____________________________________________________________________________________________________________________ Prepared By: Chandler Asset Management
City of Corona
Investment Portfolio Report
Month Ending December 31, 2022
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, 2022 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
Investment Summary
City's Investment Pension Trust Total Investment
Beginning balance November 30, 2022 430,217,728 $ 30,107,194 $ 460,324,922 $ Acquisitions / Additions:
Agency Notes 4,628,086 4,628,086
US Corporate Notes - -
LAIF 19,400,000 19,400,000
Money Market Fund 4,311,282 190,039.92 4,501,321
$ 28,339,368 190,039.92 $ 28,529,407
Dispositions / Withdrawals:
Agency Notes 2,643,889 2,643,889
US Corporate Notes 1,107,857 1,107,857
LAIF 13,100,000 13,100,000
Money Market Fund 4,635,495 4,635,495 $ 21,487,241 $ 21,487,241 Gain/(Loss) on Dispositions (78,551) $ (78,551) $
Ending balance, December 31, 2022 436,991,304 $ 30,297,233 $ $ 467,288,537 DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD
MONTHLY ACCOUNT STATEMENT
City of Corona Consolidated - Account #10003
DECEMBER 1, 2022 THROUGH DECEMBER 31, 2022
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.
CHANDLER ASSET MANAGEMENT
chandlerasset.com
Chandler Team:
For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian
Bank of New York Mellon
Lauren Dehner
(904) 645-1918
DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD
ACCOUNT SUMMARY
Beg. Values
as of 11/30/22
End Values
as of 12/31/22
Market Value 410,613,098 417,483,533
Accrued Interest 1,435,430 1,530,830
Total Market Value 412,048,528 419,014,363
Income Earned 606,749 647,526
Cont/WD 6,300,000
Par 429,829,626 436,596,448
Book Value 430,217,728 436,991,304
Cost Value 430,217,728 436,991,304
TOP ISSUERS
Local Agency Investment Fund 29.3%
Government of United States 21.1%
Federal Home Loan Mortgage Corp 8.2%
Federal National Mortgage Assoc 7.0%
Federal Home Loan Bank 3.7%
Inter-American Dev Bank 1.4%
Intl Bank Recon and Development 1.4%
Bank of America Corp 1.3%
Total 73.2%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 1.59
Average Coupon 1.83%
Average Purchase YTM 1.84%
Average Market YTM 3.93%
Average S&P/Moody Rating AA/Aa1
Average Final Maturity 1.84 yrs
Average Life 1.68 yrs
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (S&P) Portfolio Summary
As of December 31, 2022
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: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD This page has been left intentionally blank for reporting purposes Chandler Asset Management Page 2 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
58769EAC2 Mercedes-Benz Auto Lease Trust 2020-
B A3
0.4% Due 11/15/2023
174,869.57 09/15/2020
0.40%
174,860.70
174,860.70
99.76 5.09%
174,456.80
31.09 0.04%
(403.90)
NR / AAA
AAA
0.87 0.05
92348AAA3 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
48,524.18 10/01/2019
1.95%
48,520.44
48,520.44
99.82 4.57%
48,439.19
28.76 0.01%
(81.25)
NR / AAA
AAA
1.31 0.07
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
98.47 5.00%
1,871,012.27
278.67
0.45%
(28,702.73)
Aaa / AAA
NR
1.46 0.32
65479JAD5 Nissan Auto Receivables Owner 2019-C
A3
1.93% Due 7/15/2024
256,381.81 10/16/2019
1.94%
256,368.28
256,368.28
99.64 5.03%
255,464.32
219.92
0.06%
(903.96)
Aaa / AAA
NR
1.54 0.11
43813DAC2 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
308,450.97 05/18/2020
0.83%
308,426.70
308,426.70
98.53 5.51%
303,917.80
112.41
0.07%
(4,508.90)
Aaa / AAA
NR
1.54 0.31
47789KAC7 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
432,793.49 Various
1.00%
433,726.20
433,726.20
99.13 4.89%
429,012.36
211.58
0.10%
(4,713.84)
Aaa / NR
AAA
1.62 0.23
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
815,066.55 09/22/2020
0.38%
814,946.82
814,946.82
97.82 5.31%
797,257.83
108.90
0.19%
(17,688.99)
NR / AAA
AAA
1.80 0.44
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
97.16 5.38%
2,084,018.72
255.61
0.50%
(60,952.11)
NR / AAA
AAA
1.81 0.57
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
280,937.61 07/14/2020
0.52%
280,894.80
280,894.80
98.46 5.34%
276,621.76
63.68 0.07%
(4,273.04)
Aaa / NR
AAA
1.88 0.32
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
925,884.99 09/08/2021
0.34%
925,789.44
925,789.44
97.72 5.25%
904,730.74
50.92 0.22%
(21,058.70)
Aaa / NR
AAA
1.99 0.46
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
613,610.77 10/06/2020
0.36%
613,496.46
613,496.46
98.25 4.95%
602,849.77
95.45 0.14%
(10,646.69)
NR / AAA
AAA
2.04 0.38
44891WAC3 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
1,205,000.00 01/11/2022
1.16%
1,204,973.37
1,204,973.37
96.51 5.20%
1,162,902.72
621.24
0.28%
(42,070.65)
Aaa / AAA
NR
2.04 0.87
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
1,269,478.77 08/04/2020
0.48%
1,269,212.18
1,269,212.18
98.49 5.05%
1,250,356.10
182.31
0.30%
(18,856.08)
Aaa / NR
AAA
2.14 0.33
89238LAC4 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
2,565,000.00 02/23/2022
1.98%
2,564,596.27
2,564,596.27
96.45 5.25%
2,473,909.16
1,536.15
0.59%
(90,687.11)
NR / AAA
AAA
2.14 1.09
Chandler Asset Management Page 3 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
36265MAC9 GM Financial Auto Lease Trust 2022-1
A3
1.9% Due 3/20/2025
2,105,000.00 02/15/2022
1.91%
2,104,981.90
2,104,981.90
96.62 5.32%
2,033,941.52
1,222.07
0.49%
(71,040.38)
Aaa / NR
AAA
2.22 1.00
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
1,000,000.00 01/11/2022
1.11%
999,850.50
999,850.50
96.74 5.29%
967,439.70
183.33
0.23%
(32,410.80)
NR / AAA
AAA
2.23 0.78
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
539,956.65 02/17/2021
0.27%
539,946.78
539,946.78
96.73 6.22%
522,303.03
40.50 0.12%
(17,643.75)
Aaa / NR
AAA
2.31 0.55
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
1,048,851.95 10/20/2020
0.39%
1,048,610.40
1,048,610.40
97.38 5.63%
1,021,340.46
177.14
0.24%
(27,269.94)
NR / AAA
AAA
2.37 0.50
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
1,940,515.65 02/02/2021
0.27%
1,940,155.50
1,940,155.50
97.42 4.82%
1,890,475.96
224.24
0.45%
(49,679.54)
Aaa / NR
AAA
2.37 0.56
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
1,252,094.41 04/20/2021
0.38%
1,251,962.69
1,251,962.69
96.71 5.51%
1,210,892.99
211.46
0.29%
(41,069.70)
NR / AAA
AAA
2.71 0.64
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
94.91 5.11%
972,784.04
250.56
0.23%
(51,999.89)
Aaa / NR
AAA
3.06 1.22
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
94.91 5.29%
1,224,310.23
298.13
0.29%
(65,574.70)
Aaa / NR
AAA
3.21 1.08
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
94.21 5.70%
899,705.50
301.36
0.21%
(55,274.16)
NR / AAA
AAA
3.29 1.18
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
94.47 5.54%
689,598.95
240.09
0.16%
(40,238.11)
NR / AAA
AAA
3.37 1.17
43815BAC4 Honda Auto Receivables Trust 2022-1
A3
1.88% Due 5/15/2026
1,650,000.00 02/15/2022
1.89%
1,649,751.84
1,649,751.84
95.03 5.03%
1,567,994.03
1,378.67
0.37%
(81,757.81)
Aaa / AAA
NR
3.37 1.60
05602RAD3 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
1,065,000.00 05/10/2022
3.23%
1,064,944.62
1,064,944.62
97.40 4.96%
1,037,351.64
569.78
0.25%
(27,592.98)
Aaa / AAA
NR
3.65 1.51
Chandler Asset Management Page 4 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
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
94.48 5.54%
736,953.68
221.00
0.18%
(43,026.43)
Aaa / AAA
NR
3.71 1.15
47787JAC2 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
1,010,000.00 03/10/2022
2.34%
1,009,776.59
1,009,776.59
95.91 5.12%
968,727.06
1,041.42
0.23%
(41,049.53)
Aaa / NR
AAA
3.71 1.48
448977AD0 Hyundai Auto Receivables Trust 2022-A
A3
2.22% Due 10/15/2026
1,350,000.00 03/09/2022
2.23%
1,349,948.03
1,349,948.03
95.56 5.13%
1,290,122.10
1,332.00
0.31%
(59,825.93)
NR / AAA
AAA
3.79 1.55
380146AC4 GM Financial Auto Receivables 2022-1
A3
1.26% Due 11/16/2026
660,000.00 01/11/2022
1.27%
659,942.65
659,942.65
94.55 5.35%
624,018.65
346.50
0.15%
(35,924.00)
NR / AAA
AAA
3.88 1.35
02582JJT8 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
2,765,000.00 05/17/2022
3.42%
2,764,388.38
2,764,388.38
97.14 4.72%
2,685,866.53
4,165.93
0.64%
(78,521.85)
NR / AAA
AAA
4.38 2.22
92348KAV5 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
1,150,000.00 08/02/2022
3.75%
1,149,949.40
1,149,949.40
98.48 5.00%
1,132,558.94
1,307.17
0.27%
(17,390.46)
NR / AAA
AAA
4.55 1.54
Total ABS 35,257,417.37 1.35%
35,254,172.46
35,254,172.46 5.19%
34,111,334.55
17,308.04
8.14%
(1,142,837.91)
Aaa / AAA
AAA
2.74 0.99
AGENCY
3130AB3H7 FHLB Note
2.375% Due 3/8/2024
2,300,000.00 04/29/2019
2.37%
2,300,161.00
2,300,161.00
97.31 4.73%
2,238,078.76
17,146.18
0.54%
(62,082.24)
Aaa / AA+
NR
1.19 1.14
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
97.72 4.51%
5,374,585.70
7,467.02
1.28%
(365,414.70)
Aaa / AA+
NR
1.45 1.40
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
97.12 4.65%
3,884,851.48
34,500.00
0.94%
(321,908.52)
Aaa / AA+
AAA
1.70 1.62
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
95.05 4.54%
3,326,640.70
12,006.94
0.80%
(237,634.30)
Aaa / AA+
AAA
1.79 1.72
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
93.42 4.53%
4,017,108.55
1,313.89
0.96%
(280,096.45)
Aaa / AA+
AAA
1.97 1.91
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
94.54 4.48%
3,989,756.08
33,144.58
0.96%
(293,122.12)
Aaa / AA+
AAA
2.02 1.93
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
94.29 4.35%
6,199,818.86
38,080.21
1.49%
(370,118.39)
Aaa / AA+
AAA
2.12 2.03
Chandler Asset Management Page 5 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
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
91.94 4.33%
4,845,498.18
6,313.02
1.16%
(413,645.62)
Aaa / AA+
AAA
2.31 2.24
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
91.07 4.37%
5,646,038.37
1,205.55
1.35%
(550,693.53)
Aaa / AA+
AAA
2.46 2.40
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
90.57 4.31%
5,706,041.61
10,500.00
1.36%
(571,857.99)
Aaa / AA+
AAA
2.56 2.49
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
90.27 4.30%
5,673,357.38
8,249.06
1.36%
(587,081.82)
Aaa / AA+
AAA
2.65 2.58
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
90.07 4.27%
5,669,904.80
6,426.14
1.35%
(606,441.25)
Aaa / AA+
AAA
2.73 2.66
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
90.01 4.26%
5,670,674.23
4,725.00
1.35%
(609,220.77)
Aaa / AA+
AAA
2.85 2.77
Total Agency 67,045,000.00 0.99%
67,511,672.40
67,511,672.40 4.40%
62,242,354.70
181,077.59
14.90%
(5,269,317.70)
Aaa / AA+
AAA
2.23 2.15
CMO
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
99.02 4.97%
3,317,049.40
1,708.50
0.79%
(141,825.60)
Aaa / NR
NR
0.56 0.41
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
98.87 4.94%
3,707,630.63
2,204.38
0.89%
(130,279.53)
Aaa / NR
AAA
0.82 0.65
3137BYPQ7 FHLMC K726 A2
2.905% Due 4/25/2024
2,757,811.84 04/22/2019
2.72%
2,777,525.89
2,777,525.89
97.33 5.17%
2,684,164.78
6,676.20
0.64%
(93,361.11)
NR / AAA
NR
1.32 1.11
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
93.79 4.52%
1,406,825.40
3,316.25
0.34%
(179,600.38)
NR / NR
AAA
3.65 3.36
3137BSRE5 FHLMC K059 A2
3.12% Due 9/25/2026
3,000,000.00 02/18/2022
1.98%
3,128,437.50
3,128,437.50
95.29 4.51%
2,858,685.90
7,800.00
0.68%
(269,751.60)
NR / AAA
AAA
3.74 3.36
3137FBBX3 FHLMC K068 A2
3.244% Due 8/25/2027
2,650,000.00 11/02/2022
4.79%
2,482,408.20
2,482,408.20
95.10 4.42%
2,520,131.19
7,163.83
0.60%
37,722.99
Aaa / NR
NR
4.65 4.16
Total CMO 17,007,811.84 2.70%
17,271,582.53
17,271,582.53 4.79%
16,494,487.30
28,869.16
3.94%
(777,095.23)
Aaa / AAA
AAA
2.18 1.91
Chandler Asset Management Page 6 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
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
95.64 4.78%
2,046,691.12
4,387.00
0.49%
(91,789.48)
A2 / A
A
1.05 1.02
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
95.07 4.99%
1,687,457.02
3,808.85
0.40%
(86,655.48)
A2 / A
A
1.21 1.18
06367TQW3 Bank of Montreal Note
0.625% Due 7/9/2024
1,500,000.00 02/09/2022
1.89%
1,455,540.00
1,455,540.00
93.49 5.12%
1,402,389.71
4,479.17
0.34%
(53,150.29)
A2 / AAA1.52
1.47 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
93.84 4.83%
2,909,067.77
8,934.04
0.70%
(167,124.83)
A2 / A+
NR
1.54 1.49
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
95.47 5.09%
682,617.04
5,807.39
0.16%
(30,802.81)
A1 / A+
NR
1.62 1.55
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
95.37 4.92%
3,433,359.78
13,500.00
0.82%
(164,768.22)
A1 / A
AA1.841.76
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
95.45 4.74%
2,475,105.42
8,207.57
0.59%
(149,378.79)
A2 / A
A
1.86 1.78
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
92.56 5.25%
1,827,993.60
1,577.26
0.44%
(144,972.15)
Aa3 / AAAA1.93
1.86 89236TJT3 Toyota Motor Credit Corp Note
1.45% Due 1/13/2025
2,700,000.00 01/10/2022
1.50%
2,696,382.00
2,696,382.00
93.69 4.74%
2,529,704.84
18,270.00
0.61%
(166,677.16)
A1 / A+
A+
2.04 1.95
64952WEK5 New York Life Global Note
1.45% Due 1/14/2025
3,745,000.00 01/11/2022
1.49%
3,740,955.40
3,740,955.40
93.22 4.99%
3,491,083.38
25,190.33
0.84%
(249,872.02)
Aaa / AA+
AAA
2.04 1.95
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
94.76 4.75%
3,927,840.38
37,765.56
0.95%
(208,330.77)
A1 / AAAA2.06
1.96 69371RR73 Paccar Financial Corp Note
2.85% Due 4/7/2025
2,970,000.00 03/31/2022
2.86%
2,969,227.80
2,969,227.80
95.96 4.75%
2,849,961.15
19,750.50
0.68%
(119,266.65)
A1 / A+
NR
2.27 2.14
78016EZ59 Royal Bank of Canada Note
3.375% Due 4/14/2025
1,270,000.00 04/07/2022
3.39%
1,269,530.10
1,269,530.10
96.70 4.91%
1,228,139.11
9,167.81
0.30%
(41,390.99)
A1 / A
AA2.292.15
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
93.33 4.91%
2,576,917.70
8,513.08
0.62%
(285,742.32)
A2 / AAA2.33
2.23 14913R2V8 Caterpillar Financial Service Note
3.4% Due 5/13/2025
1,460,000.00 05/10/2022
3.44%
1,458,145.80
1,458,145.80
97.29 4.62%
1,420,402.39
6,618.67
0.34%
(37,743.41)
A2 / A
A
2.37 2.23
Chandler Asset Management Page 7 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
46647PCH7 JP Morgan Chase & Co Callable Note
Cont 6/1/2024
0.824% Due 6/1/2025
3,295,000.00 05/24/2021
1.79%
3,299,268.65
3,299,268.65
93.23 5.28%
3,071,851.86
2,262.57
0.73%
(227,416.79)
A1 / AAA2.42
2.32 63743HFE7 National Rural Utilities Note
3.45% Due 6/15/2025
940,000.00 04/27/2022
3.46%
939,746.20
939,746.20
96.54 4.96%
907,442.57
1,441.33
0.22%
(32,303.63)
A2 / AA2.46
2.31 46647PCK0 JP Morgan Chase & Co Callable Note
Cont 6/23/2024
0.969% Due 6/23/2025
1,565,000.00 Various
1.92%
1,565,968.20
1,565,968.20
93.21 5.28%
1,458,804.19
336.99
0.35%
(107,164.01)
A1 / AAA2.48
2.38 66815L2J7 Northwestern Mutual Glbl Note
4% Due 7/1/2025
2,350,000.00 06/27/2022
4.01%
2,349,201.00
2,349,201.00
98.11 4.81%
2,305,603.07
47,000.00
0.56%
(43,597.93)
Aaa / AA+
AAA
2.50 2.30
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
88.37 5.19%
2,650,958.78
1,531.26
0.63%
(318,741.22)
Aa1 / AA+
NR
2.95 2.83
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
88.56 4.90%
1,656,138.40
6,939.78
0.40%
(164,250.50)
Aaa / AA+
AAA
3.04 2.92
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
2.09%
1,037,330.00
1,037,330.00
92.78 5.44%
927,829.02
3,992.42
0.22%
(109,500.98)
A1 / AAA3.31
2.20 6174468Q5 Morgan Stanley Callable Note Cont
4/28/2025
2.188% Due 4/28/2026
1,600,000.00 05/18/2022
4.75%
1,511,376.00
1,511,376.00
93.00 5.43%
1,487,950.99
6,126.40
0.36%
(23,425.01)
A1 / AA+3.33
2.21 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
88.68 4.68%
4,314,145.88
6,621.81
1.03%
(529,837.32)
A1 / AA
AA3.363.23
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
89.43 4.57%
719,937.20
1,182.90
0.17%
(87,667.85)
A3 / A+
A
3.37 3.23
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
88.46 4.78%
2,941,446.25
1,350.78
0.70%
(382,090.75)
A1 / A+
A+
3.47 3.32
06051GJD2 Bank of America Corp Callable Note
Cont 6/19/2025
1.319% Due 6/19/2026
3,000,000.00 Various
2.08%
3,007,920.00
3,007,920.00
90.23 5.45%
2,707,030.56
1,319.00
0.65%
(300,889.44)
A2 / AAA3.47
3.29 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
88.13 4.89%
2,002,203.27
12,496.00
0.48%
(269,166.65)
Aa3 / AA+
AA+
3.54 3.37
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
87.00 5.15%
1,492,067.15
6,371.70
0.36%
(221,355.05)
Aa3 / AAAA3.71
3.52 Chandler Asset Management Page 8 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
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
88.67 4.39%
696,024.61
2,381.17
0.17%
(87,491.74)
Aa2 / AA
AA
3.72 3.55
59217GER6 Metlife Note
1.875% Due 1/11/2027
2,485,000.00 01/03/2022
1.90%
2,482,167.10
2,482,167.10
88.58 5.04%
2,201,246.25
22,002.60
0.53%
(280,920.85)
Aa3 / AAAA4.03
3.76 808513BY0 Charles Schwab Corp Callable Note
Cont 2/3/2027
2.45% Due 3/3/2027
1,300,000.00 03/09/2022
2.73%
1,282,866.00
1,282,866.00
91.31 4.77%
1,187,086.42
10,439.72
0.29%
(95,779.58)
A2 / A
A
4.17 3.86
89114TZT2 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
1,900,000.00 03/09/2022
2.97%
1,884,933.00
1,884,933.00
91.84 4.98%
1,745,000.15
16,403.33
0.42%
(139,932.85)
A1 / A
NR
4.19 3.84
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.77%
2,906,255.64
2,906,255.64
93.80 5.63%
2,814,065.55
20,167.67
0.68%
(92,190.09)
A2 / AAA4.31
3.04 665859AW4 Northern Trust Company Callable Note
Cont 4/10/2027
4% Due 5/10/2027
1,345,000.00 05/05/2022
4.04%
1,342,821.10
1,342,821.10
97.78 4.57%
1,315,083.07
7,621.67
0.32%
(27,738.03)
A2 / A+
A+
4.36 3.93
91324PEG3 United Health Group Inc Callable Note
Cont 4/15/2027
3.7% Due 5/15/2027
1,365,000.00 05/17/2022
3.69%
1,365,638.40
1,365,638.40
96.84 4.50%
1,321,816.21
6,453.41
0.32%
(43,822.19)
A3 / A+
A
4.37 3.96
22160KAM7 Costco Wholesale Corp Callable Note
Cont 2/18/2027
3% Due 5/18/2027
2,500,000.00 07/15/2022
3.53%
2,441,975.00
2,441,975.00
94.18 4.48%
2,354,460.93
8,958.33
0.56%
(87,514.07)
Aa3 / A+
NR
4.38 4.02
89115A2C5 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
1,400,000.00 08/26/2022
4.18%
1,395,310.00
1,395,310.00
96.62 4.97%
1,352,612.06
3,674.38
0.32%
(42,697.94)
A1 / A
NR
4.44 3.98
Total Corporate 84,131,000.00 2.09%
83,832,694.69
83,832,694.69 4.94%
78,119,534.85
373,052.45
18.73%
(5,713,159.84)
A1 / A+
AA2.792.57
LAIF
90LAIF$00 Local Agency Investment Fund State
Pool
122,174,075.47 Various
2.23%
122,174,075.47
122,174,075.47
1.00 2.23%
122,174,075.47
560,928.52
29.29%
0.00 NR / NR
NR
0.00 0.00
Total LAIF 122,174,075.47 2.23%
122,174,075.47
122,174,075.47 2.23%
122,174,075.47
560,928.52
29.29%
0.00 NR / NR
NR
0.00 0.00
Chandler Asset Management Page 9 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
MONEY MARKET FUND
60934N807 Federated Investors Govt Oblig Fund
Inst.
1,286,143.75 Various
3.89%
1,286,143.75
1,286,143.75
1.00 3.89%
1,286,143.75
0.00 0.31%
0.00 Aaa / AAA
AAA
0.00 0.00
Total Money Market Fund 1,286,143.75 3.89%
1,286,143.75
1,286,143.75 3.89%
1,286,143.75
0.00 0.31%
0.00 Aaa / AAA
AAA
0.00 0.00
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
96.43 4.54%
3,264,189.35
20,310.00
0.78%
(198,564.10)
Aa2 / AAAA1.75
1.68 Total Municipal Bonds 3,385,000.00 1.91%
3,462,753.45
3,462,753.45 4.54%
3,264,189.35
20,310.00
0.78%
(198,564.10)
Aa2 / AAAA1.75
1.68 NEGOTIABLE CD
78012U3M5 Royal Bank of Canada Yankee CD
1.35% Due 2/14/2023
500,000.00 02/11/2022
1.35%
500,000.00
500,000.00
99.60 4.50%
498,011.50
6,018.75
0.12%
(1,988.50)
P-1 / A-1+
F-1+
0.12 0.12
Total Negotiable CD 500,000.00 1.35%
500,000.00
500,000.00 4.50%
498,011.50
6,018.75
0.12%
(1,988.50)
Aaa / AAA
AAA
0.12 0.12
SUPRANATIONAL
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
89.92 4.33%
5,665,116.18
5,512.51
1.35%
(607,244.67)
Aaa / AAA
AAA
2.83 2.75
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
89.58 4.29%
5,723,906.40
11,027.19
1.37%
(636,827.40)
Aaa / AAA
AAA
3.30 3.19
Total Supranational 12,690,000.00 0.78%
12,633,094.65
12,633,094.65 4.31%
11,389,022.58
16,539.70
2.72%
(1,244,072.07)
Aaa / AAA
AAA
3.07 2.97
US TREASURY
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
97.55 4.78%
4,389,961.50
279.70
1.05%
(198,456.47)
Aaa / AA+
AAA
1.00 0.97
Chandler Asset Management Page 10 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
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
97.86 4.72%
4,892,970.00
51,936.14
1.18%
(228,826.88)
Aaa / AA+
AAA
1.13 1.08
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
94.84 4.71%
2,750,354.20
2,162.98
0.66%
(142,622.36)
Aaa / AA+
AAA
1.21 1.17
912828X70 US Treasury Note
2% Due 4/30/2024
4,800,000.00 Various
1.84%
4,833,281.25
4,833,281.25
96.52 4.73%
4,632,748.80
16,441.98
1.11%
(200,532.45)
Aaa / AA+
AAA
1.33 1.29
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
96.21 4.64%
4,714,334.10
270.72
1.13%
(227,919.81)
Aaa / AA+
AAA
1.50 1.45
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
96.52 4.62%
4,826,170.00
44,853.94
1.16%
(314,064.38)
Aaa / AA+
AAA
1.62 1.55
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
96.10 4.49%
3,843,908.00
15,414.36
0.92%
(246,560.75)
Aaa / AA+
AAA
1.84 1.76
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
93.42 4.35%
6,539,260.00
26,757.60
1.57%
(568,747.81)
Aaa / AA+
AAA
2.16 2.09
91282CED9 US Treasury Note
1.75% Due 3/15/2025
7,000,000.00 04/05/2022
2.65%
6,823,085.94
6,823,085.94
94.56 4.36%
6,619,375.00
36,546.96
1.59%
(203,710.94)
Aaa / AA+
AAA
2.21 2.11
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
90.31 4.25%
5,418,516.00
6,277.17
1.29%
(460,546.50)
Aaa / AA+
AAA
2.58 2.52
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
89.88 4.19%
2,876,124.80
2,043.96
0.69%
(254,250.20)
Aaa / AA+
AAA
2.75 2.68
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
89.51 4.22%
5,370,468.00
2,569.06
1.28%
(552,657.00)
Aaa / AA+
AAA
2.84 2.76
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
89.54 4.23%
3,402,337.60
1,252.75
0.81%
(329,529.59)
Aaa / AA+
AAA
2.92 2.84
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
88.66 4.12%
1,392,026.37
4,000.90
0.33%
(166,873.24)
Aaa / AA+
AAA
3.67 3.53
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
88.91 4.10%
2,783,011.33
6,997.36
0.67%
(300,160.94)
Aaa / AA+
AAA
3.75 3.61
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
89.56 4.10%
2,794,350.00
6,011.60
0.67%
(306,637.50)
Aaa / AA+
AAA
3.84 3.67
91282CET4 US Treasury Note
2.625% Due 5/31/2027
2,400,000.00 06/09/2022
3.07%
2,351,156.25
2,351,156.25
94.41 4.02%
2,265,748.80
5,538.46
0.54%
(85,407.45)
Aaa / AA+
AAA
4.42 4.10
Chandler Asset Management Page 11 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
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
91282CEW7 US Treasury Note
3.25% Due 6/30/2027
6,650,000.00 Various
3.12%
6,690,380.86
6,690,380.86
96.84 4.02%
6,439,846.70
597.03
1.54%
(250,534.16)
Aaa / AA+
AAA
4.50 4.13
91282CFB2 US Treasury Note
2.75% Due 7/31/2027
1,300,000.00 08/22/2022
3.12%
1,277,960.94
1,277,960.94
94.76 4.01%
1,231,902.10
14,960.60
0.30%
(46,058.84)
Aaa / AA+
AAA
4.58 4.19
91282CFH9 US Treasury Note
3.125% Due 8/31/2027
3,450,000.00 Various
3.45%
3,399,517.58
3,399,517.58
96.34 3.99%
3,323,588.55
36,632.42
0.80%
(75,929.03)
Aaa / AA+
AAA
4.67 4.24
91282CFM8 US Treasury Note
4.125% Due 9/30/2027
2,800,000.00 Various
4.37%
2,770,000.01
2,770,000.01
100.54
4.00%
2,814,985.60
29,509.62
0.68%
44,985.59
Aaa / AA+
AAA
4.75 4.23
91282CFZ9 US Treasury Note
3.875% Due 11/30/2027
4,600,000.00 Various
3.74%
4,628,085.94
4,628,085.94
99.62 3.96%
4,582,391.20
15,670.33
1.10%
(45,694.74)
Aaa / AA+
AAA
4.92 4.42
Total US Treasury 93,120,000.00 1.86%
93,065,114.10
93,065,114.10 4.33%
87,904,378.65
326,725.64
21.06%
(5,160,735.45)
Aaa / AA+
AAA
2.72 2.57
TOTAL PORTFOLIO 436,596,448.43 1.84%
436,991,303.50
436,991,303.50 3.93%
417,483,532.70
1,530,829.85
100.00%
(19,507,770.80)
Aa1 / AA
AAA
1.84 1.59
TOTAL MARKET VALUE PLUS ACCRUED 419,014,362.55
Chandler Asset Management Page 12 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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 12/01/2022 60934N807 13,575.40 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 13,575.40 0.00 13,575.40 0.00
Purchase 12/02/2022 60934N807 2,493.96 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 2,493.96 0.00 2,493.96 0.00
Purchase 12/06/2022 60934N807 11,356.25 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 11,356.25 0.00 11,356.25 0.00
Purchase 12/06/2022 91282CFZ9 1,600,000.00 US Treasury Note
3.875% Due 11/30/2027
100.313 3.81% 1,605,000.00 1,021.98 1,606,021.98 0.00
Purchase 12/08/2022 60934N807 28,756.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 28,756.00 0.00 28,756.00 0.00
Purchase 12/10/2022 60934N807 13,125.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 13,125.00 0.00 13,125.00 0.00
Purchase 12/14/2022 60934N807 79,062.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 79,062.50 0.00 79,062.50 0.00
Purchase 12/15/2022 60934N807 19,908.42 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 19,908.42 0.00 19,908.42 0.00
Purchase 12/15/2022 60934N807 559.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 559.00 0.00 559.00 0.00
Purchase 12/15/2022 60934N807 565.04 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 565.04 0.00 565.04 0.00
Purchase 12/15/2022 60934N807 1,952.67 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 1,952.67 0.00 1,952.67 0.00
Purchase 12/15/2022 60934N807 450.17 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 450.17 0.00 450.17 0.00
Purchase 12/15/2022 60934N807 2,497.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 2,497.50 0.00 2,497.50 0.00
Purchase 12/15/2022 60934N807 1,164.83 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 1,164.83 0.00 1,164.83 0.00
Purchase 12/15/2022 60934N807 522.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 522.50 0.00 522.50 0.00
Purchase 12/15/2022 60934N807 2,585.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 2,585.00 0.00 2,585.00 0.00
Chandler Asset Management Page 13 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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 12/15/2022 60934N807 7,811.13 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 7,811.13 0.00 7,811.13 0.00
Purchase 12/15/2022 60934N807 39,322.31 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 39,322.31 0.00 39,322.31 0.00
Purchase 12/15/2022 60934N807 82,015.04 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 82,015.04 0.00 82,015.04 0.00
Purchase 12/15/2022 60934N807 78,932.80 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 78,932.80 0.00 78,932.80 0.00
Purchase 12/15/2022 60934N807 2,358.37 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 2,358.37 0.00 2,358.37 0.00
Purchase 12/15/2022 60934N807 26,534.33 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 26,534.33 0.00 26,534.33 0.00
Purchase 12/15/2022 60934N807 81,916.04 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 81,916.04 0.00 81,916.04 0.00
Purchase 12/15/2022 60934N807 113,934.15 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 113,934.15 0.00 113,934.15 0.00
Purchase 12/15/2022 60934N807 72,633.28 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 72,633.28 0.00 72,633.28 0.00
Purchase 12/15/2022 60934N807 66,035.10 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 66,035.10 0.00 66,035.10 0.00
Purchase 12/15/2022 60934N807 144,130.68 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 144,130.68 0.00 144,130.68 0.00
Purchase 12/15/2022 60934N807 5,146.74 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 5,146.74 0.00 5,146.74 0.00
Purchase 12/16/2022 60934N807 442.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 442.00 0.00 442.00 0.00
Purchase 12/16/2022 60934N807 693.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 693.00 0.00 693.00 0.00
Purchase 12/17/2022 60934N807 15,500.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 15,500.00 0.00 15,500.00 0.00
Purchase 12/18/2022 60934N807 18,703.13 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 18,703.13 0.00 18,703.13 0.00
Chandler Asset Management Page 14 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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 12/19/2022 60934N807 1,663,285.43 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 1,663,285.43 0.00 1,663,285.43 0.00
Purchase 12/19/2022 60934N807 19,785.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 19,785.00 0.00 19,785.00 0.00
Purchase 12/19/2022 60934N807 81,443.09 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 81,443.09 0.00 81,443.09 0.00
Purchase 12/20/2022 60934N807 987,979.55 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 987,979.55 0.00 987,979.55 0.00
Purchase 12/20/2022 60934N807 21,500.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 21,500.00 0.00 21,500.00 0.00
Purchase 12/20/2022 60934N807 697.13 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 697.13 0.00 697.13 0.00
Purchase 12/20/2022 60934N807 3,332.92 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 3,332.92 0.00 3,332.92 0.00
Purchase 12/20/2022 60934N807 4,189.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 4,189.50 0.00 4,189.50 0.00
Purchase 12/20/2022 60934N807 3,565.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 3,565.00 0.00 3,565.00 0.00
Purchase 12/20/2022 60934N807 203,010.04 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 203,010.04 0.00 203,010.04 0.00
Purchase 12/20/2022 60934N807 54,418.08 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 54,418.08 0.00 54,418.08 0.00
Purchase 12/20/2022 91282CFZ9 3,000,000.00 US Treasury Note
3.875% Due 11/30/2027
100.770 3.70% 3,023,085.94 6,387.36 3,029,473.30 0.00
Purchase 12/21/2022 60934N807 751.67 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 751.67 0.00 751.67 0.00
Purchase 12/21/2022 60934N807 41,105.96 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 41,105.96 0.00 41,105.96 0.00
Purchase 12/23/2022 60934N807 7,582.43 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 7,582.43 0.00 7,582.43 0.00
Purchase 12/27/2022 60934N807 916.67 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 916.67 0.00 916.67 0.00
Chandler Asset Management Page 15 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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 12/27/2022 60934N807 2,848.88 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 2,848.88 0.00 2,848.88 0.00
Purchase 12/27/2022 60934N807 24,376.26 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 24,376.26 0.00 24,376.26 0.00
Purchase 12/27/2022 60934N807 8,542.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 8,542.50 0.00 8,542.50 0.00
Purchase 12/27/2022 60934N807 11,021.88 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 11,021.88 0.00 11,021.88 0.00
Purchase 12/27/2022 60934N807 3,316.25 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 3,316.25 0.00 3,316.25 0.00
Purchase 12/27/2022 60934N807 7,800.00 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 7,800.00 0.00 7,800.00 0.00
Purchase 12/27/2022 60934N807 10,279.66 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 10,279.66 0.00 10,279.66 0.00
Purchase 12/27/2022 60934N807 7,163.83 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 7,163.83 0.00 7,163.83 0.00
Purchase 12/31/2022 60934N807 207,687.50 Federated Investors Govt Oblig Fund Inst.
1.000 3.89% 207,687.50 0.00 207,687.50 0.00
Subtotal 8,911,281.57 8,939,367.51 7,409.34 8,946,776.85 0.00 Security
Contribution
12/05/2022 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
12/12/2022 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
12/13/2022 90LAIF$00 400,000.00 Local Agency Investment Fund State Pool
1.000 400,000.00 0.00 400,000.00 0.00
Security
Contribution
12/19/2022 90LAIF$00 5,100,000.00 Local Agency Investment Fund State Pool
1.000 5,100,000.00 0.00 5,100,000.00 0.00
Security
Contribution
12/19/2022 90LAIF$00 3,300,000.00 Local Agency Investment Fund State Pool
1.000 3,300,000.00 0.00 3,300,000.00 0.00
Security
Contribution
12/20/2022 90LAIF$00 700,000.00 Local Agency Investment Fund State Pool
1.000 700,000.00 0.00 700,000.00 0.00
Chandler Asset Management Page 16 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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
Security
Contribution
12/27/2022 90LAIF$00 1,200,000.00 Local Agency Investment Fund State Pool
1.000 1,200,000.00 0.00 1,200,000.00 0.00
Security
Contribution
12/28/2022 90LAIF$00 2,700,000.00 Local Agency Investment Fund State Pool
1.000 2,700,000.00 0.00 2,700,000.00 0.00
Security
Contribution
12/28/2022 90LAIF$00 3,800,000.00 Local Agency Investment Fund State Pool
1.000 3,800,000.00 0.00 3,800,000.00 0.00
Subtotal 19,400,000.00 19,400,000.00 0.00 19,400,000.00 0.00 TOTAL ACQUISITIONS 28,311,281.57 28,339,367.51 7,409.34 28,346,776.85 0.00
DISPOSITIONS
Sale 12/06/2022 60934N807 1,606,021.98 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 1,606,021.98 0.00 1,606,021.98 0.00
Sale 12/19/2022 3130AB3H7 1,700,000.00 FHLB Note
2.375% Due 3/8/2024
97.174 4.79% 1,651,958.00 11,327.43 1,663,285.43 -48,161.00 Sale 12/20/2022 3137B5JM6 995,300.15 FHLMC K034 A2
3.531% Due 7/25/2023
99.078 4.79% 986,124.73 1,854.82 987,979.55 -30,286.67
Sale 12/20/2022 60934N807 3,029,473.30 Federated Investors Govt Oblig Fund Inst.
1.000 3.39% 3,029,473.30 0.00 3,029,473.30 0.00
Subtotal 7,330,795.43 7,273,578.01 13,182.25 7,286,760.26 -78,447.67 Paydown 12/15/2022 02582JJT8 0.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
100.000 0.00 7,811.13 7,811.13 0.00
Paydown 12/15/2022 3137B5JM6 2,211.56 FHLMC K034 A2
3.531% Due 7/25/2023
100.000 2,211.56 2,935.18 5,146.74 -46.91
Paydown 12/15/2022 43813DAC2 39,084.83 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
100.000 39,084.83 237.48 39,322.31 3.08
Paydown 12/15/2022 43815BAC4 0.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
100.000 0.00 2,585.00 2,585.00 0.00
Paydown 12/15/2022 44891RAC4 81,657.05 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
100.000 81,657.05 357.99 82,015.04 18.81
Chandler Asset Management Page 17 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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 12/15/2022 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
Paydown 12/15/2022 44891WAC3 0.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
100.000 0.00 1,164.83 1,164.83 0.00
Paydown 12/15/2022 448977AD0 0.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
100.000 0.00 2,497.50 2,497.50 0.00
Paydown 12/15/2022 44933LAC7 78,511.44 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
100.000 78,511.44 421.36 78,932.80 8.26
Paydown 12/15/2022 44935FAD6 0.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
100.000 0.00 450.17 450.17 0.00
Paydown 12/15/2022 477870AC3 2,354.06 John Deere Owner Trust 2019-B A3
2.21% Due 12/15/2023
100.000 2,354.06 4.30 2,358.36 0.50
Paydown 12/15/2022 47787JAC2 0.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
100.000 0.00 1,952.67 1,952.67 0.00
Paydown 12/15/2022 47787NAC3 26,403.71 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
100.000 26,403.71 130.62 26,534.33 4.02
Paydown 12/15/2022 47789KAC7 81,444.65 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
100.000 81,444.65 471.39 81,916.04 -175.52
Paydown 12/15/2022 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 12/15/2022 58769EAC2 113,837.91 Mercedes-Benz Auto Lease Trust 2020- B A3
0.4% Due 11/15/2023
100.000 113,837.91 96.24 113,934.15 5.77
Paydown 12/15/2022 65479JAD5 72,104.96 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
100.000 72,104.96 528.32 72,633.28 3.81
Paydown 12/15/2022 89236XAC0 65,836.93 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
100.000 65,836.93 198.17 66,035.10 12.27
Paydown 12/15/2022 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
Chandler Asset Management Page 18 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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 12/15/2022 89240BAC2 143,679.10 Toyota Auto Receivables Owners 2021- A A3
0.26% Due 5/15/2025
100.000 143,679.10 451.58 144,130.68 26.67
Paydown 12/16/2022 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 12/16/2022 380146AC4 0.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
100.000 0.00 693.00 693.00 0.00
Paydown 12/19/2022 43813KAC6 81,166.75 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
100.000 81,166.75 276.34 81,443.09 11.92
Paydown 12/20/2022 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 12/20/2022 36265MAC9 0.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
100.000 0.00 3,332.92 3,332.92 0.00
Paydown 12/20/2022 89238LAC4 0.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
100.000 0.00 4,189.50 4,189.50 0.00
Paydown 12/20/2022 92290BAA9 202,433.54 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
100.000 202,433.54 576.50 203,010.04 42.51
Paydown 12/20/2022 92348AAA3 54,251.92 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
100.000 54,251.92 166.16 54,418.08 4.19
Paydown 12/20/2022 92348KAV5 0.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
100.000 0.00 3,565.00 3,565.00 0.00
Paydown 12/21/2022 43813GAC5 40,975.25 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
100.000 40,975.25 130.71 41,105.96 0.75
Paydown 12/21/2022 43815GAC3 0.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
100.000 0.00 751.67 751.67 0.00
Paydown 12/27/2022 05601XAC3 0.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
100.000 0.00 916.67 916.67 0.00
Chandler Asset Management Page 19 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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 12/27/2022 05602RAD3 0.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
100.000 0.00 2,848.88 2,848.88 0.00
Paydown 12/27/2022 09690AAC7 24,115.01 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
100.000 24,115.01 261.25 24,376.26 2.49
Paydown 12/27/2022 3137B4WB8 0.00 FHLMC K033 A2Due 7/25/2023 100.000 0.00 8,542.50 8,542.50 0.00 Paydown 12/27/2022 3137B7MZ9 0.00 FHLMC K036 A2
3.527% Due 10/25/2023
100.000 0.00 11,021.88 11,021.88 0.00
Paydown 12/27/2022 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 12/27/2022 3137BSRE5 0.00 FHLMC K059 A2
3.12% Due 9/25/2026
100.000 0.00 7,800.00 7,800.00 0.00
Paydown 12/27/2022 3137BYPQ7 3,594.76 FHLMC K726 A2
2.905% Due 4/25/2024
100.000 3,594.76 6,684.90 10,279.66 -25.70
Paydown 12/27/2022 3137FBBX3 0.00 FHLMC K068 A2
3.244% Due 8/25/2027
100.000 0.00 7,163.83 7,163.83 0.00
Subtotal 1,113,663.43 1,113,663.43 87,317.56 1,200,980.99 -103.08 Security
Withdrawal
12/01/2022 90LAIF$00 500,000.00 Local Agency Investment Fund State Pool
1.000 500,000.00 0.00 500,000.00 0.00
Security
Withdrawal
12/07/2022 90LAIF$00 900,000.00 Local Agency Investment Fund State Pool
1.000 900,000.00 0.00 900,000.00 0.00
Security
Withdrawal
12/08/2022 90LAIF$00 1,700,000.00 Local Agency Investment Fund State Pool
1.000 1,700,000.00 0.00 1,700,000.00 0.00
Security
Withdrawal
12/08/2022 90LAIF$00 1,600,000.00 Local Agency Investment Fund State Pool
1.000 1,600,000.00 0.00 1,600,000.00 0.00
Security
Withdrawal
12/14/2022 90LAIF$00 2,000,000.00 Local Agency Investment Fund State Pool
1.000 2,000,000.00 0.00 2,000,000.00 0.00
Security
Withdrawal
12/21/2022 90LAIF$00 1,000,000.00 Local Agency Investment Fund State Pool
1.000 1,000,000.00 0.00 1,000,000.00 0.00
Security
Withdrawal
12/22/2022 90LAIF$00 2,300,000.00 Local Agency Investment Fund State Pool
1.000 2,300,000.00 0.00 2,300,000.00 0.00
Security
Withdrawal
12/22/2022 90LAIF$00 1,800,000.00 Local Agency Investment Fund State Pool
1.000 1,800,000.00 0.00 1,800,000.00 0.00
Chandler Asset Management Page 20 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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
12/29/2022 90LAIF$00 620,000.00 Local Agency Investment Fund State Pool
1.000 620,000.00 0.00 620,000.00 0.00
Security
Withdrawal
12/29/2022 90LAIF$00 680,000.00 Local Agency Investment Fund State Pool
1.000 680,000.00 0.00 680,000.00 0.00
Subtotal 13,100,000.00 13,100,000.00 0.00 13,100,000.00 0.00 TOTAL DISPOSITIONS 21,544,458.86 21,487,241.44 100,499.81 21,587,741.25 -78,550.75
OTHER TRANSACTIONS
Interest 12/01/2022 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 12/06/2022 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
0.000 11,356.25 0.00 11,356.25 0.00
Interest 12/08/2022 89115A2C5 1,400,000.00 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
0.000 28,756.00 0.00 28,756.00 0.00
Interest 12/10/2022 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 12/14/2022 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 12/15/2022 63743HFE7 940,000.00 National Rural Utilities Note
3.45% Due 6/15/2025
0.000 19,908.42 0.00 19,908.42 0.00
Interest 12/17/2022 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 12/18/2022 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
Interest 12/19/2022 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 12/20/2022 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
0.000 21,500.00 0.00 21,500.00 0.00
Chandler Asset Management Page 21 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
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 12/23/2022 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 12/31/2022 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 12/31/2022 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
Interest 12/31/2022 91282CEW7 6,650,000.00 US Treasury Note
3.25% Due 6/30/2027
0.000 108,062.50 0.00 108,062.50 0.00
Subtotal 50,550,000.00 456,541.63 0.00 456,541.63 0.00
Dividend 12/02/2022 60934N807 1,623,932.86 Federated Investors Govt Oblig Fund Inst.
0.000 2,493.96 0.00 2,493.96 0.00
Subtotal 1,623,932.86 2,493.96 0.00 2,493.96 0.00
TOTAL OTHER TRANSACTIONS 52,173,932.86 459,035.59 0.00 459,035.59 0.00 Chandler Asset Management Page 22 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
02582JJT8 American Express Credit Trust
2022-2 A
3.39% Due 05/17/2027
05/17/2022
05/24/2022
2,765,000.00
2,764,388.38
0.00 0.00
2,764,388.38
4,165.93
7,811.13
4,165.93
7,811.13
0.00 0.00
0.00 7,811.13
7,811.13
05601XAC3 BMW Vehicle Lease Trust
2022-1 A3
1.1% Due 03/25/2025
01/11/2022
01/19/2022
1,000,000.00
999,850.50
0.00 0.00
999,850.50
183.33
916.67
183.33
916.67
0.00 0.00
0.00 916.67
916.67
05602RAD3 BMW Vehicle Owner Trust
2022-A A3
3.21% Due 08/25/2026
05/10/2022
05/18/2022
1,065,000.00
1,064,944.62
0.00 0.00
1,064,944.62
569.78
2,848.88
569.78
2,848.88
0.00 0.00
0.00 2,848.88
2,848.88
06051GHT9 Bank of America Corp
Callable Note 1X 4/23/2026
3.559% Due 04/23/2027
Various
Various
3,000,000.00
2,906,255.64
0.00 0.00
2,906,255.64
11,270.16
0.00 20,167.67
8,897.51
0.00 0.00
0.00 8,897.51
8,897.51
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
06367TQW3 Bank of Montreal
Note
0.625% Due 07/09/2024
02/09/2022
02/11/2022
1,500,000.00
1,455,540.00
0.00 0.00
1,455,540.00
3,697.92
0.00 4,479.17
781.25
0.00 0.00
0.00 781.25
781.25
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
09690AAC7 BMW Vehicle Lease Trust
2021-2 A3
0.33% Due 12/26/2024
09/08/2021
09/15/2021
925,884.99
949,901.96
0.00 24,112.52
925,789.44
52.25 261.25
50.92 259.92
0.00 0.00
0.00 259.92
259.92
Chandler Asset Management Page 23 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
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
14913R2V8 Caterpillar Financial Service
Note
3.4% Due 05/13/2025
05/10/2022
05/13/2022
1,460,000.00
1,458,145.80
0.00 0.00
1,458,145.80
2,482.00
0.00 6,618.67
4,136.67
0.00 0.00
0.00 4,136.67
4,136.67
22160KAM7 Costco Wholesale Corp
Callable Note Cont 2/18/2027
3% Due 05/18/2027
07/15/2022
07/19/2022
2,500,000.00
2,441,975.00
0.00 0.00
2,441,975.00
2,708.33
0.00 8,958.33
6,250.00
0.00 0.00
0.00 6,250.00
6,250.00
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
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
2,300,000.00
4,000,280.00
0.00 1,700,119.00
2,300,161.00
21,902.78
11,327.43
17,146.18
6,570.83
0.00 0.00
0.00 6,570.83
6,570.83
3130AQF40 FHLB
Note
1% Due 12/20/2024
12/21/2021
12/22/2021
4,300,000.00
4,297,205.00
0.00 0.00
4,297,205.00
19,230.56
21,500.00
1,313.89
3,583.33
0.00 0.00
0.00 3,583.33
3,583.33
Chandler Asset Management Page 24 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
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
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
Due 07/25/2023
08/28/2018
08/31/2018
0.00 1,018,669.87
0.00 1,018,669.87
0.00 2,935.18
4,790.00
0.00 1,854.82
0.00 0.00
0.00 1,854.82
1,854.82
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
Chandler Asset Management Page 25 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
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
3137BSRE5 FHLMC
K059 A2
3.12% Due 09/25/2026
02/18/2022
02/24/2022
3,000,000.00
3,128,437.50
0.00 0.00
3,128,437.50
7,800.00
7,800.00
7,800.00
7,800.00
0.00 0.00
0.00 7,800.00
7,800.00
3137BYPQ7 FHLMC
K726 A2
2.905% Due 04/25/2024
04/22/2019
04/25/2019
2,757,811.84
2,781,146.35
0.00 3,620.46
2,777,525.89
6,684.91
6,684.90
6,676.20
6,676.19
0.00 0.00
0.00 6,676.19
6,676.19
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
3137FBBX3 FHLMC
K068 A2
3.244% Due 08/25/2027
11/02/2022
11/07/2022
2,650,000.00
2,482,408.20
0.00 0.00
2,482,408.20
7,163.83
7,163.83
7,163.83
7,163.83
0.00 0.00
0.00 7,163.83
7,163.83
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
Chandler Asset Management Page 26 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
36265MAC9 GM Financial Auto Lease Trust
2022-1 A3
1.9% Due 03/20/2025
02/15/2022
02/23/2022
2,105,000.00
2,104,981.90
0.00 0.00
2,104,981.90
1,222.07
3,332.92
1,222.07
3,332.92
0.00 0.00
0.00 3,332.92
3,332.92
380146AC4 GM Financial Auto Receivables
2022-1 A3
1.26% Due 11/16/2026
01/11/2022
01/19/2022
660,000.00
659,942.65
0.00 0.00
659,942.65
346.50
693.00
346.50
693.00
0.00 0.00
0.00 693.00
693.00
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
308,450.97
347,508.45
0.00 39,081.75
308,426.70
126.66
237.48
112.41
223.23
0.00 0.00
0.00 223.23
223.23
43813GAC5 Honda Auto Receivables Trust
2021-1 A3
0.27% Due 04/21/2025
02/17/2021
02/24/2021
539,956.65
580,921.28
0.00 40,974.50
539,946.78
43.57 130.71
40.50 127.64
0.00 0.00
0.00 127.64
127.64
43813KAC6 Honda Auto Receivables Trust
2020-3 A3
0.37% Due 10/18/2024
09/22/2020
09/29/2020
815,066.55
896,101.65
0.00 81,154.83
814,946.82
119.75
276.34
108.90
265.49
0.00 0.00
0.00 265.49
265.49
43815BAC4 Honda Auto Receivables Trust
2022-1 A3
1.88% Due 05/15/2026
02/15/2022
02/23/2022
1,650,000.00
1,649,751.84
0.00 0.00
1,649,751.84
1,378.67
2,585.00
1,378.67
2,585.00
0.00 0.00
0.00 2,585.00
2,585.00
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
250.56
751.67
250.56
751.67
0.00 0.00
0.00 751.67
751.67
44891RAC4 Hyundai Auto Receivables Trust
2020-C A3
0.38% Due 05/15/2025
10/20/2020
10/28/2020
1,048,851.95
1,130,248.64
0.00 81,638.24
1,048,610.40
190.93
357.99
177.14
344.20
0.00 0.00
0.00 344.20
344.20
Chandler Asset Management Page 27 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
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
44891WAC3 Hyundai Auto Lease Trust
2022-A A3
1.16% Due 01/15/2025
01/11/2022
01/19/2022
1,205,000.00
1,204,973.37
0.00 0.00
1,204,973.37
621.24
1,164.83
621.24
1,164.83
0.00 0.00
0.00 1,164.83
1,164.83
448977AD0 Hyundai Auto Receivables Trust
2022-A A3
2.22% Due 10/15/2026
03/09/2022
03/16/2022
1,350,000.00
1,349,948.03
0.00 0.00
1,349,948.03
1,332.00
2,497.50
1,332.00
2,497.50
0.00 0.00
0.00 2,497.50
2,497.50
44933LAC7 Hyundai Auto Receivables Trust
2021-A A3
0.38% Due 09/15/2025
04/20/2021
04/28/2021
1,252,094.41
1,330,465.87
0.00 78,503.18
1,251,962.69
224.72
421.36
211.46
408.10
0.00 0.00
0.00 408.10
408.10
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
240.09
450.17
240.09
450.17
0.00 0.00
0.00 450.17
450.17
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
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
Chandler Asset Management Page 28 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
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
Due 12/15/2023
07/16/2019
07/24/2019
0.00 2,353.56
0.00 2,353.56
0.00 2.31
4.30 0.00
1.99 0.00
0.00 0.00
1.99 1.99
47787JAC2 John Deere Owner Trust
2022-A A3
2.32% Due 09/16/2026
03/10/2022
03/16/2022
1,010,000.00
1,009,776.59
0.00 0.00
1,009,776.59
1,041.42
1,952.67
1,041.42
1,952.67
0.00 0.00
0.00 1,952.67
1,952.67
47787NAC3 John Deere Owner Trust
2020-B A3
0.51% Due 11/15/2024
07/14/2020
07/22/2020
280,937.61
307,294.49
0.00 26,399.69
280,894.80
69.66 130.62
63.68 124.64
0.00 0.00
0.00 124.64
124.64
47789KAC7 John Deere Owner Trust
2020-A A3
1.1% Due 08/15/2024
Various
Various
432,793.49
515,346.37
0.00 81,620.17
433,726.20
251.41
471.39
211.58
431.56
0.00 0.00
0.00 431.56
431.56
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
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
174,869.57
288,692.84
0.00 113,832.14
174,860.70
51.33 96.24
31.09 76.00
0.00 0.00
0.00 76.00
76.00 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
Chandler Asset Management Page 29 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
59217GER6 Metlife
Note
1.875% Due 01/11/2027
01/03/2022
01/11/2022
2,485,000.00
2,482,167.10
0.00 0.00
2,482,167.10
18,119.79
0.00 22,002.60
3,882.81
0.00 0.00
0.00 3,882.81
3,882.81
6174468Q5 Morgan Stanley
Callable Note Cont 4/28/2025
2.188% Due 04/28/2026
05/18/2022
05/20/2022
1,600,000.00
1,511,376.00
0.00 0.00
1,511,376.00
3,209.07
0.00 6,126.40
2,917.33
0.00 0.00
0.00 2,917.33
2,917.33
63743HFE7 National Rural Utilities
Note
3.45% Due 06/15/2025
04/27/2022
05/04/2022
940,000.00
939,746.20
0.00 0.00
939,746.20
18,647.25
19,908.42
1,441.33
2,702.50
0.00 0.00
0.00 2,702.50
2,702.50
64952WEK5 New York Life Global
Note
1.45% Due 01/14/2025
01/11/2022
01/14/2022
3,745,000.00
3,740,955.40
0.00 0.00
3,740,955.40
20,665.12
0.00 25,190.33
4,525.21
0.00 0.00
0.00 4,525.21
4,525.21
65479JAD5 Nissan Auto Receivables Owner
2019-C A3
1.93% Due 07/15/2024
10/16/2019
10/23/2019
256,381.81
328,469.43
0.00 72,101.15
256,368.28
281.77
528.32
219.92
466.47
0.00 0.00
0.00 466.47
466.47
665859AW4 Northern Trust Company
Callable Note Cont 4/10/2027
4% Due 05/10/2027
05/05/2022
05/10/2022
1,345,000.00
1,342,821.10
0.00 0.00
1,342,821.10
3,138.33
0.00 7,621.67
4,483.34
0.00 0.00
0.00 4,483.34
4,483.34
66815L2A6 Northwestern Mutual Glbl
Note
0.8% Due 01/14/2026
12/06/2021
12/08/2021
1,870,000.00
1,820,388.90
0.00 0.00
1,820,388.90
5,693.11
0.00 6,939.78
1,246.67
0.00 0.00
0.00 1,246.67
1,246.67
66815L2J7 Northwestern Mutual Glbl
Note
4% Due 07/01/2025
06/27/2022
07/01/2022
2,350,000.00
2,349,201.00
0.00 0.00
2,349,201.00
39,166.67
0.00 47,000.00
7,833.33
0.00 0.00
0.00 7,833.33
7,833.33
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 30 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
69371RR73 Paccar Financial Corp
Note
2.85% Due 04/07/2025
03/31/2022
04/07/2022
2,970,000.00
2,969,227.80
0.00 0.00
2,969,227.80
12,696.75
0.00 19,750.50
7,053.75
0.00 0.00
0.00 7,053.75
7,053.75
74153WCQ0 Pricoa Global Funding
Note
1.15% Due 12/06/2024
12/01/2021
12/08/2021
1,975,000.00
1,972,965.75
0.00 0.00
1,972,965.75
11,040.80
11,356.25
1,577.26
1,892.71
0.00 0.00
0.00 1,892.71
1,892.71
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
78016EZ59 Royal Bank of Canada
Note
3.375% Due 04/14/2025
04/07/2022
04/14/2022
1,270,000.00
1,269,530.10
0.00 0.00
1,269,530.10
5,595.94
0.00 9,167.81
3,571.87
0.00 0.00
0.00 3,571.87
3,571.87
79466LAG9 Salesforce.com Inc
Callable Note Cont 7/15/2022
0.625% Due 07/15/2024
Various
Various
3,100,000.00
3,076,192.60
0.00 0.00
3,076,192.60
7,319.44
0.00 8,934.04
1,614.60
0.00 0.00
0.00 1,614.60
1,614.60
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
808513BY0 Charles Schwab Corp
Callable Note Cont 2/3/2027
2.45% Due 03/03/2027
03/09/2022
03/11/2022
1,300,000.00
1,282,866.00
0.00 0.00
1,282,866.00
7,785.56
0.00 10,439.72
2,654.16
0.00 0.00
0.00 2,654.16
2,654.16
89114TZT2 Toronto-Dominion Bank
Note
2.8% Due 03/10/2027
03/09/2022
03/11/2022
1,900,000.00
1,884,933.00
0.00 0.00
1,884,933.00
11,970.00
0.00 16,403.33
4,433.33
0.00 0.00
0.00 4,433.33
4,433.33
89115A2C5 Toronto-Dominion Bank
Note
4.108% Due 06/08/2027
08/26/2022
08/30/2022
1,400,000.00
1,395,310.00
0.00 0.00
1,395,310.00
27,637.71
28,756.00
3,674.38
4,792.67
0.00 0.00
0.00 4,792.67
4,792.67
Chandler Asset Management Page 31 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
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
89236TJT3 Toyota Motor Credit Corp
Note
1.45% Due 01/13/2025
01/10/2022
01/13/2022
2,700,000.00
2,696,382.00
0.00 0.00
2,696,382.00
15,007.50
0.00 18,270.00
3,262.50
0.00 0.00
0.00 3,262.50
3,262.50
89236XAC0 Toyota Auto Receivables
2020-D A3
0.35% Due 01/15/2025
10/06/2020
10/13/2020
613,610.77
679,321.12
0.00 65,824.66
613,496.46
105.69
198.17
95.45 187.93
0.00 0.00
0.00 187.93
187.93
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
89238LAC4 Toyota Lease Owner Trust
2022-A A3
1.96% Due 02/20/2025
02/23/2022
02/28/2022
2,565,000.00
2,564,596.27
0.00 0.00
2,564,596.27
1,536.15
4,189.50
1,536.15
4,189.50
0.00 0.00
0.00 4,189.50
4,189.50
89240BAC2 Toyota Auto Receivables Owners
2021-A A3
0.26% Due 05/15/2025
02/02/2021
02/08/2021
1,940,515.65
2,083,807.93
0.00 143,652.43
1,940,155.50
240.84
451.58
224.24
434.98
0.00 0.00
0.00 434.98
434.98
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
Chandler Asset Management Page 32 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
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
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
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
Chandler Asset Management Page 33 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
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
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
91282CED9 US Treasury
Note
1.75% Due 03/15/2025
04/05/2022
04/07/2022
7,000,000.00
6,823,085.94
0.00 0.00
6,823,085.94
26,056.63
0.00 36,546.96
10,490.33
0.00 0.00
0.00 10,490.33
10,490.33
91282CET4 US Treasury
Note
2.625% Due 05/31/2027
06/09/2022
06/10/2022
2,400,000.00
2,351,156.25
0.00 0.00
2,351,156.25
173.08
0.00 5,538.46
5,365.38
0.00 0.00
0.00 5,365.38
5,365.38
91282CEW7 US Treasury
Note
3.25% Due 06/30/2027
Various
Various
6,650,000.00
6,690,380.86
0.00 0.00
6,690,380.86
90,443.61
108,062.50
597.03
18,215.92
0.00 0.00
0.00 18,215.92
18,215.92
91282CFB2 US Treasury
Note
2.75% Due 07/31/2027
08/22/2022
08/23/2022
1,300,000.00
1,277,960.94
0.00 0.00
1,277,960.94
11,949.05
0.00 14,960.60
3,011.55
0.00 0.00
0.00 3,011.55
3,011.55
91282CFH9 US Treasury
Note
3.125% Due 08/31/2027
Various
Various
3,450,000.00
3,399,517.58
0.00 0.00
3,399,517.58
27,399.86
0.00 36,632.42
9,232.56
0.00 0.00
0.00 9,232.56
9,232.56
Chandler Asset Management Page 34 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
91282CFM8 US Treasury
Note
4.125% Due 09/30/2027
Various
Various
2,800,000.00
2,770,000.01
0.00 0.00
2,770,000.01
19,673.08
0.00 29,509.62
9,836.54
0.00 0.00
0.00 9,836.54
9,836.54
91282CFZ9 US Treasury
Note
3.875% Due 11/30/2027
Various
Various
4,600,000.00
0.00 4,628,085.94
0.00 4,628,085.94
0.00 (7,409.34)
15,670.33
8,260.99
0.00 0.00
0.00 8,260.99
8,260.99
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
91324PEG3 United Health Group Inc
Callable Note Cont 4/15/2027
3.7% Due 05/15/2027
05/17/2022
05/20/2022
1,365,000.00
1,365,638.40
0.00 0.00
1,365,638.40
2,244.66
0.00 6,453.41
4,208.75
0.00 0.00
0.00 4,208.75
4,208.75
92290BAA9 Verizon Owner Trust
2020-B A
0.47% Due 02/20/2025
08/04/2020
08/12/2020
1,269,478.77
1,471,603.21
0.00 202,391.03
1,269,212.18
211.38
576.50
182.31
547.43
0.00 0.00
0.00 547.43
547.43
92348AAA3 Verizon Owner Trust
2019-C A1A
1.94% Due 04/22/2024
10/01/2019
10/08/2019
48,524.18
102,768.17
0.00 54,247.73
48,520.44
60.92 166.16
28.76 134.00
0.00 0.00
0.00 134.00
134.00
92348KAV5 Verizon Master Trust
2022-5 A1A
3.72% Due 07/20/2027
08/02/2022
08/11/2022
1,150,000.00
1,149,949.40
0.00 0.00
1,149,949.40
1,307.17
3,565.00
1,307.17
3,565.00
0.00 0.00
0.00 3,565.00
3,565.00
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 312,636,229.21
312,233,295.25
4,628,085.94
3,830,296.91
313,031,084.28
1,080,687.83
549,632.10
963,882.58
432,826.85
0.00 0.00
0.00 432,826.85 432,826.85
Chandler Asset Management Page 35 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
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
1,286,143.75
1,610,357.46
4,311,281.57
4,635,495.28
1,286,143.75
0.00 2,493.96
0.00 2,493.96
0.00 0.00
0.00 2,493.96
2,493.96
78012U3M5 Royal Bank of Canada
Yankee CD
1.35% Due 02/14/2023
02/11/2022
02/14/2022
500,000.00
500,000.00
0.00 0.00
500,000.00
5,437.50
0.00 6,018.75
581.25
0.00 0.00
0.00 581.25
581.25
Total Cash & Equivalent 1,786,143.75
2,110,357.46
4,311,281.57
4,635,495.28
1,786,143.75
5,437.50
2,493.96
6,018.75
3,075.21
0.00 0.00
0.00 3,075.21 3,075.21
LOCAL AGENCY INVESTMENT FUND
90LAIF$00 Local Agency Investment Fund
State Pool
Various
Various
122,174,075.47
115,874,075.47
19,400,000.00
13,100,000.00
122,174,075.47
349,304.33
0.00 560,928.52
211,624.19
0.00 0.00
0.00 211,624.19
211,624.19
Total Local Agency Investment Fund 122,174,075.47
115,874,075.47
19,400,000.00
13,100,000.00
122,174,075.47
349,304.33
0.00 560,928.52
211,624.19
0.00 0.00
0.00 211,624.19 211,624.19
TOTAL PORTFOLIO 436,596,448.43
430,217,728.18
28,339,367.51
21,565,792.19
436,991,303.50
1,435,429.66
552,126.06
1,530,829.85
647,526.25
0.00 0.00
0.00 647,526.25 647,526.25
Chandler Asset Management Page 36 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/01/2023 Interest 66815L2J7 2,350,000.00 Northwestern Mutual Glbl Note 4% Due 7/1/2025
0.00 47,000.00 47,000.00
01/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
2,077.33 1.22 2,078.55
01/07/2023 Interest 3135G0X24 4,220,000.00 FNMA Note
1.625% Due 1/7/2025
0.00 34,287.50 34,287.50
01/09/2023 Interest 06367TQW3 1,500,000.00 Bank of Montreal Note
0.625% Due 7/9/2024
0.00 4,687.50 4,687.50
01/09/2023 Paydown 3137B5JM6 0.00 FHLMC K034 A2 2,211.56 2,935.18 5,146.74 01/11/2023 Interest 59217GER6 2,485,000.00 Metlife Note
1.875% Due 1/11/2027
0.00 23,296.88 23,296.88
01/13/2023 Interest 89236TJT3 2,700,000.00 Toyota Motor Credit Corp Note
1.45% Due 1/13/2025
0.00 19,575.00 19,575.00
01/14/2023 Interest 66815L2A6 1,870,000.00 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
0.00 7,480.00 7,480.00
01/14/2023 Interest 64952WEK5 3,745,000.00 New York Life Global Note
1.45% Due 1/14/2025
0.00 27,151.25 27,151.25
01/15/2023 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
01/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
25,624.09 178.97 25,803.06
01/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,134.65 210.77 16,345.42
01/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,739.60 332.14 75,071.74
01/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,079.77 396.73 21,476.50
01/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
01/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
0.00 1,164.83 1,164.83
01/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
Chandler Asset Management Page 37 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,461.30 396.50 73,857.80
01/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
01/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,559.85 119.40 21,679.25
01/15/2023 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
01/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,222.57 412.35 13,634.92
01/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,073.65 420.45 129,494.10
01/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
01/15/2023 Paydown 58769EAC2 174,869.57 Mercedes-Benz Auto Lease Trust 2020-B A3
0.4% Due 11/15/2023
174,869.57 58.29 174,927.86
01/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
01/15/2023 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
01/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
01/16/2023 Dividend 90LAIF$00 10,353,591,781.69 Local Agency Investment Fund State Pool 0.00 560,157.87 560,157.87 01/16/2023 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
01/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
01/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
0.00 693.00 693.00
01/17/2023 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
01/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
73,982.80 251.31 74,234.11
Chandler Asset Management Page 38 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
01/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,803.33 78.45 2,881.78
01/20/2023 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
01/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
0.00 3,332.92 3,332.92
01/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,587.49 497.21 49,084.70
01/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
01/21/2023 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
01/21/2023 Interest 3137EAEU9 6,300,000.00 FHLMC Note
0.375% Due 7/21/2025
0.00 11,812.50 11,812.50
01/21/2023 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
01/21/2023 Paydown 3137BSP72 0.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
01/21/2023 Paydown 3137BYPQ7 0.00 FHLMC K726 A2
2.905% Due 4/25/2024
3,594.76 6,684.90 10,279.66
01/21/2023 Paydown 3137FBBX3 0.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
01/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,936.25 121.49 36,057.74
01/21/2023 Paydown 3137BSRE5 0.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
01/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 11,015.77 11,015.77
01/25/2023 Interest 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 6,676.20 6,676.20
01/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
Chandler Asset Management Page 39 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
0.00 916.67 916.67
01/25/2023 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
0.00 8,542.50 8,542.50
01/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
01/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
01/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,054.58 254.62 77,309.20
01/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
01/31/2023 Interest 91282CAB7 6,000,000.00 US Treasury Note
0.25% Due 7/31/2025
0.00 7,500.00 7,500.00
01/31/2023 Interest 91282CFB2 1,300,000.00 US Treasury Note
2.75% Due 7/31/2027
0.00 17,875.00 17,875.00
JAN 2023 796,013.15 943,133.48 1,739,146.63
02/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
8,430.84 4.95 8,435.79
02/12/2023 Interest 3137EAEP0 6,575,000.00 FHLMC Note
1.5% Due 2/12/2025
0.00 49,312.50 49,312.50
02/14/2023 Maturity 78012U3M5 500,000.00 Royal Bank of Canada Yankee CD
1.35% Due 2/14/2023
500,000.00 6,843.75 506,843.75
02/15/2023 Interest 912828B66 5,000,000.00 US Treasury Note
2.75% Due 2/15/2024
0.00 68,750.00 68,750.00
02/15/2023 Interest 912828D56 5,000,000.00 US Treasury Note
2.375% Due 8/15/2024
0.00 59,375.00 59,375.00
02/15/2023 Interest 69371RQ25 715,000.00 Paccar Financial Corp Note
2.15% Due 8/15/2024
0.00 7,686.25 7,686.25
02/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,115.60 392.48 129,508.08
02/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
Chandler Asset Management Page 40 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/15/2023 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
237,423.81 522.50 237,946.31
02/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,568.29 110.24 21,678.53
02/15/2023 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
02/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
02/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
02/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,767.01 308.47 75,075.48
02/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,485.18 373.23 73,858.41
02/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,252.33 391.08 13,643.41
02/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,145.67 199.75 16,345.42
02/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
0.00 1,164.83 1,164.83
02/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
02/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
02/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
02/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,137.74 377.40 21,515.14
02/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
25,541.08 171.50 25,712.58
02/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
02/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
0.00 693.00 693.00
Chandler Asset Management Page 41 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,005.61 228.50 74,234.11
02/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
02/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
02/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,809.63 73.92 2,883.55
02/20/2023 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
02/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
0.00 3,332.92 3,332.92
02/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,606.52 478.18 49,084.70
02/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,944.94 113.40 36,058.34
02/21/2023 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
02/25/2023 Interest 3135G05X7 6,285,000.00 FNMA Note
0.375% Due 8/25/2025
0.00 11,784.38 11,784.38
02/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,990.99 10,990.99
02/25/2023 Interest 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 6,676.20 6,676.20
02/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
02/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
0.00 916.67 916.67
02/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,073.20 233.43 77,306.63
02/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
02/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
Chandler Asset Management Page 42 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/25/2023 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
554,066.91 8,542.50 562,609.41
02/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
02/28/2023 Interest 91282CFH9 3,450,000.00 US Treasury Note
3.125% Due 8/31/2027
0.00 53,906.25 53,906.25
02/28/2023 Interest 912828ZC7 7,000,000.00 US Treasury Note
1.125% Due 2/28/2025
0.00 39,375.00 39,375.00
02/28/2023 Interest 91282CCW9 1,570,000.00 US Treasury Note
0.75% Due 8/31/2026
0.00 5,887.50 5,887.50
FEB 2023 1,913,374.36 386,411.54 2,299,785.90
03/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
9,944.06 5.85 9,949.91
03/03/2023 Interest 808513BY0 1,300,000.00 Charles Schwab Corp Callable Note Cont 2/3/2027
2.45% Due 3/3/2027
0.00 15,925.00 15,925.00
03/08/2023 Interest 3130AB3H7 2,300,000.00 FHLB Note
2.375% Due 3/8/2024
0.00 27,312.50 27,312.50
03/10/2023 Interest 89114TZT2 1,900,000.00 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
0.00 26,600.00 26,600.00
03/13/2023 Interest 3130A2UW4 4,000,000.00 FHLB Note
2.875% Due 9/13/2024
0.00 57,500.00 57,500.00
03/14/2023 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
03/15/2023 Interest 91282CBR1 2,900,000.00 US Treasury Note
0.25% Due 3/15/2024
0.00 3,625.00 3,625.00
03/15/2023 Interest 91282CED9 7,000,000.00 US Treasury Note
1.75% Due 3/15/2025
0.00 61,250.00 61,250.00
03/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
0.00 1,164.83 1,164.83
03/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
03/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,509.06 349.96 73,859.02
Chandler Asset Management Page 43 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,282.14 369.77 13,651.91
03/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
03/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,156.70 188.72 16,345.42
03/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
03/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
03/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,195.87 358.03 21,553.90
03/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
25,457.21 164.05 25,621.26
03/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,794.43 284.79 75,079.22
03/15/2023 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
237,445.57 457.21 237,902.78
03/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
03/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
03/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,576.74 101.07 21,677.81
03/15/2023 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
03/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,157.57 364.50 129,522.07
03/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
03/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
0.00 693.00 693.00
03/17/2023 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
Chandler Asset Management Page 44 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/18/2023 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
03/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,028.43 205.68 74,234.11
03/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
03/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
194,805.07 697.13 195,502.20
03/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
0.00 3,332.92 3,332.92
03/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,625.56 459.14 49,084.70
03/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,815.96 69.37 2,885.33
03/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
03/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,953.62 105.32 36,058.94
03/21/2023 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
03/23/2023 Interest 3137EAEX3 6,295,000.00 FHLMC Note
0.375% Due 9/23/2025
0.00 11,803.13 11,803.13
03/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,961.76 10,961.76
03/25/2023 Interest 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
0.00 6,676.20 6,676.20
03/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
0.00 916.67 916.67
03/25/2023 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
555,766.51 7,129.63 562,896.14
03/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
03/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,091.83 212.23 77,304.06
Chandler Asset Management Page 45 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
03/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
03/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
03/31/2023 Interest 91282CCZ2 3,130,000.00 US Treasury Note
0.875% Due 9/30/2026
0.00 13,693.75 13,693.75
03/31/2023 Interest 91282CFM8 2,800,000.00 US Treasury Note
4.125% Due 9/30/2027
0.00 57,750.00 57,750.00
03/31/2023 Interest 91282CAM3 3,200,000.00 US Treasury Note
0.25% Due 9/30/2025
0.00 4,000.00 4,000.00
MAR 2023 1,611,606.33 382,721.10 1,994,327.43
04/01/2023 Interest 13063DRK6 3,385,000.00 California State Taxable GO
2.4% Due 10/1/2024
0.00 40,620.00 40,620.00
04/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
27,423.72 16.12 27,439.84
04/07/2023 Interest 69371RR73 2,970,000.00 Paccar Financial Corp Note
2.85% Due 4/7/2025
0.00 42,322.50 42,322.50
04/14/2023 Interest 78016EZ59 1,270,000.00 Royal Bank of Canada Note
3.375% Due 4/14/2025
0.00 21,431.25 21,431.25
04/15/2023 Interest 3135G0W66 3,500,000.00 FNMA Note
1.625% Due 10/15/2024
0.00 28,437.50 28,437.50
04/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,821.85 261.11 75,082.96
04/15/2023 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
237,467.34 391.91 237,859.25
04/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,532.95 326.69 73,859.64
04/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,585.19 91.90 21,677.09
04/15/2023 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
Chandler Asset Management Page 46 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,312.04 348.40 13,660.44
04/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,199.54 336.52 129,536.06
04/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
0.00 1,164.83 1,164.83
04/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
04/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
04/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
04/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
0.00 565.04 565.04
04/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
04/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,167.74 177.68 16,345.42
04/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
04/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,254.15 338.60 21,592.75
04/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
25,372.46 156.62 25,529.08
04/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
04/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
0.00 693.00 693.00
04/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,051.25 182.86 74,234.11
04/20/2023 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
04/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
194,844.04 633.81 195,477.85
Chandler Asset Management Page 47 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
0.00 3,332.92 3,332.92
04/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,644.60 440.10 49,084.70
04/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
04/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,822.30 64.82 2,887.12
04/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
04/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,962.31 97.23 36,059.54
04/21/2023 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
04/22/2023 Interest 3135G03U5 5,270,000.00 FNMA Note
0.625% Due 4/22/2025
0.00 16,468.75 16,468.75
04/22/2023 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
04/23/2023 Interest 06051GHT9 3,000,000.00 Bank of America Corp Callable Note 1X 4/23/2026
3.559% Due 4/23/2027
0.00 53,385.01 53,385.01
04/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,881.16 10,881.16
04/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
04/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
1,788.25 6,676.20 8,464.45
04/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
0.00 916.67 916.67
04/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,110.46 191.03 77,301.49
04/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
04/25/2023 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
557,471.33 5,712.42 563,183.75
Chandler Asset Management Page 48 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
04/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
04/28/2023 Interest 6174468Q5 1,600,000.00 Morgan Stanley Callable Note Cont 4/28/2025
2.188% Due 4/28/2026
0.00 17,504.00 17,504.00
04/28/2023 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
04/30/2023 Interest 9128283D0 4,000,000.00 US Treasury Note
2.25% Due 10/31/2024
0.00 45,000.00 45,000.00
04/30/2023 Interest 912828X70 4,800,000.00 US Treasury Note 2% Due 4/30/2024
0.00 48,000.00 48,000.00
04/30/2023 Interest 91282CAT8 6,000,000.00 US Treasury Note
0.25% Due 10/31/2025
0.00 7,500.00 7,500.00
04/30/2023 Interest 91282CDG3 3,120,000.00 US Treasury Note
1.125% Due 10/31/2026
0.00 17,550.00 17,550.00
APR 2023 1,632,831.52 472,270.50 2,105,102.02
05/01/2023 Interest 06367WB85 2,761,000.00 Bank of Montreal Note
1.85% Due 5/1/2025
0.00 25,539.25 25,539.25
05/01/2023 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
05/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
55,808.72 32.81 55,841.53
05/07/2023 Interest 3135G06G3 6,300,000.00 FNMA Note
0.5% Due 11/7/2025
0.00 15,750.00 15,750.00
05/08/2023 Interest 14913Q3B3 2,593,000.00 Caterpillar Finl Service Note
2.15% Due 11/8/2024
0.00 27,874.75 27,874.75
05/10/2023 Interest 665859AW4 1,345,000.00 Northern Trust Company Callable Note Cont 4/10/2027
4% Due 5/10/2027
0.00 26,900.00 26,900.00
05/12/2023 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
05/13/2023 Interest 14913R2V8 1,460,000.00 Caterpillar Financial Service Note
3.4% Due 5/13/2025
0.00 24,820.00 24,820.00
Chandler Asset Management Page 49 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/15/2023 Interest 91324PEG3 1,365,000.00 United Health Group Inc Callable Note Cont 4/15/2027
3.7% Due 5/15/2027
0.00 25,252.50 25,252.50
05/15/2023 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
05/15/2023 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
237,489.11 326.61 237,815.72
05/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
0.00 450.17 450.17
05/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
05/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
05/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
0.00 1,164.83 1,164.83
05/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
05/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,556.85 303.40 73,860.25
05/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,593.64 82.73 21,676.37
05/15/2023 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,030.42 559.00 56,589.42
05/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,341.99 326.99 13,668.98
05/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,241.53 308.53 129,550.06
05/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
05/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,140.03 565.04 43,705.07
05/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,178.79 166.63 16,345.42
Chandler Asset Management Page 50 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,849.29 237.41 75,086.70
05/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,312.60 319.12 21,631.72
05/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
25,286.82 149.22 25,436.04
05/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
05/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
0.00 693.00 693.00
05/18/2023 Interest 22160KAM7 2,500,000.00 Costco Wholesale Corp Callable Note Cont 2/18/2027
3% Due 5/18/2027
0.00 37,500.00 37,500.00
05/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,074.09 160.02 74,234.11
05/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,828.64 60.26 2,888.90
05/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
05/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,663.65 421.05 49,084.70
05/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
194,883.01 570.49 195,453.50
05/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
0.00 3,332.92 3,332.92
05/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
05/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,971.00 89.14 36,060.14
05/21/2023 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,476.86 751.67 47,228.53
05/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,717.13 10,717.13
Chandler Asset Management Page 51 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
05/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
3,292.59 6,671.87 9,964.46
05/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
05/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
05/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,129.09 169.83 77,298.92
05/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
05/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
88,934.09 916.67 89,850.76
05/25/2023 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
559,181.37 4,290.87 563,472.24
05/31/2023 Interest 91282CAZ4 3,800,000.00 US Treasury Note
0.375% Due 11/30/2025
0.00 7,125.00 7,125.00
05/31/2023 Interest 91282CFZ9 4,600,000.00 US Treasury Note
3.875% Due 11/30/2027
0.00 89,125.00 89,125.00
05/31/2023 Interest 91282CET4 2,400,000.00 US Treasury Note
2.625% Due 5/31/2027
0.00 31,500.00 31,500.00
MAY 2023 1,899,264.18 458,849.42 2,358,113.60
06/01/2023 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
06/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
210,721.53 123.87 210,845.40
06/06/2023 Interest 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
0.00 11,356.25 11,356.25
06/08/2023 Interest 89115A2C5 1,400,000.00 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
0.00 28,756.00 28,756.00
06/10/2023 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
Chandler Asset Management Page 52 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/14/2023 Interest 3130A1XJ2 5,500,000.00 FHLB Note
2.875% Due 6/14/2024
0.00 79,062.51 79,062.51
06/15/2023 Interest 63743HFE7 940,000.00 National Rural Utilities Note
3.45% Due 6/15/2025
0.00 16,215.00 16,215.00
06/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,283.54 280.52 129,564.06
06/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
06/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,165.55 539.52 43,705.07
06/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,189.85 155.57 16,345.42
06/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
0.00 1,164.83 1,164.83
06/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
06/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
36,442.24 450.17 36,892.41
06/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
06/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,371.22 299.58 21,670.80
06/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
25,200.28 141.85 25,342.13
06/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
06/15/2023 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
237,510.88 261.30 237,772.18
06/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,602.10 73.55 21,675.65
06/15/2023 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,035.56 534.72 56,570.28
06/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,876.73 213.71 75,090.44
Chandler Asset Management Page 53 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,580.75 280.11 73,860.86
06/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,372.00 305.54 13,677.54
06/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
0.00 442.00 442.00
06/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
0.00 693.00 693.00
06/17/2023 Interest 3135G04Z3 6,200,000.00 FNMA Note
0.5% Due 6/17/2025
0.00 15,500.00 15,500.00
06/18/2023 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
06/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,096.92 137.19 74,234.11
06/19/2023 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
06/20/2023 Interest 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
0.00 21,500.00 21,500.00
06/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
06/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,835.02 55.68 2,890.70
06/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
06/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
194,921.99 507.15 195,429.14
06/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
0.00 3,332.92 3,332.92
06/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,682.71 401.99 49,084.70
06/21/2023 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,487.71 717.58 47,205.29
06/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,979.70 81.04 36,060.74
Chandler Asset Management Page 54 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/23/2023 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
06/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 10,097.78 10,097.78
06/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
3,077.96 6,663.90 9,741.86
06/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
06/25/2023 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
560,896.66 2,864.96 563,761.62
06/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
06/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
06/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
89,323.93 835.14 90,159.07
06/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,147.73 148.62 77,296.35
06/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
06/30/2023 Interest 912828XX3 4,900,000.00 US Treasury Note 2% Due 6/30/2024
0.00 49,000.00 49,000.00
06/30/2023 Interest 912828V23 4,500,000.00 US Treasury Note
2.25% Due 12/31/2023
0.00 50,625.00 50,625.00
06/30/2023 Interest 91282CEW7 6,650,000.00 US Treasury Note
3.25% Due 6/30/2027
0.00 108,062.50 108,062.50
JUN 2023 2,092,802.56 528,381.77 2,621,184.33
07/01/2023 Interest 66815L2J7 2,350,000.00 Northwestern Mutual Glbl Note 4% Due 7/1/2025
0.00 47,000.00 47,000.00
07/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
263,474.72 154.88 263,629.60
07/07/2023 Interest 3135G0X24 4,220,000.00 FNMA Note
1.625% Due 1/7/2025
0.00 34,287.50 34,287.50
Chandler Asset Management Page 55 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/09/2023 Interest 06367TQW3 1,500,000.00 Bank of Montreal Note
0.625% Due 7/9/2024
0.00 4,687.50 4,687.50
07/11/2023 Interest 59217GER6 2,485,000.00 Metlife Note
1.875% Due 1/11/2027
0.00 23,296.88 23,296.88
07/13/2023 Interest 89236TJT3 2,700,000.00 Toyota Motor Credit Corp Note
1.45% Due 1/13/2025
0.00 19,575.00 19,575.00
07/14/2023 Interest 64952WEK5 3,745,000.00 New York Life Global Note
1.45% Due 1/14/2025
0.00 27,151.25 27,151.25
07/14/2023 Interest 66815L2A6 1,870,000.00 Northwestern Mutual Glbl Note
0.8% Due 1/14/2026
0.00 7,480.00 7,480.00
07/15/2023 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
07/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
25,112.85 134.50 25,247.35
07/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,904.18 190.00 75,094.18
07/15/2023 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
237,532.65 195.98 237,728.63
07/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
07/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
07/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,610.56 64.37 21,674.93
07/15/2023 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,040.69 510.44 56,551.13
07/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,325.55 252.51 129,578.06
07/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,200.91 144.51 16,345.42
07/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
36,448.32 427.69 36,876.01
07/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
Chandler Asset Management Page 56 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,429.98 279.99 21,709.97
07/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
0.00 1,164.83 1,164.83
07/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
07/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,604.66 256.81 73,861.47
07/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,402.09 284.03 13,686.12
07/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,191.09 513.98 43,705.07
07/16/2023 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
07/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,056.26 442.00 37,498.26
07/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
0.00 693.00 693.00
07/17/2023 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
07/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,119.77 114.34 74,234.11
07/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
07/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
07/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,701.78 382.92 49,084.70
07/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
194,960.97 443.80 195,404.77
07/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
0.00 3,332.92 3,332.92
07/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,841.39 51.10 2,892.49
Chandler Asset Management Page 57 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/21/2023 Interest 3137EAEU9 6,300,000.00 FHLMC Note
0.375% Due 7/21/2025
0.00 11,812.50 11,812.50
07/21/2023 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
07/21/2023 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,498.56 683.49 47,182.05
07/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,988.39 72.95 36,061.34
07/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 9,323.38 9,323.38
07/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
07/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
3,315.26 6,656.45 9,971.71
07/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
07/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
07/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
89,715.46 753.26 90,468.72
07/25/2023 Paydown 3137B4WB8 3,350,000.00 FHLMC K033 A2
3.06% Due 7/25/2023
562,617.21 1,434.67 564,051.88
07/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,166.38 127.40 77,293.78
07/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
07/31/2023 Interest 91282CAB7 6,000,000.00 US Treasury Note
0.25% Due 7/31/2025
0.00 7,500.00 7,500.00
07/31/2023 Interest 91282CFB2 1,300,000.00 US Treasury Note
2.75% Due 7/31/2027
0.00 17,875.00 17,875.00
JUL 2023 2,185,259.68 344,102.35 2,529,362.03
08/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
916,673.48 538.85 917,212.33
Chandler Asset Management Page 58 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/12/2023 Interest 3137EAEP0 6,575,000.00 FHLMC Note
1.5% Due 2/12/2025
0.00 49,312.50 49,312.50
08/15/2023 Interest 69371RQ25 715,000.00 Paccar Financial Corp Note
2.15% Due 8/15/2024
0.00 7,686.25 7,686.25
08/15/2023 Interest 912828D56 5,000,000.00 US Treasury Note
2.375% Due 8/15/2024
0.00 59,375.00 59,375.00
08/15/2023 Interest 912828B66 5,000,000.00 US Treasury Note
2.75% Due 2/15/2024
0.00 68,750.00 68,750.00
08/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
133,203.07 1,164.83 134,367.90
08/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
08/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
36,454.39 405.22 36,859.61
08/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
08/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,432.25 262.47 13,694.72
08/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,216.65 488.42 43,705.07
08/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
08/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,931.65 166.28 75,097.93
08/15/2023 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
237,554.43 130.66 237,685.09
08/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,628.59 233.50 73,862.09
08/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,619.03 55.18 21,674.21
08/15/2023 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,045.84 486.15 56,531.99
08/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,367.58 224.49 129,592.07
Chandler Asset Management Page 59 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,211.98 133.44 16,345.42
08/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
08/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,488.91 260.35 21,749.26
08/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
25,024.52 127.17 25,151.69
08/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,064.91 421.00 37,485.91
08/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
0.00 693.00 693.00
08/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,142.63 91.48 74,234.11
08/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
08/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,847.78 46.51 2,894.29
08/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
08/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
194,999.96 380.44 195,380.40
08/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
0.00 3,332.92 3,332.92
08/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,720.85 363.85 49,084.70
08/21/2023 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,509.41 649.39 47,158.80
08/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
35,997.09 64.85 36,061.94
08/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 6,629.13 6,629.13
08/25/2023 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 60 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
08/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
77,906.06 6,648.43 84,554.49
08/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
08/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
08/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
08/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
90,108.72 671.02 90,779.74
08/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,185.03 106.18 77,291.21
08/31/2023 Interest 91282CCW9 1,570,000.00 US Treasury Note
0.75% Due 8/31/2026
0.00 5,887.50 5,887.50
08/31/2023 Interest 91282CFH9 3,450,000.00 US Treasury Note
3.125% Due 8/31/2027
0.00 53,906.25 53,906.25
08/31/2023 Interest 912828ZC7 7,000,000.00 US Treasury Note
1.125% Due 2/28/2025
0.00 39,375.00 39,375.00
AUG 2023 2,484,334.81 364,581.85 2,848,916.66
09/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
1,885,816.03 1,108.54 1,886,924.57
09/03/2023 Interest 808513BY0 1,300,000.00 Charles Schwab Corp Callable Note Cont 2/3/2027
2.45% Due 3/3/2027
0.00 15,925.00 15,925.00
09/08/2023 Interest 3130AB3H7 2,300,000.00 FHLB Note
2.375% Due 3/8/2024
0.00 27,312.50 27,312.50
09/10/2023 Interest 89114TZT2 1,900,000.00 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
0.00 26,600.00 26,600.00
09/13/2023 Interest 3130A2UW4 4,000,000.00 FHLB Note
2.875% Due 9/13/2024
0.00 57,500.00 57,500.00
09/14/2023 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
Chandler Asset Management Page 61 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/15/2023 Interest 91282CBR1 2,900,000.00 US Treasury Note
0.25% Due 3/15/2024
0.00 3,625.00 3,625.00
09/15/2023 Interest 91282CED9 7,000,000.00 US Treasury Note
1.75% Due 3/15/2025
0.00 61,250.00 61,250.00
09/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
0.00 2,585.00 2,585.00
09/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,242.22 462.85 43,705.07
09/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
09/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
133,374.01 1,036.07 134,410.08
09/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
09/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,652.52 210.18 73,862.70
09/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,627.50 45.99 21,673.49
09/15/2023 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,050.97 461.87 56,512.84
09/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,462.47 240.87 13,703.34
09/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,409.63 196.46 129,606.09
09/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,223.06 122.36 16,345.42
09/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,959.13 142.55 75,101.68
09/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,548.01 240.65 21,788.66
09/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
24,935.28 119.87 25,055.15
09/15/2023 Paydown 44891VAC5 1,900,000.00 Hyundai Auto Lease Trust 2021-B A3
0.33% Due 6/17/2024
237,576.20 65.33 237,641.53
Chandler Asset Management Page 62 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
36,460.46 382.74 36,843.20
09/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
0.00 1,952.67 1,952.67
09/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,073.56 400.00 37,473.56
09/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,073.04 693.00 30,766.04
09/17/2023 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
09/18/2023 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
09/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,165.49 68.62 74,234.11
09/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,854.19 41.90 2,896.09
09/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
09/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
195,038.96 317.07 195,356.03
09/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
259,114.70 3,332.92 262,447.62
09/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
09/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,739.94 344.76 49,084.70
09/21/2023 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,520.25 615.29 47,135.54
09/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
36,005.79 56.75 36,062.54
09/23/2023 Interest 3137EAEX3 6,295,000.00 FHLMC Note
0.375% Due 9/23/2025
0.00 11,803.13 11,803.13
09/25/2023 Interest 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
0.00 1,086.40 1,086.40
Chandler Asset Management Page 63 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
09/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
3,112.87 6,459.83 9,572.70
09/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
09/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
90,503.69 588.42 91,092.11
09/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
0.00 2,848.88 2,848.88
09/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,203.68 84.95 77,288.63
09/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
09/30/2023 Interest 91282CAM3 3,200,000.00 US Treasury Note
0.25% Due 9/30/2025
0.00 4,000.00 4,000.00
09/30/2023 Interest 91282CFM8 2,800,000.00 US Treasury Note
4.125% Due 9/30/2027
0.00 57,750.00 57,750.00
09/30/2023 Interest 91282CCZ2 3,130,000.00 US Treasury Note
0.875% Due 9/30/2026
0.00 13,693.75 13,693.75
SEP 2023 3,668,743.65 363,611.63 4,032,355.28
10/01/2023 Interest 13063DRK6 3,385,000.00 California State Taxable GO
2.4% Due 10/1/2024
0.00 40,620.00 40,620.00
10/01/2023 Paydown 3137B7MZ9 3,750,000.00 FHLMC K036 A2
3.527% Due 10/25/2023
369,629.60 217.28 369,846.88
10/07/2023 Interest 69371RR73 2,970,000.00 Paccar Financial Corp Note
2.85% Due 4/7/2025
0.00 42,322.50 42,322.50
10/14/2023 Interest 78016EZ59 1,270,000.00 Royal Bank of Canada Note
3.375% Due 4/14/2025
0.00 21,431.25 21,431.25
10/15/2023 Interest 3135G0W66 3,500,000.00 FNMA Note
1.625% Due 10/15/2024
0.00 28,437.50 28,437.50
10/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,635.97 36.80 21,672.77
Chandler Asset Management Page 64 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/15/2023 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,056.11 437.58 56,493.69
10/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
10/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
79,117.15 2,585.00 81,702.15
10/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,267.80 437.27 43,705.07
10/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
74,986.60 118.82 75,105.42
10/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,676.46 186.86 73,863.32
10/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,234.14 111.28 16,345.42
10/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
133,545.17 907.14 134,452.31
10/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
0.00 2,497.50 2,497.50
10/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
36,466.55 360.25 36,826.80
10/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,465.57 1,952.67 43,418.24
10/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,607.27 220.89 21,828.16
10/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,492.76 219.22 13,711.98
10/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
24,845.11 112.60 24,957.71
10/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,451.69 168.42 129,620.11
10/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,082.21 378.99 37,461.20
10/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,204.87 661.42 30,866.29
Chandler Asset Management Page 65 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,188.35 45.76 74,234.11
10/20/2023 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
10/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
0.00 4,189.50 4,189.50
10/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,860.61 37.29 2,897.90
10/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
195,077.97 253.68 195,331.65
10/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
260,250.50 2,922.65 263,173.15
10/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,759.03 325.67 49,084.70
10/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
10/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
36,014.49 48.65 36,063.14
10/21/2023 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,531.11 581.17 47,112.28
10/22/2023 Interest 3135G03U5 5,270,000.00 FNMA Note
0.625% Due 4/22/2025
0.00 16,468.75 16,468.75
10/22/2023 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
10/23/2023 Interest 06051GHT9 3,000,000.00 Bank of America Corp Callable Note 1X 4/23/2026
3.559% Due 4/23/2027
0.00 53,385.01 53,385.01
10/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
10/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
90,900.40 505.46 91,405.86
10/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,222.34 63.72 77,286.06
10/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
Chandler Asset Management Page 66 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
112,900.38 2,848.88 115,749.26
10/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
10/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
326,301.76 6,452.29 332,754.05
10/28/2023 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
10/28/2023 Interest 6174468Q5 1,600,000.00 Morgan Stanley Callable Note Cont 4/28/2025
2.188% Due 4/28/2026
0.00 17,504.00 17,504.00
10/31/2023 Interest 9128283D0 4,000,000.00 US Treasury Note
2.25% Due 10/31/2024
0.00 45,000.00 45,000.00
10/31/2023 Interest 91282CAT8 6,000,000.00 US Treasury Note
0.25% Due 10/31/2025
0.00 7,500.00 7,500.00
10/31/2023 Interest 912828X70 4,800,000.00 US Treasury Note 2% Due 4/30/2024
0.00 48,000.00 48,000.00
10/31/2023 Interest 91282CDG3 3,120,000.00 US Treasury Note
1.125% Due 10/31/2026
0.00 17,550.00 17,550.00
OCT 2023 2,473,771.97 451,881.18 2,925,653.15
11/01/2023 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
11/01/2023 Interest 06367WB85 2,761,000.00 Bank of Montreal Note
1.85% Due 5/1/2025
0.00 25,539.25 25,539.25
11/07/2023 Interest 3135G06G3 6,300,000.00 FNMA Note
0.5% Due 11/7/2025
0.00 15,750.00 15,750.00
11/08/2023 Interest 14913Q3B3 2,593,000.00 Caterpillar Finl Service Note
2.15% Due 11/8/2024
0.00 27,874.75 27,874.75
11/10/2023 Interest 665859AW4 1,345,000.00 Northern Trust Company Callable Note Cont 4/10/2027
4% Due 5/10/2027
0.00 26,900.00 26,900.00
11/12/2023 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
11/13/2023 Interest 14913R2V8 1,460,000.00 Caterpillar Financial Service Note
3.4% Due 5/13/2025
0.00 24,820.00 24,820.00
Chandler Asset Management Page 67 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2023 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
11/15/2023 Interest 91324PEG3 1,365,000.00 United Health Group Inc Callable Note Cont 4/15/2027
3.7% Due 5/15/2027
0.00 25,252.50 25,252.50
11/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
75,014.10 95.07 75,109.17
11/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
133,716.55 778.05 134,494.60
11/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
66,680.76 2,497.50 69,178.26
11/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,700.40 163.53 73,863.93
11/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,523.11 197.52 13,720.63
11/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,293.40 411.67 43,705.07
11/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,245.24 100.18 16,345.42
11/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
36,472.62 337.77 36,810.39
11/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,518.79 1,872.50 43,391.29
11/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,666.69 201.09 21,867.78
11/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
24,754.02 105.35 24,859.37
11/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
11/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
79,463.94 2,461.05 81,924.99
11/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,644.44 27.61 21,672.05
Chandler Asset Management Page 68 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2023 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,061.24 413.29 56,474.53
11/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,493.75 140.38 129,634.13
11/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,337.26 629.71 30,966.97
11/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,090.86 357.98 37,448.84
11/18/2023 Interest 22160KAM7 2,500,000.00 Costco Wholesale Corp Callable Note Cont 2/18/2027
3% Due 5/18/2027
0.00 37,500.00 37,500.00
11/18/2023 Paydown 43813KAC6 815,066.55 Honda Auto Receivables Trust 2020-3 A3
0.37% Due 10/18/2024
74,211.23 22.88 74,234.11
11/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
11/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
195,116.98 190.28 195,307.26
11/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
261,391.26 2,510.59 263,901.85
11/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,867.04 32.67 2,899.71
11/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
319,187.63 4,189.50 323,377.13
11/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,778.12 306.58 49,084.70
11/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
36,023.19 40.55 36,063.74
11/21/2023 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,541.97 547.05 47,089.02
11/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
11/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
91,298.84 422.14 91,720.98
Chandler Asset Management Page 69 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,241.00 42.49 77,283.49
11/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
11/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
106,757.51 2,546.87 109,304.38
11/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
10,757.10 5,662.37 16,419.47
11/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
11/30/2023 Interest 91282CET4 2,400,000.00 US Treasury Note
2.625% Due 5/31/2027
0.00 31,500.00 31,500.00
11/30/2023 Interest 91282CAZ4 3,800,000.00 US Treasury Note
0.375% Due 11/30/2025
0.00 7,125.00 7,125.00
11/30/2023 Interest 91282CFZ9 4,600,000.00 US Treasury Note
3.875% Due 11/30/2027
0.00 89,125.00 89,125.00
NOV 2023 2,170,849.04 437,800.68 2,608,649.72
12/01/2023 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
12/06/2023 Interest 74153WCQ0 1,975,000.00 Pricoa Global Funding Note
1.15% Due 12/6/2024
0.00 11,356.25 11,356.25
12/08/2023 Interest 89115A2C5 1,400,000.00 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
0.00 28,756.00 28,756.00
12/10/2023 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
12/14/2023 Interest 3130A1XJ2 5,500,000.00 FHLB Note
2.875% Due 6/14/2024
0.00 79,062.51 79,062.51
12/15/2023 Interest 63743HFE7 940,000.00 National Rural Utilities Note
3.45% Due 6/15/2025
0.00 16,215.00 16,215.00
12/15/2023 Paydown 44891WAC3 1,205,000.00 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
133,888.15 648.79 134,536.94
12/15/2023 Paydown 448977AD0 1,350,000.00 Hyundai Auto Receivables Trust 2022-A A3
2.22% Due 10/15/2026
66,766.33 2,374.14 69,140.47
Chandler Asset Management Page 70 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/15/2023 Paydown 44935FAD6 730,000.00 Hyundai Auto Receivables Trust 2021-C A3
0.74% Due 5/15/2026
36,478.70 315.27 36,793.97
12/15/2023 Paydown 47787JAC2 1,010,000.00 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
41,572.07 1,792.23 43,364.30
12/15/2023 Paydown 65479JAD5 256,381.81 Nissan Auto Receivables Owner 2019-C A3
1.93% Due 7/15/2024
13,553.54 175.77 13,729.31
12/15/2023 Paydown 89238JAC9 955,000.00 Toyota Auto Receivables Trust 2021-D A3
0.71% Due 4/15/2026
43,319.02 386.05 43,705.07
12/15/2023 Paydown 02582JJT8 2,765,000.00 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
0.00 7,811.13 7,811.13
12/15/2023 Paydown 44891RAC4 1,048,851.95 Hyundai Auto Receivables Trust 2020-C A3
0.38% Due 5/15/2025
75,041.60 71.32 75,112.92
12/15/2023 Paydown 44933LAC7 1,252,094.41 Hyundai Auto Receivables Trust 2021-A A3
0.38% Due 9/15/2025
73,724.35 140.19 73,864.54
12/15/2023 Paydown 47787NAC3 280,937.61 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
21,652.91 18.41 21,671.32
12/15/2023 Paydown 47789QAC4 1,290,000.00 John Deere Owner Trust 2021-B A3
0.52% Due 3/16/2026
56,066.39 388.99 56,455.38
12/15/2023 Paydown 43813DAC2 308,450.97 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
16,256.34 89.08 16,345.42
12/15/2023 Paydown 43815BAC4 1,650,000.00 Honda Auto Receivables Trust 2022-1 A3
1.88% Due 5/15/2026
79,812.26 2,336.56 82,148.82
12/15/2023 Paydown 47789KAC7 432,793.49 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
21,726.29 181.22 21,907.51
12/15/2023 Paydown 89236XAC0 613,610.77 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
24,662.00 98.13 24,760.13
12/15/2023 Paydown 89240BAC2 1,940,515.65 Toyota Auto Receivables Owners 2021-A A3
0.26% Due 5/15/2025
129,535.84 112.32 129,648.16
12/16/2023 Paydown 362554AC1 780,000.00 GM Financial Securitized Term 2021-4 A3
0.68% Due 9/16/2026
37,099.52 336.96 37,436.48
12/16/2023 Paydown 380146AC4 660,000.00 GM Financial Auto Receivables 2022-1 A3
1.26% Due 11/16/2026
30,470.24 597.85 31,068.09
12/17/2023 Interest 3135G04Z3 6,200,000.00 FNMA Note
0.5% Due 6/17/2025
0.00 15,500.00 15,500.00
Chandler Asset Management Page 71 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/18/2023 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
12/19/2023 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
12/20/2023 Interest 3130AQF40 4,300,000.00 FHLB Note
1% Due 12/20/2024
0.00 21,500.00 21,500.00
12/20/2023 Paydown 36262XAC8 2,145,000.00 GM Financial Auto Lease Trust 2021-3 A2
0.39% Due 10/21/2024
195,156.01 126.86 195,282.87
12/20/2023 Paydown 36265MAC9 2,105,000.00 GM Financial Auto Lease Trust 2022-1 A3
1.9% Due 3/20/2025
262,537.02 2,096.72 264,633.74
12/20/2023 Paydown 92290BAA9 1,269,478.77 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
48,797.23 287.47 49,084.70
12/20/2023 Paydown 89238LAC4 2,565,000.00 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
319,597.25 3,668.16 323,265.41
12/20/2023 Paydown 92348AAA3 48,524.18 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
2,873.50 28.03 2,901.53
12/20/2023 Paydown 92348KAV5 1,150,000.00 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
0.00 3,565.00 3,565.00
12/21/2023 Paydown 43813GAC5 539,956.65 Honda Auto Receivables Trust 2021-1 A3
0.27% Due 4/21/2025
36,031.90 32.44 36,064.34
12/21/2023 Paydown 43815GAC3 1,025,000.00 Honda Auto Receivables Trust 2021-4 A3
0.88% Due 1/21/2026
46,552.83 512.92 47,065.75
12/23/2023 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
12/25/2023 Paydown 3137BSRE5 3,000,000.00 FHLMC K059 A2
3.12% Due 9/25/2026
0.00 7,800.00 7,800.00
12/25/2023 Paydown 3137BYPQ7 2,757,811.84 FHLMC K726 A2
2.905% Due 4/25/2024
256,071.72 5,636.33 261,708.05
12/25/2023 Paydown 05601XAC3 1,000,000.00 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
91,699.03 338.45 92,037.48
12/25/2023 Paydown 09690AAC7 925,884.99 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
77,259.66 21.25 77,280.91
12/25/2023 Paydown 05602RAD3 1,065,000.00 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
100,602.77 2,261.29 102,864.06
Chandler Asset Management Page 72 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/25/2023 Paydown 3137BSP72 1,500,000.00 FHLMC K058 A2
2.653% Due 8/25/2026
0.00 3,316.25 3,316.25
12/25/2023 Paydown 3137FBBX3 2,650,000.00 FHLMC K068 A2
3.244% Due 8/25/2027
0.00 7,163.83 7,163.83
12/31/2023 Interest 91282CEW7 6,650,000.00 US Treasury Note
3.25% Due 6/30/2027
0.00 108,062.50 108,062.50
12/31/2023 Interest 912828XX3 4,900,000.00 US Treasury Note 2% Due 6/30/2024
0.00 49,000.00 49,000.00
12/31/2023 Maturity 912828V23 4,500,000.00 US Treasury Note
2.25% Due 12/31/2023
4,500,000.00 50,625.00 4,550,625.00
DEC 2023 6,838,804.47 507,577.63 7,346,382.10
TOTAL 29,767,655.72 5,641,323.13 35,408,978.85
Chandler Asset Management Page 73 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings by Maturity
As of December 31, 2022
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
122,174,075.47 Various
2.23%
122,174,075.47
122,174,075.47
1.00 2.23%
122,174,075.47
560,928.52
29.29%
0.00 NR
NR
0.00 0.00
60934N807 Federated Investors Govt Oblig Fund
Inst.
1,286,143.75 Various
3.89%
1,286,143.75
1,286,143.75
1.00 3.89%
1,286,143.75
0.00 0.31%
0.00 Aaa
AAA
0.00 0.00
58769EAC2 Mercedes-Benz Auto Lease Trust 2020-
B A3
0.4% Due 11/15/2023
174,869.57 09/15/2020
0.40%
174,860.70
174,860.70
99.76 5.09%
174,456.80
31.09 0.04%
(403.90)
NR
AAA
0.04 0.05
78012U3M5 Royal Bank of Canada Yankee CD
1.35% Due 2/14/2023
500,000.00 02/11/2022
1.35%
500,000.00
500,000.00
99.60 4.50%
498,011.50
6,018.75
0.12%
(1,988.50)
P-1
A-1+
0.12 0.12
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
99.02 4.97%
3,317,049.40
1,708.50
0.79%
(141,825.60)
Aaa
NR
0.36 0.41
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
98.47 5.00%
1,871,012.27
278.67
0.45%
(28,702.73)
Aaa
AAA
0.41 0.32
43813KAC6 Honda Auto Receivables Trust 2020-3
A3
0.37% Due 10/18/2024
815,066.55 09/22/2020
0.38%
814,946.82
814,946.82
97.82 5.31%
797,257.83
108.90
0.19%
(17,688.99)
NR
AAA
0.46 0.44
09690AAC7 BMW Vehicle Lease Trust 2021-2 A3
0.33% Due 12/26/2024
925,884.99 09/08/2021
0.34%
925,789.44
925,789.44
97.72 5.25%
904,730.74
50.92 0.22%
(21,058.70)
Aaa
NR
0.52 0.46
47787NAC3 John Deere Owner Trust 2020-B A3
0.51% Due 11/15/2024
280,937.61 07/14/2020
0.52%
280,894.80
280,894.80
98.46 5.34%
276,621.76
63.68 0.07%
(4,273.04)
Aaa
NR
0.54 0.32
44891RAC4 Hyundai Auto Receivables Trust 2020-C
A3
0.38% Due 5/15/2025
1,048,851.95 10/20/2020
0.39%
1,048,610.40
1,048,610.40
97.38 5.63%
1,021,340.46
177.14
0.24%
(27,269.94)
NR
AAA
0.58 0.50
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
98.87 4.94%
3,707,630.63
2,204.38
0.89%
(130,279.53)
Aaa
NR
0.62 0.65
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3
0.26% Due 5/15/2025
1,940,515.65 02/02/2021
0.27%
1,940,155.50
1,940,155.50
97.42 4.82%
1,890,475.96
224.24
0.45%
(49,679.54)
Aaa
NR
0.62 0.56
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
97.16 5.38%
2,084,018.72
255.61
0.50%
(60,952.11)
NR
AAA
0.64 0.57
43813GAC5 Honda Auto Receivables Trust 2021-1
A3
0.27% Due 4/21/2025
539,956.65 02/17/2021
0.27%
539,946.78
539,946.78
96.73 6.22%
522,303.03
40.50 0.12%
(17,643.75)
Aaa
NR
0.64 0.55
Chandler Asset Management Page 74 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings by Maturity
As of December 31, 2022
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
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3
0.38% Due 9/15/2025
1,252,094.41 04/20/2021
0.38%
1,251,962.69
1,251,962.69
96.71 5.51%
1,210,892.99
211.46
0.29%
(41,069.70)
NR
AAA
0.71 0.64
92348AAA3 Verizon Owner Trust 2019-C A1A
1.94% Due 4/22/2024
48,524.18 10/01/2019
1.95%
48,520.44
48,520.44
99.82 4.57%
48,439.19
28.76 0.01%
(81.25)
NR
AAA
0.72 0.07
43813DAC2 Honda Auto Receivables 2020-2 A3
0.82% Due 7/15/2024
308,450.97 05/18/2020
0.83%
308,426.70
308,426.70
98.53 5.51%
303,917.80
112.41
0.07%
(4,508.90)
Aaa
AAA
0.79 0.31
65479JAD5 Nissan Auto Receivables Owner 2019-C
A3
1.93% Due 7/15/2024
256,381.81 10/16/2019
1.94%
256,368.28
256,368.28
99.64 5.03%
255,464.32
219.92
0.06%
(903.96)
Aaa
AAA
0.79 0.11
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
1.1% Due 3/25/2025
1,000,000.00 01/11/2022
1.11%
999,850.50
999,850.50
96.74 5.29%
967,439.70
183.33
0.23%
(32,410.80)
NR
AAA
0.82 0.78
47789KAC7 John Deere Owner Trust 2020-A A3
1.1% Due 8/15/2024
432,793.49 Various
1.00%
433,726.20
433,726.20
99.13 4.89%
429,012.36
211.58
0.10%
(4,713.84)
Aaa
NR
0.84 0.23
44891WAC3 Hyundai Auto Lease Trust 2022-A A3
1.16% Due 1/15/2025
1,205,000.00 01/11/2022
1.16%
1,204,973.37
1,204,973.37
96.51 5.20%
1,162,902.72
621.24
0.28%
(42,070.65)
Aaa
AAA
0.96 0.87
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
97.55 4.78%
4,389,961.50
279.70
1.05%
(198,456.47)
Aaa
AA+
1.00 0.97
36265MAC9 GM Financial Auto Lease Trust 2022-1
A3
1.9% Due 3/20/2025
2,105,000.00 02/15/2022
1.91%
2,104,981.90
2,104,981.90
96.62 5.32%
2,033,941.52
1,222.07
0.49%
(71,040.38)
Aaa
NR
1.02 1.00
89236XAC0 Toyota Auto Receivables 2020-D A3
0.35% Due 1/15/2025
613,610.77 10/06/2020
0.36%
613,496.46
613,496.46
98.25 4.95%
602,849.77
95.45 0.14%
(10,646.69)
NR
AAA
1.02 0.38
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
95.64 4.78%
2,046,691.12
4,387.00
0.49%
(91,789.48)
A2
A
1.05 1.02
92290BAA9 Verizon Owner Trust 2020-B A
0.47% Due 2/20/2025
1,269,478.77 08/04/2020
0.48%
1,269,212.18
1,269,212.18
98.49 5.05%
1,250,356.10
182.31
0.30%
(18,856.08)
Aaa
NR
1.10 0.33
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
97.86 4.72%
4,892,970.00
51,936.14
1.18%
(228,826.88)
Aaa
AA+
1.13 1.08
3137BYPQ7 FHLMC K726 A2
2.905% Due 4/25/2024
2,757,811.84 04/22/2019
2.72%
2,777,525.89
2,777,525.89
97.33 5.17%
2,684,164.78
6,676.20
0.64%
(93,361.11)
NR
AAA
1.13 1.11
89238LAC4 Toyota Lease Owner Trust 2022-A A3
1.96% Due 2/20/2025
2,565,000.00 02/23/2022
1.98%
2,564,596.27
2,564,596.27
96.45 5.25%
2,473,909.16
1,536.15
0.59%
(90,687.11)
NR
AAA
1.18 1.09
3130AB3H7 FHLB Note
2.375% Due 3/8/2024
2,300,000.00 04/29/2019
2.37%
2,300,161.00
2,300,161.00
97.31 4.73%
2,238,078.76
17,146.18
0.54%
(62,082.24)
Aaa
AA+
1.19 1.14
Chandler Asset Management Page 75 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings by Maturity
As of December 31, 2022
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
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
94.84 4.71%
2,750,354.20
2,162.98
0.66%
(142,622.36)
Aaa
AA+
1.21 1.17
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
95.07 4.99%
1,687,457.02
3,808.85
0.40%
(86,655.48)
A2
A
1.21 1.18
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
94.47 5.54%
689,598.95
240.09
0.16%
(40,238.11)
NR
AAA
1.25 1.17
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
94.21 5.70%
899,705.50
301.36
0.21%
(55,274.16)
NR
AAA
1.25 1.18
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
94.91 5.11%
972,784.04
250.56
0.23%
(51,999.89)
Aaa
NR
1.27 1.22
05602RAD3 BMW Vehicle Owner Trust 2022-A A3
3.21% Due 8/25/2026
1,065,000.00 05/10/2022
3.23%
1,064,944.62
1,064,944.62
97.40 4.96%
1,037,351.64
569.78
0.25%
(27,592.98)
Aaa
AAA
1.28 1.51
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
94.91 5.29%
1,224,310.23
298.13
0.29%
(65,574.70)
Aaa
NR
1.29 1.08
912828X70 US Treasury Note
2% Due 4/30/2024
4,800,000.00 Various
1.84%
4,833,281.25
4,833,281.25
96.52 4.73%
4,632,748.80
16,441.98
1.11%
(200,532.45)
Aaa
AA+
1.33 1.29
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
94.48 5.54%
736,953.68
221.00
0.18%
(43,026.43)
Aaa
AAA
1.38 1.15
3130A1XJ2 FHLB Note
2.875% Due 6/14/2024
5,500,000.00 Various
1.95%
5,740,000.40
5,740,000.40
97.72 4.51%
5,374,585.70
7,467.02
1.28%
(365,414.70)
Aaa
AA+
1.45 1.40
912828XX3 US Treasury Note
2% Due 6/30/2024
4,900,000.00 Various
1.81%
4,942,253.91
4,942,253.91
96.21 4.64%
4,714,334.10
270.72
1.13%
(227,919.81)
Aaa
AA+
1.50 1.45
06367TQW3 Bank of Montreal Note
0.625% Due 7/9/2024
1,500,000.00 02/09/2022
1.89%
1,455,540.00
1,455,540.00
93.49 5.12%
1,402,389.71
4,479.17
0.34%
(53,150.29)
A2
A1.521.47
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
93.84 4.83%
2,909,067.77
8,934.04
0.70%
(167,124.83)
A2
A+
1.54 1.49
380146AC4 GM Financial Auto Receivables 2022-1
A3
1.26% Due 11/16/2026
660,000.00 01/11/2022
1.27%
659,942.65
659,942.65
94.55 5.35%
624,018.65
346.50
0.15%
(35,924.00)
NR
AAA
1.56 1.35
Chandler Asset Management Page 76 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings by Maturity
As of December 31, 2022
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
43815BAC4 Honda Auto Receivables Trust 2022-1
A3
1.88% Due 5/15/2026
1,650,000.00 02/15/2022
1.89%
1,649,751.84
1,649,751.84
95.03 5.03%
1,567,994.03
1,378.67
0.37%
(81,757.81)
Aaa
AAA
1.59 1.60
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
95.47 5.09%
682,617.04
5,807.39
0.16%
(30,802.81)
A1
A+
1.62 1.55
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
96.52 4.62%
4,826,170.00
44,853.94
1.16%
(314,064.38)
Aaa
AA+
1.62 1.55
448977AD0 Hyundai Auto Receivables Trust 2022-A
A3
2.22% Due 10/15/2026
1,350,000.00 03/09/2022
2.23%
1,349,948.03
1,349,948.03
95.56 5.13%
1,290,122.10
1,332.00
0.31%
(59,825.93)
NR
AAA
1.67 1.55
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
97.12 4.65%
3,884,851.48
34,500.00
0.94%
(321,908.52)
Aaa
AA+
1.70 1.62
92348KAV5 Verizon Master Trust 2022-5 A1A
3.72% Due 7/20/2027
1,150,000.00 08/02/2022
3.75%
1,149,949.40
1,149,949.40
98.48 5.00%
1,132,558.94
1,307.17
0.27%
(17,390.46)
NR
AAA
1.73 1.54
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
96.43 4.54%
3,264,189.35
20,310.00
0.78%
(198,564.10)
Aa2
AA1.751.68
47787JAC2 John Deere Owner Trust 2022-A A3
2.32% Due 9/16/2026
1,010,000.00 03/10/2022
2.34%
1,009,776.59
1,009,776.59
95.91 5.12%
968,727.06
1,041.42
0.23%
(41,049.53)
Aaa
NR
1.76 1.48
3135G0W66 FNMA Note
1.625% Due 10/15/2024
3,500,000.00 Various
1.21%
3,564,275.00
3,564,275.00
95.05 4.54%
3,326,640.70
12,006.94
0.80%
(237,634.30)
Aaa
AA+
1.79 1.72
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
96.10 4.49%
3,843,908.00
15,414.36
0.92%
(246,560.75)
Aaa
AA+
1.84 1.76
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
95.37 4.92%
3,433,359.78
13,500.00
0.82%
(164,768.22)
A1
A
1.84 1.76
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
95.45 4.74%
2,475,105.42
8,207.57
0.59%
(149,378.79)
A2
A
1.86 1.78
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
92.56 5.25%
1,827,993.60
1,577.26
0.44%
(144,972.15)
Aa3
AA1.931.86
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
93.42 4.53%
4,017,108.55
1,313.89
0.96%
(280,096.45)
Aaa
AA+
1.97 1.91
3135G0X24 FNMA Note
1.625% Due 1/7/2025
4,220,000.00 Various
1.30%
4,282,878.20
4,282,878.20
94.54 4.48%
3,989,756.08
33,144.58
0.96%
(293,122.12)
Aaa
AA+
2.02 1.93
89236TJT3 Toyota Motor Credit Corp Note
1.45% Due 1/13/2025
2,700,000.00 01/10/2022
1.50%
2,696,382.00
2,696,382.00
93.69 4.74%
2,529,704.84
18,270.00
0.61%
(166,677.16)
A1
A+
2.04 1.95
Chandler Asset Management Page 77 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings by Maturity
As of December 31, 2022
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
64952WEK5 New York Life Global Note
1.45% Due 1/14/2025
3,745,000.00 01/11/2022
1.49%
3,740,955.40
3,740,955.40
93.22 4.99%
3,491,083.38
25,190.33
0.84%
(249,872.02)
Aaa
AA+
2.04 1.95
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
94.76 4.75%
3,927,840.38
37,765.56
0.95%
(208,330.77)
A1
AA2.061.96
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
94.29 4.35%
6,199,818.86
38,080.21
1.49%
(370,118.39)
Aaa
AA+
2.12 2.03
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
93.42 4.35%
6,539,260.00
26,757.60
1.57%
(568,747.81)
Aaa
AA+
2.16 2.09
91282CED9 US Treasury Note
1.75% Due 3/15/2025
7,000,000.00 04/05/2022
2.65%
6,823,085.94
6,823,085.94
94.56 4.36%
6,619,375.00
36,546.96
1.59%
(203,710.94)
Aaa
AA+
2.21 2.11
69371RR73 Paccar Financial Corp Note
2.85% Due 4/7/2025
2,970,000.00 03/31/2022
2.86%
2,969,227.80
2,969,227.80
95.96 4.75%
2,849,961.15
19,750.50
0.68%
(119,266.65)
A1
A+
2.27 2.14
78016EZ59 Royal Bank of Canada Note
3.375% Due 4/14/2025
1,270,000.00 04/07/2022
3.39%
1,269,530.10
1,269,530.10
96.70 4.91%
1,228,139.11
9,167.81
0.30%
(41,390.99)
A1
A
2.29 2.15
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
91.94 4.33%
4,845,498.18
6,313.02
1.16%
(413,645.62)
Aaa
AA+
2.31 2.24
46647PBK1 JP Morgan Chase & Co Callable Note
Cont 4/22/2025
2.083% Due 4/22/2026
1,000,000.00 05/20/2021
2.09%
1,037,330.00
1,037,330.00
92.78 5.44%
927,829.02
3,992.42
0.22%
(109,500.98)
A1
A2.312.20
6174468Q5 Morgan Stanley Callable Note Cont
4/28/2025
2.188% Due 4/28/2026
1,600,000.00 05/18/2022
4.75%
1,511,376.00
1,511,376.00
93.00 5.43%
1,487,950.99
6,126.40
0.36%
(23,425.01)
A1
A2.332.21
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
93.33 4.91%
2,576,917.70
8,513.08
0.62%
(285,742.32)
A2
A2.332.23
14913R2V8 Caterpillar Financial Service Note
3.4% Due 5/13/2025
1,460,000.00 05/10/2022
3.44%
1,458,145.80
1,458,145.80
97.29 4.62%
1,420,402.39
6,618.67
0.34%
(37,743.41)
A2
A
2.37 2.23
02582JJT8 American Express Credit Trust 2022-2 A
3.39% Due 5/17/2027
2,765,000.00 05/17/2022
3.42%
2,764,388.38
2,764,388.38
97.14 4.72%
2,685,866.53
4,165.93
0.64%
(78,521.85)
NR
AAA
2.37 2.22
46647PCH7 JP Morgan Chase & Co Callable Note
Cont 6/1/2024
0.824% Due 6/1/2025
3,295,000.00 05/24/2021
1.79%
3,299,268.65
3,299,268.65
93.23 5.28%
3,071,851.86
2,262.57
0.73%
(227,416.79)
A1
A2.422.32
63743HFE7 National Rural Utilities Note
3.45% Due 6/15/2025
940,000.00 04/27/2022
3.46%
939,746.20
939,746.20
96.54 4.96%
907,442.57
1,441.33
0.22%
(32,303.63)
A2
A2.462.31
Chandler Asset Management Page 78 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings by Maturity
As of December 31, 2022
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
3135G04Z3 FNMA Note
0.5% Due 6/17/2025
6,200,000.00 Various
0.51%
6,196,731.90
6,196,731.90
91.07 4.37%
5,646,038.37
1,205.55
1.35%
(550,693.53)
Aaa
AA+
2.46 2.40
46647PCK0 JP Morgan Chase & Co Callable Note
Cont 6/23/2024
0.969% Due 6/23/2025
1,565,000.00 Various
1.92%
1,565,968.20
1,565,968.20
93.21 5.28%
1,458,804.19
336.99
0.35%
(107,164.01)
A1
A2.482.38
66815L2J7 Northwestern Mutual Glbl Note
4% Due 7/1/2025
2,350,000.00 06/27/2022
4.01%
2,349,201.00
2,349,201.00
98.11 4.81%
2,305,603.07
47,000.00
0.56%
(43,597.93)
Aaa
AA+
2.50 2.30
3137EAEU9 FHLMC Note
0.375% Due 7/21/2025
6,300,000.00 Various
0.45%
6,277,899.60
6,277,899.60
90.57 4.31%
5,706,041.61
10,500.00
1.36%
(571,857.99)
Aaa
AA+
2.56 2.49
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
90.31 4.25%
5,418,516.00
6,277.17
1.29%
(460,546.50)
Aaa
AA+
2.58 2.52
3135G05X7 FNMA Note
0.375% Due 8/25/2025
6,285,000.00 Various
0.46%
6,260,439.20
6,260,439.20
90.27 4.30%
5,673,357.38
8,249.06
1.36%
(587,081.82)
Aaa
AA+
2.65 2.58
3137EAEX3 FHLMC Note
0.375% Due 9/23/2025
6,295,000.00 Various
0.44%
6,276,346.05
6,276,346.05
90.07 4.27%
5,669,904.80
6,426.14
1.35%
(606,441.25)
Aaa
AA+
2.73 2.66
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
89.88 4.19%
2,876,124.80
2,043.96
0.69%
(254,250.20)
Aaa
AA+
2.75 2.68
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
89.92 4.33%
5,665,116.18
5,512.51
1.35%
(607,244.67)
Aaa
AAA
2.83 2.75
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
89.51 4.22%
5,370,468.00
2,569.06
1.28%
(552,657.00)
Aaa
AA+
2.84 2.76
3135G06G3 FNMA Note
0.5% Due 11/7/2025
6,300,000.00 Various
0.57%
6,279,895.00
6,279,895.00
90.01 4.26%
5,670,674.23
4,725.00
1.35%
(609,220.77)
Aaa
AA+
2.85 2.77
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
89.54 4.23%
3,402,337.60
1,252.75
0.81%
(329,529.59)
Aaa
AA+
2.92 2.84
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
88.37 5.19%
2,650,958.78
1,531.26
0.63%
(318,741.22)
Aa1
AA+
2.95 2.83
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
88.56 4.90%
1,656,138.40
6,939.78
0.40%
(164,250.50)
Aaa
AA+
3.04 2.92
3137BSRE5 FHLMC K059 A2
3.12% Due 9/25/2026
3,000,000.00 02/18/2022
1.98%
3,128,437.50
3,128,437.50
95.29 4.51%
2,858,685.90
7,800.00
0.68%
(269,751.60)
NR
AAA
3.24 3.36
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
89.58 4.29%
5,723,906.40
11,027.19
1.37%
(636,827.40)
Aaa
AAA
3.30 3.19
Chandler Asset Management Page 79 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings by Maturity
As of December 31, 2022
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
06051GHT9 Bank of America Corp Callable Note 1X
4/23/2026
3.559% Due 4/23/2027
3,000,000.00 Various
4.77%
2,906,255.64
2,906,255.64
93.80 5.63%
2,814,065.55
20,167.67
0.68%
(92,190.09)
A2
A3.313.04
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
88.68 4.68%
4,314,145.88
6,621.81
1.03%
(529,837.32)
A1
AA
3.36 3.23
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
89.43 4.57%
719,937.20
1,182.90
0.17%
(87,667.85)
A3
A+
3.37 3.23
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
88.46 4.78%
2,941,446.25
1,350.78
0.70%
(382,090.75)
A1
A+
3.47 3.32
06051GJD2 Bank of America Corp Callable Note
Cont 6/19/2025
1.319% Due 6/19/2026
3,000,000.00 Various
2.08%
3,007,920.00
3,007,920.00
90.23 5.45%
2,707,030.56
1,319.00
0.65%
(300,889.44)
A2
A3.473.29
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
88.13 4.89%
2,002,203.27
12,496.00
0.48%
(269,166.65)
Aa3
AA+
3.54 3.37
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
93.79 4.52%
1,406,825.40
3,316.25
0.34%
(179,600.38)
NR
NR
3.57 3.36
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
88.66 4.12%
1,392,026.37
4,000.90
0.33%
(166,873.24)
Aaa
AA+
3.67 3.53
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
87.00 5.15%
1,492,067.15
6,371.70
0.36%
(221,355.05)
Aa3
AA3.713.52
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
88.67 4.39%
696,024.61
2,381.17
0.17%
(87,491.74)
Aa2
AA
3.72 3.55
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
88.91 4.10%
2,783,011.33
6,997.36
0.67%
(300,160.94)
Aaa
AA+
3.75 3.61
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
89.56 4.10%
2,794,350.00
6,011.60
0.67%
(306,637.50)
Aaa
AA+
3.84 3.67
59217GER6 Metlife Note
1.875% Due 1/11/2027
2,485,000.00 01/03/2022
1.90%
2,482,167.10
2,482,167.10
88.58 5.04%
2,201,246.25
22,002.60
0.53%
(280,920.85)
Aa3
AA4.033.76
808513BY0 Charles Schwab Corp Callable Note
Cont 2/3/2027
2.45% Due 3/3/2027
1,300,000.00 03/09/2022
2.73%
1,282,866.00
1,282,866.00
91.31 4.77%
1,187,086.42
10,439.72
0.29%
(95,779.58)
A2
A
4.17 3.86
89114TZT2 Toronto-Dominion Bank Note
2.8% Due 3/10/2027
1,900,000.00 03/09/2022
2.97%
1,884,933.00
1,884,933.00
91.84 4.98%
1,745,000.15
16,403.33
0.42%
(139,932.85)
A1
A
4.19 3.84
Chandler Asset Management Page 80 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings by Maturity
As of December 31, 2022
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
665859AW4 Northern Trust Company Callable Note
Cont 4/10/2027
4% Due 5/10/2027
1,345,000.00 05/05/2022
4.04%
1,342,821.10
1,342,821.10
97.78 4.57%
1,315,083.07
7,621.67
0.32%
(27,738.03)
A2
A+
4.36 3.93
91324PEG3 United Health Group Inc Callable Note
Cont 4/15/2027
3.7% Due 5/15/2027
1,365,000.00 05/17/2022
3.69%
1,365,638.40
1,365,638.40
96.84 4.50%
1,321,816.21
6,453.41
0.32%
(43,822.19)
A3
A+
4.37 3.96
22160KAM7 Costco Wholesale Corp Callable Note
Cont 2/18/2027
3% Due 5/18/2027
2,500,000.00 07/15/2022
3.53%
2,441,975.00
2,441,975.00
94.18 4.48%
2,354,460.93
8,958.33
0.56%
(87,514.07)
Aa3
A+
4.38 4.02
3137FBBX3 FHLMC K068 A2
3.244% Due 8/25/2027
2,650,000.00 11/02/2022
4.79%
2,482,408.20
2,482,408.20
95.10 4.42%
2,520,131.19
7,163.83
0.60%
37,722.99
Aaa
NR
4.40 4.16
91282CET4 US Treasury Note
2.625% Due 5/31/2027
2,400,000.00 06/09/2022
3.07%
2,351,156.25
2,351,156.25
94.41 4.02%
2,265,748.80
5,538.46
0.54%
(85,407.45)
Aaa
AA+
4.42 4.10
89115A2C5 Toronto-Dominion Bank Note
4.108% Due 6/8/2027
1,400,000.00 08/26/2022
4.18%
1,395,310.00
1,395,310.00
96.62 4.97%
1,352,612.06
3,674.38
0.32%
(42,697.94)
A1
A
4.44 3.98
91282CEW7 US Treasury Note
3.25% Due 6/30/2027
6,650,000.00 Various
3.12%
6,690,380.86
6,690,380.86
96.84 4.02%
6,439,846.70
597.03
1.54%
(250,534.16)
Aaa
AA+
4.50 4.13
91282CFB2 US Treasury Note
2.75% Due 7/31/2027
1,300,000.00 08/22/2022
3.12%
1,277,960.94
1,277,960.94
94.76 4.01%
1,231,902.10
14,960.60
0.30%
(46,058.84)
Aaa
AA+
4.58 4.19
91282CFH9 US Treasury Note
3.125% Due 8/31/2027
3,450,000.00 Various
3.45%
3,399,517.58
3,399,517.58
96.34 3.99%
3,323,588.55
36,632.42
0.80%
(75,929.03)
Aaa
AA+
4.67 4.24
91282CFM8 US Treasury Note
4.125% Due 9/30/2027
2,800,000.00 Various
4.37%
2,770,000.01
2,770,000.01
100.54
4.00%
2,814,985.60
29,509.62
0.68%
44,985.59
Aaa
AA+
4.75 4.23
91282CFZ9 US Treasury Note
3.875% Due 11/30/2027
4,600,000.00 Various
3.74%
4,628,085.94
4,628,085.94
99.62 3.96%
4,582,391.20
15,670.33
1.10%
(45,694.74)
Aaa
AA+
4.92 4.42
TOTAL PORTFOLIO 436,596,448.43 1.84%
436,991,303.50
436,991,303.50 3.93%
417,483,532.70
1,530,829.85
100.00%
(19,507,770.80)
Aa1
AA
1.68 1.59
TOTAL MARKET VALUE PLUS ACCRUED 419,014,362.55
Chandler Asset Management Page 81 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Issuer Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
$122,174,075.47 $122,174,075.47 $122,174,075.47 $122,735,003.99 29.29% $93,120,000.00 $93,065,114.10 $87,904,378.65 $88,231,104.29 21.06% $36,177,811.84 $36,395,765.43 $34,070,252.57 $34,154,128.08 8.15% $31,775,000.00 $31,843,363.10 $29,151,964.94 $29,217,609.09 6.97% $16,100,000.00 $16,544,126.40 $15,514,624.49 $15,575,051.58 3.72% $6,390,000.00 $6,360,733.80 $5,723,906.40 $5,734,933.59 1.37% $6,300,000.00 $6,272,360.85 $5,665,116.18 $5,670,628.69 1.35% $6,000,000.00 $5,914,175.64 $5,521,096.11 $5,542,582.78 1.32% $6,025,000.00 $6,019,919.00 $5,471,151.09 $5,490,771.87 1.31% $5,860,000.00 $5,902,566.85 $5,458,485.07 $5,465,077.05 1.30% $5,370,000.00 $5,367,658.10 $5,159,510.39 $5,188,196.95 1.24% $4,865,000.00 $4,843,983.20 $4,314,145.88 $4,320,767.69 1.03% $4,380,946.36 $4,380,358.18 $4,211,954.50 $4,213,915.19 1.01% $4,338,474.17 $4,337,856.07 $4,164,256.73 $4,166,147.77 0.99% $4,250,000.00 $4,249,952.73 $4,117,960.24 $4,119,437.92 0.98% $4,220,000.00 $4,169,589.90 $3,961,741.47 $4,015,681.25 0.96% $4,261,000.00 $4,318,200.02 $3,979,307.41 $3,992,299.66 0.95% $4,145,000.00 $4,136,171.15 $3,927,840.38 $3,965,605.94 0.95% $4,053,000.00 $4,082,630.01 $3,895,507.81 $3,910,334.05 0.93% $4,200,000.00 $4,195,589.30 $3,693,313.40 $3,721,687.70 0.89% $3,685,000.00 $3,682,647.65 $3,532,578.19 $3,558,136.08 0.85% $3,745,000.00 $3,740,955.40 $3,491,083.38 $3,516,273.71 0.84% $3,509,126.42 $3,508,631.62 $3,393,031.23 $3,393,652.28 0.81% $3,385,000.00 $3,462,753.45 $3,264,189.35 $3,284,499.35 0.78% $3,300,000.00 $3,280,243.00 $3,097,612.21 $3,117,689.92 0.74% $3,105,000.00 $3,104,688.37 $3,033,914.99 $3,034,814.90 0.72% $3,100,000.00 $3,076,192.60 $2,909,067.77 $2,918,001.81 0.70% $3,013,731.10 $3,014,282.52 $2,898,671.41 $2,900,286.22 0.69% $3,075,000.00 $3,056,978.50 $2,874,543.44 $2,888,792.01 0.69% $2,765,000.00 $2,764,388.38 $2,685,866.53 $2,690,032.46 0.64% Execution Time: 1/5/2023 3:36:31 PM
Local Agency Investment Fund
Government of United States
Federal Home Loan Mortgage Corp
Federal National Mortgage Association
Federal Home Loan Bank
Inter-American Dev Bank
Intl Bank Recon and Development
Bank of America Corp
Toyota Motor Corp
JP Morgan Chase & Co
Royal Bank of Canada
Amazon.com Inc
Hyundai Auto Receivables
Honda ABS
GM Financial Automobile Leasing Trust
Northwestern Mutual Glbl
Bank of Montreal Chicago
US Bancorp
Caterpillar Inc
Metlife Inc
Paccar Financial
New York Life Global Funding
Toyota ABS
State of California
Toronto Dominion Holdings
Hyundai Auto Lease Securitization
Salesforce.com Inc
John Deere ABS
Charles Schwab Corp/The
American Express ABS
Chandler Asset Management Page 82
DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Issuer Report
As of December 31, 2022
City of Corona Consolidated
Account #10003
Issue Name Par Cost Market Value MVACC % Portfolio
Guardian Life Global Funding $3,000,000.00 $2,969,700.00 $2,650,958.78 $2,652,490.04 0.63% Toyota Lease Owner Trust $2,565,000.00 $2,564,596.27 $2,473,909.16 $2,475,445.31 0.59% Costco Wholesale Corporation $2,500,000.00 $2,441,975.00 $2,354,460.93 $2,363,419.26 0.56% Deere & Company $2,140,000.00 $2,138,480.60 $2,046,691.12 $2,051,078.12 0.49% United Health Group Inc $2,170,000.00 $2,173,243.45 $2,041,753.41 $2,049,389.72 0.49% Mass Mutual Insurance $2,272,000.00 $2,271,369.92 $2,002,203.27 $2,014,699.27 0.48% BMW Vehicle Lease Trust $1,925,884.99 $1,925,639.94 $1,872,170.44 $1,872,404.69 0.45% Prudential Financial Inc $1,975,000.00 $1,972,965.75 $1,827,993.60 $1,829,570.86 0.44% Morgan Stanley $1,600,000.00 $1,511,376.00 $1,487,950.99 $1,494,077.39 0.36% GM Financial Securitized Term Auto Trust $1,440,000.00 $1,439,922.76 $1,360,972.33 $1,361,539.83 0.32% Northern Trust Corp $1,345,000.00 $1,342,821.10 $1,315,083.07 $1,322,704.74 0.32% Verizon Owner Trust $1,318,002.95 $1,317,732.62 $1,298,795.29 $1,299,006.36 0.31% Federated Govt Obligation Money Market Fund $1,286,143.75 $1,286,143.75 $1,286,143.75 $1,286,143.75 0.31% Verizon Master Trust $1,150,000.00 $1,149,949.40 $1,132,558.94 $1,133,866.11 0.27% BMW ABS $1,065,000.00 $1,064,944.62 $1,037,351.64 $1,037,921.42 0.25% National Rural Utilities $940,000.00 $939,746.20 $907,442.57 $908,883.90 0.22% Wal-Mart Stores $785,000.00 $783,516.35 $696,024.61 $698,405.78 0.17% Nissan ABS $256,381.81 $256,368.28 $255,464.32 $255,684.24 0.06% Mercedes-Benz Auto Lease Trust $174,869.57 $174,860.70 $174,456.80 $174,487.89 0.04% TOTAL $436,596,448.43 $436,991,303.50 $417,483,532.70 $419,014,362.55 100.00% Chandler Asset Management Page 83 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD 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 84 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD 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 85 Execution Time: 1/5/2023 3:36:31 PM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD
MONTHLY ACCOUNT STATEMENT
City of Corona Pension Stabilization Trust - Account #10952 DECEMBER 1, 2022 THROUGH DECEMBER 31, 2022
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.
CHANDLER ASSET MANAGEMENT
chandlerasset.com
Chandler Team:
For questions about your account, please call (800) 317-4747, or contact [email protected]
Custodian
Charles Schwab & Co.
Schwab Prime Broker
(877) 518-5226
DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD
ACCOUNT SUMMARY
Beg. Values
as of 11/30/22
End Values
as of 12/31/22
Market Value 31,612,581 30,225,637
Accrued Interest 0 0
Total Market Value 31,612,581 30,225,637
Income Earned 13,969 190,040
Cont/WD 0
Par 441,602 631,642
Book Value 30,107,194 30,297,233
Cost Value 30,107,194 30,297,233
TOP ISSUERS
iShares Core S&P 500 ETF 29.2%
iShares Core S&P Mid-Cap ETF 17.7%
Vanguard Small-Cap ETF 15.3%
Vanguard Total Bond Market 14.1%
Vanguard FTSE Developed Markets 8.5%
Vanguard Real Estate ETF 7.8%
iShares Intl Dev Real Estate ET 2.2%
Vanguard FTSE Emerging Markets 2.2%
Total 96.9%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 0.00
Average Coupon 0.00%
Average Purchase YTM 2.42%
Average Market YTM 0.00%
Average S&P/Moody Rating NR/NR
Average Final Maturity 0.00 yrs
Average Life 0.00 yrs
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (S&P) Portfolio Summary
As of December 31, 2022
City of Corona Pension Stabilization Trust
Account #10952
PERFORMANCE REVIEW
Annualized
TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS 7/31/2022 City of Corona Pension Stabilization Trust -4.39% 6.31% N/A N/A N/A N/A N/A N/A N/A Multi Asset Class Index* -2.23% 6.18% N/A N/A N/A N/A N/A N/A N/A *35% S&P 500, 15% MSCI EAFE (Europe, Australasia, Israel and the Far East), 50% ICE BofA US Corporate, Government & Mortgage Index Chandler Asset Management Page 1 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Category Standard Comment
Fixed Income
10%-30% acceptable range (combined Cash & Fixed Income); Excluding Treasury, Agency obligations, Exchange Traded Funds (ETFs), and Mutual Fund holdings, no individual security holding shall exceed 5% of the portfolio at time of purchase; The allocation of Trust assets shall be maintained within the acceptable range and the policy mix; Individually purchased fixed income securities must, at the time of purchase, have a credit rating of at least "Investment Grade" by one of more NRSRO;
Permitted: Fixed-income securities of U.S. and non-U.S. issuers including governments, quasi-government entities, and corporations; Mortgage-backed securities, Asset-backed securities, Money Market Instruments Complies
Global Equities
50%-80% acceptable range; The allocation of Trust assets shall be maintained within the acceptable range and the policy mix;
Permitted: Equity securities of U.S. and non-U.S. issuers Complies
Commodities (not direct investment) 0%-5% acceptable range; The allocation of Trust assets shall be maintained within the acceptable range and the policy mix Complies Real Estate Investment Trusts (REITs) 0%-15% acceptable range; The allocation of Trust assets shall be maintained within the acceptable range and the policy mix; Publicly traded Real Estate Investment Trusts (REITs) Complies Commingled Funds Funds that are consistent with the policy's investment objectives Complies Mutual Funds Mutual Funds that invest in securities permitted by the Investment Policy Complies Exchange Traded Funds (ETFs) ETFs that invest in securities permitted by the Investment Policy Complies Cash 10%-30% acceptable range (combined Cash & Fixed Income); The allocation of Trust assets shall be maintained within the acceptable range and the policy mix Complies
Credit Rating Individually purchased fixed income securities must, at the time of purchase, have a credit rating of at least "Investment Grade" by one of more NRSRO Complies
Max per Security Holding Excluding Treasury, Agency obligations, Exchange Traded Funds (ETFs), and Mutual Fund holdings, no individual security holding shall exceed 5% of the portfolio at time of purchase Complies Statement of Compliance
As of December 31, 2022
City of Corona Pension Stabilization Trust
Assets managed by Chandler Asset Management are in full compliance with state law and the Client's investment policy.
DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD
BOOK VALUE RECONCILIATION
BEGINNING BOOK VALUE $30,107,193.56
Acquisition
+ Security Purchases $0.00
+ Money Market Fund Purchases $190,039.92
+ Money Market Contributions $0.00
+ Security Contributions $0.00
+ Security Transfers $0.00
Total Acquisitions $190,039.92
Dispositions
- Security Sales $0.00
- Money Market Fund Sales $0.00
- MMF Withdrawals $0.00
- Security Withdrawals $0.00
- Security Transfers $0.00
- Other Dispositions $0.00
- Maturites $0.00
- Calls $0.00
- Principal Paydowns $0.00
Total Dispositions $0.00
Amortization/Accretion
+/- Net Accretion $0.00
$0.00
Gain/Loss on Dispositions
+/- Realized Gain/Loss $0.00
$0.00
ENDING BOOK VALUE $30,297,233.48
CASH TRANSACTION SUMMARY
BEGINNING BALANCE $167,851.58
Acquisition
Contributions $0.00
Security Sale Proceeds $0.00
Accrued Interest Received $0.00
Interest Received $0.00
Dividend Received $190,039.92
Principal on Maturities $0.00
Interest on Maturities $0.00
Calls/Redemption (Principal) $0.00
Interest from Calls/Redemption $0.00
Principal Paydown $0.00
Total Acquisitions $190,039.92
Dispositions
Withdrawals $0.00
Security Purchase $0.00
Accrued Interest Paid $0.00
Total Dispositions $0.00
ENDING BOOK VALUE $357,891.50
Reconciliation Summary
As of December 31, 2022
City of Corona Pension Stabilization Trust
Account #10952
Chandler Asset Management Page 3 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
City of Corona Pension Stabilization Trust
Account #10952
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
CASH
90CASH$00 Cash Custodial Cash Account 357,891.50 Various
0.00%
357,891.50
357,891.50
1.00 0.00%
357,891.50
0.00 1.18%
0.00 NR / NR
NR
0.00 0.00
Total Cash 357,891.50 N/A
357,891.50
357,891.50 0.00%
357,891.50
0.00 1.18%
0.00 NR / NR
NR
0.00 0.00
EMERGING MARKET EQUITY
922042858 Vanguard FTSE Emerging Markets ETF
Due 12/31/2022
16,720.00 Various
3.69%
643,691.94
643,691.94
38.98 0.00%
651,745.60
0.00 2.16%
8,053.66
NR / NR
NR
0.00 0.00
Total Emerging Market Equity 16,720.00 3.69%
643,691.94
643,691.94 0.00%
651,745.60
0.00 2.16%
8,053.66
NR / NR
NR
0.00 0.00
INTERNATIONAL EQUITY
921943858 Vanguard ETF FTSE Developed Mkts ETF
Due 12/31/2022
61,510.00 Various
3.91%
2,420,843.73
2,420,843.73
41.97 0.00%
2,581,574.70
0.00 8.54%
160,730.97
NR / NR
NR
0.00 0.00
Total International Equity 61,510.00 3.91%
2,420,843.73
2,420,843.73 0.00%
2,581,574.70
0.00 8.54%
160,730.97
NR / NR
NR
0.00 0.00
INTERNATIONAL REAL ESTATE
464288489 ISHARES Intl Developed Real Estate ETF
Due 12/31/2022
31,080.00 Various
3.94%
638,726.03
638,726.03
21.06 0.00%
654,544.80
0.00 2.17%
15,818.77
NR / NR
NR
0.00 0.00
Total International Real Estate 31,080.00 3.94%
638,726.03
638,726.03 0.00%
654,544.80
0.00 2.17%
15,818.77
NR / NR
NR
0.00 0.00
LARGE CAP US EQUITY
464287200 ISHARES S&P 500 Index ETF 22,950.00 Various
N/A
8,940,981.55
8,940,981.55
384.21
N/A
8,817,619.50
0.00 29.17%
(123,362.05)
NR / NR
NR
0.00 0.00
Total Large Cap US Equity 22,950.00 N/A
8,940,981.55
8,940,981.55 N/A
8,817,619.50
0.00 29.17%
(123,362.05)
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 4 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
City of Corona Pension Stabilization Trust
Account #10952
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
MID CAP US EQUITY
464287507 ISHARES S&P Midcap ETF
Due 12/31/2022
22,080.00 Various
1.60%
5,222,394.96
5,222,394.96
241.89
0.00%
5,340,931.20
0.00 17.67%
118,536.24
NR / NR
NR
0.00 0.00
Total Mid Cap US Equity 22,080.00 1.60%
5,222,394.96
5,222,394.96 0.00%
5,340,931.20
0.00 17.67%
118,536.24
NR / NR
NR
0.00 0.00
REAL ESTATE
922908553 Vanguard ETF REIT
Due 12/31/2022
28,560.00 Various
3.44%
2,498,115.23
2,498,115.23
82.48 0.00%
2,355,628.80
0.00 7.79%
(142,486.43)
NR / NR
NR
0.00 0.00
Total Real Estate 28,560.00 3.44%
2,498,115.23
2,498,115.23 0.00%
2,355,628.80
0.00 7.79%
(142,486.43)
NR / NR
NR
0.00 0.00
SMALL CAP US EQUITY
922908751 Vanguard ETF Small Cap
Due 12/31/2022
25,260.00 Various
1.55%
4,656,753.29
4,656,753.29
183.54
0.00%
4,636,220.40
0.00 15.34%
(20,532.89)
NR / NR
NR
0.00 0.00
Total Small Cap US Equity 25,260.00 1.55%
4,656,753.29
4,656,753.29 0.00%
4,636,220.40
0.00 15.34%
(20,532.89)
NR / NR
NR
0.00 0.00
US CORE BONDS
921937835 Vanguard ETF Total Bond Index
Due 12/31/2022
59,120.00 Various
2.32%
4,326,313.73
4,326,313.73
71.84 0.00%
4,247,180.80
0.00 14.05%
(79,132.93)
NR / NR
NR
0.00 0.00
Total US Core Bonds 59,120.00 2.32%
4,326,313.73
4,326,313.73 0.00%
4,247,180.80
0.00 14.05%
(79,132.93)
NR / NR
NR
0.00 0.00
Chandler Asset Management Page 5 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Holdings Report
As of December 31, 2022
City of Corona Pension Stabilization Trust
Account #10952
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 HIGH YIELD BONDS
78468R622 SPDR Bloomberg High Yield Bond ETF
Due 12/31/2022
6,470.00 Various
5.41%
591,521.52
591,521.52
90.00 0.00%
582,300.00
0.00 1.93%
(9,221.52)
NR / NR
NR
0.00 0.00
Total US High Yield Bonds 6,470.00 5.41%
591,521.52
591,521.52 0.00%
582,300.00
0.00 1.93%
(9,221.52)
NR / NR
NR
0.00 0.00
TOTAL PORTFOLIO 631,641.50 2.42%
30,297,233.48
30,297,233.48 0.00%
30,225,637.30
0.00 100.00%
(71,596.18)
NR / NR
NR
0.00 0.00
TOTAL MARKET VALUE PLUS ACCRUED 30,225,637.30
Chandler Asset Management Page 6 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Transaction Ledger
As of December 31, 2022
City of Corona Pension Stabilization Trust
Account #10952
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/DispYield Amount InterestPur/Sold Total Amount Gain/Loss
ACQUISITIONS
Purchase 12/06/2022 90CASH$00 9,731.51 Cash Custodial Cash Account 1.000 9,731.51 0.00 9,731.51 0.00 Purchase 12/07/2022 90CASH$00 3,405.61 Cash Custodial Cash Account 1.000 3,405.61 0.00 3,405.61 0.00 Purchase 12/15/2022 90CASH$00 56.44 Cash Custodial Cash Account 1.000 56.44 0.00 56.44 0.00 Purchase 12/19/2022 90CASH$00 63,493.59 Cash Custodial Cash Account 1.000 63,493.59 0.00 63,493.59 0.00 Purchase 12/22/2022 90CASH$00 40,721.33 Cash Custodial Cash Account 1.000 40,721.33 0.00 40,721.33 0.00 Purchase 12/23/2022 90CASH$00 3,722.46 Cash Custodial Cash Account 1.000 3,722.46 0.00 3,722.46 0.00 Purchase 12/28/2022 90CASH$00 58,721.95 Cash Custodial Cash Account 1.000 58,721.95 0.00 58,721.95 0.00 Purchase 12/29/2022 90CASH$00 10,187.03 Cash Custodial Cash Account 1.000 10,187.03 0.00 10,187.03 0.00 Subtotal 190,039.92 190,039.92 0.00 190,039.92 0.00
TOTAL ACQUISITIONS 190,039.92 190,039.92 0.00 190,039.92 0.00
OTHER TRANSACTIONS
Dividend 12/06/2022 921937835 59,120.00 Vanguard ETF Total Bond Index 0.000 9,731.51 0.00 9,731.51 0.00 Dividend 12/07/2022 78468R622 6,470.00 SPDR Bloomberg High Yield Bond ETF 0.000 3,405.61 0.00 3,405.61 0.00 Dividend 12/15/2022 90CASH$00 0.00 Cash Custodial Cash Account 0.000 56.44 0.00 56.44 0.00 Dividend 12/19/2022 464287200 22,950.00 ISHARES S&P 500 Index ETF 0.000 39,556.99 0.00 39,556.99 0.00 Dividend 12/19/2022 464287507 22,080.00 ISHARES S&P Midcap ETF 0.000 23,936.60 0.00 23,936.60 0.00 Dividend 12/22/2022 921943858 61,510.00 Vanguard ETF FTSE Developed Mkts ETF 0.000 30,109.15 0.00 30,109.15 0.00 Dividend 12/22/2022 922042858 16,720.00 Vanguard FTSE Emerging Markets ETF 0.000 10,612.18 0.00 10,612.18 0.00 Dividend 12/23/2022 78468R622 6,470.00 SPDR Bloomberg High Yield Bond ETF 0.000 3,722.46 0.00 3,722.46 0.00 Dividend 12/28/2022 922908553 28,560.00 Vanguard ETF REIT 0.000 33,229.56 0.00 33,229.56 0.00 Dividend 12/28/2022 922908751 25,260.00 Vanguard ETF Small Cap 0.000 25,492.39 0.00 25,492.39 0.00 Dividend 12/29/2022 921937835 59,120.00 Vanguard ETF Total Bond Index 0.000 10,187.03 0.00 10,187.03 0.00 Subtotal 308,260.00 190,039.92 0.00 190,039.92 0.00
TOTAL OTHER TRANSACTIONS 308,260.00 190,039.92 0.00 190,039.92 0.00 Chandler Asset Management Page 7 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
City of Corona Pension Stabilization Trust
Account #10952
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
EQUITY
464287200 ISHARES
S&P 500 Index ETF
Various
Various
22,950.00
8,940,981.55
0.00 0.00
8,940,981.55
0.00 39,556.99
0.00 39,556.99
0.00 0.00
0.00 39,556.99
39,556.99
464287507 ISHARES
S&P Midcap ETF
Various
Various
22,080.00
5,222,394.96
0.00 0.00
5,222,394.96
0.00 23,936.60
0.00 23,936.60
0.00 0.00
0.00 23,936.60
23,936.60
464288489 ISHARES
Intl Developed Real Estate ETF
Various
Various
31,080.00
638,726.03
0.00 0.00
638,726.03
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 78468R622 SPDR Bloomberg
High Yield Bond ETF
Various
Various
6,470.00
591,521.52
0.00 0.00
591,521.52
0.00 7,128.07
0.00 7,128.07
0.00 0.00
0.00 7,128.07
7,128.07
921937835 Vanguard ETF
Total Bond Index
Various
Various
59,120.00
4,326,313.73
0.00 0.00
4,326,313.73
0.00 19,918.54
0.00 19,918.54
0.00 0.00
0.00 19,918.54
19,918.54
921943858 Vanguard ETF
FTSE Developed Mkts ETF
Various
Various
61,510.00
2,420,843.73
0.00 0.00
2,420,843.73
0.00 30,109.15
0.00 30,109.15
0.00 0.00
0.00 30,109.15
30,109.15
922042858 Vanguard
FTSE Emerging Markets ETF
Various
Various
16,720.00
643,691.94
0.00 0.00
643,691.94
0.00 10,612.18
0.00 10,612.18
0.00 0.00
0.00 10,612.18
10,612.18
922908553 Vanguard
ETF REIT
Various
Various
28,560.00
2,498,115.23
0.00 0.00
2,498,115.23
0.00 33,229.56
0.00 33,229.56
0.00 0.00
0.00 33,229.56
33,229.56
Chandler Asset Management Page 8 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Income Earned
As of December 31, 2022
City of Corona Pension Stabilization Trust
Account #10952
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
922908751 Vanguard
ETF Small Cap
Various
Various
25,260.00
4,656,753.29
0.00 0.00
4,656,753.29
0.00 25,492.39
0.00 25,492.39
0.00 0.00
0.00 25,492.39
25,492.39
Total Equity 273,750.00
29,939,341.98
0.00 0.00
29,939,341.98
0.00 189,983.48
0.00 189,983.48
0.00 0.00
0.00 189,983.48 189,983.48
CASH & EQUIVALENT
90CASH$00 Cash
Custodial Cash Account
Various
Various
357,891.50
167,851.58
190,039.92
0.00 357,891.50
0.00 56.44
0.00 56.44
0.00 0.00
0.00 56.44
56.44 Total Cash & Equivalent 357,891.50
167,851.58
190,039.92
0.00 357,891.50
0.00 56.44
0.00 56.44
0.00 0.00
0.00 56.44 56.44
TOTAL PORTFOLIO 631,641.50
30,107,193.56
190,039.92
0.00 30,297,233.48
0.00 190,039.92
0.00 190,039.92
0.00 0.00
0.00 190,039.92 190,039.92
Chandler Asset Management Page 9 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Cash Flow - no data for this time period
Chandler Asset Management Page 10 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Important Disclosures City of Corona Pension Stabilization Trust Account #10952
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 11 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD Benchmark Index & Disclosures City of Corona Pension Stabilization Trust Account #10952
Benchmark Index Disclosure
Multi Asset Class Index* The S&P 500 is a market value weighted index of 500 large-capitalization stocks. The 500 companies included in the index capture approximately 80% of available US market capitalization.
The MSCI EAFE International Equity Index is a market capitalization weighted index that captures international equity performance of largeand mid-cap stocks in the developed stock markets of Europe, Australasia, and the Far East.
The ICE BofA US Corporate, Government & Mortgage Index tracks the performance of US dollar denominated investment grade debt publicly issued in the US domestic market, including US Treasuries, quasi-governments, corporates, covered bonds and residential mortgage passthroughs. Non-residential mortgage collateralized debt such as commercial mortgage backed securities and asset backed securities are excluded from this index, as are all collateralized mortgage obligations. Most qualifying securities must have an investment grade rating (based on an average of Moody͛s, S&P and Fitch). They must also have at least one year remaining term to final maturity, at least 18 months to final maturity at point of issuance and a fixed coupon schedule. Amounts outstanding for qualifying US Treasuries must be at least $1 billion; US agencies, foreign governments, supranationals, corporates and covered bonds must have at least $250 million outstanding. Qualifying residential mortgage pass-through securities include fixed rate securities publicly issued by US agencies. 30-year, 20-year and 15-year fixed rate mortgage pools must have at least one year remaining term to final maturity and a minimum amount outstanding of at least $5 billion per generic coupon and $250 million per production year within each generic coupon.
Chandler Asset Management Page 12 Execution Time: 1/4/2023 3:10:10 AM DocuSign Envelope ID: 89E1BF6C-4438-48F6-BF5B-115A14AFDAFD