15/2025 Coupon 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 577.45 577.45 08/15/2025 Principal Paydown 89238FAD5 1,073,593.26 TAOT 2022-B A3 2.93 09/15/2026 71,821.83 71,821.83 08/18/2025 Coupon 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 10.47 10.47 08/18/2025 Effective Maturity 362554AC1 523,309.37 GMCAR 2021-4 A3 0.68 09/16/2026 18,478.52 18,478.52 08/18/2025 Coupon 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 805.99 805.99 08/18/2025 Principal Paydown 362585AC5 1,046,881.02 GMCAR 2022-2 A3 3.1 02/16/2027 62,136.96 62,136.96 08/18/2025 Coupon 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 45.65 45.65 08/18/2025 Principal Paydown 380146AC4 543,266.15 GMCAR 2022-1 A3 1.26 11/16/2026 43,071.30 43,071.30 08/18/2025 Coupon 437930AC4 2,830,000.00 HONDO-242-A3 5.27 11/20/2028 12,428.42 12,428.42 Attachment 1

Page 92 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/18/2025 Coupon 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 746.54 746.54 08/18/2025 Principal Paydown 43815PAC3 998,489.96 HAROT 2022-2 A3 3.73 07/20/2026 61,709.14 61,709.14 08/20/2025 Coupon 36269WAD1 2,980,000.00 GMALT 2024-2 A3 5.39 07/20/2027 13,385.17 13,385.17 08/21/2025 Coupon 43813YAC6 5,175,000.00 HAROT 2024-3 A3 4.57 03/21/2029 19,708.13 19,708.13 08/25/2025 Coupon 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 447.10 447.10 08/25/2025 Principal Paydown 05602RAD3 1,098,520.98 BMWOT 2022-A A3 3.21 08/25/2026 75,462.48 75,462.48 08/25/2025 Coupon 096919AD7 3,700,000.00 BMWOT 2024-A A3 5.18 02/26/2029 15,971.67 15,971.67 08/25/2025 Coupon 3135G05X7 13,000,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.375 08/25/2025 24,375.00 24,375.00
08/25/2025 Final Maturity 3135G05X7 13,000,000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION

0.375 08/25/2025 13,000,000.00 13,000,000.00
08/25/2025 Coupon 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 13,214.19 13,214.19 08/25/2025 Principal Paydown 3137BRQJ7 6,653,000.00 FHMS K-057 A2 2.57 07/25/2026 11,110.14 11,110.14 08/25/2025 Coupon 3137BSRE5 6,000,000.00 FHMS K-059 A2 3.12 09/25/2026 15,600.00 15,600.00 08/25/2025 Coupon 3137F2LJ3 900,000.00 FHMS K-066 A2 3.117 06/25/2027 2,337.75 2,337.75 08/25/2025 Coupon 3137F4X72 3,500,000.00 FHMS K-075 A2 3.65 02/25/2028 10,645.83 10,645.83 08/25/2025 Coupon 3137FBBX3 15,000,000.00 FHMS K-068 A2 3.244 08/25/2027 40,550.00 40,550.00 08/25/2025 Coupon 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 23,415.77 23,415.77 08/25/2025 Principal Paydown 3137FBU79 8,968,405.23 FHMS K-069 A2 3.187 09/25/2027 14,757.74 14,757.74 08/25/2025 Coupon 3137FCJK1 5,321,000.00 FHMS K-070 A2 3.303 11/25/2027 14,646.05 14,646.05
08/25/2025 Coupon 3137FCLD4 3,729,334.00 FHMS K-071 A2 3.286 11/25/2027 10,212.16 10,212.16 08/25/2025 Coupon 3137FEBQ2 1,854,000.00 FHMS K-072 A2 3.444 12/25/2027 5,320.98 5,320.98 08/25/2025 Coupon 3137FETN0 12,200,000.00 FHMS K-073 A2 3.35 01/25/2028 34,058.33 34,058.33 08/25/2025 Coupon 3137FEZU7 2,867,500.00 FHMS K-076 A2 3.9 04/25/2028 9,319.38 9,319.38 08/25/2025 Coupon 3137FKUP9 12,000,000.00 FHMS K-087 A2 3.771 12/25/2028 37,710.00 37,710.00 08/25/2025 Coupon 3137FKZZ2 6,271,000.00 FHMS K-088 A2 3.69 01/25/2029 19,283.33 19,283.33 08/25/2025 Coupon 3137FMTY8 4,000,000.00 FHMS K-094 A2 2.903 06/25/2029 9,676.67 9,676.67 08/25/2025 Coupon 3137FQXJ7 5,000,000.00 FHMS K-737 A2 2.525 10/25/2026 10,520.83 10,520.83 08/25/2025 Coupon 3137H5YC5 1,400,000.00 FHMS K-748 A2 2.26 01/25/2029 2,636.67 2,636.67 08/25/2025 Coupon 3137H9D71 4,600,000.00 FHMS K-750 A2 3.0 09/25/2029 11,500.00 11,500.00 08/25/2025 Coupon 3137HB2L7 5,000,000.00 FHMS K-753 A2 4.4 10/25/2030 18,333.33 18,333.33 08/26/2025 Coupon 17275RBR2 4,475,000.00 CISCO SYSTEMS INC 4.85 02/26/2029 108,518.75 108,518.75 Attachment 1

Page 93 of 95 ends

CASH FLOW REPORT
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount August 2025 Total 13,966,840.88 1,308,291.94 15,275,132.82 Grand Total 3,349,872,460.92 117,519,576.80 21,651,500.37 139,171,077.17 Attachment 1

Page 94 of 95 ends

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

Page 95 of 95 ends

Sunnyvale City CouncilDecember 10, 2024

Sunnyvale City Council
December 10, 2024