____________________________________________________________________________________________________________________ Prepared By: Chandler Asset Management
City of Corona
Investment Portfolio Report
Month Ending December 31, 2021
In accordance with the City Investment Policy, a monthly investment report shall be filed with the City Council which provides a clear picture of the status of the current investments. The report for the month ending December 31, 2021 has been prepared by Chandler Asset Management. We hereby certify that this report accurately reflects all pooled investments and is in compliance with the City’s Investment Policy. Combined with anticipated revenues, the portfolio contains sufficient investment liquidity to meet budgeted expenditures for the next six months.
SUBMITTED BY:
_____________________________________
Chad T. Willardson
City Treasurer
____________________________________
Kim Sitton
Finance Director
____________________________________
Roger Bradley
Assistant City Manager
REVIEWED BY:
_____________________________________
Christine Thompson
Accounting Manager
Beginning balance November 30, 2021 $ 380,350,515
Acquisitions / Additions:
Agency Notes $ 4,297,205
US Corporate Notes $ 6,244,866
LAIF $ 22,000,000
Money Market Fund $ 3,585,931 $ 36,128,002
Dispositions / Withdrawals:
Agency Notes $ 5,174,225
US Corporate Notes $ 4,837,080
LAIF $ 15,100,000
Money Market Fund $ 3,460,922 $ 28,572,227
Gain/(Loss) on Dispositions $ 149,636
Ending balance, December 31, 2021 $ 388,055,926
DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0
ACCOUNT SUMMARY
Beg. Values
as of 11/30/21
End Values
as of 12/31/21
Market Value 382,396,366 389,063,237
Accrued Interest 1,265,323 1,037,449
Total Market Value 383,661,689 390,100,687
Income Earned 430,663 427,902
Cont/WD 6,900,000
Par 379,185,653 386,915,368
Book Value 380,350,515 388,055,926
Cost Value 380,350,515 388,055,926
TOP ISSUERS
Local Agency Investment Fund 20.1%
Government of United States 18.1%
Federal Home Loan Mortgage Corp 11.2%
Federal National Mortgage Assoc 9.5%
Federal Home Loan Bank 6.0%
Inter-American Dev Bank 2.6%
Intl Bank Recon and Development 1.6%
JP Morgan Chase & Co 1.5%
Total 70.4%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 2.03
Average Coupon 1.32%
Average Purchase YTM 1.23%
Average Market YTM 0.81%
Average S&P/Moody Rating AA/Aa1
Average Final Maturity 2.25 yrs
Average Life 2.08 yrs
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (S&P) Portfolio Summary
As of December 31, 2021
City of Corona Consolidated
Account #10003
PERFORMANCE REVIEW
Annualized
TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS Chandler Asset Management Page 1 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Category Standard Comment
U.S. Treasury Issues No limitations Complies
Federal Agencies
75% maximum; Federal agency or US government-sponsored enterprise obligations, participations, or other instruments, including those issued or fully guaranteed as to principal or interest by federal agencies or US government-sponsored enterprises.
Complies
Municipal Securities
"A" rated or better by a NRSRO; 25% maximum; 5% max per issuer; Bonds issued by the City, including Bonds payable solely out of revenue from a revenue producing property owned, controlled or operated by the City; Bonds, Notes or other evidence of indebtedness of any local agency within California, or state warrants, or Treasury Notes or Bonds of California; Bonds, Notes or other evidence of indebtedness in any of the other 49 states, in addition to California.
Complies
Supranationals "AA" rated or better by a NRSRO; 10% max per issuer; Washington D.C. based issuers: IADB, IBRD, and IFC Complies Banker’s Acceptances 20% maximum; 5% per issuer; 25% max per institution; 180 days max maturity Complies Commercial Paper
"A-1/P-1" rating for issuer's Commercial Paper; "A2/A" or higher rating on long term debt; 25% maximum; 5% max per issuer; 10% max of the issuer's outstanding paper; 270 days max maturity; U.S. domiciled corporations with assets > $500 million
Complies
Corporate Medium Term Notes "A" rated or better by NRSRO; 30% maximum; 5% max per issuer; Issued by corporations; U.S. domiciled corporations or U.S. licensed depository Complies
Negotiable Certificates of Deposit
"A-1/P-1" or better short term debt rating; and "A2/A" or better long term debt rating; 20% maximum; 5% max per issuer; 3 years max maturity; May not exceed shareholder's equity of issuing bank or net worth of issuing S&L or Federal Association; Issued by a nationally or state chartered bank, a federal association, or a state licensed branch of a foreign owned bank (insured by federal government)
Complies
Mutual Funds and Money Market Mutual
Funds
Highest rating or "AAA" rated by two NRSROs; SEC registered investment adviser with AUM >$500 million and experience > 5 years; 20% maximum; 10% max per one Mutual Fund; 20% maximum in Money Market Mutual Funds; 20% maximum in Mutual Funds and Money Market Mutual Fund
Complies
Asset-Backed, Mortgage-Backed Pass
Through Securities, Collateralized
Mortgage Obligations (Non-Government
Issued)
"AA" or rating category or better by a NRSRO; 15% maximum; 5% max per issuer; Non-Government issued Complies Repurchase Agreements 10% maximum; 5% max per issuer; 14 days max maturity; 102% collateral or greater with securities permitted in the policy; Not used by investment adviser Complies
Local Agency Investment Fund (LAIF) Limit set by LAIF; State of California Local Agency Investment Fund (LAIF) or other Local Government Investment Pools established by public entities; Not used by investment adviser Complies Prohibited Reverse Repurchase Agreements, Zero coupon bonds, Futures and Option Contracts; Zero coupon bonds Complies Max Per Issuer 5% per issuer (except US Government, its Agencies and instrumentalities, Money Market Mutual Funds, and LAIF) Complies Maximum maturity 5 years Complies
Statement of Compliance
As of December 31, 2021
City of Corona Consolidated
This portfolio is a consolidation of assets managed by Chandler Asset Management and assets managed internally by Client. Chandler relies on Client to provide accurate information for reporting assets and producing this compliance statement.
DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
ABS
58770FAC6 Mercedes Benz Auto Lease Trust 2020-
A A3
1.84% Due 12/15/2022
468,364.86 01/21/2020
1.85%
468,303.13
468,303.13
100.27
0.51%
469,612.59
383.02
0.12%
1,309.46
Aaa / AAA
NR
0.96 0.20
47789JAD8 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
487,062.48 08/27/2019
1.90%
497,203.28
497,203.28
100.55
0.36%
489,721.83
629.93
0.13%
(7,481.45)
Aaa / NR
AAA
1.54 0.22
43815NAC8 Honda Auto Receivables Trust 2019-3
A3
1.78% Due 8/15/2023
1,064,289.92 08/20/2019
1.79%
1,064,281.08
1,064,281.08
100.57
0.35%
1,070,363.82
841.97
0.27%
6,082.74
Aaa / AAA
NR
1.62 0.40
58769EAC2 Mercedes-Benz Auto Lease Trust 2020-
B A3
0.4% Due 11/15/2023
975,000.00 09/15/2020
0.40%
974,950.57
974,950.57
99.88 0.54%
973,829.03
173.33
0.25%
(1,121.54)
NR / AAA
AAA
1.87 0.86
477870AC3 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
438,026.90 07/16/2019
2.23%
437,933.91
437,933.91
100.66
0.63%
440,912.18
430.24
0.11%
2,978.27
Aaa / NR
AAA
1.96 0.42
92348AAA3 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
1,088,911.16 10/01/2019
1.95%
1,088,827.20
1,088,827.20
100.69
0.48%
1,096,372.38
645.48
0.28%
7,545.18
NR / AAA
AAA
2.31 0.47
44891VAC5 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
1,900,000.00 06/08/2021
0.34%
1,899,715.00
1,899,715.00
99.37 0.73%
1,888,106.00
278.67
0.48%
(11,609.00)
Aaa / AAA
NR
2.46 1.56
65479JAD5 Nissan Auto Receivables Owner 2019-C
A3
1.93% Due 7/15/2024
1,412,922.58 10/16/2019
1.94%
1,412,847.98
1,412,847.98
100.81
0.38%
1,424,327.69
1,211.97
0.37%
11,479.71
Aaa / AAA
NR
2.54 0.52
43813DAC2 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
928,730.73 05/18/2020
0.83%
928,657.64
928,657.64
100.18
0.57%
930,390.36
338.47
0.24%
1,732.72
Aaa / AAA
NR
2.54 0.71
47789KAC7 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
1,796,644.13 Various
1.00%
1,800,516.12
1,800,516.12
100.35
0.58%
1,802,964.73
878.36
0.46%
2,448.61
Aaa / NR
AAA
2.62 0.68
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
1,625,000.00 09/22/2020
0.38%
1,624,761.29
1,624,761.29
99.72 0.65%
1,620,458.13
217.12
0.42%
(4,303.16)
NR / AAA
AAA
2.80 0.99
36262XAC8 GM Financial Auto Lease Trust 2021-3
A2
0.39% Due 10/21/2024
2,145,000.00 08/10/2021
0.39%
2,144,970.83
2,144,970.83
99.04 0.91%
2,124,440.17
255.61
0.54%
(20,530.66)
NR / AAA
AAA
2.81 1.84
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
740,000.00 07/14/2020
0.52%
739,887.22
739,887.22
99.85 0.69%
738,867.06
167.73
0.19%
(1,020.16)
Aaa / NR
AAA
2.88 0.83
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
950,000.00 09/08/2021
0.34%
949,901.96
949,901.96
99.24 0.80%
942,748.66
52.25 0.24%
(7,153.30)
Aaa / NR
AAA
2.99 1.64
Chandler Asset Management Page 3 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
ABS
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
1,290,000.00 10/06/2020
0.36%
1,289,759.67
1,289,759.67
99.74 0.64%
1,286,679.54
200.67
0.33%
(3,080.13)
NR / AAA
AAA
3.04 0.90
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
2,260,000.00 08/04/2020
0.48%
2,259,525.40
2,259,525.40
99.73 0.71%
2,253,999.70
324.56
0.58%
(5,525.70)
Aaa / NR
AAA
3.14 1.11
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
770,000.00 02/17/2021
0.27%
769,985.91
769,985.91
99.47 0.71%
765,892.05
57.75 0.20%
(4,093.86)
Aaa / NR
AAA
3.31 1.21
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
1,640,000.00 10/20/2020
0.39%
1,639,622.31
1,639,622.31
99.57 0.73%
1,632,962.76
276.98
0.42%
(6,659.55)
NR / AAA
AAA
3.37 1.21
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
2,825,000.00 02/02/2021
0.27%
2,824,475.68
2,824,475.68
99.50 0.67%
2,810,804.38
326.44
0.72%
(13,671.30)
Aaa / NR
AAA
3.37 1.23
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
1,340,000.00 04/20/2021
0.38%
1,339,859.03
1,339,859.03
99.25 0.84%
1,329,996.91
226.31
0.34%
(9,862.12)
NR / AAA
AAA
3.71 1.62
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
1,025,000.00 11/16/2021
0.89%
1,024,783.93
1,024,783.93
99.76 0.99%
1,022,526.68
250.56
0.26%
(2,257.25)
Aaa / NR
AAA
4.06 2.13
47789QAC4 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
1,290,000.00 07/13/2021
0.52%
1,289,884.93
1,289,884.93
98.86 1.02%
1,275,300.45
298.13
0.33%
(14,584.48)
Aaa / NR
AAA
4.21 2.30
89238JAC9 Toyota Auto Receivables Trust 2021-D
A3
0.71% Due 4/15/2026
955,000.00 11/09/2021
0.71%
954,979.66
954,979.66
99.39 1.37%
949,129.62
301.36
0.24%
(5,850.04)
NR / AAA
AAA
4.29 0.94
44935FAD6 Hyundai Auto Receivables Trust 2021-C
A3
0.74% Due 5/15/2026
730,000.00 11/09/2021
0.75%
729,837.06
729,837.06
99.31 1.05%
724,995.12
240.09
0.19%
(4,841.94)
NR / AAA
AAA
4.37 2.19
362554AC1 GM Financial Securitized Term 2021-4
A3
0.68% Due 9/16/2026
780,000.00 10/13/2021
0.68%
779,980.11
779,980.11
99.25 1.06%
774,141.42
221.00
0.20%
(5,838.69)
Aaa / AAA
NR
4.71 1.98
Total ABS 30,924,952.76 0.72%
30,935,450.90
30,935,450.90 0.72%
30,839,543.26
9,228.00
7.91%
(95,907.64)
Aaa / AAA
AAA
3.01 1.19
Chandler Asset Management Page 4 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
AGENCY
3135G0T94 FNMA Note
2.375% Due 1/19/2023
5,500,000.00 04/11/2018
2.71%
5,418,930.00
5,418,930.00
102.05
0.41%
5,612,964.50
58,781.25
1.45%
194,034.50
Aaa / AA+
AAA
1.05 1.03
3137EAEN5 FHLMC Note
2.75% Due 6/19/2023
4,550,000.00 Various
2.86%
4,527,967.50
4,527,967.50
103.15
0.59%
4,693,152.10
4,170.84
1.20%
165,184.60
Aaa / AA+
AAA
1.47 1.44
3130A0F70 FHLB Note
3.375% Due 12/8/2023
3,500,000.00 01/16/2019
2.73%
3,602,165.00
3,602,165.00
105.07
0.73%
3,677,569.00
7,546.88
0.94%
75,404.00
Aaa / AA+
AAA
1.94 1.88
3130A0XE5 FHLB Note
3.25% Due 3/8/2024
1,000,000.00 03/28/2019
2.27%
1,045,410.00
1,045,410.00
105.23
0.83%
1,052,262.00
10,201.39
0.27%
6,852.00
Aaa / AA+
NR
2.19 2.10
3130AB3H7 FHLB Note
2.375% Due 3/8/2024
4,000,000.00 04/29/2019
2.37%
4,000,280.00
4,000,280.00
103.34
0.83%
4,133,728.00
29,819.44
1.07%
133,448.00
Aaa / AA+
NR
2.19 2.12
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
104.87
0.87%
5,767,663.00
7,467.02
1.48%
27,662.60
Aaa / AA+
NR
2.45 2.37
3130A2UW4 FHLB Note
2.875% Due 9/13/2024
4,000,000.00 09/13/2019
1.79%
4,206,760.00
4,206,760.00
105.11
0.95%
4,204,204.00
34,500.00
1.09%
(2,556.00)
Aaa / AA+
AAA
2.70 2.59
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
101.88
0.94%
3,565,884.00
12,006.94
0.92%
1,609.00
Aaa / AA+
AAA
2.79 2.72
3130AQF40 FHLB Note
1% Due 12/20/2024
4,300,000.00 12/21/2021
1.02%
4,297,205.00
4,297,205.00
100.08
0.97%
4,303,642.10
1,075.00
1.10%
6,437.10
Aaa / AA+
AAA
2.97 2.92
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
101.83
1.01%
4,297,116.28
33,144.58
1.11%
14,238.08
Aaa / AA+
AAA
3.02 2.92
3137EAEP0 FHLMC Note
1.5% Due 2/12/2025
6,575,000.00 02/13/2020
1.52%
6,569,937.25
6,569,937.25
101.46
1.02%
6,671,271.15
38,080.21
1.72%
101,333.90
Aaa / AA+
AAA
3.12 3.02
3135G03U5 FNMA Note
0.625% Due 4/22/2025
5,270,000.00 04/22/2020
0.67%
5,259,143.80
5,259,143.80
98.64 1.04%
5,198,285.84
6,313.02
1.33%
(60,857.96)
Aaa / AA+
AAA
3.31 3.26
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
98.03 1.08%
6,077,655.40
1,205.55
1.56%
(119,076.50)
Aaa / AA+
AAA
3.46 3.42
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
97.48 1.10%
6,141,208.50
10,500.00
1.58%
(136,691.10)
Aaa / AA+
AAA
3.56 3.51
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
97.29 1.14%
6,114,619.94
8,249.06
1.57%
(145,819.26)
Aaa / AA+
AAA
3.65 3.60
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
97.32 1.11%
6,125,979.25
6,426.14
1.57%
(150,366.80)
Aaa / AA+
AAA
3.73 3.68
Chandler Asset Management Page 5 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
AGENCY
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
97.59 1.14%
6,148,270.80
4,725.00
1.58%
(131,624.20)
Aaa / AA+
AAA
3.85 3.79
Total Agency 83,295,000.00 1.32%
83,806,263.90
83,806,263.90 0.95%
83,785,475.86
274,212.32
21.55%
(20,788.04)
Aaa / AA+
AAA
2.89 2.83
CMO
3137BM6P6 FHLMC K721 A2
3.09% Due 8/25/2022
3,420,426.76 Various
2.22%
3,540,548.47
3,540,548.47
100.87
0.66%
3,450,205.17
8,807.59
0.89%
(90,343.30)
Aaa / NR
NR
0.65 0.44
3137B5JM6 FHLMC K034 A2
3.531% Due 7/25/2023
3,850,000.00 08/28/2018
3.03%
3,931,662.11
3,931,662.11
103.64
0.88%
3,989,970.60
11,328.63
1.03%
58,308.49
NR / NR
AAA
1.56 1.43
3137B4WB8 FHLMC K033 A2
3.06% Due 7/25/2023
3,350,000.00 07/23/2019
2.18%
3,458,875.00
3,458,875.00
102.99
0.83%
3,450,027.65
1,708.50
0.88%
(8,847.35)
Aaa / NR
NR
1.56 1.41
3137B7MZ9 FHLMC K036 A2
3.527% Due 10/25/2023
3,750,000.00 Various
2.97%
3,837,910.16
3,837,910.16
104.12
0.92%
3,904,627.50
2,204.38
1.00%
66,717.34
Aaa / NR
AAA
1.82 1.63
3137BYPQ7 FHLMC K726 A2
2.905% Due 4/25/2024
3,296,791.88 04/22/2019
2.72%
3,320,358.80
3,320,358.80
103.54
1.14%
3,413,574.14
7,980.98
0.88%
93,215.34
NR / AAA
NR
2.32 2.07
3137BSP72 FHLMC K058 A2
2.653% Due 8/25/2026
1,500,000.00 11/12/2021
1.35%
1,586,425.78
1,586,425.78
105.21
1.44%
1,578,112.50
3,316.25
0.41%
(8,313.28)
NR / NR
AAA
4.65 4.28
Total CMO 19,167,218.64 2.53%
19,675,780.32
19,675,780.32 0.93%
19,786,517.56
35,346.33
5.08%
110,737.24
Aaa / AAA
AAA
1.83 1.63
CORPORATE
05531FBG7 Truist Financial Corporation Callable
Note Cont 5/20/2022
3.05% Due 6/20/2022
3,000,000.00 07/26/2021
0.43%
3,070,320.00
3,070,320.00
100.98
0.50%
3,029,418.00
2,795.83
0.78%
(40,902.00)
A3 / AA0.47
0.39 69353RFE3 PNC Bank Callable Note Cont 6/28/2022
2.45% Due 7/28/2022
3,050,000.00 07/25/2017
2.45%
3,049,725.50
3,049,725.50
100.97
0.48%
3,079,478.25
31,758.13
0.80%
29,752.75
A2 / A
A+
0.57 0.49
808513AT2 Charles Schwab Corp Callable Note
Cont 12/25/2022
2.65% Due 1/25/2023
2,250,000.00 Various
2.32%
2,273,392.50
2,273,392.50
101.85
0.75%
2,291,735.25
25,837.50
0.59%
18,342.75
A2 / A
A
1.07 0.97
Chandler Asset Management Page 6 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
CORPORATE
24422ETG4 John Deere Capital Corp Note
2.8% Due 3/6/2023
1,500,000.00 Various
3.52%
1,454,530.00
1,454,530.00
102.47
0.69%
1,537,093.50
13,416.66
0.40%
82,563.50
A2 / A
A
1.18 1.16
084670BR8 Berkshire Hathaway Callable Note Cont
1/15/2023
2.75% Due 3/15/2023
2,500,000.00 11/26/2018
3.51%
2,425,225.00
2,425,225.00
102.11
0.71%
2,552,755.00
20,243.06
0.66%
127,530.00
Aa2 / AA
A+
1.20 1.02
037833AK6 Apple Inc Note
2.4% Due 5/3/2023
2,215,000.00 11/28/2018
3.54%
2,112,644.85
2,112,644.85
102.39
0.60%
2,268,004.95
8,564.67
0.58%
155,360.10
Aaa / AA+
NR
1.34 1.32
166764AH3 Chevron Corp Callable Note Cont
3/24/2023
3.191% Due 6/24/2023
3,000,000.00 Various
3.33%
2,982,300.00
2,982,300.00
102.97
0.76%
3,089,085.00
1,861.41
0.79%
106,785.00
Aa2 / AANR1.48
1.21 931142EK5 Wal-Mart Stores Callable Note Cont
5/26/2023
3.4% Due 6/26/2023
2,000,000.00 05/08/2019
2.67%
2,056,900.00
2,056,900.00
104.03
0.51%
2,080,672.00
944.44
0.53%
23,772.00
Aa2 / AA
AA
1.48 1.38
02665WCJ8 American Honda Finance Note
3.45% Due 7/14/2023
930,000.00 07/11/2018
3.49%
928,391.10
928,391.10
104.09
0.76%
968,074.20
14,883.88
0.25%
39,683.10
A3 / ANR1.53
1.48 89114QC48 Toronto Dominion Bank Note
3.5% Due 7/19/2023
1,910,000.00 07/27/2018
3.56%
1,904,461.00
1,904,461.00
104.22
0.76%
1,990,525.60
30,082.50
0.52%
86,064.60
Aa2 / AAAA1.55
1.49 69371RP59 Paccar Financial Corp Note
3.4% Due 8/9/2023
2,300,000.00 08/06/2018
3.41%
2,299,057.00
2,299,057.00
104.03
0.87%
2,392,604.90
30,845.56
0.62%
93,547.90
A1 / A+
NR
1.61 1.55
06406RAJ6 Bank of NY Mellon Corp Note
3.45% Due 8/11/2023
3,254,000.00 05/16/2019
2.79%
3,339,580.20
3,339,580.20
104.20
0.82%
3,390,707.05
43,657.83
0.88%
51,126.85
A1 / A
AA1.611.56
02665WCQ2 American Honda Finance Note
3.625% Due 10/10/2023
2,260,000.00 10/03/2018
3.64%
2,258,146.80
2,258,146.80
104.84
0.87%
2,369,463.10
18,433.13
0.61%
111,316.30
A3 / ANR1.78
1.72 24422EVN6 John Deere Capital Corp Note
0.45% Due 1/17/2024
2,140,000.00 03/01/2021
0.47%
2,138,480.60
2,138,480.60
99.05 0.92%
2,119,650.74
4,387.00
0.54%
(18,829.86)
A2 / A
A
2.05 2.02
06051GHF9 Bank of America Corp Callable Note 1X
3/5/2023
3.55% Due 3/5/2024
2,550,000.00 Various
2.91%
2,570,550.00
2,570,550.00
102.98
1.00%
2,625,979.80
29,169.17
0.68%
55,429.80
A2 / AAA2.18
1.15 89114QCB2 Toronto Dominion Bank Note
3.25% Due 3/11/2024
1,270,000.00 03/26/2019
2.97%
1,286,078.20
1,286,078.20
104.52
1.16%
1,327,376.06
12,611.81
0.34%
41,297.86
A1 / A
AA2.192.11
808513BN4 Charles Schwab Corp Callable Note
Cont 2/18/2024
0.75% Due 3/18/2024
1,775,000.00 03/16/2021
0.77%
1,774,112.50
1,774,112.50
99.57 0.95%
1,767,383.48
3,808.85
0.45%
(6,729.02)
A2 / A
A
2.21 2.18
Chandler Asset Management Page 7 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
CORPORATE
79466LAG9 Salesforce.com Inc Callable Note Cont
7/15/2022
0.625% Due 7/15/2024
3,100,000.00 Various
0.92%
3,076,192.60
3,076,192.60
99.09 0.99%
3,071,762.11
9,095.49
0.79%
(4,430.49)
A2 / A+
NR
2.54 2.50
69371RQ25 Paccar Financial Corp Note
2.15% Due 8/15/2024
715,000.00 08/08/2019
2.20%
713,419.85
713,419.85
102.43
1.20%
732,409.54
5,807.39
0.19%
18,989.69
A1 / A+
NR
2.62 2.53
78015K7C2 Royal Bank of Canada Note
2.25% Due 11/1/2024
3,600,000.00 12/05/2019
2.26%
3,598,128.00
3,598,128.00
102.74
1.26%
3,698,668.80
13,500.00
0.95%
100,540.80
A2 / A
AA2.842.74
14913Q3B3 Caterpillar Finl Service Note
2.15% Due 11/8/2024
2,593,000.00 Various
1.88%
2,624,484.21
2,624,484.21
102.92
1.11%
2,668,772.65
8,207.57
0.69%
44,288.44
A2 / A
A
2.86 2.76
74153WCQ0 Pricoa Global Funding Note
1.15% Due 12/6/2024
1,975,000.00 12/01/2021
1.19%
1,972,965.75
1,972,965.75
99.84 1.21%
1,971,812.35
1,451.08
0.51%
(1,153.40)
Aa3 / AAAA2.93
2.87 90331HPL1 US Bank NA Callable Note Cont
12/21/2024
2.05% Due 1/21/2025
4,145,000.00 01/16/2020
2.10%
4,136,171.15
4,136,171.15
102.31
1.25%
4,240,828.26
37,765.56
1.10%
104,657.11
A1 / AAAA3.06
2.86 06367WB85 Bank of Montreal Note
1.85% Due 5/1/2025
2,761,000.00 07/23/2021
0.85%
2,862,660.02
2,862,660.02
101.52
1.38%
2,802,956.16
8,513.08
0.72%
(59,703.86)
A2 / AAA3.33
3.22 46647PCH7 JP Morgan Chase & Co Callable Note
Cont 6/1/2024
0.824% Due 6/1/2025
3,295,000.00 05/24/2021
0.74%
3,299,268.65
3,299,268.65
98.85 1.10%
3,257,153.63
2,262.57
0.84%
(42,115.02)
A2 / AAA3.42
3.36 46647PCK0 JP Morgan Chase & Co Callable Note
Cont 6/23/2024
0.969% Due 6/23/2025
1,565,000.00 Various
0.87%
1,565,968.20
1,565,968.20
99.05 1.16%
1,550,069.90
336.99
0.40%
(15,898.30)
A2 / AAA3.48
3.41 40139LBC6 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
3,000,000.00 Various
1.12%
2,969,700.00
2,969,700.00
97.43 1.55%
2,922,927.00
1,531.26
0.75%
(46,773.00)
Aa2 / AA+
NR
3.95 3.85
66815L2A6 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
1,870,000.00 12/06/2021
1.47%
1,820,388.90
1,820,388.90
97.17 1.53%
1,817,006.07
6,939.78
0.47%
(3,382.83)
Aaa / AA+
AAA
4.04 3.93
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
1.27%
1,037,330.00
1,037,330.00
101.54
1.60%
1,015,394.00
3,992.42
0.26%
(21,936.00)
A2 / AAA4.31
3.18 023135BX3 Amazon.com Inc Callable Note Cont
4/12/2026
1% Due 5/12/2026
4,865,000.00 05/10/2021
1.09%
4,843,983.20
4,843,983.20
99.07 1.22%
4,819,911.18
6,621.81
1.24%
(24,072.02)
A1 / AA
AA4.364.25
91324PEC2 United Health Group Inc Callable Note
Cont 4/15/2026
1.15% Due 5/15/2026
805,000.00 Various
1.08%
807,605.05
807,605.05
98.97 1.39%
796,736.68
1,182.90
0.20%
(10,868.37)
A3 / A+
A
4.37 4.24
Chandler Asset Management Page 8 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
CORPORATE
89236TJK2 Toyota Motor Credit Corp Note
1.125% Due 6/18/2026
3,325,000.00 06/15/2021
1.13%
3,323,537.00
3,323,537.00
98.54 1.46%
3,276,395.15
1,350.78
0.84%
(47,141.85)
A1 / A+
A+
4.47 4.33
06051GJD2 Bank of America Corp Callable Note
Cont 6/19/2025
1.319% Due 6/19/2026
3,000,000.00 Various
1.24%
3,007,920.00
3,007,920.00
98.98 1.53%
2,969,451.00
1,319.00
0.76%
(38,469.00)
A2 / AAA4.47
4.32 57629WDE7 Mass Mutual Global funding Note
1.2% Due 7/16/2026
2,272,000.00 08/10/2021
1.21%
2,271,369.92
2,271,369.92
98.04 1.65%
2,227,377.92
12,496.00
0.57%
(43,992.00)
Aa3 / AA+
AA+
4.54 4.37
58989V2D5 Met Tower Global Funding Note
1.25% Due 9/14/2026
1,715,000.00 09/07/2021
1.27%
1,713,422.20
1,713,422.20
97.89 1.72%
1,678,863.24
6,371.70
0.43%
(34,558.96)
Aa3 / AAAA4.71
4.52 931142ER0 Wal-Mart Stores Callable Note Cont
08/17/2026
1.05% Due 9/17/2026
785,000.00 09/08/2021
1.09%
783,516.35
783,516.35
98.94 1.28%
776,649.17
2,381.17
0.20%
(6,867.18)
Aa2 / AA
AA
4.72 4.56
Total Corporate 84,290,000.00 1.91%
84,351,926.30
84,351,926.30 1.06%
85,175,151.69
424,427.98
21.94%
823,225.39
A1 / A+
AA2.652.51
LAIF
90LAIF$00 Local Agency Investment Fund State
Pool
78,373,420.92 Various
0.22%
78,373,420.92
78,373,420.92
1.00 0.22%
78,373,420.92
36,647.51
20.10%
0.00 NR / NR
NR
0.00 0.00
Total LAIF 78,373,420.92 0.22%
78,373,420.92
78,373,420.92 0.22%
78,373,420.92
36,647.51
20.10%
0.00 NR / NR
NR
0.00 0.00
MONEY MARKET FUND
60934N807 Federated Investors Govt Oblig Fund
Inst.
769,775.19 Various
0.03%
769,775.19
769,775.19
1.00 0.03%
769,775.19
0.00 0.20%
0.00 Aaa / AAA
AAA
0.00 0.00
Total Money Market Fund 769,775.19 0.03%
769,775.19
769,775.19 0.03%
769,775.19
0.00 0.20%
0.00 Aaa / AAA
AAA
0.00 0.00
Chandler Asset Management Page 9 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
MUNICIPAL BONDS
13063DRK6 California State Taxable GO
2.4% Due 10/1/2024
3,385,000.00 10/16/2019
1.91%
3,462,753.45
3,462,753.45
103.86
0.97%
3,515,661.00
20,310.00
0.91%
52,907.55
Aa2 / AAAA2.75
2.65 Total Municipal Bonds 3,385,000.00 1.91%
3,462,753.45
3,462,753.45 0.97%
3,515,661.00
20,310.00
0.91%
52,907.55
Aa2 / AAAA2.75
2.65 NEGOTIABLE CD
89114W7M1 Toronto Dominion Yankee CD
0.24% Due 4/28/2022
500,000.00 04/29/2021
0.24%
499,999.98
499,999.98
100.00
0.23%
500,019.00
826.67
0.13%
19.02 P-1 / A-1
F-1+
0.32 0.32
Total Negotiable CD 500,000.00 0.24%
499,999.98
499,999.98 0.23%
500,019.00
826.67
0.13%
19.02 Aaa / AA
AAA
0.32 0.32
SUPRANATIONAL
4581X0CZ9 Inter-American Dev Bank Note
1.75% Due 9/14/2022
3,600,000.00 Various
2.30%
3,512,573.00
3,512,573.00
100.95
0.40%
3,634,063.20
18,725.00
0.94%
121,490.20
Aaa / AAA
AAA
0.70 0.70
459058JL8 Intl. Bank Recon & Development Note
0.5% Due 10/28/2025
6,300,000.00 Various
0.59%
6,272,360.85
6,272,360.85
97.46 1.18%
6,140,099.71
5,512.51
1.58%
(132,261.14)
Aaa / AAA
AAA
3.83 3.77
4581X0DV7 Inter-American Dev Bank Note
0.875% Due 4/20/2026
6,390,000.00 04/13/2021
0.97%
6,360,733.80
6,360,733.80
98.44 1.25%
6,290,015.67
11,027.19
1.62%
(70,718.13)
Aaa / AAA
AAA
4.30 4.20
Total Supranational 16,290,000.00 1.11%
16,145,667.65
16,145,667.65 1.03%
16,064,178.58
35,264.70
4.13%
(81,489.07)
Aaa / AAA
AAA
3.31 3.24
US TREASURY
912828T91 US Treasury Note
1.625% Due 10/31/2023
5,000,000.00 05/29/2019
2.05%
4,909,960.94
4,909,960.94
101.69
0.69%
5,084,570.00
13,915.75
1.31%
174,609.06
Aaa / AA+
AAA
1.83 1.80
912828V23 US Treasury Note
2.25% Due 12/31/2023
4,500,000.00 06/21/2019
1.80%
4,588,417.97
4,588,417.97
103.01
0.73%
4,635,526.50
279.70
1.19%
47,108.53
Aaa / AA+
AAA
2.00 1.96
912828B66 US Treasury Note
2.75% Due 2/15/2024
5,000,000.00 Various
2.21%
5,121,796.88
5,121,796.88
104.17
0.77%
5,208,400.00
51,936.14
1.35%
86,603.12
Aaa / AA+
AAA
2.13 2.05
Chandler Asset Management Page 10 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
US TREASURY
91282CBR1 US Treasury Note
0.25% Due 3/15/2024
2,900,000.00 03/30/2021
0.33%
2,892,976.56
2,892,976.56
98.82 0.79%
2,865,788.70
2,162.98
0.74%
(27,187.86)
Aaa / AA+
AAA
2.21 2.19
912828X70 US Treasury Note
2% Due 4/30/2024
4,800,000.00 Various
1.84%
4,833,281.25
4,833,281.25
102.73
0.82%
4,931,064.00
16,441.98
1.27%
97,782.75
Aaa / AA+
AAA
2.33 2.27
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
102.81
0.86%
5,037,812.50
270.72
1.29%
95,558.59
Aaa / AA+
AAA
2.50 2.44
912828D56 US Treasury Note
2.375% Due 8/15/2024
5,000,000.00 12/12/2019
1.75%
5,140,234.38
5,140,234.38
103.86
0.89%
5,192,775.00
44,853.94
1.34%
52,540.62
Aaa / AA+
AAA
2.62 2.53
9128283D0 US Treasury Note
2.25% Due 10/31/2024
4,000,000.00 11/07/2019
1.77%
4,090,468.75
4,090,468.75
103.68
0.93%
4,147,188.00
15,414.36
1.07%
56,719.25
Aaa / AA+
AAA
2.84 2.74
912828ZC7 US Treasury Note
1.125% Due 2/28/2025
7,000,000.00 03/18/2020
0.81%
7,108,007.81
7,108,007.81
100.38
1.00%
7,026,796.00
26,757.60
1.81%
(81,211.81)
Aaa / AA+
AAA
3.16 3.09
91282CAB7 US Treasury Note
0.25% Due 7/31/2025
6,000,000.00 03/12/2021
0.72%
5,879,062.50
5,879,062.50
97.04 1.10%
5,822,112.00
6,277.17
1.49%
(56,950.50)
Aaa / AA+
AAA
3.58 3.55
91282CAM3 US Treasury Note
0.25% Due 9/30/2025
3,200,000.00 03/29/2021
0.74%
3,130,375.00
3,130,375.00
96.88 1.10%
3,100,000.00
2,043.96
0.80%
(30,375.00)
Aaa / AA+
AAA
3.75 3.71
91282CAT8 US Treasury Note
0.25% Due 10/31/2025
6,000,000.00 02/19/2021
0.53%
5,923,125.00
5,923,125.00
96.69 1.13%
5,801,484.00
2,569.06
1.49%
(121,641.00)
Aaa / AA+
AAA
3.84 3.79
91282CAZ4 US Treasury Note
0.375% Due 11/30/2025
3,800,000.00 03/26/2021
0.77%
3,731,867.19
3,731,867.19
97.02 1.15%
3,686,889.20
1,252.75
0.95%
(44,977.99)
Aaa / AA+
AAA
3.92 3.87
91282CCW9 US Treasury Note
0.75% Due 8/31/2026
1,570,000.00 09/23/2021
0.90%
1,558,899.61
1,558,899.61
97.82 1.23%
1,535,778.71
4,000.90
0.39%
(23,120.90)
Aaa / AA+
AAA
4.67 4.55
91282CCZ2 US Treasury Note
0.875% Due 9/30/2026
3,130,000.00 10/18/2021
1.19%
3,083,172.27
3,083,172.27
98.28 1.25%
3,076,079.49
6,997.36
0.79%
(7,092.78)
Aaa / AA+
AAA
4.75 4.62
91282CDG3 US Treasury Note
1.125% Due 10/31/2026
3,120,000.00 11/15/2021
1.25%
3,100,987.50
3,100,987.50
99.40 1.25%
3,101,230.08
6,011.60
0.80%
242.58
Aaa / AA+
AAA
4.84 4.68
Total US Treasury 69,920,000.00 1.31%
70,034,887.52
70,034,887.52 0.96%
70,253,494.18
201,185.97
18.06%
218,606.66
Aaa / AA+
AAA
3.04 2.97
TOTAL PORTFOLIO 386,915,367.51 1.23%
388,055,926.13
388,055,926.13 0.81%
389,063,237.24
1,037,449.48
100.00%
1,007,311.11
Aa1 / AA
AAA
2.25 2.03
TOTAL MARKET VALUE PLUS ACCRUED 390,100,686.72
Chandler Asset Management Page 11 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/01/2021 60934N807 13,575.40 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 13,575.40 0.00 13,575.40 0.00
Purchase 12/02/2021 60934N807 29.70 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 29.70 0.00 29.70 0.00
Purchase 12/02/2021 79466LAG9 630,000.00 Salesforce.com Inc Callable Note Cont 7/15/2022
0.625% Due 7/15/2024
99.250 0.92% 625,275.00 1,531.25 626,806.25 0.00
Purchase 12/06/2021 60934N807 190,062.82 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 190,062.82 0.00 190,062.82 0.00
Purchase 12/06/2021 60934N807 2,020,931.67 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 2,020,931.67 0.00 2,020,931.67 0.00
Purchase 12/06/2021 79466LAG9 1,845,000.00 Salesforce.com Inc Callable Note Cont 7/15/2022
0.625% Due 7/15/2024
98.983 1.02% 1,826,236.35 4,612.50 1,830,848.85 0.00
Purchase 12/08/2021 60934N807 1,644,500.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 1,644,500.00 0.00 1,644,500.00 0.00
Purchase 12/08/2021 60934N807 59,062.50 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 59,062.50 0.00 59,062.50 0.00
Purchase 12/08/2021 66815L2A6 1,870,000.00 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
97.347 1.47% 1,820,388.90 5,984.00 1,826,372.90 0.00
Purchase 12/08/2021 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
99.897 1.19% 1,972,965.75 0.00 1,972,965.75 0.00
Purchase 12/10/2021 60934N807 13,125.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 13,125.00 0.00 13,125.00 0.00
Purchase 12/14/2021 60934N807 79,062.50 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 79,062.50 0.00 79,062.50 0.00
Purchase 12/15/2021 60934N807 420.16 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 420.16 0.00 420.16 0.00
Purchase 12/15/2021 60934N807 314.50 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 314.50 0.00 314.50 0.00
Purchase 12/15/2021 60934N807 559.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 559.00 0.00 559.00 0.00
Chandler Asset Management Page 12 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/15/2021 60934N807 325.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 325.00 0.00 325.00 0.00
Purchase 12/15/2021 60934N807 376.25 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 376.25 0.00 376.25 0.00
Purchase 12/15/2021 60934N807 565.04 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 565.04 0.00 565.04 0.00
Purchase 12/15/2021 60934N807 612.08 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 612.08 0.00 612.08 0.00
Purchase 12/15/2021 60934N807 519.33 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 519.33 0.00 519.33 0.00
Purchase 12/15/2021 60934N807 522.50 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 522.50 0.00 522.50 0.00
Purchase 12/15/2021 60934N807 424.33 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 424.33 0.00 424.33 0.00
Purchase 12/15/2021 60934N807 51,938.94 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 51,938.94 0.00 51,938.94 0.00
Purchase 12/15/2021 60934N807 125,869.12 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 125,869.12 0.00 125,869.12 0.00
Purchase 12/15/2021 60934N807 37,146.96 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 37,146.96 0.00 37,146.96 0.00
Purchase 12/15/2021 60934N807 106,663.03 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 106,663.03 0.00 106,663.03 0.00
Purchase 12/15/2021 60934N807 127,371.70 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 127,371.70 0.00 127,371.70 0.00
Purchase 12/15/2021 60934N807 116,190.24 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 116,190.24 0.00 116,190.24 0.00
Purchase 12/15/2021 60934N807 129,151.11 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 129,151.11 0.00 129,151.11 0.00
Purchase 12/16/2021 60934N807 442.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 442.00 0.00 442.00 0.00
Purchase 12/17/2021 60934N807 15,500.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 15,500.00 0.00 15,500.00 0.00
Chandler Asset Management Page 13 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/18/2021 60934N807 18,703.13 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 18,703.13 0.00 18,703.13 0.00
Purchase 12/19/2021 60934N807 82,347.50 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 82,347.50 0.00 82,347.50 0.00
Purchase 12/20/2021 60934N807 45,750.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 45,750.00 0.00 45,750.00 0.00
Purchase 12/20/2021 60934N807 697.13 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 697.13 0.00 697.13 0.00
Purchase 12/20/2021 60934N807 501.04 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 501.04 0.00 501.04 0.00
Purchase 12/20/2021 60934N807 885.17 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 885.17 0.00 885.17 0.00
Purchase 12/20/2021 60934N807 145,356.51 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 145,356.51 0.00 145,356.51 0.00
Purchase 12/21/2021 60934N807 676.50 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 676.50 0.00 676.50 0.00
Purchase 12/21/2021 60934N807 173.25 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 173.25 0.00 173.25 0.00
Purchase 12/22/2021 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
99.935 1.02% 4,297,205.00 0.00 4,297,205.00 0.00
Purchase 12/23/2021 60934N807 7,582.43 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 7,582.43 0.00 7,582.43 0.00
Purchase 12/24/2021 60934N807 47,865.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 47,865.00 0.00 47,865.00 0.00
Purchase 12/26/2021 60934N807 34,000.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 34,000.00 0.00 34,000.00 0.00
Purchase 12/27/2021 60934N807 261.25 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 261.25 0.00 261.25 0.00
Purchase 12/27/2021 60934N807 8,542.50 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 8,542.50 0.00 8,542.50 0.00
Purchase 12/27/2021 60934N807 11,328.63 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 11,328.63 0.00 11,328.63 0.00
Chandler Asset Management Page 14 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/27/2021 60934N807 3,316.25 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 3,316.25 0.00 3,316.25 0.00
Purchase 12/27/2021 60934N807 11,021.88 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 11,021.88 0.00 11,021.88 0.00
Purchase 12/27/2021 60934N807 292,993.74 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 292,993.74 0.00 292,993.74 0.00
Purchase 12/27/2021 60934N807 12,009.43 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 12,009.43 0.00 12,009.43 0.00
Purchase 12/31/2021 60934N807 99,625.00 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 99,625.00 0.00 99,625.00 0.00
Subtotal 16,178,897.22 16,100,968.22 12,127.75 16,113,095.97 0.00 Security
Contribution
12/06/2021 90LAIF$00 800,000.00 Local Agency Investment Fund State Pool
1.000 800,000.00 0.00 800,000.00 0.00
Security
Contribution
12/07/2021 90LAIF$00 700,000.00 Local Agency Investment Fund State Pool
1.000 700,000.00 0.00 700,000.00 0.00
Security
Contribution
12/13/2021 90LAIF$00 1,100,000.00 Local Agency Investment Fund State Pool
1.000 1,100,000.00 0.00 1,100,000.00 0.00
Security
Contribution
12/15/2021 90LAIF$00 8,300,000.00 Local Agency Investment Fund State Pool
1.000 8,300,000.00 0.00 8,300,000.00 0.00
Security
Contribution
12/20/2021 90LAIF$00 1,400,000.00 Local Agency Investment Fund State Pool
1.000 1,400,000.00 0.00 1,400,000.00 0.00
Security
Contribution
12/27/2021 90LAIF$00 9,700,000.00 Local Agency Investment Fund State Pool
1.000 9,700,000.00 0.00 9,700,000.00 0.00
Subtotal 22,000,000.00 22,000,000.00 0.00 22,000,000.00 0.00 Short Sale 12/08/2021 60934N807 -1,972,965.75 Federated Investors Govt Oblig Fund Inst.
1.000 -1,972,965.75 0.00 -1,972,965.75 0.00
Subtotal -1,972,965.75 -1,972,965.75 0.00 -1,972,965.75 0.00 TOTAL ACQUISITIONS 36,205,931.47 36,128,002.47 12,127.75 36,140,130.22 0.00 Chandler Asset Management Page 15 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
DISPOSITIONS
Closing
Purchase
12/08/2021 60934N807 -1,972,965.75 Federated Investors Govt Oblig Fund Inst.
1.000 -1,972,965.75 0.00 -1,972,965.75 0.00
Subtotal -1,972,965.75 -1,972,965.75 0.00 -1,972,965.75 0.00 Sale 12/02/2021 60934N807 626,806.25 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 626,806.25 0.00 626,806.25 0.00
Sale 12/06/2021 4581X0CW6 2,000,000.00 Inter-American Dev Bank Note
2.125% Due 1/18/2022
100.232 0.14% 2,004,640.00 16,291.67 2,020,931.67 340.00 Sale 12/06/2021 4581X0CW6 2,000,000.00 Inter-American Dev Bank Note
2.125% Due 1/18/2022
100.231 0.14% 2,004,620.00 16,291.67 2,020,911.67 320.00 Sale 12/08/2021 60934N807 1,826,372.90 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 1,826,372.90 0.00 1,826,372.90 0.00
Sale 12/08/2021 60934N807 1,972,965.75 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 1,972,965.75 0.00 1,972,965.75 0.00
Sale 12/08/2021 912828N30 1,600,000.00 US Treasury Note
2.125% Due 12/31/2022
101.852 0.38% 1,629,625.00 14,875.00 1,644,500.00 54,500.00 Sale 12/22/2021 60934N807 1,007,743.04 Federated Investors Govt Oblig Fund Inst.
1.000 0.03% 1,007,743.04 0.00 1,007,743.04 0.00
Sale 12/22/2021 912828N30 3,200,000.00 US Treasury Note
2.125% Due 12/31/2022
101.785 0.38% 3,257,125.00 32,336.96 3,289,461.96 106,875.00 Subtotal 14,233,887.94 14,329,897.94 79,795.30 14,409,693.24 162,035.00 Paydown 12/15/2021 43813DAC2 51,269.27 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
100.000 51,269.27 669.67 51,938.94 4.04
Paydown 12/15/2021 43815NAC8 124,106.33 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
100.000 124,106.33 1,762.79 125,869.12 1.03
Paydown 12/15/2021 44891RAC4 0.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
100.000 0.00 519.33 519.33 0.00
Paydown 12/15/2021 44891VAC5 0.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
100.000 0.00 522.50 522.50 0.00
Chandler Asset Management Page 16 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
DISPOSITIONS
Paydown 12/15/2021 44933LAC7 0.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
100.000 0.00 424.33 424.33 0.00
Paydown 12/15/2021 44935FAD6 0.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
100.000 0.00 420.16 420.16 0.00
Paydown 12/15/2021 477870AC3 36,273.46 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
100.000 36,273.46 873.50 37,146.96 7.70
Paydown 12/15/2021 47787NAC3 0.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
100.000 0.00 314.50 314.50 0.00
Paydown 12/15/2021 47789JAD8 105,226.73 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
100.000 105,226.73 1,436.30 106,663.03 -2,190.86
Paydown 12/15/2021 47789KAC7 125,609.63 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
100.000 125,609.63 1,762.07 127,371.70 -270.71
Paydown 12/15/2021 47789QAC4 0.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
100.000 0.00 559.00 559.00 0.00
Paydown 12/15/2021 58769EAC2 0.00 Mercedes-Benz Auto Lease Trust 2020- B A3
0.4% Due 11/15/2023
100.000 0.00 325.00 325.00 0.00
Paydown 12/15/2021 58770FAC6 115,295.29 Mercedes Benz Auto Lease Trust 2020- A A3
1.84% Due 12/15/2022
100.000 115,295.29 894.95 116,190.24 15.20
Paydown 12/15/2021 65479JAD5 126,674.92 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
100.000 126,674.92 2,476.19 129,151.11 6.69
Paydown 12/15/2021 89236XAC0 0.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
100.000 0.00 376.25 376.25 0.00
Paydown 12/15/2021 89238JAC9 0.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
100.000 0.00 565.04 565.04 0.00
Paydown 12/15/2021 89240BAC2 0.00 Toyota Auto Receivables Owners 2021- A A3
0.26% Due 5/15/2025
100.000 0.00 612.08 612.08 0.00
Chandler Asset Management Page 17 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
DISPOSITIONS
Paydown 12/16/2021 362554AC1 0.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
100.000 0.00 442.00 442.00 0.00
Paydown 12/20/2021 36262XAC8 0.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
100.000 0.00 697.13 697.13 0.00
Paydown 12/20/2021 43813KAC6 0.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
100.000 0.00 501.04 501.04 0.00
Paydown 12/20/2021 92290BAA9 0.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
100.000 0.00 885.17 885.17 0.00
Paydown 12/20/2021 92348AAA3 143,364.33 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
100.000 143,364.33 1,992.18 145,356.51 11.05
Paydown 12/21/2021 43813GAC5 0.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
100.000 0.00 173.25 173.25 0.00
Paydown 12/21/2021 43815GAC3 0.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
100.000 0.00 676.50 676.50 0.00
Paydown 12/27/2021 09690AAC7 0.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
100.000 0.00 261.25 261.25 0.00
Paydown 12/27/2021 3137B4WB8 0.00 FHLMC K033 A2Due 7/25/2023 100.000 0.00 8,542.50 8,542.50 0.00 Paydown 12/27/2021 3137B5JM6 0.00 FHLMC K034 A2
3.531% Due 7/25/2023
100.000 0.00 11,328.63 11,328.63 0.00
Paydown 12/27/2021 3137B7MZ9 0.00 FHLMC K036 A2Due 10/25/2023 100.000 0.00 11,021.88 11,021.88 0.00 Paydown 12/27/2021 3137BM6P6 283,456.24 FHLMC K721 A2Due 8/25/2022 100.000 283,456.24 9,537.50 292,993.74 -9,954.67 Paydown 12/27/2021 3137BSP72 0.00 FHLMC K058 A2
2.653% Due 8/25/2026
100.000 0.00 3,316.25 3,316.25 0.00
Paydown 12/27/2021 3137BYPQ7 4,018.72 FHLMC K726 A2
2.905% Due 4/25/2024
100.000 4,018.72 7,990.71 12,009.43 -28.73
Subtotal 1,115,294.92 1,115,294.92 71,879.65 1,187,174.57 -12,399.26 Chandler Asset Management Page 18 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
DISPOSITIONS
Security
Withdrawal
12/08/2021 90LAIF$00 1,100,000.00 Local Agency Investment Fund State Pool
1.000 1,100,000.00 0.00 1,100,000.00 0.00
Security
Withdrawal
12/09/2021 90LAIF$00 3,000,000.00 Local Agency Investment Fund State Pool
1.000 3,000,000.00 0.00 3,000,000.00 0.00
Security
Withdrawal
12/16/2021 90LAIF$00 1,900,000.00 Local Agency Investment Fund State Pool
1.000 1,900,000.00 0.00 1,900,000.00 0.00
Security
Withdrawal
12/21/2021 90LAIF$00 3,500,000.00 Local Agency Investment Fund State Pool
1.000 3,500,000.00 0.00 3,500,000.00 0.00
Security
Withdrawal
12/22/2021 90LAIF$00 400,000.00 Local Agency Investment Fund State Pool
1.000 400,000.00 0.00 400,000.00 0.00
Security
Withdrawal
12/28/2021 90LAIF$00 1,500,000.00 Local Agency Investment Fund State Pool
1.000 1,500,000.00 0.00 1,500,000.00 0.00
Security
Withdrawal
12/29/2021 90LAIF$00 3,700,000.00 Local Agency Investment Fund State Pool
1.000 3,700,000.00 0.00 3,700,000.00 0.00
Subtotal 15,100,000.00 15,100,000.00 0.00 15,100,000.00 0.00 TOTAL DISPOSITIONS 28,476,217.11 28,572,227.11 151,674.95 28,723,902.06 149,635.74
OTHER TRANSACTIONS
Interest 12/01/2021 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.000 13,575.40 0.00 13,575.40 0.00
Interest 12/08/2021 3130A0F70 3,500,000.00 FHLB Note
3.375% Due 12/8/2023
0.000 59,062.50 0.00 59,062.50 0.00
Interest 12/10/2021 40139LBC6 3,000,000.00 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
0.000 13,125.00 0.00 13,125.00 0.00
Interest 12/14/2021 3130A1XJ2 5,500,000.00 FHLB Note
2.875% Due 6/14/2024
0.000 79,062.50 0.00 79,062.50 0.00
Interest 12/17/2021 3135G04Z3 6,200,000.00 FNMA Note
0.5% Due 6/17/2025
0.000 15,500.00 0.00 15,500.00 0.00
Interest 12/18/2021 89236TJK2 3,325,000.00 Toyota Motor Credit Corp Note
1.125% Due 6/18/2026
0.000 18,703.13 0.00 18,703.13 0.00
Chandler Asset Management Page 19 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Transaction Ledger
As of December 31, 2021
City of Corona Consolidated
Account #10003
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
OTHER TRANSACTIONS
Interest 12/19/2021 06051GJD2 3,000,000.00 Bank of America Corp Callable Note Cont 6/19/2025
1.319% Due 6/19/2026
0.000 19,785.00 0.00 19,785.00 0.00
Interest 12/19/2021 3137EAEN5 4,550,000.00 FHLMC Note
2.75% Due 6/19/2023
0.000 62,562.50 0.00 62,562.50 0.00
Interest 12/20/2021 05531FBG7 3,000,000.00 Truist Financial Corporation Callable Note Cont 5/20/2022
3.05% Due 6/20/2022
0.000 45,750.00 0.00 45,750.00 0.00
Interest 12/23/2021 46647PCK0 1,565,000.00 JP Morgan Chase & Co Callable Note Cont 6/23/2024
0.969% Due 6/23/2025
0.000 7,582.43 0.00 7,582.43 0.00
Interest 12/24/2021 166764AH3 3,000,000.00 Chevron Corp Callable Note Cont 3/24/2023
3.191% Due 6/24/2023
0.000 47,865.00 0.00 47,865.00 0.00
Interest 12/26/2021 931142EK5 2,000,000.00 Wal-Mart Stores Callable Note Cont 5/26/2023
3.4% Due 6/26/2023
0.000 34,000.00 0.00 34,000.00 0.00
Interest 12/31/2021 912828V23 4,500,000.00 US Treasury Note
2.25% Due 12/31/2023
0.000 50,625.00 0.00 50,625.00 0.00
Interest 12/31/2021 912828XX3 4,900,000.00 US Treasury Note 2% Due 6/30/2024
0.000 49,000.00 0.00 49,000.00 0.00
Subtotal 51,335,000.00 516,198.46 0.00 516,198.46 0.00
Dividend 12/02/2021 60934N807 -1,941,430.69 Federated Investors Govt Oblig Fund Inst.
0.000 29.70 0.00 29.70 0.00
Subtotal -1,941,430.69 29.70 0.00 29.70 0.00
TOTAL OTHER TRANSACTIONS 49,393,569.31 516,228.16 0.00 516,228.16 0.00 Chandler Asset Management Page 20 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
FIXED INCOME
023135BX3 Amazon.com Inc
Callable Note Cont 4/12/2026
1% Due 05/12/2026
05/10/2021
05/12/2021
4,865,000.00
4,843,983.20
0.00 0.00
4,843,983.20
2,567.64
0.00 6,621.81
4,054.17
0.00 0.00
0.00 4,054.17
4,054.17
02665WCJ8 American Honda Finance
Note
3.45% Due 07/14/2023
07/11/2018
07/16/2018
930,000.00
928,391.10
0.00 0.00
928,391.10
12,210.13
0.00 14,883.88
2,673.75
0.00 0.00
0.00 2,673.75
2,673.75
02665WCQ2 American Honda Finance
Note
3.625% Due 10/10/2023
10/03/2018
10/10/2018
2,260,000.00
2,258,146.80
0.00 0.00
2,258,146.80
11,606.04
0.00 18,433.13
6,827.09
0.00 0.00
0.00 6,827.09
6,827.09
037833AK6 Apple Inc
Note
2.4% Due 05/03/2023
11/28/2018
11/30/2018
2,215,000.00
2,112,644.85
0.00 0.00
2,112,644.85
4,134.67
0.00 8,564.67
4,430.00
0.00 0.00
0.00 4,430.00
4,430.00
05531FBG7 Truist Financial Corporation
Callable Note Cont 5/20/2022
3.05% Due 06/20/2022
07/26/2021
07/27/2021
3,000,000.00
3,070,320.00
0.00 0.00
3,070,320.00
40,920.83
45,750.00
2,795.83
7,625.00
0.00 0.00
0.00 7,625.00
7,625.00
06051GHF9 Bank of America Corp
Callable Note 1X 3/5/2023
3.55% Due 03/05/2024
Various
Various
2,550,000.00
2,570,550.00
0.00 0.00
2,570,550.00
21,625.42
0.00 29,169.17
7,543.75
0.00 0.00
0.00 7,543.75
7,543.75
06051GJD2 Bank of America Corp
Callable Note Cont 6/19/2025
1.319% Due 06/19/2026
Various
Various
3,000,000.00
3,007,920.00
0.00 0.00
3,007,920.00
17,806.50
19,785.00
1,319.00
3,297.50
0.00 0.00
0.00 3,297.50
3,297.50
06367WB85 Bank of Montreal
Note
1.85% Due 05/01/2025
07/23/2021
07/27/2021
2,761,000.00
2,862,660.02
0.00 0.00
2,862,660.02
4,256.54
0.00 8,513.08
4,256.54
0.00 0.00
0.00 4,256.54
4,256.54
06406RAJ6 Bank of NY Mellon Corp
Note
3.45% Due 08/11/2023
05/16/2019
05/20/2019
3,254,000.00
3,339,580.20
0.00 0.00
3,339,580.20
34,302.58
0.00 43,657.83
9,355.25
0.00 0.00
0.00 9,355.25
9,355.25
Chandler Asset Management Page 21 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
084670BR8 Berkshire Hathaway
Callable Note Cont 1/15/2023
2.75% Due 03/15/2023
11/26/2018
11/28/2018
2,500,000.00
2,425,225.00
0.00 0.00
2,425,225.00
14,513.89
0.00 20,243.06
5,729.17
0.00 0.00
0.00 5,729.17
5,729.17
09690AAC7 BMW Vehicle Lease Trust
2021-2 A3
0.33% Due 12/26/2024
09/08/2021
09/15/2021
950,000.00
949,901.96
0.00 0.00
949,901.96
52.25 261.25
52.25 261.25
0.00 0.00
0.00 261.25
261.25
13063DRK6 California State
Taxable GO
2.4% Due 10/01/2024
10/16/2019
10/24/2019
3,385,000.00
3,462,753.45
0.00 0.00
3,462,753.45
13,540.00
0.00 20,310.00
6,770.00
0.00 0.00
0.00 6,770.00
6,770.00
14913Q3B3 Caterpillar Finl Service
Note
2.15% Due 11/08/2024
Various
Various
2,593,000.00
2,624,484.21
0.00 0.00
2,624,484.21
3,561.77
0.00 8,207.57
4,645.80
0.00 0.00
0.00 4,645.80
4,645.80
166764AH3 Chevron Corp
Callable Note Cont 3/24/2023
3.191% Due 06/24/2023
Various
Various
3,000,000.00
2,982,300.00
0.00 0.00
2,982,300.00
41,748.92
47,865.00
1,861.41
7,977.49
0.00 0.00
0.00 7,977.49
7,977.49
24422ETG4 John Deere Capital Corp
Note
2.8% Due 03/06/2023
Various
Various
1,500,000.00
1,454,530.00
0.00 0.00
1,454,530.00
9,916.67
0.00 13,416.66
3,499.99
0.00 0.00
0.00 3,499.99
3,499.99
24422EVN6 John Deere Capital Corp
Note
0.45% Due 01/17/2024
03/01/2021
03/04/2021
2,140,000.00
2,138,480.60
0.00 0.00
2,138,480.60
3,584.50
0.00 4,387.00
802.50
0.00 0.00
0.00 802.50
802.50
3130A0F70 FHLB
Note
3.375% Due 12/08/2023
01/16/2019
01/17/2019
3,500,000.00
3,602,165.00
0.00 0.00
3,602,165.00
56,765.63
59,062.50
7,546.88
9,843.75
0.00 0.00
0.00 9,843.75
9,843.75
3130A0XE5 FHLB
Note
3.25% Due 03/08/2024
03/28/2019
03/29/2019
1,000,000.00
1,045,410.00
0.00 0.00
1,045,410.00
7,493.06
0.00 10,201.39
2,708.33
0.00 0.00
0.00 2,708.33
2,708.33
Chandler Asset Management Page 22 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
3130A1XJ2 FHLB
Note
2.875% Due 06/14/2024
Various
Various
5,500,000.00
5,740,000.40
0.00 0.00
5,740,000.40
73,352.43
79,062.50
7,467.02
13,177.09
0.00 0.00
0.00 13,177.09
13,177.09
3130A2UW4 FHLB
Note
2.875% Due 09/13/2024
09/13/2019
09/16/2019
4,000,000.00
4,206,760.00
0.00 0.00
4,206,760.00
24,916.67
0.00 34,500.00
9,583.33
0.00 0.00
0.00 9,583.33
9,583.33
3130AB3H7 FHLB
Note
2.375% Due 03/08/2024
04/29/2019
04/30/2019
4,000,000.00
4,000,280.00
0.00 0.00
4,000,280.00
21,902.78
0.00 29,819.44
7,916.66
0.00 0.00
0.00 7,916.66
7,916.66
3130AQF40 FHLB
Note
1% Due 12/20/2024
12/21/2021
12/22/2021
4,300,000.00
0.00 4,297,205.00
0.00 4,297,205.00
0.00 0.00
1,075.00
1,075.00
0.00 0.00
0.00 1,075.00
1,075.00
3135G03U5 FNMA
Note
0.625% Due 04/22/2025
04/22/2020
04/24/2020
5,270,000.00
5,259,143.80
0.00 0.00
5,259,143.80
3,568.23
0.00 6,313.02
2,744.79
0.00 0.00
0.00 2,744.79
2,744.79
3135G04Z3 FNMA
Note
0.5% Due 06/17/2025
Various
Various
6,200,000.00
6,196,731.90
0.00 0.00
6,196,731.90
14,122.22
15,500.00
1,205.55
2,583.33
0.00 0.00
0.00 2,583.33
2,583.33
3135G05X7 FNMA
Note
0.375% Due 08/25/2025
Various
Various
6,285,000.00
6,260,439.20
0.00 0.00
6,260,439.20
6,285.00
0.00 8,249.06
1,964.06
0.00 0.00
0.00 1,964.06
1,964.06
3135G06G3 FNMA
Note
0.5% Due 11/07/2025
Various
Various
6,300,000.00
6,279,895.00
0.00 0.00
6,279,895.00
2,100.00
0.00 4,725.00
2,625.00
0.00 0.00
0.00 2,625.00
2,625.00
3135G0T94 FNMA
Note
2.375% Due 01/19/2023
04/11/2018
04/12/2018
5,500,000.00
5,418,930.00
0.00 0.00
5,418,930.00
47,895.83
0.00 58,781.25
10,885.42
0.00 0.00
0.00 10,885.42
10,885.42
Chandler Asset Management Page 23 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
3135G0W66 FNMA
Note
1.625% Due 10/15/2024
Various
Various
3,500,000.00
3,564,275.00
0.00 0.00
3,564,275.00
7,267.36
0.00 12,006.94
4,739.58
0.00 0.00
0.00 4,739.58
4,739.58
3135G0X24 FNMA
Note
1.625% Due 01/07/2025
Various
Various
4,220,000.00
4,282,878.20
0.00 0.00
4,282,878.20
27,430.00
0.00 33,144.58
5,714.58
0.00 0.00
0.00 5,714.58
5,714.58
3137B4WB8 FHLMC
K033 A2
3.06% Due 07/25/2023
07/23/2019
07/26/2019
3,350,000.00
3,458,875.00
0.00 0.00
3,458,875.00
1,708.50
8,542.50
1,708.50
8,542.50
0.00 0.00
0.00 8,542.50
8,542.50
3137B5JM6 FHLMC
K034 A2
3.531% Due 07/25/2023
08/28/2018
08/31/2018
3,850,000.00
3,931,662.11
0.00 0.00
3,931,662.11
11,328.63
11,328.63
11,328.63
11,328.63
0.00 0.00
0.00 11,328.63
11,328.63
3137B7MZ9 FHLMC
K036 A2
3.527% Due 10/25/2023
Various
Various
3,750,000.00
3,837,910.16
0.00 0.00
3,837,910.16
2,204.38
11,021.88
2,204.38
11,021.88
0.00 0.00
0.00 11,021.88
11,021.88
3137BM6P6 FHLMC
K721 A2
3.09% Due 08/25/2022
Various
Various
3,420,426.76
3,833,959.38
0.00 293,410.91
3,540,548.47
9,537.50
9,537.50
8,807.59
8,807.59
0.00 0.00
0.00 8,807.59
8,807.59
3137BSP72 FHLMC
K058 A2
2.653% Due 08/25/2026
11/12/2021
11/17/2021
1,500,000.00
1,586,425.78
0.00 0.00
1,586,425.78
3,316.25
3,316.25
3,316.25
3,316.25
0.00 0.00
0.00 3,316.25
3,316.25
3137BYPQ7 FHLMC
K726 A2
2.905% Due 04/25/2024
04/22/2019
04/25/2019
3,296,791.88
3,324,406.25
0.00 4,047.45
3,320,358.80
7,990.71
7,990.71
7,980.98
7,980.98
0.00 0.00
0.00 7,980.98
7,980.98
3137EAEN5 FHLMC
Note
2.75% Due 06/19/2023
Various
Various
4,550,000.00
4,527,967.50
0.00 0.00
4,527,967.50
56,306.25
62,562.50
4,170.84
10,427.09
0.00 0.00
0.00 10,427.09
10,427.09
Chandler Asset Management Page 24 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
3137EAEP0 FHLMC
Note
1.5% Due 02/12/2025
02/13/2020
02/14/2020
6,575,000.00
6,569,937.25
0.00 0.00
6,569,937.25
29,861.46
0.00 38,080.21
8,218.75
0.00 0.00
0.00 8,218.75
8,218.75
3137EAEU9 FHLMC
Note
0.375% Due 07/21/2025
Various
Various
6,300,000.00
6,277,899.60
0.00 0.00
6,277,899.60
8,531.25
0.00 10,500.00
1,968.75
0.00 0.00
0.00 1,968.75
1,968.75
3137EAEX3 FHLMC
Note
0.375% Due 09/23/2025
Various
Various
6,295,000.00
6,276,346.05
0.00 0.00
6,276,346.05
4,458.96
0.00 6,426.14
1,967.18
0.00 0.00
0.00 1,967.18
1,967.18
362554AC1 GM Financial Securitized Term
2021-4 A3
0.68% Due 09/16/2026
10/13/2021
10/21/2021
780,000.00
779,980.11
0.00 0.00
779,980.11
221.00
442.00
221.00
442.00
0.00 0.00
0.00 442.00
442.00
36262XAC8 GM Financial Auto Lease Trust
2021-3 A2
0.39% Due 10/21/2024
08/10/2021
08/18/2021
2,145,000.00
2,144,970.83
0.00 0.00
2,144,970.83
255.61
697.13
255.61
697.13
0.00 0.00
0.00 697.13
697.13
40139LBC6 Guardian Life Glob Fun
Note
0.875% Due 12/10/2025
Various
Various
3,000,000.00
2,969,700.00
0.00 0.00
2,969,700.00
12,468.76
13,125.00
1,531.26
2,187.50
0.00 0.00
0.00 2,187.50
2,187.50
43813DAC2 Honda Auto Receivables
2020-2 A3
0.82% Due 07/15/2024
05/18/2020
05/27/2020
928,730.73
979,922.87
0.00 51,265.23
928,657.64
357.16
669.67
338.47
650.98
0.00 0.00
0.00 650.98
650.98
43813GAC5 Honda Auto Receivables Trust
2021-1 A3
0.27% Due 04/21/2025
02/17/2021
02/24/2021
770,000.00
769,985.91
0.00 0.00
769,985.91
57.75 173.25
57.75 173.25
0.00 0.00
0.00 173.25
173.25
43813KAC6 Honda Auto Receivables Trust
2020-3 A3
0.37% Due 10/18/2024
09/22/2020
09/29/2020
1,625,000.00
1,624,761.29
0.00 0.00
1,624,761.29
217.12
501.04
217.12
501.04
0.00 0.00
0.00 501.04
501.04
Chandler Asset Management Page 25 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
43815GAC3 Honda Auto Receivables Trust
2021-4 A3
0.88% Due 01/21/2026
11/16/2021
11/24/2021
1,025,000.00
1,024,783.93
0.00 0.00
1,024,783.93
175.39
676.50
250.56
751.67
0.00 0.00
0.00 751.67
751.67
43815NAC8 Honda Auto Receivables Trust
2019-3 A3
1.78% Due 08/15/2023
08/20/2019
08/27/2019
1,064,289.92
1,188,386.38
0.00 124,105.30
1,064,281.08
940.15
1,762.79
841.97
1,664.61
0.00 0.00
0.00 1,664.61
1,664.61
44891RAC4 Hyundai Auto Receivables Trust
2020-C A3
0.38% Due 05/15/2025
10/20/2020
10/28/2020
1,640,000.00
1,639,622.31
0.00 0.00
1,639,622.31
276.98
519.33
276.98
519.33
0.00 0.00
0.00 519.33
519.33
44891VAC5 Hyundai Auto Lease Trust
2021-B A3
0.33% Due 06/17/2024
06/08/2021
06/16/2021
1,900,000.00
1,899,715.00
0.00 0.00
1,899,715.00
278.67
522.50
278.67
522.50
0.00 0.00
0.00 522.50
522.50
44933LAC7 Hyundai Auto Receivables Trust
2021-A A3
0.38% Due 09/15/2025
04/20/2021
04/28/2021
1,340,000.00
1,339,859.03
0.00 0.00
1,339,859.03
226.31
424.33
226.31
424.33
0.00 0.00
0.00 424.33
424.33
44935FAD6 Hyundai Auto Receivables Trust
2021-C A3
0.74% Due 05/15/2026
11/09/2021
11/17/2021
730,000.00
729,837.06
0.00 0.00
729,837.06
210.08
420.16
240.09
450.17
0.00 0.00
0.00 450.17
450.17
4581X0CW6 Inter-American Dev Bank
Note
Due 01/18/2022
11/03/2017
11/07/2017
0.00 4,008,600.00
0.00 4,008,600.00
0.00 31,402.78
32,583.34
0.00 1,180.56
0.00 0.00
0.00 1,180.56
1,180.56
4581X0CZ9 Inter-American Dev Bank
Note
1.75% Due 09/14/2022
Various
Various
3,600,000.00
3,512,573.00
0.00 0.00
3,512,573.00
13,475.00
0.00 18,725.00
5,250.00
0.00 0.00
0.00 5,250.00
5,250.00
4581X0DV7 Inter-American Dev Bank
Note
0.875% Due 04/20/2026
04/13/2021
04/20/2021
6,390,000.00
6,360,733.80
0.00 0.00
6,360,733.80
6,367.81
0.00 11,027.19
4,659.38
0.00 0.00
0.00 4,659.38
4,659.38
Chandler Asset Management Page 26 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
459058JL8 Intl. Bank Recon & Development
Note
0.5% Due 10/28/2025
Various
Various
6,300,000.00
6,272,360.85
0.00 0.00
6,272,360.85
2,887.50
0.00 5,512.51
2,625.01
0.00 0.00
0.00 2,625.01
2,625.01
46647PBK1 JP Morgan Chase & Co
Callable Note Cont 4/22/2025
2.083% Due 04/22/2026
05/20/2021
05/24/2021
1,000,000.00
1,037,330.00
0.00 0.00
1,037,330.00
2,256.58
0.00 3,992.42
1,735.84
0.00 0.00
0.00 1,735.84
1,735.84
46647PCH7 JP Morgan Chase & Co
Callable Note Cont 6/1/2024
0.824% Due 06/01/2025
05/24/2021
06/01/2021
3,295,000.00
3,299,268.65
0.00 0.00
3,299,268.65
13,575.40
13,575.40
2,262.57
2,262.57
0.00 0.00
0.00 2,262.57
2,262.57
46647PCK0 JP Morgan Chase & Co
Callable Note Cont 6/23/2024
0.969% Due 06/23/2025
Various
Various
1,565,000.00
1,565,968.20
0.00 0.00
1,565,968.20
6,655.68
7,582.43
336.99
1,263.74
0.00 0.00
0.00 1,263.74
1,263.74
477870AC3 John Deere Owner Trust
2019-B A3
2.21% Due 12/15/2023
07/16/2019
07/24/2019
438,026.90
474,199.67
0.00 36,265.76
437,933.91
465.87
873.50
430.24
837.87
0.00 0.00
0.00 837.87
837.87
47787NAC3 John Deere Owner Trust
2020-B A3
0.51% Due 11/15/2024
07/14/2020
07/22/2020
740,000.00
739,887.22
0.00 0.00
739,887.22
167.73
314.50
167.73
314.50
0.00 0.00
0.00 314.50
314.50
47789JAD8 John Deere Owner Trust
2019-A A3
2.91% Due 07/17/2023
08/27/2019
08/29/2019
487,062.48
604,620.87
0.00 107,417.59
497,203.28
766.03
1,436.30
629.93
1,300.20
0.00 0.00
0.00 1,300.20
1,300.20
47789KAC7 John Deere Owner Trust
2020-A A3
1.1% Due 08/15/2024
Various
Various
1,796,644.13
1,926,396.46
0.00 125,880.34
1,800,516.12
939.77
1,762.07
878.36
1,700.66
0.00 0.00
0.00 1,700.66
1,700.66
47789QAC4 John Deere Owner Trust
2021-B A3
0.52% Due 03/16/2026
07/13/2021
07/21/2021
1,290,000.00
1,289,884.93
0.00 0.00
1,289,884.93
298.13
559.00
298.13
559.00
0.00 0.00
0.00 559.00
559.00
Chandler Asset Management Page 27 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
57629WDE7 Mass Mutual Global funding
Note
1.2% Due 07/16/2026
08/10/2021
08/12/2021
2,272,000.00
2,271,369.92
0.00 0.00
2,271,369.92
10,224.00
0.00 12,496.00
2,272.00
0.00 0.00
0.00 2,272.00
2,272.00
58769EAC2 Mercedes-Benz Auto Lease Trust
2020-B A3
0.4% Due 11/15/2023
09/15/2020
09/23/2020
975,000.00
974,950.57
0.00 0.00
974,950.57
173.33
325.00
173.33
325.00
0.00 0.00
0.00 325.00
325.00
58770FAC6 Mercedes Benz Auto Lease Trust
2020-A A3
1.84% Due 12/15/2022
01/21/2020
01/29/2020
468,364.86
583,583.22
0.00 115,280.09
468,303.13
477.30
894.95
383.02
800.67
0.00 0.00
0.00 800.67
800.67
58989V2D5 Met Tower Global Funding
Note
1.25% Due 09/14/2026
09/07/2021
09/14/2021
1,715,000.00
1,713,422.20
0.00 0.00
1,713,422.20
4,585.24
0.00 6,371.70
1,786.46
0.00 0.00
0.00 1,786.46
1,786.46
65479JAD5 Nissan Auto Receivables Owner
2019-C A3
1.93% Due 07/15/2024
10/16/2019
10/23/2019
1,412,922.58
1,539,516.21
0.00 126,668.23
1,412,847.98
1,320.63
2,476.19
1,211.97
2,367.53
0.00 0.00
0.00 2,367.53
2,367.53
66815L2A6 Northwestern Mutual Glbl
Note
0.8% Due 01/14/2026
12/06/2021
12/08/2021
1,870,000.00
0.00 1,820,388.90
0.00 1,820,388.90
0.00 (5,984.00)
6,939.78
955.78
0.00 0.00
0.00 955.78
955.78
69353RFE3 PNC Bank
Callable Note Cont 6/28/2022
2.45% Due 07/28/2022
07/25/2017
07/28/2017
3,050,000.00
3,049,725.50
0.00 0.00
3,049,725.50
25,531.04
0.00 31,758.13
6,227.09
0.00 0.00
0.00 6,227.09
6,227.09
69371RP59 Paccar Financial Corp
Note
3.4% Due 08/09/2023
08/06/2018
08/09/2018
2,300,000.00
2,299,057.00
0.00 0.00
2,299,057.00
24,328.89
0.00 30,845.56
6,516.67
0.00 0.00
0.00 6,516.67
6,516.67
69371RQ25 Paccar Financial Corp
Note
2.15% Due 08/15/2024
08/08/2019
08/15/2019
715,000.00
713,419.85
0.00 0.00
713,419.85
4,526.35
0.00 5,807.39
1,281.04
0.00 0.00
0.00 1,281.04
1,281.04
Chandler Asset Management Page 28 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
74153WCQ0 Pricoa Global Funding
Note
1.15% Due 12/06/2024
12/01/2021
12/08/2021
1,975,000.00
0.00 1,972,965.75
0.00 1,972,965.75
0.00 0.00
1,451.08
1,451.08
0.00 0.00
0.00 1,451.08
1,451.08
78015K7C2 Royal Bank of Canada
Note
2.25% Due 11/01/2024
12/05/2019
12/09/2019
3,600,000.00
3,598,128.00
0.00 0.00
3,598,128.00
6,750.00
0.00 13,500.00
6,750.00
0.00 0.00
0.00 6,750.00
6,750.00
79466LAG9 Salesforce.com Inc
Callable Note Cont 7/15/2022
0.625% Due 07/15/2024
Various
Various
3,100,000.00
624,681.25
2,451,511.35
0.00 3,076,192.60
1,508.25
(6,143.75)
9,095.49
1,443.49
0.00 0.00
0.00 1,443.49
1,443.49
808513AT2 Charles Schwab Corp
Callable Note Cont 12/25/2022
2.65% Due 01/25/2023
Various
Various
2,250,000.00
2,273,392.50
0.00 0.00
2,273,392.50
20,868.75
0.00 25,837.50
4,968.75
0.00 0.00
0.00 4,968.75
4,968.75
808513BN4 Charles Schwab Corp
Callable Note Cont 2/18/2024
0.75% Due 03/18/2024
03/16/2021
03/18/2021
1,775,000.00
1,774,112.50
0.00 0.00
1,774,112.50
2,699.48
0.00 3,808.85
1,109.37
0.00 0.00
0.00 1,109.37
1,109.37
89114QC48 Toronto Dominion Bank
Note
3.5% Due 07/19/2023
07/27/2018
07/31/2018
1,910,000.00
1,904,461.00
0.00 0.00
1,904,461.00
24,511.67
0.00 30,082.50
5,570.83
0.00 0.00
0.00 5,570.83
5,570.83
89114QCB2 Toronto Dominion Bank
Note
3.25% Due 03/11/2024
03/26/2019
03/28/2019
1,270,000.00
1,286,078.20
0.00 0.00
1,286,078.20
9,172.22
0.00 12,611.81
3,439.59
0.00 0.00
0.00 3,439.59
3,439.59
89236TJK2 Toyota Motor Credit Corp
Note
1.125% Due 06/18/2026
06/15/2021
06/18/2021
3,325,000.00
3,323,537.00
0.00 0.00
3,323,537.00
16,936.72
18,703.13
1,350.78
3,117.19
0.00 0.00
0.00 3,117.19
3,117.19
89236XAC0 Toyota Auto Receivables
2020-D A3
0.35% Due 01/15/2025
10/06/2020
10/13/2020
1,290,000.00
1,289,759.67
0.00 0.00
1,289,759.67
200.67
376.25
200.67
376.25
0.00 0.00
0.00 376.25
376.25
Chandler Asset Management Page 29 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
89238JAC9 Toyota Auto Receivables Trust
2021-D A3
0.71% Due 04/15/2026
11/09/2021
11/15/2021
955,000.00
954,979.66
0.00 0.00
954,979.66
301.36
565.04
301.36
565.04
0.00 0.00
0.00 565.04
565.04
89240BAC2 Toyota Auto Receivables Owners
2021-A A3
0.26% Due 05/15/2025
02/02/2021
02/08/2021
2,825,000.00
2,824,475.68
0.00 0.00
2,824,475.68
326.44
612.08
326.44
612.08
0.00 0.00
0.00 612.08
612.08
90331HPL1 US Bank NA
Callable Note Cont 12/21/2024
2.05% Due 01/21/2025
01/16/2020
01/21/2020
4,145,000.00
4,136,171.15
0.00 0.00
4,136,171.15
30,684.51
0.00 37,765.56
7,081.05
0.00 0.00
0.00 7,081.05
7,081.05
9128283D0 US Treasury
Note
2.25% Due 10/31/2024
11/07/2019
11/08/2019
4,000,000.00
4,090,468.75
0.00 0.00
4,090,468.75
7,707.18
0.00 15,414.36
7,707.18
0.00 0.00
0.00 7,707.18
7,707.18
912828B66 US Treasury
Note
2.75% Due 02/15/2024
Various
Various
5,000,000.00
5,121,796.88
0.00 0.00
5,121,796.88
40,353.26
0.00 51,936.14
11,582.88
0.00 0.00
0.00 11,582.88
11,582.88
912828D56 US Treasury
Note
2.375% Due 08/15/2024
12/12/2019
12/13/2019
5,000,000.00
5,140,234.38
0.00 0.00
5,140,234.38
34,850.54
0.00 44,853.94
10,003.40
0.00 0.00
0.00 10,003.40
10,003.40
912828N30 US Treasury
Note
Due 12/31/2022
01/25/2018
01/26/2018
0.00 4,725,375.00
0.00 4,725,375.00
0.00 42,684.78
47,211.96
0.00 4,527.18
0.00 0.00
0.00 4,527.18
4,527.18
912828T91 US Treasury
Note
1.625% Due 10/31/2023
05/29/2019
05/30/2019
5,000,000.00
4,909,960.94
0.00 0.00
4,909,960.94
6,957.87
0.00 13,915.75
6,957.88
0.00 0.00
0.00 6,957.88
6,957.88
912828V23 US Treasury
Note
2.25% Due 12/31/2023
06/21/2019
06/24/2019
4,500,000.00
4,588,417.97
0.00 0.00
4,588,417.97
42,370.92
50,625.00
279.70
8,533.78
0.00 0.00
0.00 8,533.78
8,533.78
Chandler Asset Management Page 30 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
912828X70 US Treasury
Note
2% Due 04/30/2024
Various
Various
4,800,000.00
4,833,281.25
0.00 0.00
4,833,281.25
8,221.00
0.00 16,441.98
8,220.98
0.00 0.00
0.00 8,220.98
8,220.98
912828XX3 US Treasury
Note
2% Due 06/30/2024
Various
Various
4,900,000.00
4,942,253.91
0.00 0.00
4,942,253.91
41,010.87
49,000.00
270.72
8,259.85
0.00 0.00
0.00 8,259.85
8,259.85
912828ZC7 US Treasury
Note
1.125% Due 02/28/2025
03/18/2020
03/19/2020
7,000,000.00
7,108,007.81
0.00 0.00
7,108,007.81
20,013.81
0.00 26,757.60
6,743.79
0.00 0.00
0.00 6,743.79
6,743.79
91282CAB7 US Treasury
Note
0.25% Due 07/31/2025
03/12/2021
03/15/2021
6,000,000.00
5,879,062.50
0.00 0.00
5,879,062.50
5,013.59
0.00 6,277.17
1,263.58
0.00 0.00
0.00 1,263.58
1,263.58
91282CAM3 US Treasury
Note
0.25% Due 09/30/2025
03/29/2021
03/30/2021
3,200,000.00
3,130,375.00
0.00 0.00
3,130,375.00
1,362.64
0.00 2,043.96
681.32
0.00 0.00
0.00 681.32
681.32
91282CAT8 US Treasury
Note
0.25% Due 10/31/2025
02/19/2021
02/22/2021
6,000,000.00
5,923,125.00
0.00 0.00
5,923,125.00
1,284.53
0.00 2,569.06
1,284.53
0.00 0.00
0.00 1,284.53
1,284.53
91282CAZ4 US Treasury
Note
0.375% Due 11/30/2025
03/26/2021
03/29/2021
3,800,000.00
3,731,867.19
0.00 0.00
3,731,867.19
39.15 0.00
1,252.75
1,213.60
0.00 0.00
0.00 1,213.60
1,213.60
91282CBR1 US Treasury
Note
0.25% Due 03/15/2024
03/30/2021
03/31/2021
2,900,000.00
2,892,976.56
0.00 0.00
2,892,976.56
1,542.13
0.00 2,162.98
620.85
0.00 0.00
0.00 620.85
620.85
91282CCW9 US Treasury
Note
0.75% Due 08/31/2026
09/23/2021
09/24/2021
1,570,000.00
1,558,899.61
0.00 0.00
1,558,899.61
2,992.54
0.00 4,000.90
1,008.36
0.00 0.00
0.00 1,008.36
1,008.36
Chandler Asset Management Page 31 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
91282CCZ2 US Treasury
Note
0.875% Due 09/30/2026
10/18/2021
10/19/2021
3,130,000.00
3,083,172.27
0.00 0.00
3,083,172.27
4,664.90
0.00 6,997.36
2,332.46
0.00 0.00
0.00 2,332.46
2,332.46
91282CDG3 US Treasury
Note
1.125% Due 10/31/2026
11/15/2021
11/17/2021
3,120,000.00
3,100,987.50
0.00 0.00
3,100,987.50
3,005.80
0.00 6,011.60
3,005.80
0.00 0.00
0.00 3,005.80
3,005.80
91324PEC2 United Health Group Inc
Callable Note Cont 4/15/2026
1.15% Due 05/15/2026
Various
Various
805,000.00
807,605.05
0.00 0.00
807,605.05
411.44
0.00 1,182.90
771.46
0.00 0.00
0.00 771.46
771.46
92290BAA9 Verizon Owner Trust
2020-B A
0.47% Due 02/20/2025
08/04/2020
08/12/2020
2,260,000.00
2,259,525.40
0.00 0.00
2,259,525.40
324.56
885.17
324.56
885.17
0.00 0.00
0.00 885.17
885.17
92348AAA3 Verizon Owner Trust
2019-C A1A
1.94% Due 04/22/2024
10/01/2019
10/08/2019
1,088,911.16
1,232,180.48
0.00 143,353.28
1,088,827.20
730.47
1,992.18
645.48
1,907.19
0.00 0.00
0.00 1,907.19
1,907.19
931142EK5 Wal-Mart Stores
Callable Note Cont 5/26/2023
3.4% Due 06/26/2023
05/08/2019
05/13/2019
2,000,000.00
2,056,900.00
0.00 0.00
2,056,900.00
29,277.78
34,000.00
944.44
5,666.66
0.00 0.00
0.00 5,666.66
5,666.66
931142ER0 Wal-Mart Stores
Callable Note Cont 08/17/2026
1.05% Due 09/17/2026
09/08/2021
09/17/2021
785,000.00
783,516.35
0.00 0.00
783,516.35
1,694.29
0.00 2,381.17
686.88
0.00 0.00
0.00 686.88
686.88
Total Fixed Income 307,272,171.40
307,732,328.22
10,542,071.00
9,861,669.18
308,412,730.04
1,241,275.61
655,745.66
999,975.30
414,445.35
0.00 0.00
0.00 414,445.35 414,445.35
Chandler Asset Management Page 32 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Income Earned
As of December 31, 2021
City of Corona Consolidated
Account #10003
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
CASH & EQUIVALENT
60934N807 Federated Investors
Govt Oblig Fund Inst.
Various
Various
769,775.19
644,765.91
3,585,931.47
3,460,922.19
769,775.19
0.00 29.70
0.00 29.70
0.00 0.00
0.00 29.70
29.70 89114W7M1 Toronto Dominion
Yankee CD
0.24% Due 04/28/2022
04/29/2021
04/30/2021
500,000.00
499,999.98
0.00 0.00
499,999.98
723.33
0.00 826.67
103.34
0.00 0.00
0.00 103.34
103.34
Total Cash & Equivalent 1,269,775.19
1,144,765.89
3,585,931.47
3,460,922.19
1,269,775.17
723.33
29.70 826.67
133.04
0.00 0.00
0.00 133.04 133.04
LOCAL AGENCY INVESTMENT FUND
90LAIF$00 Local Agency Investment Fund
State Pool
01/15/2020
01/15/2020
78,373,420.92
71,473,420.92
22,000,000.00
15,100,000.00
78,373,420.92
23,323.82
0.00 36,647.51
13,323.69
0.00 0.00
0.00 13,323.69
13,323.69
Total Local Agency Investment Fund 78,373,420.92
71,473,420.92
22,000,000.00
15,100,000.00
78,373,420.92
23,323.82
0.00 36,647.51
13,323.69
0.00 0.00
0.00 13,323.69 13,323.69
TOTAL PORTFOLIO 386,915,367.51
380,350,515.03
36,128,002.47
28,422,591.37
388,055,926.13
1,265,322.76
655,775.36
1,037,449.48
427,902.08
0.00 0.00
0.00 427,902.08 427,902.08
Chandler Asset Management Page 33 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/07/2022 Interest 3135G0X24 4,220,000.00 FNMA Note
1.625% Due 1/7/2025
0.00 34,287.50 34,287.50
01/14/2022 Interest 66815L2A6 1,870,000.00 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
0.00 7,480.00 7,480.00
01/14/2022 Interest 02665WCJ8 930,000.00 American Honda Finance Note
3.45% Due 7/14/2023
0.00 16,042.50 16,042.50
01/15/2022 Interest 79466LAG9 3,100,000.00 Salesforce.com Inc Callable Note Cont 7/15/2022
0.625% Due 7/15/2024
0.00 9,848.96 9,848.96
01/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
142,637.94 1,578.70 144,216.64
01/15/2022 Paydown 47789JAD8 487,062.48 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
60,380.28 1,181.13 61,561.41
01/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
0.00 325.00 325.00
01/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,058.32 2,272.45 46,330.77
01/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
0.00 519.33 519.33
01/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
01/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
01/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
68,407.79 718.16 69,125.95
01/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
01/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,653.10 634.63 30,287.73
01/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
01/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
17,817.65 806.70 18,624.35
01/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
0.00 314.50 314.50
Chandler Asset Management Page 34 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
53,788.07 1,646.93 55,435.00
01/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,942.17 376.25 37,318.42
01/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
0.00 612.08 612.08
01/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
01/16/2022 Interest 57629WDE7 2,272,000.00 Mass Mutual Global funding Note
1.2% Due 7/16/2026
0.00 13,632.00 13,632.00
01/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
01/17/2022 Dividend 90LAIF$00 6,408,845,030.44 Local Agency Investment Fund State Pool 0.00 36,317.54 36,317.54 01/17/2022 Interest 24422EVN6 2,140,000.00 John Deere Capital Corp Note
0.45% Due 1/17/2024
0.00 4,815.00 4,815.00
01/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
0.00 501.04 501.04
01/19/2022 Interest 89114QC48 1,910,000.00 Toronto Dominion Bank Note
3.5% Due 7/19/2023
0.00 33,425.00 33,425.00
01/19/2022 Interest 3135G0T94 5,500,000.00 FNMA Note
2.375% Due 1/19/2023
0.00 65,312.50 65,312.50
01/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
36,379.16 1,760.41 38,139.57
01/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
01/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,043.84 885.17 59,929.01
01/21/2022 Interest 3137EAEU9 6,300,000.00 FHLMC Note
0.375% Due 7/21/2025
0.00 11,812.50 11,812.50
01/21/2022 Interest 90331HPL1 4,145,000.00 US Bank NA Callable Note Cont 12/21/2024
2.05% Due 1/21/2025
0.00 42,486.25 42,486.25
01/21/2022 Paydown 3137BM6P6 0.00 FHLMC K721 A2
3.09% Due 8/25/2022
283,456.24 9,537.50 292,993.74
Chandler Asset Management Page 35 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
01/21/2022 Paydown 3137BYPQ7 0.00 FHLMC K726 A2
2.905% Due 4/25/2024
4,018.72 7,990.71 12,009.43
01/21/2022 Paydown 3137B5JM6 0.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
01/21/2022 Paydown 3137BSP72 0.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
01/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
0.00 173.25 173.25
01/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
01/25/2022 Interest 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
0.00 8,807.59 8,807.59
01/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
01/25/2022 Interest 808513AT2 2,250,000.00 Charles Schwab Corp Callable Note Cont 12/25/2022
2.65% Due 1/25/2023
0.00 29,812.50 29,812.50
01/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
01/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
01/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
01/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
01/28/2022 Interest 69353RFE3 3,050,000.00 PNC Bank Callable Note Cont 6/28/2022
2.45% Due 7/28/2022
0.00 37,362.50 37,362.50
01/31/2022 Interest 91282CAB7 6,000,000.00 US Treasury Note
0.25% Due 7/31/2025
0.00 7,500.00 7,500.00
JAN 2022 836,583.28 452,284.48 1,288,867.76
02/09/2022 Interest 69371RP59 2,300,000.00 Paccar Financial Corp Note
3.4% Due 8/9/2023
0.00 39,100.00 39,100.00
Chandler Asset Management Page 36 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/11/2022 Interest 06406RAJ6 3,254,000.00 Bank of NY Mellon Corp Note
3.45% Due 8/11/2023
0.00 56,131.50 56,131.50
02/12/2022 Interest 3137EAEP0 6,575,000.00 FHLMC Note
1.5% Due 2/12/2025
0.00 49,312.50 49,312.50
02/15/2022 Interest 912828B66 5,000,000.00 US Treasury Note
2.75% Due 2/15/2024
0.00 68,750.00 68,750.00
02/15/2022 Interest 912828D56 5,000,000.00 US Treasury Note
2.375% Due 8/15/2024
0.00 59,375.00 59,375.00
02/15/2022 Interest 69371RQ25 715,000.00 Paccar Financial Corp Note
2.15% Due 8/15/2024
0.00 7,686.25 7,686.25
02/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
02/15/2022 Paydown 47789JAD8 487,062.48 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
60,523.19 1,034.70 61,557.89
02/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
85,297.86 325.00 85,622.86
02/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
136,576.36 1,367.12 137,943.48
02/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
02/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
0.00 314.50 314.50
02/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
02/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
63,139.97 613.27 63,753.24
02/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,157.45 2,201.59 46,359.04
02/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
0.00 612.08 612.08
02/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,673.36 614.37 30,287.73
02/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
0.00 519.33 519.33
Chandler Asset Management Page 37 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
02/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
53,936.01 1,597.62 55,533.63
02/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,840.56 365.48 37,206.04
02/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
02/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
17,854.76 773.89 18,628.65
02/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
02/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
0.00 501.04 501.04
02/19/2022 Paydown 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
32,585.83 67.13 32,652.96
02/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
36,461.02 1,701.59 38,162.61
02/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
02/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,066.97 862.04 59,929.01
02/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
02/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
0.00 173.25 173.25
02/25/2022 Interest 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
0.00 8,723.69 8,723.69
02/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
02/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
02/25/2022 Interest 3135G05X7 6,285,000.00 FNMA Note
0.375% Due 8/25/2025
0.00 11,784.38 11,784.38
Chandler Asset Management Page 38 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
02/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
02/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
02/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
02/28/2022 Interest 91282CCW9 1,570,000.00 US Treasury Note
0.75% Due 8/31/2026
0.00 5,887.50 5,887.50
02/28/2022 Interest 912828ZC7 7,000,000.00 US Treasury Note
1.125% Due 2/28/2025
0.00 39,375.00 39,375.00
FEB 2022 656,113.34 406,633.14 1,062,746.48
03/05/2022 Interest 06051GHF9 2,550,000.00 Bank of America Corp Callable Note 1X 3/5/2023
3.55% Due 3/5/2024
0.00 45,262.50 45,262.50
03/06/2022 Interest 24422ETG4 1,500,000.00 John Deere Capital Corp Note
2.8% Due 3/6/2023
0.00 21,000.00 21,000.00
03/08/2022 Interest 3130A0XE5 1,000,000.00 FHLB Note
3.25% Due 3/8/2024
0.00 16,250.00 16,250.00
03/08/2022 Interest 3130AB3H7 4,000,000.00 FHLB Note
2.375% Due 3/8/2024
0.00 47,500.00 47,500.00
03/11/2022 Interest 89114QCB2 1,270,000.00 Toronto Dominion Bank Note
3.25% Due 3/11/2024
0.00 20,637.50 20,637.50
03/13/2022 Interest 3130A2UW4 4,000,000.00 FHLB Note
2.875% Due 9/13/2024
0.00 57,500.00 57,500.00
03/14/2022 Interest 4581X0CZ9 3,600,000.00 Inter-American Dev Bank Note
1.75% Due 9/14/2022
0.00 31,500.00 31,500.00
03/14/2022 Interest 58989V2D5 1,715,000.00 Met Tower Global Funding Note
1.25% Due 9/14/2026
0.00 10,718.75 10,718.75
03/15/2022 Interest 084670BR8 2,500,000.00 Berkshire Hathaway Callable Note Cont 1/15/2023
2.75% Due 3/15/2023
0.00 34,375.00 34,375.00
03/15/2022 Interest 91282CBR1 2,900,000.00 US Treasury Note
0.25% Due 3/15/2024
0.00 3,625.00 3,625.00
Chandler Asset Management Page 39 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,693.64 594.09 30,287.73
03/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
130,500.13 1,164.53 131,664.66
03/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
03/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,035.51 314.50 32,350.01
03/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
54,084.32 1,548.18 55,632.50
03/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,256.81 2,130.57 46,387.38
03/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,737.86 354.73 37,092.59
03/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
0.00 612.08 612.08
03/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
0.00 519.33 519.33
03/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
03/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
57,850.28 516.45 58,366.73
03/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
03/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
03/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
03/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
17,891.97 741.00 18,632.97
03/15/2022 Paydown 47789JAD8 487,062.48 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
60,666.42 887.94 61,554.36
03/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
84,563.12 296.57 84,859.69
Chandler Asset Management Page 40 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
03/17/2022 Interest 931142ER0 785,000.00 Wal-Mart Stores Callable Note Cont 08/17/2026
1.05% Due 9/17/2026
0.00 4,121.25 4,121.25
03/18/2022 Interest 808513BN4 1,775,000.00 Charles Schwab Corp Callable Note Cont 2/18/2024
0.75% Due 3/18/2024
0.00 6,656.25 6,656.25
03/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,142.63 501.04 77,643.67
03/19/2022 Paydown 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
239,976.76 494.35 240,471.11
03/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
03/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,090.10 838.91 59,929.01
03/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
36,543.06 1,642.65 38,185.71
03/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
0.00 173.25 173.25
03/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
03/23/2022 Interest 3137EAEX3 6,295,000.00 FHLMC Note
0.375% Due 9/23/2025
0.00 11,803.13 11,803.13
03/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
03/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
03/25/2022 Interest 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
0.00 8,105.75 8,105.75
03/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
03/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
03/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
Chandler Asset Management Page 41 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
03/31/2022 Interest 91282CCZ2 3,130,000.00 US Treasury Note
0.875% Due 9/30/2026
0.00 13,693.75 13,693.75
03/31/2022 Interest 91282CAM3 3,200,000.00 US Treasury Note
0.25% Due 9/30/2025
0.00 4,000.00 4,000.00
MAR 2022 961,032.61 396,942.37 1,357,974.98
04/01/2022 Interest 13063DRK6 3,385,000.00 California State Taxable GO
2.4% Due 10/1/2024
0.00 40,620.00 40,620.00
04/10/2022 Interest 02665WCQ2 2,260,000.00 American Honda Finance Note
3.625% Due 10/10/2023
0.00 40,962.50 40,962.50
04/15/2022 Interest 3135G0W66 3,500,000.00 FNMA Note
1.625% Due 10/15/2024
0.00 28,437.50 28,437.50
04/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
04/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
17,929.24 708.05 18,637.29
04/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,048.07 300.88 32,348.95
04/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
04/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
0.00 612.08 612.08
04/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,713.93 573.80 30,287.73
04/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
04/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
54,233.06 1,498.60 55,731.66
04/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,634.04 344.01 36,978.05
04/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
124,409.22 970.95 125,380.17
Chandler Asset Management Page 42 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
04/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
52,538.63 427.75 52,966.38
04/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,356.39 2,059.39 46,415.78
04/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
0.00 519.33 519.33
04/15/2022 Paydown 47789JAD8 487,062.48 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
60,810.00 740.82 61,550.82
04/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
83,828.02 268.38 84,096.40
04/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
04/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
04/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,166.41 477.26 77,643.67
04/19/2022 Paydown 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
240,900.47 496.26 241,396.73
04/20/2022 Interest 4581X0DV7 6,390,000.00 Inter-American Dev Bank Note
0.875% Due 4/20/2026
0.00 27,956.25 27,956.25
04/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
36,625.28 1,583.57 38,208.85
04/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
04/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,113.25 815.76 59,929.01
04/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
0.00 173.25 173.25
04/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
04/22/2022 Interest 3135G03U5 5,270,000.00 FNMA Note
0.625% Due 4/22/2025
0.00 16,468.75 16,468.75
Chandler Asset Management Page 43 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/22/2022 Interest 46647PBK1 1,000,000.00 JP Morgan Chase & Co Callable Note Cont 4/22/2025
2.083% Due 4/22/2026
0.00 10,415.00 10,415.00
04/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
04/25/2022 Interest 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
0.00 7,485.43 7,485.43
04/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
04/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
04/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
04/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
04/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
04/28/2022 Interest 459058JL8 6,300,000.00 Intl. Bank Recon & Development Note
0.5% Due 10/28/2025
0.00 15,750.00 15,750.00
04/28/2022 Maturity 89114W7M1 500,000.00 Toronto Dominion Yankee CD
0.24% Due 4/28/2022
500,000.00 1,216.67 501,216.67
04/30/2022 Interest 9128283D0 4,000,000.00 US Treasury Note
2.25% Due 10/31/2024
0.00 45,000.00 45,000.00
04/30/2022 Interest 912828T91 5,000,000.00 US Treasury Note
1.625% Due 10/31/2023
0.00 40,625.00 40,625.00
04/30/2022 Interest 912828X70 4,800,000.00 US Treasury Note 2% Due 4/30/2024
0.00 48,000.00 48,000.00
04/30/2022 Interest 91282CAT8 6,000,000.00 US Treasury Note
0.25% Due 10/31/2025
0.00 7,500.00 7,500.00
04/30/2022 Interest 91282CDG3 3,120,000.00 US Treasury Note
1.125% Due 10/31/2026
0.00 17,550.00 17,550.00
APR 2022 1,450,306.01 407,420.56 1,857,726.57
05/01/2022 Interest 06367WB85 2,761,000.00 Bank of Montreal Note
1.85% Due 5/1/2025
0.00 25,539.25 25,539.25
Chandler Asset Management Page 44 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/01/2022 Interest 78015K7C2 3,600,000.00 Royal Bank of Canada Note
2.25% Due 11/1/2024
0.00 40,500.00 40,500.00
05/03/2022 Interest 037833AK6 2,215,000.00 Apple Inc Note
2.4% Due 5/3/2023
0.00 26,580.00 26,580.00
05/07/2022 Interest 3135G06G3 6,300,000.00 FNMA Note
0.5% Due 11/7/2025
0.00 15,750.00 15,750.00
05/08/2022 Interest 14913Q3B3 2,593,000.00 Caterpillar Finl Service Note
2.15% Due 11/8/2024
0.00 27,874.75 27,874.75
05/12/2022 Interest 023135BX3 4,865,000.00 Amazon.com Inc Callable Note Cont 4/12/2026 1% Due 5/12/2026
0.00 24,325.00 24,325.00
05/15/2022 Interest 91324PEC2 805,000.00 United Health Group Inc Callable Note Cont 4/15/2026
1.15% Due 5/15/2026
0.00 4,628.75 4,628.75
05/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
0.00 519.33 519.33
05/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
05/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
47,204.94 347.19 47,552.13
05/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
05/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
118,303.59 786.41 119,090.00
05/15/2022 Paydown 47789JAD8 487,062.48 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
60,953.91 593.36 61,547.27
05/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
83,092.54 240.44 83,332.98
05/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,456.19 1,988.05 46,444.24
05/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
05/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,734.23 553.50 30,287.73
Chandler Asset Management Page 45 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
05/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
17,966.59 675.03 18,641.62
05/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,060.62 287.26 32,347.88
05/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
54,382.20 1,448.89 55,831.09
05/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
05/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,529.09 333.33 36,862.42
05/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
0.00 612.08 612.08
05/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
05/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,190.21 453.46 77,643.67
05/19/2022 Paydown 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
761,899.87 1,569.51 763,469.38
05/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
36,707.69 1,524.36 38,232.05
05/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
05/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,136.40 792.61 59,929.01
05/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
0.00 173.25 173.25
05/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
05/25/2022 Interest 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
0.00 5,523.54 5,523.54
05/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
Chandler Asset Management Page 46 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
05/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
05/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
05/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
05/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
05/31/2022 Interest 91282CAZ4 3,800,000.00 US Treasury Note
0.375% Due 11/30/2025
0.00 7,125.00 7,125.00
MAY 2022 1,459,618.07 237,607.67 1,697,225.74
06/01/2022 Interest 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.00 13,575.40 13,575.40
06/06/2022 Interest 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
0.00 11,230.07 11,230.07
06/08/2022 Interest 3130A0F70 3,500,000.00 FHLB Note
3.375% Due 12/8/2023
0.00 59,062.50 59,062.50
06/10/2022 Interest 40139LBC6 3,000,000.00 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
0.00 13,125.00 13,125.00
06/14/2022 Interest 3130A1XJ2 5,500,000.00 FHLB Note
2.875% Due 6/14/2024
0.00 79,062.51 79,062.51
06/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
112,183.21 610.93 112,794.14
06/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
06/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,073.17 273.64 32,346.81
06/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
06/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
41,849.14 274.81 42,123.95
Chandler Asset Management Page 47 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,556.21 1,916.55 46,472.76
06/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
127,971.44 612.08 128,583.52
06/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
06/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
18,004.03 641.94 18,645.97
06/15/2022 Paydown 47789JAD8 487,062.48 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
61,098.18 445.54 61,543.72
06/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
82,356.69 212.74 82,569.43
06/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
06/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,754.55 533.18 30,287.73
06/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
77,809.28 519.33 78,328.61
06/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
06/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
54,531.75 1,399.04 55,930.79
06/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,423.00 322.68 36,745.68
06/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
06/17/2022 Interest 3135G04Z3 6,200,000.00 FNMA Note
0.5% Due 6/17/2025
0.00 15,500.00 15,500.00
06/18/2022 Interest 89236TJK2 3,325,000.00 Toyota Motor Credit Corp Note
1.125% Due 6/18/2026
0.00 18,703.13 18,703.13
06/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,214.01 429.66 77,643.67
06/19/2022 Interest 06051GJD2 3,000,000.00 Bank of America Corp Callable Note Cont 6/19/2025
1.319% Due 6/19/2026
0.00 19,785.00 19,785.00
Chandler Asset Management Page 48 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/19/2022 Interest 3137EAEN5 4,550,000.00 FHLMC Note
2.75% Due 6/19/2023
0.00 62,562.50 62,562.50
06/19/2022 Paydown 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
215,184.74 443.29 215,628.03
06/20/2022 Interest 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
0.00 21,261.11 21,261.11
06/20/2022 Maturity 05531FBG7 3,000,000.00 Truist Financial Corporation Callable Note Cont 5/20/2022
3.05% Due 6/20/2022
3,000,000.00 45,750.00 3,045,750.00
06/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
36,790.27 1,465.02 38,255.29
06/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
06/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,159.56 769.45 59,929.01
06/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
06/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
0.00 173.25 173.25
06/23/2022 Interest 46647PCK0 1,565,000.00 JP Morgan Chase & Co Callable Note Cont 6/23/2024
0.969% Due 6/23/2025
0.00 7,582.43 7,582.43
06/24/2022 Interest 166764AH3 3,000,000.00 Chevron Corp Callable Note Cont 3/24/2023
3.191% Due 6/24/2023
0.00 47,865.00 47,865.00
06/25/2022 Interest 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
0.00 4,969.44 4,969.44
06/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
06/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
06/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
06/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
Chandler Asset Management Page 49 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
06/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
06/26/2022 Interest 931142EK5 2,000,000.00 Wal-Mart Stores Callable Note Cont 5/26/2023
3.4% Due 6/26/2023
0.00 34,000.00 34,000.00
06/30/2022 Interest 912828XX3 4,900,000.00 US Treasury Note 2% Due 6/30/2024
0.00 49,000.00 49,000.00
06/30/2022 Interest 912828V23 4,500,000.00 US Treasury Note
2.25% Due 12/31/2023
0.00 50,625.00 50,625.00
JUN 2022 4,106,959.23 611,565.54 4,718,524.77
07/07/2022 Interest 3135G0X24 4,220,000.00 FNMA Note
1.625% Due 1/7/2025
0.00 34,287.50 34,287.50
07/14/2022 Interest 02665WCJ8 930,000.00 American Honda Finance Note
3.45% Due 7/14/2023
0.00 16,042.50 16,042.50
07/14/2022 Interest 66815L2A6 1,870,000.00 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
0.00 7,480.00 7,480.00
07/15/2022 Interest 79466LAG9 3,100,000.00 Salesforce.com Inc Callable Note Cont 7/15/2022
0.625% Due 7/15/2024
0.00 9,687.51 9,687.51
07/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
07/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
07/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
18,041.53 608.79 18,650.32
07/15/2022 Paydown 47789JAD8 487,062.48 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
61,242.77 297.38 61,540.15
07/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
81,620.47 185.29 81,805.76
07/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
77,837.81 494.69 78,332.50
07/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
Chandler Asset Management Page 50 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
36,471.14 210.64 36,681.78
07/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,774.88 512.85 30,287.73
07/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
106,048.07 444.52 106,492.59
07/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
07/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,085.73 260.01 32,345.74
07/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
54,681.71 1,349.05 56,030.76
07/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
07/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,656.46 1,844.89 46,501.35
07/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,315.78 312.05 36,627.83
07/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,013.03 584.36 128,597.39
07/16/2022 Interest 57629WDE7 2,272,000.00 Mass Mutual Global funding Note
1.2% Due 7/16/2026
0.00 13,632.00 13,632.00
07/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
07/17/2022 Interest 24422EVN6 2,140,000.00 John Deere Capital Corp Note
0.45% Due 1/17/2024
0.00 4,815.00 4,815.00
07/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,237.81 405.86 77,643.67
07/19/2022 Interest 89114QC48 1,910,000.00 Toronto Dominion Bank Note
3.5% Due 7/19/2023
0.00 33,425.00 33,425.00
07/19/2022 Interest 3135G0T94 5,500,000.00 FNMA Note
2.375% Due 1/19/2023
0.00 65,312.50 65,312.50
07/19/2022 Paydown 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
497,530.34 1,024.91 498,555.25
Chandler Asset Management Page 51 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
36,873.06 1,405.54 38,278.60
07/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
07/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,182.73 746.28 59,929.01
07/21/2022 Interest 90331HPL1 4,145,000.00 US Bank NA Callable Note Cont 12/21/2024
2.05% Due 1/21/2025
0.00 42,486.25 42,486.25
07/21/2022 Interest 3137EAEU9 6,300,000.00 FHLMC Note
0.375% Due 7/21/2025
0.00 11,812.50 11,812.50
07/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
07/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
0.00 173.25 173.25
07/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
07/25/2022 Interest 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
0.00 3,688.30 3,688.30
07/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
07/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
07/25/2022 Interest 808513AT2 2,250,000.00 Charles Schwab Corp Callable Note Cont 12/25/2022
2.65% Due 1/25/2023
0.00 29,812.50 29,812.50
07/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
07/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
07/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
07/28/2022 Maturity 69353RFE3 3,050,000.00 PNC Bank Callable Note Cont 6/28/2022
2.45% Due 7/28/2022
3,050,000.00 37,362.50 3,087,362.50
07/31/2022 Interest 91282CAB7 6,000,000.00 US Treasury Note
0.25% Due 7/31/2025
0.00 7,500.00 7,500.00
Chandler Asset Management Page 52 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount JUL 2022 4,427,613.32 375,067.74 4,802,681.06
08/09/2022 Interest 69371RP59 2,300,000.00 Paccar Financial Corp Note
3.4% Due 8/9/2023
0.00 39,100.00 39,100.00
08/11/2022 Interest 06406RAJ6 3,254,000.00 Bank of NY Mellon Corp Note
3.45% Due 8/11/2023
0.00 56,131.50 56,131.50
08/12/2022 Interest 3137EAEP0 6,575,000.00 FHLMC Note
1.5% Due 2/12/2025
0.00 49,312.50 49,312.50
08/15/2022 Interest 69371RQ25 715,000.00 Paccar Financial Corp Note
2.15% Due 8/15/2024
0.00 7,686.25 7,686.25
08/15/2022 Interest 912828B66 5,000,000.00 US Treasury Note
2.75% Due 2/15/2024
0.00 68,750.00 68,750.00
08/15/2022 Interest 912828D56 5,000,000.00 US Treasury Note
2.375% Due 8/15/2024
0.00 59,375.00 59,375.00
08/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
08/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
18,079.12 575.56 18,654.68
08/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,098.30 246.37 32,344.67
08/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
08/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,054.64 556.62 128,611.26
08/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
77,866.34 470.05 78,336.39
08/15/2022 Paydown 47789JAD8 487,062.48 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
61,387.71 148.87 61,536.58
08/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
80,883.88 158.08 81,041.96
08/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
08/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
99,898.10 287.22 100,185.32
Chandler Asset Management Page 53 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
08/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
31,070.85 154.72 31,225.57
08/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,756.94 1,773.07 46,530.01
08/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,207.40 301.46 36,508.86
08/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,795.23 492.50 30,287.73
08/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
08/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
54,832.09 1,298.92 56,131.01
08/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
08/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,261.63 382.04 77,643.67
08/19/2022 Paydown 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
674,966.11 1,390.43 676,356.54
08/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
36,956.02 1,345.93 38,301.95
08/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
08/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,205.91 723.10 59,929.01
08/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
38,411.69 173.25 38,584.94
08/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
08/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
08/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
Chandler Asset Management Page 54 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/25/2022 Interest 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
0.00 1,950.26 1,950.26
08/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
08/25/2022 Interest 3135G05X7 6,285,000.00 FNMA Note
0.375% Due 8/25/2025
0.00 11,784.38 11,784.38
08/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
08/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
08/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
08/31/2022 Interest 912828ZC7 7,000,000.00 US Treasury Note
1.125% Due 2/28/2025
0.00 39,375.00 39,375.00
08/31/2022 Interest 91282CCW9 1,570,000.00 US Treasury Note
0.75% Due 8/31/2026
0.00 5,887.50 5,887.50
AUG 2022 1,581,731.96 396,693.90 1,978,425.86
09/05/2022 Interest 06051GHF9 2,550,000.00 Bank of America Corp Callable Note 1X 3/5/2023
3.55% Due 3/5/2024
0.00 45,262.50 45,262.50
09/06/2022 Interest 24422ETG4 1,500,000.00 John Deere Capital Corp Note
2.8% Due 3/6/2023
0.00 21,000.00 21,000.00
09/08/2022 Interest 3130A0XE5 1,000,000.00 FHLB Note
3.25% Due 3/8/2024
0.00 16,250.00 16,250.00
09/08/2022 Interest 3130AB3H7 4,000,000.00 FHLB Note
2.375% Due 3/8/2024
0.00 47,500.00 47,500.00
09/11/2022 Interest 89114QCB2 1,270,000.00 Toronto Dominion Bank Note
3.25% Due 3/11/2024
0.00 20,637.50 20,637.50
09/13/2022 Interest 3130A2UW4 4,000,000.00 FHLB Note
2.875% Due 9/13/2024
0.00 57,500.00 57,500.00
09/14/2022 Interest 58989V2D5 1,715,000.00 Met Tower Global Funding Note
1.25% Due 9/14/2026
0.00 10,718.75 10,718.75
09/14/2022 Maturity 4581X0CZ9 3,600,000.00 Inter-American Dev Bank Note
1.75% Due 9/14/2022
3,600,000.00 31,500.00 3,631,500.00
Chandler Asset Management Page 55 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/15/2022 Interest 91282CBR1 2,900,000.00 US Treasury Note
0.25% Due 3/15/2024
0.00 3,625.00 3,625.00
09/15/2022 Interest 084670BR8 2,500,000.00 Berkshire Hathaway Callable Note Cont 1/15/2023
2.75% Due 3/15/2023
0.00 34,375.00 34,375.00
09/15/2022 Paydown 43815NAC8 1,064,289.92 Honda Auto Receivables Trust 2019-3 A3
1.78% Due 8/15/2023
93,733.30 139.04 93,872.34
09/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
80,146.91 131.12 80,278.03
09/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
25,648.21 107.08 25,755.29
09/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,857.65 1,701.08 46,558.73
09/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,815.59 472.14 30,287.73
09/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
09/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
18,116.79 542.26 18,659.05
09/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,110.87 232.73 32,343.60
09/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
54,982.87 1,248.66 56,231.53
09/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
09/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
36,097.86 290.90 36,388.76
09/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,096.26 528.87 128,625.13
09/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
77,894.89 445.39 78,340.28
09/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
09/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
Chandler Asset Management Page 56 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
09/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
09/17/2022 Interest 931142ER0 785,000.00 Wal-Mart Stores Callable Note Cont 08/17/2026
1.05% Due 9/17/2026
0.00 4,121.25 4,121.25
09/18/2022 Interest 808513BN4 1,775,000.00 Charles Schwab Corp Callable Note Cont 2/18/2024
0.75% Due 3/18/2024
0.00 6,656.25 6,656.25
09/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,285.45 358.22 77,643.67
09/19/2022 Paydown 3137BM6P6 3,420,426.76 FHLMC K721 A2
3.09% Due 8/25/2022
757,382.62 1,560.21 758,942.83
09/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
09/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,229.10 699.91 59,929.01
09/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
37,039.17 1,286.18 38,325.35
09/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
38,420.97 164.61 38,585.58
09/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
09/23/2022 Interest 3137EAEX3 6,295,000.00 FHLMC Note
0.375% Due 9/23/2025
0.00 11,803.13 11,803.13
09/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
09/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
09/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
09/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
09/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
Chandler Asset Management Page 57 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
09/30/2022 Interest 91282CCZ2 3,130,000.00 US Treasury Note
0.875% Due 9/30/2026
0.00 13,693.75 13,693.75
09/30/2022 Interest 91282CAM3 3,200,000.00 US Treasury Note
0.25% Due 9/30/2025
0.00 4,000.00 4,000.00
SEP 2022 5,190,858.51 385,414.85 5,576,273.36
10/01/2022 Interest 13063DRK6 3,385,000.00 California State Taxable GO
2.4% Due 10/1/2024
0.00 40,620.00 40,620.00
10/10/2022 Interest 02665WCQ2 2,260,000.00 American Honda Finance Note
3.625% Due 10/10/2023
0.00 40,962.50 40,962.50
10/15/2022 Interest 3135G0W66 3,500,000.00 FNMA Note
1.625% Due 10/15/2024
0.00 28,437.50 28,437.50
10/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,835.96 451.77 30,287.73
10/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
77,923.46 420.72 78,344.18
10/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
10/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
55,134.08 1,198.26 56,332.34
10/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
35,987.15 280.37 36,267.52
10/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
0.00 424.33 424.33
10/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,123.45 219.08 32,342.53
10/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
10/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
20,203.12 67.75 20,270.87
10/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
44,958.57 1,628.94 46,587.51
Chandler Asset Management Page 58 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,137.89 501.12 128,639.01
10/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
79,409.57 104.40 79,513.97
10/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
10/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
10/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
18,154.52 508.90 18,663.42
10/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
10/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,309.28 334.39 77,643.67
10/20/2022 Interest 4581X0DV7 6,390,000.00 Inter-American Dev Bank Note
0.875% Due 4/20/2026
0.00 27,956.25 27,956.25
10/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
10/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,252.30 676.71 59,929.01
10/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
37,122.51 1,226.30 38,348.81
10/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
10/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
38,430.26 155.96 38,586.22
10/22/2022 Interest 3135G03U5 5,270,000.00 FNMA Note
0.625% Due 4/22/2025
0.00 16,468.75 16,468.75
10/22/2022 Interest 46647PBK1 1,000,000.00 JP Morgan Chase & Co Callable Note Cont 4/22/2025
2.083% Due 4/22/2026
0.00 10,415.00 10,415.00
10/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
10/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
Chandler Asset Management Page 59 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
10/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
10/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
10/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
10/28/2022 Interest 459058JL8 6,300,000.00 Intl. Bank Recon & Development Note
0.5% Due 10/28/2025
0.00 15,750.00 15,750.00
10/31/2022 Interest 912828T91 5,000,000.00 US Treasury Note
1.625% Due 10/31/2023
0.00 40,625.00 40,625.00
10/31/2022 Interest 912828X70 4,800,000.00 US Treasury Note 2% Due 4/30/2024
0.00 48,000.00 48,000.00
10/31/2022 Interest 91282CAT8 6,000,000.00 US Treasury Note
0.25% Due 10/31/2025
0.00 7,500.00 7,500.00
10/31/2022 Interest 91282CDG3 3,120,000.00 US Treasury Note
1.125% Due 10/31/2026
0.00 17,550.00 17,550.00
10/31/2022 Interest 9128283D0 4,000,000.00 US Treasury Note
2.25% Due 10/31/2024
0.00 45,000.00 45,000.00
OCT 2022 733,982.12 393,922.99 1,127,905.11
11/01/2022 Interest 06367WB85 2,761,000.00 Bank of Montreal Note
1.85% Due 5/1/2025
0.00 25,539.25 25,539.25
11/01/2022 Interest 78015K7C2 3,600,000.00 Royal Bank of Canada Note
2.25% Due 11/1/2024
0.00 40,500.00 40,500.00
11/03/2022 Interest 037833AK6 2,215,000.00 Apple Inc Note
2.4% Due 5/3/2023
0.00 26,580.00 26,580.00
11/07/2022 Interest 3135G06G3 6,300,000.00 FNMA Note
0.5% Due 11/7/2025
0.00 15,750.00 15,750.00
11/08/2022 Interest 14913Q3B3 2,593,000.00 Caterpillar Finl Service Note
2.15% Due 11/8/2024
0.00 27,874.75 27,874.75
11/12/2022 Interest 023135BX3 4,865,000.00 Amazon.com Inc Callable Note Cont 4/12/2026 1% Due 5/12/2026
0.00 24,325.00 24,325.00
Chandler Asset Management Page 60 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2022 Interest 91324PEC2 805,000.00 United Health Group Inc Callable Note Cont 4/15/2026
1.15% Due 5/15/2026
0.00 4,628.75 4,628.75
11/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
11/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
11/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,856.35 431.38 30,287.73
11/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
11/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,136.03 205.43 32,341.46
11/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
55,285.70 1,147.72 56,433.42
11/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
11/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
14,735.50 36.77 14,772.27
11/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
45,059.73 1,556.63 46,616.36
11/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,179.53 473.36 128,652.89
11/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
77,952.03 396.04 78,348.07
11/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
70,320.25 424.33 70,744.58
11/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
35,875.27 269.87 36,145.14
11/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
18,192.35 475.46 18,667.81
11/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
78,671.86 77.93 78,749.79
Chandler Asset Management Page 61 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
11/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,333.12 310.55 77,643.67
11/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
37,206.03 1,166.29 38,372.32
11/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
11/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,275.51 653.50 59,929.01
11/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
38,439.54 147.32 38,586.86
11/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
11/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
11/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
11/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
11/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
11/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
11/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
11/30/2022 Interest 91282CAZ4 3,800,000.00 US Treasury Note
0.375% Due 11/30/2025
0.00 7,125.00 7,125.00
NOV 2022 798,518.80 226,534.32 1,025,053.12
12/01/2022 Interest 46647PCH7 3,295,000.00 JP Morgan Chase & Co Callable Note Cont 6/1/2024
0.824% Due 6/1/2025
0.00 13,575.40 13,575.40
12/06/2022 Interest 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
0.00 11,356.25 11,356.25
Chandler Asset Management Page 62 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/08/2022 Interest 3130A0F70 3,500,000.00 FHLB Note
3.375% Due 12/8/2023
0.00 59,062.50 59,062.50
12/10/2022 Interest 40139LBC6 3,000,000.00 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
0.00 13,125.00 13,125.00
12/14/2022 Interest 3130A1XJ2 5,500,000.00 FHLB Note
2.875% Due 6/14/2024
0.00 79,062.51 79,062.51
12/15/2022 Paydown 44891RAC4 1,640,000.00 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
77,980.61 371.36 78,351.97
12/15/2022 Paydown 58769EAC2 975,000.00 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
77,933.77 51.71 77,985.48
12/15/2022 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
12/15/2022 Paydown 477870AC3 438,026.90 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
18,230.25 441.96 18,672.21
12/15/2022 Paydown 47787NAC3 740,000.00 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
32,148.62 191.77 32,340.39
12/15/2022 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
0.00 559.00 559.00
12/15/2022 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
12/15/2022 Paydown 89240BAC2 2,825,000.00 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
128,221.18 445.59 128,666.77
12/15/2022 Paydown 44933LAC7 1,340,000.00 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
70,343.10 402.07 70,745.17
12/15/2022 Paydown 58770FAC6 468,364.86 Mercedes Benz Auto Lease Trust 2020-A A3
1.84% Due 12/15/2022
9,245.27 14.18 9,259.45
12/15/2022 Paydown 65479JAD5 1,412,922.58 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
45,161.11 1,484.16 46,645.27
12/15/2022 Paydown 43813DAC2 928,730.73 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
29,876.75 410.98 30,287.73
12/15/2022 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
0.00 522.50 522.50
12/15/2022 Paydown 47789KAC7 1,796,644.13 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
55,437.73 1,097.04 56,534.77
Chandler Asset Management Page 63 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/15/2022 Paydown 89236XAC0 1,290,000.00 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
35,762.19 259.41 36,021.60
12/16/2022 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
12/17/2022 Interest 3135G04Z3 6,200,000.00 FNMA Note
0.5% Due 6/17/2025
0.00 15,500.00 15,500.00
12/18/2022 Interest 89236TJK2 3,325,000.00 Toyota Motor Credit Corp Note
1.125% Due 6/18/2026
0.00 18,703.13 18,703.13
12/18/2022 Paydown 43813KAC6 1,625,000.00 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
77,356.96 286.71 77,643.67
12/19/2022 Interest 06051GJD2 3,000,000.00 Bank of America Corp Callable Note Cont 6/19/2025
1.319% Due 6/19/2026
0.00 19,785.00 19,785.00
12/19/2022 Interest 3137EAEN5 4,550,000.00 FHLMC Note
2.75% Due 6/19/2023
0.00 62,562.50 62,562.50
12/20/2022 Interest 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
0.00 21,500.00 21,500.00
12/20/2022 Paydown 92348AAA3 1,088,911.16 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
37,289.75 1,106.14 38,395.89
12/20/2022 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
0.00 697.13 697.13
12/20/2022 Paydown 92290BAA9 2,260,000.00 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
59,298.72 630.29 59,929.01
12/21/2022 Paydown 43813GAC5 770,000.00 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
38,448.83 138.67 38,587.50
12/21/2022 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
0.00 751.67 751.67
12/23/2022 Interest 46647PCK0 1,565,000.00 JP Morgan Chase & Co Callable Note Cont 6/23/2024
0.969% Due 6/23/2025
0.00 7,582.43 7,582.43
12/24/2022 Interest 166764AH3 3,000,000.00 Chevron Corp Callable Note Cont 3/24/2023
3.191% Due 6/24/2023
0.00 47,865.00 47,865.00
12/25/2022 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,021.87 11,021.87
12/25/2022 Interest 3137BYPQ7 3,296,791.88 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 7,980.98 7,980.98
Chandler Asset Management Page 64 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Cash Flow Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/25/2022 Interest 3137B5JM6 3,850,000.00 FHLMC K034 A2
3.531% Due 7/25/2023
0.00 11,328.63 11,328.63
12/25/2022 Paydown 09690AAC7 950,000.00 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
0.00 261.25 261.25
12/25/2022 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
12/25/2022 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
12/26/2022 Interest 931142EK5 2,000,000.00 Wal-Mart Stores Callable Note Cont 5/26/2023
3.4% Due 6/26/2023
0.00 34,000.00 34,000.00
12/31/2022 Interest 912828V23 4,500,000.00 US Treasury Note
2.25% Due 12/31/2023
0.00 50,625.00 50,625.00
12/31/2022 Interest 912828XX3 4,900,000.00 US Treasury Note 2% Due 6/30/2024
0.00 49,000.00 49,000.00
DEC 2022 792,734.84 557,075.75 1,349,810.59
TOTAL 22,996,052.09 4,847,163.31 27,843,215.40
Chandler Asset Management Page 65 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings by Maturity
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
90LAIF$00 Local Agency Investment Fund State
Pool
78,373,420.92 Various
0.22%
78,373,420.92
78,373,420.92
1.00 0.22%
78,373,420.92
36,647.51
20.10%
0.00 NR
NR
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
769,775.19 Various
0.03%
769,775.19
769,775.19
1.00 0.03%
769,775.19
0.00 0.20%
0.00 Aaa
AAA
0.00 0.00
89114W7M1 Toronto Dominion Yankee CD
0.24% Due 4/28/2022
500,000.00 04/29/2021
0.24%
499,999.98
499,999.98
100.00
0.23%
500,019.00
826.67
0.13%
19.02 P-1
A-1
0.32 0.32
47789JAD8 John Deere Owner Trust 2019-A A3
2.91% Due 7/17/2023
487,062.48 08/27/2019
1.90%
497,203.28
497,203.28
100.55
0.36%
489,721.83
629.93
0.13%
(7,481.45)
Aaa
NR
0.33 0.22
43815NAC8 Honda Auto Receivables Trust 2019-3
A3
1.78% Due 8/15/2023
1,064,289.92 08/20/2019
1.79%
1,064,281.08
1,064,281.08
100.57
0.35%
1,070,363.82
841.97
0.27%
6,082.74
Aaa
AAA
0.34 0.40
58770FAC6 Mercedes Benz Auto Lease Trust 2020-
A A3
1.84% Due 12/15/2022
468,364.86 01/21/2020
1.85%
468,303.13
468,303.13
100.27
0.51%
469,612.59
383.02
0.12%
1,309.46
Aaa
AAA
0.36 0.20
05531FBG7 Truist Financial Corporation Callable
Note Cont 5/20/2022
3.05% Due 6/20/2022
3,000,000.00 07/26/2021
0.43%
3,070,320.00
3,070,320.00
100.98
0.50%
3,029,418.00
2,795.83
0.78%
(40,902.00)
A3
A0.380.39
69353RFE3 PNC Bank Callable Note Cont 6/28/2022
2.45% Due 7/28/2022
3,050,000.00 07/25/2017
2.45%
3,049,725.50
3,049,725.50
100.97
0.48%
3,079,478.25
31,758.13
0.80%
29,752.75
A2
A
0.49 0.49
3137BM6P6 FHLMC K721 A2
3.09% Due 8/25/2022
3,420,426.76 Various
2.22%
3,540,548.47
3,540,548.47
100.87
0.66%
3,450,205.17
8,807.59
0.89%
(90,343.30)
Aaa
NR
0.52 0.44
58769EAC2 Mercedes-Benz Auto Lease Trust 2020-
B A3
0.4% Due 11/15/2023
975,000.00 09/15/2020
0.40%
974,950.57
974,950.57
99.88 0.54%
973,829.03
173.33
0.25%
(1,121.54)
NR
AAA
0.57 0.86
4581X0CZ9 Inter-American Dev Bank Note
1.75% Due 9/14/2022
3,600,000.00 Various
2.30%
3,512,573.00
3,512,573.00
100.95
0.40%
3,634,063.20
18,725.00
0.94%
121,490.20
Aaa
AAA
0.70 0.70
808513AT2 Charles Schwab Corp Callable Note
Cont 12/25/2022
2.65% Due 1/25/2023
2,250,000.00 Various
2.32%
2,273,392.50
2,273,392.50
101.85
0.75%
2,291,735.25
25,837.50
0.59%
18,342.75
A2
A
0.98 0.97
477870AC3 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
438,026.90 07/16/2019
2.23%
437,933.91
437,933.91
100.66
0.63%
440,912.18
430.24
0.11%
2,978.27
Aaa
NR
1.01 0.42
084670BR8 Berkshire Hathaway Callable Note Cont
1/15/2023
2.75% Due 3/15/2023
2,500,000.00 11/26/2018
3.51%
2,425,225.00
2,425,225.00
102.11
0.71%
2,552,755.00
20,243.06
0.66%
127,530.00
Aa2
AA
1.04 1.02
Chandler Asset Management Page 66 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings by Maturity
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
1,625,000.00 09/22/2020
0.38%
1,624,761.29
1,624,761.29
99.72 0.65%
1,620,458.13
217.12
0.42%
(4,303.16)
NR
AAA
1.05 0.99
3135G0T94 FNMA Note
2.375% Due 1/19/2023
5,500,000.00 04/11/2018
2.71%
5,418,930.00
5,418,930.00
102.05
0.41%
5,612,964.50
58,781.25
1.45%
194,034.50
Aaa
AA+
1.05 1.03
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
740,000.00 07/14/2020
0.52%
739,887.22
739,887.22
99.85 0.69%
738,867.06
167.73
0.19%
(1,020.16)
Aaa
NR
1.13 0.83
06051GHF9 Bank of America Corp Callable Note 1X
3/5/2023
3.55% Due 3/5/2024
2,550,000.00 Various
2.91%
2,570,550.00
2,570,550.00
102.98
1.00%
2,625,979.80
29,169.17
0.68%
55,429.80
A2
A1.181.15
24422ETG4 John Deere Capital Corp Note
2.8% Due 3/6/2023
1,500,000.00 Various
3.52%
1,454,530.00
1,454,530.00
102.47
0.69%
1,537,093.50
13,416.66
0.40%
82,563.50
A2
A
1.18 1.16
92348AAA3 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
1,088,911.16 10/01/2019
1.95%
1,088,827.20
1,088,827.20
100.69
0.48%
1,096,372.38
645.48
0.28%
7,545.18
NR
AAA
1.23 0.47
166764AH3 Chevron Corp Callable Note Cont
3/24/2023
3.191% Due 6/24/2023
3,000,000.00 Various
3.33%
2,982,300.00
2,982,300.00
102.97
0.76%
3,089,085.00
1,861.41
0.79%
106,785.00
Aa2
AA1.231.21
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
1,640,000.00 10/20/2020
0.39%
1,639,622.31
1,639,622.31
99.57 0.73%
1,632,962.76
276.98
0.42%
(6,659.55)
NR
AAA
1.29 1.21
43813DAC2 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
928,730.73 05/18/2020
0.83%
928,657.64
928,657.64
100.18
0.57%
930,390.36
338.47
0.24%
1,732.72
Aaa
AAA
1.29 0.71
65479JAD5 Nissan Auto Receivables Owner 2019-C
A3
1.93% Due 7/15/2024
1,412,922.58 10/16/2019
1.94%
1,412,847.98
1,412,847.98
100.81
0.38%
1,424,327.69
1,211.97
0.37%
11,479.71
Aaa
AAA
1.30 0.52
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
2,825,000.00 02/02/2021
0.27%
2,824,475.68
2,824,475.68
99.50 0.67%
2,810,804.38
326.44
0.72%
(13,671.30)
Aaa
NR
1.33 1.23
037833AK6 Apple Inc Note
2.4% Due 5/3/2023
2,215,000.00 11/28/2018
3.54%
2,112,644.85
2,112,644.85
102.39
0.60%
2,268,004.95
8,564.67
0.58%
155,360.10
Aaa
AA+
1.34 1.32
47789KAC7 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
1,796,644.13 Various
1.00%
1,800,516.12
1,800,516.12
100.35
0.58%
1,802,964.73
878.36
0.46%
2,448.61
Aaa
NR
1.35 0.68
3137B4WB8 FHLMC K033 A2
3.06% Due 7/25/2023
3,350,000.00 07/23/2019
2.18%
3,458,875.00
3,458,875.00
102.99
0.83%
3,450,027.65
1,708.50
0.88%
(8,847.35)
Aaa
NR
1.36 1.41
Chandler Asset Management Page 67 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings by Maturity
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
931142EK5 Wal-Mart Stores Callable Note Cont
5/26/2023
3.4% Due 6/26/2023
2,000,000.00 05/08/2019
2.67%
2,056,900.00
2,056,900.00
104.03
0.51%
2,080,672.00
944.44
0.53%
23,772.00
Aa2
AA
1.40 1.38
44891VAC5 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
1,900,000.00 06/08/2021
0.34%
1,899,715.00
1,899,715.00
99.37 0.73%
1,888,106.00
278.67
0.48%
(11,609.00)
Aaa
AAA
1.41 1.56
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
770,000.00 02/17/2021
0.27%
769,985.91
769,985.91
99.47 0.71%
765,892.05
57.75 0.20%
(4,093.86)
Aaa
NR
1.43 1.21
3137EAEN5 FHLMC Note
2.75% Due 6/19/2023
4,550,000.00 Various
2.86%
4,527,967.50
4,527,967.50
103.15
0.59%
4,693,152.10
4,170.84
1.20%
165,184.60
Aaa
AA+
1.47 1.44
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
1,290,000.00 10/06/2020
0.36%
1,289,759.67
1,289,759.67
99.74 0.64%
1,286,679.54
200.67
0.33%
(3,080.13)
NR
AAA
1.50 0.90
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
950,000.00 09/08/2021
0.34%
949,901.96
949,901.96
99.24 0.80%
942,748.66
52.25 0.24%
(7,153.30)
Aaa
NR
1.52 1.64
02665WCJ8 American Honda Finance Note
3.45% Due 7/14/2023
930,000.00 07/11/2018
3.49%
928,391.10
928,391.10
104.09
0.76%
968,074.20
14,883.88
0.25%
39,683.10
A3
A1.531.48
3137B5JM6 FHLMC K034 A2
3.531% Due 7/25/2023
3,850,000.00 08/28/2018
3.03%
3,931,662.11
3,931,662.11
103.64
0.88%
3,989,970.60
11,328.63
1.03%
58,308.49
NR
NR
1.54 1.43
89114QC48 Toronto Dominion Bank Note
3.5% Due 7/19/2023
1,910,000.00 07/27/2018
3.56%
1,904,461.00
1,904,461.00
104.22
0.76%
1,990,525.60
30,082.50
0.52%
86,064.60
Aa2
AA1.551.49
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
2,260,000.00 08/04/2020
0.48%
2,259,525.40
2,259,525.40
99.73 0.71%
2,253,999.70
324.56
0.58%
(5,525.70)
Aaa
NR
1.60 1.11
69371RP59 Paccar Financial Corp Note
3.4% Due 8/9/2023
2,300,000.00 08/06/2018
3.41%
2,299,057.00
2,299,057.00
104.03
0.87%
2,392,604.90
30,845.56
0.62%
93,547.90
A1
A+
1.61 1.55
06406RAJ6 Bank of NY Mellon Corp Note
3.45% Due 8/11/2023
3,254,000.00 05/16/2019
2.79%
3,339,580.20
3,339,580.20
104.20
0.82%
3,390,707.05
43,657.83
0.88%
51,126.85
A1
A
1.61 1.56
3137B7MZ9 FHLMC K036 A2
3.527% Due 10/25/2023
3,750,000.00 Various
2.97%
3,837,910.16
3,837,910.16
104.12
0.92%
3,904,627.50
2,204.38
1.00%
66,717.34
Aaa
NR
1.62 1.63
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
1,340,000.00 04/20/2021
0.38%
1,339,859.03
1,339,859.03
99.25 0.84%
1,329,996.91
226.31
0.34%
(9,862.12)
NR
AAA
1.62 1.62
36262XAC8 GM Financial Auto Lease Trust 2021-3
A2
0.39% Due 10/21/2024
2,145,000.00 08/10/2021
0.39%
2,144,970.83
2,144,970.83
99.04 0.91%
2,124,440.17
255.61
0.54%
(20,530.66)
NR
AAA
1.64 1.84
Chandler Asset Management Page 68 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings by Maturity
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
02665WCQ2 American Honda Finance Note
3.625% Due 10/10/2023
2,260,000.00 10/03/2018
3.64%
2,258,146.80
2,258,146.80
104.84
0.87%
2,369,463.10
18,433.13
0.61%
111,316.30
A3
A1.781.72
912828T91 US Treasury Note
1.625% Due 10/31/2023
5,000,000.00 05/29/2019
2.05%
4,909,960.94
4,909,960.94
101.69
0.69%
5,084,570.00
13,915.75
1.31%
174,609.06
Aaa
AA+
1.83 1.80
3130A0F70 FHLB Note
3.375% Due 12/8/2023
3,500,000.00 01/16/2019
2.73%
3,602,165.00
3,602,165.00
105.07
0.73%
3,677,569.00
7,546.88
0.94%
75,404.00
Aaa
AA+
1.94 1.88
912828V23 US Treasury Note
2.25% Due 12/31/2023
4,500,000.00 06/21/2019
1.80%
4,588,417.97
4,588,417.97
103.01
0.73%
4,635,526.50
279.70
1.19%
47,108.53
Aaa
AA+
2.00 1.96
24422EVN6 John Deere Capital Corp Note
0.45% Due 1/17/2024
2,140,000.00 03/01/2021
0.47%
2,138,480.60
2,138,480.60
99.05 0.92%
2,119,650.74
4,387.00
0.54%
(18,829.86)
A2
A
2.05 2.02
912828B66 US Treasury Note
2.75% Due 2/15/2024
5,000,000.00 Various
2.21%
5,121,796.88
5,121,796.88
104.17
0.77%
5,208,400.00
51,936.14
1.35%
86,603.12
Aaa
AA+
2.13 2.05
3137BYPQ7 FHLMC K726 A2
2.905% Due 4/25/2024
3,296,791.88 04/22/2019
2.72%
3,320,358.80
3,320,358.80
103.54
1.14%
3,413,574.14
7,980.98
0.88%
93,215.34
NR
AAA
2.13 2.07
3130A0XE5 FHLB Note
3.25% Due 3/8/2024
1,000,000.00 03/28/2019
2.27%
1,045,410.00
1,045,410.00
105.23
0.83%
1,052,262.00
10,201.39
0.27%
6,852.00
Aaa
AA+
2.19 2.10
3130AB3H7 FHLB Note
2.375% Due 3/8/2024
4,000,000.00 04/29/2019
2.37%
4,000,280.00
4,000,280.00
103.34
0.83%
4,133,728.00
29,819.44
1.07%
133,448.00
Aaa
AA+
2.19 2.12
89114QCB2 Toronto Dominion Bank Note
3.25% Due 3/11/2024
1,270,000.00 03/26/2019
2.97%
1,286,078.20
1,286,078.20
104.52
1.16%
1,327,376.06
12,611.81
0.34%
41,297.86
A1
A
2.19 2.11
91282CBR1 US Treasury Note
0.25% Due 3/15/2024
2,900,000.00 03/30/2021
0.33%
2,892,976.56
2,892,976.56
98.82 0.79%
2,865,788.70
2,162.98
0.74%
(27,187.86)
Aaa
AA+
2.21 2.19
808513BN4 Charles Schwab Corp Callable Note
Cont 2/18/2024
0.75% Due 3/18/2024
1,775,000.00 03/16/2021
0.77%
1,774,112.50
1,774,112.50
99.57 0.95%
1,767,383.48
3,808.85
0.45%
(6,729.02)
A2
A
2.21 2.18
44935FAD6 Hyundai Auto Receivables Trust 2021-C
A3
0.74% Due 5/15/2026
730,000.00 11/09/2021
0.75%
729,837.06
729,837.06
99.31 1.05%
724,995.12
240.09
0.19%
(4,841.94)
NR
AAA
2.25 2.19
89238JAC9 Toyota Auto Receivables Trust 2021-D
A3
0.71% Due 4/15/2026
955,000.00 11/09/2021
0.71%
954,979.66
954,979.66
99.39 1.37%
949,129.62
301.36
0.24%
(5,850.04)
NR
AAA
2.25 0.94
43815GAC3 Honda Auto Receivables Trust 2021-4
A3
0.88% Due 1/21/2026
1,025,000.00 11/16/2021
0.89%
1,024,783.93
1,024,783.93
99.76 0.99%
1,022,526.68
250.56
0.26%
(2,257.25)
Aaa
NR
2.27 2.13
Chandler Asset Management Page 69 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings by Maturity
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
47789QAC4 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
1,290,000.00 07/13/2021
0.52%
1,289,884.93
1,289,884.93
98.86 1.02%
1,275,300.45
298.13
0.33%
(14,584.48)
Aaa
NR
2.29 2.30
912828X70 US Treasury Note
2% Due 4/30/2024
4,800,000.00 Various
1.84%
4,833,281.25
4,833,281.25
102.73
0.82%
4,931,064.00
16,441.98
1.27%
97,782.75
Aaa
AA+
2.33 2.27
362554AC1 GM Financial Securitized Term 2021-4
A3
0.68% Due 9/16/2026
780,000.00 10/13/2021
0.68%
779,980.11
779,980.11
99.25 1.06%
774,141.42
221.00
0.20%
(5,838.69)
Aaa
AAA
2.38 1.98
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
104.87
0.87%
5,767,663.00
7,467.02
1.48%
27,662.60
Aaa
AA+
2.45 2.37
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
102.81
0.86%
5,037,812.50
270.72
1.29%
95,558.59
Aaa
AA+
2.50 2.44
79466LAG9 Salesforce.com Inc Callable Note Cont
7/15/2022
0.625% Due 7/15/2024
3,100,000.00 Various
0.92%
3,076,192.60
3,076,192.60
99.09 0.99%
3,071,762.11
9,095.49
0.79%
(4,430.49)
A2
A+
2.54 2.50
69371RQ25 Paccar Financial Corp Note
2.15% Due 8/15/2024
715,000.00 08/08/2019
2.20%
713,419.85
713,419.85
102.43
1.20%
732,409.54
5,807.39
0.19%
18,989.69
A1
A+
2.62 2.53
912828D56 US Treasury Note
2.375% Due 8/15/2024
5,000,000.00 12/12/2019
1.75%
5,140,234.38
5,140,234.38
103.86
0.89%
5,192,775.00
44,853.94
1.34%
52,540.62
Aaa
AA+
2.62 2.53
3130A2UW4 FHLB Note
2.875% Due 9/13/2024
4,000,000.00 09/13/2019
1.79%
4,206,760.00
4,206,760.00
105.11
0.95%
4,204,204.00
34,500.00
1.09%
(2,556.00)
Aaa
AA+
2.70 2.59
13063DRK6 California State Taxable GO
2.4% Due 10/1/2024
3,385,000.00 10/16/2019
1.91%
3,462,753.45
3,462,753.45
103.86
0.97%
3,515,661.00
20,310.00
0.91%
52,907.55
Aa2
AA2.752.65
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
101.88
0.94%
3,565,884.00
12,006.94
0.92%
1,609.00
Aaa
AA+
2.79 2.72
9128283D0 US Treasury Note
2.25% Due 10/31/2024
4,000,000.00 11/07/2019
1.77%
4,090,468.75
4,090,468.75
103.68
0.93%
4,147,188.00
15,414.36
1.07%
56,719.25
Aaa
AA+
2.84 2.74
78015K7C2 Royal Bank of Canada Note
2.25% Due 11/1/2024
3,600,000.00 12/05/2019
2.26%
3,598,128.00
3,598,128.00
102.74
1.26%
3,698,668.80
13,500.00
0.95%
100,540.80
A2
A
2.84 2.74
14913Q3B3 Caterpillar Finl Service Note
2.15% Due 11/8/2024
2,593,000.00 Various
1.88%
2,624,484.21
2,624,484.21
102.92
1.11%
2,668,772.65
8,207.57
0.69%
44,288.44
A2
A
2.86 2.76
74153WCQ0 Pricoa Global Funding Note
1.15% Due 12/6/2024
1,975,000.00 12/01/2021
1.19%
1,972,965.75
1,972,965.75
99.84 1.21%
1,971,812.35
1,451.08
0.51%
(1,153.40)
Aa3
AA2.932.87
3130AQF40 FHLB Note
1% Due 12/20/2024
4,300,000.00 12/21/2021
1.02%
4,297,205.00
4,297,205.00
100.08
0.97%
4,303,642.10
1,075.00
1.10%
6,437.10
Aaa
AA+
2.97 2.92
Chandler Asset Management Page 70 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings by Maturity
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
90331HPL1 US Bank NA Callable Note Cont
12/21/2024
2.05% Due 1/21/2025
4,145,000.00 01/16/2020
2.10%
4,136,171.15
4,136,171.15
102.31
1.25%
4,240,828.26
37,765.56
1.10%
104,657.11
A1
AA2.982.86
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
101.83
1.01%
4,297,116.28
33,144.58
1.11%
14,238.08
Aaa
AA+
3.02 2.92
3137EAEP0 FHLMC Note
1.5% Due 2/12/2025
6,575,000.00 02/13/2020
1.52%
6,569,937.25
6,569,937.25
101.46
1.02%
6,671,271.15
38,080.21
1.72%
101,333.90
Aaa
AA+
3.12 3.02
912828ZC7 US Treasury Note
1.125% Due 2/28/2025
7,000,000.00 03/18/2020
0.81%
7,108,007.81
7,108,007.81
100.38
1.00%
7,026,796.00
26,757.60
1.81%
(81,211.81)
Aaa
AA+
3.16 3.09
3135G03U5 FNMA Note
0.625% Due 4/22/2025
5,270,000.00 04/22/2020
0.67%
5,259,143.80
5,259,143.80
98.64 1.04%
5,198,285.84
6,313.02
1.33%
(60,857.96)
Aaa
AA+
3.31 3.26
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
1.27%
1,037,330.00
1,037,330.00
101.54
1.60%
1,015,394.00
3,992.42
0.26%
(21,936.00)
A2
A3.313.18
06367WB85 Bank of Montreal Note
1.85% Due 5/1/2025
2,761,000.00 07/23/2021
0.85%
2,862,660.02
2,862,660.02
101.52
1.38%
2,802,956.16
8,513.08
0.72%
(59,703.86)
A2
A3.333.22
46647PCH7 JP Morgan Chase & Co Callable Note
Cont 6/1/2024
0.824% Due 6/1/2025
3,295,000.00 05/24/2021
0.74%
3,299,268.65
3,299,268.65
98.85 1.10%
3,257,153.63
2,262.57
0.84%
(42,115.02)
A2
A3.423.36
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
98.03 1.08%
6,077,655.40
1,205.55
1.56%
(119,076.50)
Aaa
AA+
3.46 3.42
46647PCK0 JP Morgan Chase & Co Callable Note
Cont 6/23/2024
0.969% Due 6/23/2025
1,565,000.00 Various
0.87%
1,565,968.20
1,565,968.20
99.05 1.16%
1,550,069.90
336.99
0.40%
(15,898.30)
A2
A3.483.41
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
97.48 1.10%
6,141,208.50
10,500.00
1.58%
(136,691.10)
Aaa
AA+
3.56 3.51
91282CAB7 US Treasury Note
0.25% Due 7/31/2025
6,000,000.00 03/12/2021
0.72%
5,879,062.50
5,879,062.50
97.04 1.10%
5,822,112.00
6,277.17
1.49%
(56,950.50)
Aaa
AA+
3.58 3.55
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
97.29 1.14%
6,114,619.94
8,249.06
1.57%
(145,819.26)
Aaa
AA+
3.65 3.60
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
97.32 1.11%
6,125,979.25
6,426.14
1.57%
(150,366.80)
Aaa
AA+
3.73 3.68
91282CAM3 US Treasury Note
0.25% Due 9/30/2025
3,200,000.00 03/29/2021
0.74%
3,130,375.00
3,130,375.00
96.88 1.10%
3,100,000.00
2,043.96
0.80%
(30,375.00)
Aaa
AA+
3.75 3.71
Chandler Asset Management Page 71 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings by Maturity
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
459058JL8 Intl. Bank Recon & Development Note
0.5% Due 10/28/2025
6,300,000.00 Various
0.59%
6,272,360.85
6,272,360.85
97.46 1.18%
6,140,099.71
5,512.51
1.58%
(132,261.14)
Aaa
AAA
3.83 3.77
91282CAT8 US Treasury Note
0.25% Due 10/31/2025
6,000,000.00 02/19/2021
0.53%
5,923,125.00
5,923,125.00
96.69 1.13%
5,801,484.00
2,569.06
1.49%
(121,641.00)
Aaa
AA+
3.84 3.79
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
97.59 1.14%
6,148,270.80
4,725.00
1.58%
(131,624.20)
Aaa
AA+
3.85 3.79
91282CAZ4 US Treasury Note
0.375% Due 11/30/2025
3,800,000.00 03/26/2021
0.77%
3,731,867.19
3,731,867.19
97.02 1.15%
3,686,889.20
1,252.75
0.95%
(44,977.99)
Aaa
AA+
3.92 3.87
40139LBC6 Guardian Life Glob Fun Note
0.875% Due 12/10/2025
3,000,000.00 Various
1.12%
2,969,700.00
2,969,700.00
97.43 1.55%
2,922,927.00
1,531.26
0.75%
(46,773.00)
Aa2
AA+
3.95 3.85
66815L2A6 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
1,870,000.00 12/06/2021
1.47%
1,820,388.90
1,820,388.90
97.17 1.53%
1,817,006.07
6,939.78
0.47%
(3,382.83)
Aaa
AA+
4.04 3.93
4581X0DV7 Inter-American Dev Bank Note
0.875% Due 4/20/2026
6,390,000.00 04/13/2021
0.97%
6,360,733.80
6,360,733.80
98.44 1.25%
6,290,015.67
11,027.19
1.62%
(70,718.13)
Aaa
AAA
4.30 4.20
023135BX3 Amazon.com Inc Callable Note Cont
4/12/2026
1% Due 5/12/2026
4,865,000.00 05/10/2021
1.09%
4,843,983.20
4,843,983.20
99.07 1.22%
4,819,911.18
6,621.81
1.24%
(24,072.02)
A1
AA
4.36 4.25
91324PEC2 United Health Group Inc Callable Note
Cont 4/15/2026
1.15% Due 5/15/2026
805,000.00 Various
1.08%
807,605.05
807,605.05
98.97 1.39%
796,736.68
1,182.90
0.20%
(10,868.37)
A3
A+
4.37 4.24
89236TJK2 Toyota Motor Credit Corp Note
1.125% Due 6/18/2026
3,325,000.00 06/15/2021
1.13%
3,323,537.00
3,323,537.00
98.54 1.46%
3,276,395.15
1,350.78
0.84%
(47,141.85)
A1
A+
4.47 4.33
06051GJD2 Bank of America Corp Callable Note
Cont 6/19/2025
1.319% Due 6/19/2026
3,000,000.00 Various
1.24%
3,007,920.00
3,007,920.00
98.98 1.53%
2,969,451.00
1,319.00
0.76%
(38,469.00)
A2
A4.474.32
57629WDE7 Mass Mutual Global funding Note
1.2% Due 7/16/2026
2,272,000.00 08/10/2021
1.21%
2,271,369.92
2,271,369.92
98.04 1.65%
2,227,377.92
12,496.00
0.57%
(43,992.00)
Aa3
AA+
4.54 4.37
3137BSP72 FHLMC K058 A2
2.653% Due 8/25/2026
1,500,000.00 11/12/2021
1.35%
1,586,425.78
1,586,425.78
105.21
1.44%
1,578,112.50
3,316.25
0.41%
(8,313.28)
NR
NR
4.57 4.28
91282CCW9 US Treasury Note
0.75% Due 8/31/2026
1,570,000.00 09/23/2021
0.90%
1,558,899.61
1,558,899.61
97.82 1.23%
1,535,778.71
4,000.90
0.39%
(23,120.90)
Aaa
AA+
4.67 4.55
58989V2D5 Met Tower Global Funding Note
1.25% Due 9/14/2026
1,715,000.00 09/07/2021
1.27%
1,713,422.20
1,713,422.20
97.89 1.72%
1,678,863.24
6,371.70
0.43%
(34,558.96)
Aa3
AA4.714.52
Chandler Asset Management Page 72 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Holdings by Maturity
As of December 31, 2021
City of Corona Consolidated
Account #10003
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.
Gain/Loss
Moody
S&P
Term (yrs)
Duration
931142ER0 Wal-Mart Stores Callable Note Cont
08/17/2026
1.05% Due 9/17/2026
785,000.00 09/08/2021
1.09%
783,516.35
783,516.35
98.94 1.28%
776,649.17
2,381.17
0.20%
(6,867.18)
Aa2
AA
4.72 4.56
91282CCZ2 US Treasury Note
0.875% Due 9/30/2026
3,130,000.00 10/18/2021
1.19%
3,083,172.27
3,083,172.27
98.28 1.25%
3,076,079.49
6,997.36
0.79%
(7,092.78)
Aaa
AA+
4.75 4.62
91282CDG3 US Treasury Note
1.125% Due 10/31/2026
3,120,000.00 11/15/2021
1.25%
3,100,987.50
3,100,987.50
99.40 1.25%
3,101,230.08
6,011.60
0.80%
242.58
Aaa
AA+
4.84 4.68
TOTAL PORTFOLIO 386,915,367.51 1.23%
388,055,926.13
388,055,926.13 0.81%
389,063,237.24
1,037,449.48
100.00%
1,007,311.11
Aa1
AA
2.10 2.03
TOTAL MARKET VALUE PLUS ACCRUED 390,100,686.72
Chandler Asset Management Page 73 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Issuer Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
Local Agency Investment Fund $78,373,420.92 $78,373,420.92 $78,373,420.92 $78,410,068.43 20.10% Government of United States $69,920,000.00 $70,034,887.52 $70,253,494.18 $70,454,680.15 18.06% Federal Home Loan Mortgage Corp $42,887,218.64 $43,327,930.72 $43,418,128.56 $43,512,652.08 11.15% Federal National Mortgage Association $37,275,000.00 $37,262,293.10 $37,014,796.76 $37,139,222.16 9.52% Federal Home Loan Bank $22,300,000.00 $22,891,820.40 $23,139,068.10 $23,229,677.83 5.95% Inter-American Dev Bank $9,990,000.00 $9,873,306.80 $9,924,078.87 $9,953,831.06 2.55% Intl Bank Recon and Development $6,300,000.00 $6,272,360.85 $6,140,099.71 $6,145,612.22 1.58% JP Morgan Chase & Co $5,860,000.00 $5,902,566.85 $5,822,617.53 $5,829,209.51 1.49% Bank of America Corp $5,550,000.00 $5,578,470.00 $5,595,430.80 $5,625,918.97 1.44% Honda ABS $5,413,020.65 $5,412,469.85 $5,409,631.04 $5,411,336.91 1.39% Toyota ABS $5,070,000.00 $5,069,215.01 $5,046,613.54 $5,047,442.01 1.29% Amazon.com Inc $4,865,000.00 $4,843,983.20 $4,819,911.18 $4,826,532.99 1.24% John Deere ABS $4,751,733.51 $4,765,425.46 $4,747,766.25 $4,750,170.64 1.22% US Bancorp $4,145,000.00 $4,136,171.15 $4,240,828.26 $4,278,593.82 1.10% Charles Schwab Corp/The $4,025,000.00 $4,047,505.00 $4,059,118.73 $4,088,765.08 1.05% Toronto Dominion Holdings $3,680,000.00 $3,690,539.18 $3,817,920.66 $3,861,441.64 0.99% Royal Bank of Canada $3,600,000.00 $3,598,128.00 $3,698,668.80 $3,712,168.80 0.95% Hyundai Auot Receivables $3,710,000.00 $3,709,318.40 $3,687,954.79 $3,688,698.17 0.95% Deere & Company $3,640,000.00 $3,593,010.60 $3,656,744.24 $3,674,547.90 0.94% State of California $3,385,000.00 $3,462,753.45 $3,515,661.00 $3,535,971.00 0.91% Bank of New York $3,254,000.00 $3,339,580.20 $3,390,707.05 $3,434,364.88 0.88% $3,190,000.00 $3,186,537.90 $3,337,537.30 $3,370,854.31 0.86% $3,348,911.16 $3,348,352.60 $3,350,372.08 $3,351,342.12 0.86% $3,325,000.00 $3,323,537.00 $3,276,395.15 $3,277,745.93 0.84% $3,015,000.00 $3,012,476.85 $3,125,014.44 $3,161,667.39 0.81% $3,050,000.00 $3,049,725.50 $3,079,478.25 $3,111,236.38 0.80% $3,000,000.00 $2,982,300.00 $3,089,085.00 $3,090,946.41 0.79% $3,100,000.00 $3,076,192.60 $3,071,762.11 $3,080,857.60 0.79% $3,000,000.00 $3,070,320.00 $3,029,418.00 $3,032,213.83 0.78% $3,000,000.00 $2,969,700.00 $2,922,927.00 $2,924,458.26 0.75% Execution Time: 1/4/2022 1:13:28 PM
Honda Motor Corporation
Verizon Owner Trust
Toyota Motor Corp
Paccar Financial
PNC Financial Services Group
ChevronTexaco Corp
Salesforce.com Inc
Truist Financial Corporation
Guardian Life Global Funding
Chandler Asset Management Page 74
DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Issuer Report
As of December 31, 2021
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
Wal-Mart Stores $2,785,000.00 $2,840,416.35 $2,857,321.17 $2,860,646.78 0.73% Bank of Montreal Chicago $2,761,000.00 $2,862,660.02 $2,802,956.16 $2,811,469.24 0.72% Caterpillar Inc $2,593,000.00 $2,624,484.21 $2,668,772.65 $2,676,980.22 0.69% Berkshire Hathaway $2,500,000.00 $2,425,225.00 $2,552,755.00 $2,572,998.06 0.66% Apple Inc $2,215,000.00 $2,112,644.85 $2,268,004.95 $2,276,569.62 0.58% Mass Mutual Insurance $2,272,000.00 $2,271,369.92 $2,227,377.92 $2,239,873.92 0.57% GM Financial Automobile Leasing Trust $2,145,000.00 $2,144,970.83 $2,124,440.17 $2,124,695.78 0.54% Prudential Financial Inc $1,975,000.00 $1,972,965.75 $1,971,812.35 $1,973,263.43 0.51% Hyundai Auto Lease Securitization $1,900,000.00 $1,899,715.00 $1,888,106.00 $1,888,384.67 0.48% Northwestern Mutual Glbl $1,870,000.00 $1,820,388.90 $1,817,006.07 $1,823,945.85 0.47% Metlife Inc $1,715,000.00 $1,713,422.20 $1,678,863.24 $1,685,234.94 0.43% Mercedes-Benz Auto Lease Trust $1,443,364.86 $1,443,253.70 $1,443,441.62 $1,443,997.97 0.37% Nissan ABS $1,412,922.58 $1,412,847.98 $1,424,327.69 $1,425,539.66 0.37% BMW Vehicle Lease Trust $950,000.00 $949,901.96 $942,748.66 $942,800.91 0.24% United Health Group Inc $805,000.00 $807,605.05 $796,736.68 $797,919.58 0.20% GM Financial Securitized Term Auto Trust $780,000.00 $779,980.11 $774,141.42 $774,362.42 0.20% Federated Govt Obligation Money Market Fund $769,775.19 $769,775.19 $769,775.19 $769,775.19 0.20% TOTAL $386,915,367.51 $388,055,926.13 $389,063,237.24 $390,100,686.72 100.00% Chandler Asset Management Page 75 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Important Disclosures City of Corona Consolidated
Account #10003
Chandler Asset Management, Inc. ;͞Chandler͟Ϳis 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 client͛s 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 Moody͛s, 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 ;͞MBS͟Ϳreflect 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, Moody͛s and Fitch respectively.
Chandler Asset Management Page 76 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Benchmark Index & Disclosures City of Corona Consolidated Account Account #10003
Benchmark Index Disclosure
ICE BofA 1-5 Yr US Treasury & Agency
Index
The ICE BofA 1-5 Year US Treasury & Agency Index tracks the performance of US dollar denominated US Treasury and nonsubordinated US agency debt issued in the US domestic market. Qualifying securities must have an investment grade rating (based on an average of Moody͛s, S&P and Fitch). Qualifying securities must have at least one year remaining term to final maturity and less than five years remaining term to final maturity, at least 18 months to maturity at time of issuance, a fixed coupon schedule, and a minimum amount outstanding of $1 billion for sovereigns and $250 million for agencies.
Chandler Asset Management Page 77 Execution Time: 1/4/2022 1:13:28 PM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 7/31/2006
8/31/2006 0.744% 0.530% 0.633%
9/30/2006 0.559% 0.506% 0.533%
10/31/2006 0.585% 0.445% 0.517%
10/31/2006 0.585% 0.445% 0.517%
11/30/2006 0.655% 0.488% 0.573%
12/31/2006 -0.102% 0.203% 0.044%
1/31/2007 0.159% 0.350% 0.250%
2/28/2007 1.021% 0.604% 0.798%
3/31/2007 0.334% 0.407% 0.372%
4/30/2007 0.403% 0.415% 0.409%
5/31/2007 -0.330% 0.247% -0.031%
6/30/2007 0.360% 0.413% 0.390%
7/31/2007 0.984% 0.429% 0.672%
8/31/2007 0.940% 0.464% 0.809%
9/30/2007 0.824% 0.415% 0.728%
10/31/2007 0.451% 0.410% 0.443%
11/30/2007 1.608% 0.401% 1.392%
12/31/2007 0.414% 0.404% 0.413%
1/31/2008 1.952% 0.388% 1.600%
2/29/2008 0.908% 0.329% 0.730%
3/31/2008 0.102% 0.321% 0.164%
4/30/2008 -0.683% 0.278% -0.482%
5/31/2008 -0.519% 0.263% -0.340%
6/30/2008 0.310% 0.237% 0.288%
7/31/2008 0.468% 0.237% 0.406%
8/31/2008 0.494% 0.232% 0.431%
9/30/2008 -0.920% 0.227% -0.704%
10/31/2008 0.620% 0.231% 0.549%
11/30/2008 2.483% 0.208% 2.067%
12/31/2008 2.145% 0.206% 1.875%
1/31/2009 -0.248% 0.175% -0.192%
2/28/2009 0.166% 0.141% 0.160%
3/31/2009 0.639% 0.153% 0.555%
4/30/2009 0.500% 0.132% 0.454%
5/31/2009 0.334% 0.134% 0.307%
6/30/2009 -0.121% 0.114% -0.067%
7/31/2009 0.518% 0.089% 0.428%
8/31/2009 0.662% 0.074% 0.544%
9/30/2009 0.353% 0.062% 0.301%
10/31/2009 0.444% 0.054% 0.386%
11/30/2009 0.866% 0.050% 0.775%
12/31/2009 -1.061% 0.049% -0.960%
1/31/2010 0.957% 0.048% 0.855%
2/28/2010 0.398% 0.041% 0.322%
3/31/2010 -0.270% 0.046% -0.218%
4/30/2010 0.514% 0.048% 0.446%
5/31/2010 0.464% 0.047% 0.419%
6/30/2010 0.895% 0.042% 0.743%
7/31/2010 0.670% 0.049% 0.548%
8/31/2010 0.389% 0.043% 0.329%
9/30/2010 0.322% 0.041% 0.285%
10/31/2010 0.490% 0.041% 0.444%
11/30/2010 -0.447% 0.037% -0.400%
12/31/2010 -0.424% 0.038% -0.381%
1/31/2011 0.246% 0.038% 0.227%
2/28/2011 -0.060% 0.034% -0.044%
3/31/2011 0.030% 0.037% 0.031%
4/30/2011 0.678% 0.050% 0.599%
5/31/2011 0.519% 0.036% 0.459%
6/30/2011 -0.059% 0.032% -0.040%
Portfolio Performance
December 31, 2021
DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 7/31/2011 0.658% 0.046% 0.536%
8/31/2011 0.423% 0.031% 0.354%
9/30/2011 -0.178% 0.031% -0.143%
10/31/2011 0.293% 0.035% 0.254%
11/30/2011 -0.053% 0.031% -0.038%
12/31/2011 0.307% 0.030% 0.264%
1/31/2012 0.542% 0.035% 0.466%
2/29/2012 -0.011% 0.030% -0.002%
3/31/2012 -0.125% 0.032% -0.095%
4/30/2012 0.449% 0.029% 0.372%
5/31/2012 0.072% 0.031% 0.064%
6/30/2012 0.107% 0.030% 0.089%
7/31/2012 0.431% 0.029% 0.332%
8/31/2012 0.181% 0.030% 0.151%
9/30/2012 0.046% 0.028% 0.042%
10/31/2012 -0.035% 0.028% -0.024%
11/30/2012 0.243% 0.026% 0.210%
12/31/2012 -0.043% 0.028% -0.034%
1/31/2013 -0.100% 0.023% -0.084%
2/28/2013 0.218% 0.022% 0.185%
3/31/2013 0.056% 0.024% 0.052%
4/30/2013 0.225% 0.020% 0.213%
5/31/2013 -0.474% 0.022% -0.442%
6/30/2013 -0.505% 0.020% -0.424%
7/31/2013 0.280% 0.022% 0.240%
8/31/2013 -0.238% 0.023% -0.200%
9/30/2013 0.493% 0.021% 0.438%
10/31/2013 0.339% 0.021% 0.305%
11/30/2013 0.150% 0.022% 0.137%
12/31/2013 -0.423% 0.025% -0.379%
1/31/2014 0.483% 0.018% 0.434%
2/28/2014 0.175% 0.018% 0.148%
3/31/2014 -0.271% 0.020% -0.228%
4/30/2014 0.274% 0.017% 0.239%
5/31/2014 0.380% 0.020% 0.338%
6/30/2014 -0.058% 0.019% -0.047%
7/31/2014 -0.200% 0.019% -0.157%
8/31/2014 0.289% 0.021% 0.242%
9/30/2014 -0.151% 0.020% -0.124%
10/31/2014 0.392% 0.020% 0.333%
11/30/2014 0.320% 0.021% 0.273%
12/31/2014 -0.210% 0.023% -0.175%
1/31/2015 0.961% 0.023% 0.800%
2/28/2015 -0.419% 0.020% -0.297%
3/31/2015 0.404% 0.024% 0.325%
4/30/2015 0.035% 0.021% 0.032%
5/31/2015 0.082% 0.025% 0.071%
6/30/2015 -0.143% 0.024% -0.105%
7/31/2015 0.166% 0.026% 0.131%
8/31/2015 -0.009% 0.028% 0.000%
9/30/2015 0.490% 0.027% 0.401%
10/31/2015 -0.089% 0.027% -0.069%
11/30/2015 -0.240% 0.030% -0.201%
12/31/2015 -0.085% 0.034% -0.070%
1/31/2016 0.917% 0.034% 0.836%
2/29/2016 0.206% 0.036% 0.180%
3/31/2016 0.383% 0.043% 0.333%
4/30/2016 0.044% 0.041% 0.043%
5/31/2016 -0.121% 0.073% -0.097%
6/30/2016 0.796% 0.048% 0.683%
7/31/2016 0.045% 0.020% 0.040%
8/31/2016 -0.215% 0.052% -0.185%
9/30/2016 0.105% 0.053% 0.099%
10/31/2016 -0.128% 0.054% -0.099%
DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Date City of Corona City of Corona Internal Account City of Corona Consolidated Account 11/30/2016 -0.814% 0.055% -0.696%
12/31/2016 0.063% 0.074% 0.064%
1/31/2017 0.177% 0.065% 0.163%
2/28/2017 0.203% 0.059% 0.175%
3/31/2017 0.092% 0.062% 0.086%
4/30/2017 0.330% 0.071% 0.282%
5/31/2017 0.236% 0.079% 0.205%
6/30/2017 -0.062% 0.081% -0.036%
7/31/2017 0.305% 0.086% 0.259%
8/31/2017 0.304% 0.092% 0.269%
9/30/2017 -0.233% 0.092% -0.181%
10/31/2017 -0.032% 0.094% -0.007%
11/30/2017 -0.269% 0.096% -0.213%
12/31/2017 0.026% 0.105% 0.036%
1/31/2018 -0.471% 0.123% -0.382%
2/28/2018 -0.167% 0.108% -0.108%
3/31/2018 0.219% 0.129% 0.201%
4/30/2018 -0.200% 0.154% -0.132%
5/31/2018 0.467% 0.151% 0.405%
6/30/2018 -0.007% 0.151% 0.030%
7/31/2018 -0.005% 0.218% 0.043%
8/31/2018 0.458% 0.169% 0.419%
9/30/2018 -0.167% 0.168% -0.123%
10/31/2018 0.039% 0.232% 0.062%
11/30/2018 0.384% 0.180% 0.357%
12/31/2018 0.968% 0.196% 0.882%
1/31/2019 0.514% 0.241% 0.477%
2/28/2019 0.166% 0.185% 0.169%
3/31/2019 0.774% 0.206% 0.670%
4/30/2019 0.192% 0.233% 0.200%
5/31/2019 0.822% 0.208% 0.704%
6/30/2019 0.687% 0.201% 0.612%
7/31/2019 -0.046% 0.235% 0.008%
8/31/2019 1.074% 0.199% 0.993%
9/30/2019 -0.144% 0.186% -0.113%
10/31/2019 0.331% 0.218% 0.320%
11/30/2019 -0.005% 0.169% 0.008%
12/31/2019 0.194% 0.177% 0.193%
1/31/2020 0.845% 0.202% 0.804%
2/29/2020 1.016% 0.150% 0.911%
3/31/2020 0.494% 0.151% 0.461%
4/30/2020 0.757% 0.172% 0.707%
5/31/2020 0.513% 0.115% 0.480%
6/30/2020 0.284% 0.102% 0.272%
7/31/2020 0.259% 0.098% 0.238%
8/31/2020 0.049% 0.066% 0.051%
9/30/2020 0.012% 0.056% 0.016%
10/31/2020 -0.041% 0.060% -0.034%
11/30/2020 0.137% 0.048% 0.133%
12/31/2020 0.164% 0.047% 0.159%
1/31/2021 -0.022% 0.049% -0.018%
2/28/2021 -0.335% 0.031% -0.299%
3/31/2021 -0.129% 0.031% -0.117%
4/30/2021 0.212% 0.035% 0.195%
5/31/2021 0.228% 0.027% 0.213%
6/30/2021 -0.209% 0.022% -0.181%
7/31/2021 0.329% 0.024% 0.283%
8/31/2021 -0.040% 0.019% -0.029%
9/30/2021 -0.253% 0.017% -0.208%
10/31/2021 -0.464% 0.026% -0.378%
11/30/2021 -0.053% 0.017% -0.041%
12/31/2021 -0.152% 0.018% -0.120%
DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0 Corona Supplemental
As of December 31, 2021
City of Corona Consolidated
Account #10003
Investments Par Value Market Value Book Value % of Portfolio Term Days to Maturity YTM ABS $30,924,952.76 $30,839,543.26 $30,935,450.90 7.97%
Agency $83,295,000.00 $83,785,475.86 $83,806,263.90 21.60% 1,559 1,011 3.761 CMO $19,167,218.64 $19,786,517.56 $19,675,780.32 5.07%
Corporate $84,290,000.00 $85,175,151.69 $84,351,926.30 21.74% LAIF $78,373,420.92 $78,373,420.92 $78,373,420.92 20.20% 1 1 0.680 Money Market Fund $769,775.19 $769,775.19 $769,775.19 0.20% Municipal Bonds $3,385,000.00 $3,515,661.00 $3,462,753.45 0.89% Negotiable CD $500,000.00 $500,019.00 $499,999.98 0.13% 203 113 0.250 Supranational $16,290,000.00 $16,064,178.58 $16,145,667.65 4.16% US Treasury $69,920,000.00 $70,253,494.18 $70,034,887.52 18.05% 1,699 864 4.337 TOTAL PORTFOLIO $386,915,367.51 $389,063,237.24 $388,055,926.13 100.00% 1344 823 1.235 AVERAGE DAILY BALANCE $383,833,994.00
Chandler Asset Management Page 1 Execution Time: 1/5/2022 8:09:05 AM DocuSign Envelope ID: E8ACDC5C-CE6C-4D60-B91E-0A62DCB08BB0